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Hong Xiao
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Research interests: |
My main research interests are in the area of numerical computation,
in particular, in solutions of integral equations, randomized
algorithms, and the construction of numerical techniques based on
band-limited functions. I am interested in the development of
FFT-type, high-order, high-accuracy fast algorithms for handling
large data sets with oscillatory components in higher dimensional
regions.
My recent work include the development of Gaussian-like quadratures for convex and concave regions in two and three dimensions, asymptotic analysis and fast evaluation for a band-limited basis and associated eigenvalues, and application of Fourier analysis, band-limited methods and optimization in problems in electrical engineering, physics and mathematical finance --- optical design, wireless and UWB waveform design, synthetic sonar imaging, image inpainting, and CDO pricing in Gaussian Copulas. |
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Publications: |
Downloadable |
| Teaching: |
Winter 2011: 16A.
Recent courses.
Previous courses. |