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NC State Mathematicians Earn $2.1M Research Grant to Study Randomized Algorithms

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A team of NC State mathematics faculty led by Pierre Gremaud, a professor of mathematics, has earned a $2.1 million research grant from the National Science Foundation (NSF) to study how to improve scientific computing methods using randomized algorithms.

Classical scientific computing methods were designed to find exact answers to exact questions, but these methods cannot address most of today’s big data computational models. The project will work to develop randomized computing methods that aim to provide approximate answers to approximate questions, opening the door for new generations of numerical tools well-adapted to 21st-century problems in a range of areas, including data science and engineering.

A key component of the project will be working-group training opportunities involving undergraduate, graduate and postdoctoral students that will help them communicate their research to nontechnical audiences in clear, compelling and engaging ways and bridge disciplinary divides to address society’s grand challenges. The researchers will also develop new online and on-campus course materials that reflect and address challenges in present-day scientific computing.

“This is a fascinating time to work in numerical analysis as the field reinvents itself to deal with increasingly noisy, complex and large computational problems,” said Gremaud, the principal investigator on the grant. “We look forward not only to better understanding the effects of randomness and low precision on numerical solutions but also to developing fundamental changes in the training of our students.”

The five-year project will support five undergraduate students annually, plus about 10 Ph.D. students and two postdoctoral fellows. The students and postdocs will work under the direction of Gremaud and five other faculty members in the Department of Mathematics: Tim Kelley, Drexel Professor of Mathematics; Ilse Ipsen, professor of mathematics; Ralph Smith, Distinguished University Professor of Mathematics; Alen Alexanderian, assistant professor of mathematics; and Arvind Saibaba, assistant professor of mathematics.