Mathematical problems arise across a plethora of scientific and engineering areas. Numerical analysis is a broad area that focuses on the development and theoretical analysis of algorithms for provably solving such problems, with an eye towards computational efficiency and stability. This often incorporates mathematical and computational tools from linear algebra, analysis, modeling, and scientific computing, to name a few. Depending on the specific method and application area, numerical analysis also interacts with many branches of mathematics including analysis, geometry and topology, algebra, and probability and statistics.
Members of the numerical analysis group at UCSD have broad research interests and expertise, reflecting the breadth of numerical analysis. Their interests range from random graphs and random matrix theory, to geometric mechanics and differential geometry, harmonic analysis and signal processing, PDEs and multi-scale modeling, and machine learning and data science.
Faculty

Ioana Dumitriu
Research Areas
Discrete Probability
Stochastic Eigenanalysis
Scientific Computing
Numerical Linear Algebra
Applications in Machine Learning

Melvin Leok
Research Areas
Numerical Analysis
Computational Geometric Control Theory
Computational Geometric Mechanics

Rayan Saab
Research Areas
Mathematics of Data
Information Theory
Applied and Computational Harmonic Analysis
Signal Processing
Additional Faculty

Philip Gill
Research Areas
Numerical Analysis
Software for Optimization
Scientific Computation
Numerical Linear Algebra
Numerical Optimization

Michael Holst
Research Areas
Numerical Analysis
Partial Differential Equations
Mathematical Physics
Applied Analysis