Rob Womersley, School of Mathematics and Statistics, UNSW
Rob Womersley
Honorary Associate Professor
School of Mathematics and Statistics
University of New South Wales
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Office |
Room 3062, Red Centre |
Phone |
+61 2 9385 7043 |
Fax |
+61 2 9385 7123 |
Email |
"R.Womersley" "@" UNSW = "unsw.edu.au" |
Mail |
School of Mathematics and Statistics, University of New South Wales
Sydney NSW 2052, Australia |
Brief History
BSc (Hons) from the University of Adelaide (1976); MSc and PhD from University
of Dundee, Scotland (1977, 1981); Visiting Assistant Professor, University
of Kentucky, Lexington (1979-1980); Lecturer, University of New South Wales
(1981-1983); Research Fellow, Australian National University (1983-1985),
Lecturer, Senior Lecturer, Associate Professor,
University of New South Wales (1985-2015), Honorary Associate Professor (2015-2020).
Recent Visiting Appointments
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Visiting Professor,
Department of Mathematics,
Vanderbilt University, Nashville, TN, USA,
Spring (January - May) 2019 Semester.
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ICERM (Institute for Computational and Experimental Research in Mathematics),
Brown University, Providence, RI, USA,
Semester Program on
Point Configurations in Geometry, Physics and Computer Science,
February 1 - May 4, 2018.
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Senior Research Fellow, Department of Applied Mathematics,
Hong Kong Polytechnic University, Hung Hom, Hong Kong, February 2017 - June 2017.
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Visiting Professor, Department of Applied Mathematics,
Hong Kong Polytechnic University, Hung Hom, Hong Kong, August 2009 - January 2010.
Research Interests
Development, analysis, implementation and application of computational
methods in
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Optimization
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Computational Mathematics
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Mathematical Finance
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High Performance Computing
Research groups
Some ARC grants
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B. Goldys and R. S. Womersley,
Market Model of Implied Volatility
(ARC Discovery Project 2005 - 2007)
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R. S. Womersley,
Approximation, Cubature and Point Designs on the Sphere
(ARC Discovery Project 2004-2006).
Past Teaching
Past Administration
- Chair, Computing Committee, School of Mathematics and Statistics (S2, 2010 - 2015)
- Chair, High Performance Computing Committee (2005 - 2015)
- Head, School of Mathematics and Statistics (2008)
- Deputy Head, School of Mathematics and Statistics (2005 - 2007)
- Information about the School of Mathematics and Statistics at UNSW
Other Activities
Regional and national HPC centres:
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Intersect - peak eResearch organisation in NSW.
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NCRIS - National Collaborative Research Infrastrucutre.
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NCI - National Computational Infrastructure
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Sydney Financial Mathematics Workshop (
SFMW)
Selected Recent Publications
Please see UNSW Research Profile