The department emphasizes both teaching and research. To better coordinate the research efforts, statistics, scientific computing and mathematics have been identified as our primary research areas:
The division of statistics concentrates on optimal design for regression, financial time series, and applied probability and biomedical statistics. The recent research work focuses on an advanced determinant calculus of D-optimal design for weighted polynomial regressions, optimal designs for multi-response non-linear models, estimations of the integrated volatility ratio and online monitoring system for high-frequency transaction data, some variations of the two-person red-and-black game, and medical image analysis.
The division of scientific computation studies elliptic boundary value problems with singularity, transport problem, porous media, pattern recognition, polynomial system, matrix computation and computational finance, etc. Besides the traditional finite difference, finite element and finite volume methods, we also use Trefftz boundary method, a method of fundamental solution, radial basis method, combined method and conservative schemes, etc. In addition, we have made the deep investigation on the superconvergence of numerical methods and effective condition numbers of a linear system.
The division of mathematics concentrates on combinatorial mathematics and algebra, differential equations and inverse problems, dynamic systems, nonlinear analysis, optimization, and applications to engineering, economics, and finance.