Alexander Gilbert

Dr Alexander Gilbert is a Lecturer at the School of Mathematics & Statistics at the University of New South Wales (UNSW). He completed both his undergraduate and doctoral studies at UNSW, earning a BSc (Hons) in Applied Mathematics in 2013 and a PhD in Applied Mathematics in 2018, with a focus on computational mathematics. Following his PhD, he spent two years as a Postdoctoral Research Fellow at the University of Heidelberg in Germany (2018-2020) before returning to UNSW.

His educational background includes:

• PhD in Applied Mathematics, UNSW Sydney, 2018
• BSc (Hons) in Applied Mathematics, UNSW Sydney, 2013

Dr Gilbert's research focuses on computational mathematics and numerical analysis, with particular expertise in numerical methods for approximating high-dimensional integrals. His work spans several key areas including algorithms development, software implementation, applications in uncertainty quantification, numerical analysis theory, and quasi-Monte Carlo quadrature rules. His research has significant applications in mathematical finance, particularly in option pricing and density estimation, as well as in solving stochastic partial differential equations.

Analysis of Dr Gilbert's publication record reveals a strong focus on quasi-Monte Carlo methods, multilevel algorithms, and their application to stochastic partial differential equations and eigenvalue problems. His work demonstrates a consistent progression from theoretical foundations to practical implementations, with increasing emphasis on uncertainty quantification applications. The majority of his publications address challenging problems in high-dimensional numerical integration with applications across computational finance and engineering, showing particular strength in preintegration techniques and multilevel methods for stochastic eigenvalue problems.