Professor Choi-Hong Lai 厲才康

Professor

Prof. Lai is the head of the Numerical and Applied Mathematics Research Unit (NAMU), School of Computing and Mathematical Sciences, Faculty of Liberal Arts and Sciences. He came from a background of mathematics with engineering, aerodynamics, partial differential equations, and parallel computing, and he specialises in novel numerical algorithms and applied mathematics. He teaches Level 6 Partial Differential Equations and a short course on Methods for Nonlinear Problems. He coordinates research activities of NAMU. Currently he is visiting professor at Jiangnan University and Fuzhou University, China, and at Buckingham University.

Qualifications

BSc (Lond) First Class Mathematics with Engineering, 1981.
PhD (Lond) Computational aerodynamics and parallel algorithms, 1985.

Responsibilities within the university

  • REF2020 University sub-panel member
  • REF2020 Unit 10 Coordinator
  • Chair in Numerical Mathematics; Numerical and Applied Mathematics Research Unit Group Leader
  • Module tutor 2018/19: Partial Differential Equations; Short Course tutor: Methods for Nonlinear Problems

Recognition

FHEA, CMath, CEng, FIMA, MBCS, LMS Member, AIAA Senior Member, SIAM Member

Editor-in-Chief: Journal of Algorithms and Computational Technology; International Journal of Computer Mathematics

Book series editor: Numerical Analysis and Scientific Computing Series, Chapman & Hall/CRC Press 

Members Committee panel member: IMA

Finance Committee panel member: IMA

Co-Chair: International Symposium of Distributed Computing and Algorithms for Business, Engineering, and Sciences 

Secretary: BCS Future Computing Systems Specialist Group.

Research / Scholarly interests

Inverse problems and optimisation

Computational medical biology: (i) Absorption and metabolism models, nutrients and drug absorption; (ii) Mathematical modelling of cardiac myocytes.

Computational music and sociology

Computational criminology

Computational finance: Option pricing with nonlinear volatility models, calibration methods, GPU and parallel algorithms, Monte Carlo simulation, numerical solutions for stochastic differential equations.

Optimisation and risk management

Computational intelligence

Image processing

Computational acoustics

Innovative numerical algorithms

History of mathematics


Funded Research Projects

2013 to 2017 FP7-People-2012-ITN: STRIKE (Ref 304617) Novel methods in computational finance

2013 to 2017 FP7-People-2012-ITN: AeroTraNet (Ref 317142) Aeronautical Training Network in Aerodynamic Noise from Widebody Civil Aircraft

2015 University Proof of Concept Fund (HEIF-PoC-ACH-03/15) A computational framework conjoining musical pieces with socio-economic/socio-political events

2017 University REF Competitive Fund Predicting Outcomes During Malicious Product Incidents (with Law School).


Completed Projects

Key funded projects

2013 to 2017 FP7-People-2012-ITN: STRIKE (Ref 304617) Novel methods in computational finance

2013 to 2017 FP7-People-2012-ITN: AeroTraNet (Ref 317142) Aeronautical Training Network in Aerodynamic Noise from Widebody Civil Aircraft

2015 University Proof of Concept Fund (HEIF-PoC-ACH-03/15) A computational framework conjoining musical pieces with socio-economic/socio-political events

2017 University REF Competitive Fund Predicting Outcomes During Malicious Product Incidents (with Law School)

Completed Projects

Publications

Lai, Choi-Hong (2018) Modification terms to the Black-Scholes model in a realistic hedging strategy with discrete temporal steps. In: International Journal of Computer Mathematics. Taylor & Francis. ISSN 0020-7160 ISSN 0020-7160

Xu, Haiping, Wang, Meiqing, Chen, Fei and Lai, Choi-Hong (2018) Image cosegmentation using shape similarity and object discovery scheme. In: International Journal of Pattern Recognition and Artificial Intelligence. World Scientific. ISSN 0218-0014 ISSN 0218-0014

Lai, C.-H. and Ortega-Casanova, J. (2018) CFD study on laminar mixing at a very low Reynolds number by pitching and heaving a square cyliner. In: Computers and Fluids. Elsevier. pp. 318-327. ISSN 0045-7930 ISSN 0045-7930

Zeng, Xunxun, Chen, Fei, Wang, Meiqing and Lai, Choi-Hong (2018) Circulant dissimilarity based shape registration for object segmentation. In: International Journal of Computer Mathematics. Taylor and Francis. ISSN 0020-7160 ISSN 0020-7160

Xue, Meiyu and Lai, Choi-Hong (2018) From time series analysis to a modified ordinary differential equation. In: Journal of Algorithms and Computational Technology. SAGE Publications. pp. 85-90. ISSN 1748-3018 ISSN 1748-3018

Serife, Arif, Natkunam, Kokulan, Byambajav, Buyandelger, Lai, Choi-Hong and Knöll, Ralph (2017) An inverse problem approach to identify the internal force of a mechanosensation process in a cardiac myocyte. In: Informatics in Medicines Unlocked. Elsevier. pp. 36-42. ISSN 2352-9148 ISSN 2352-9148

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. In: Computational Methods in Applied Mathematics. De Gruyter. pp. 35-50. ISSN 1609-4840 ISSN 1609-4840

Egorova, V.N., Tan, S. H., Lai, Ci-H., Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. In: International Journal of Computer Mathematics. Taylor & Francis. pp. 345-362. ISSN 0020-7160 ISSN 0020-7160

Ma, Jixin, Pandey, Sanjib Raj and Lai, Choi-Hong (2015) Development of decision support system for the diagnosis of arthritis pain for rheumatic fever patients: Based on the fuzzy approach. In: Journal of Algorithms and Computational Technology. Multi-Science Publishing Co Ltd. pp. 265-290. ISSN 1748-3018 ISSN 1748-3018

Tian, Na, Zhu, Longchao and Lai, Choi-Hong (2015) Identification of boundary shape using a hybrid approach. In: International Journal of Machine Learning and Cybernetics. Springer Berlin Heidelberg. pp. 385-397. ISSN 1868-8071 ISSN 1868-8071

Lai, Choi-Hong, Liu, X.Y. and Pericleous, Kyriacos A. (2015) A fourth-order PDE denoising model with an adaptive relaxation method. In: International Journal of Computer Mathematics. Taylor & Francis. pp. 608-622. ISSN 0020-7160 ISSN 0020-7160

Lai, C.-H., Hai, Y., George, E. and Pericleous, K. A. (2015) An inverse problem for the absorption of fatty acid. In: Journal of Algorithms and Computational Technology. Multi-Science Publishing Co. Ltd. pp. 27-40. ISSN 1748 3018 ISSN 1748 3018

Pandey, Sanjib Raj, Ma, Jixin and Lai, Choi-Hong (2014) Fuzzy membership function and input/output parameter for diagnosis of rheumatic fever. In: International Transactions on Information Science and Technology (ITIST). IAITCD International. pp. 10-15. ISSN 2325-6567 ISSN 2325-6567

Tan, Kah Bee, Ali, Norhashidah Hj. Mohd. and Lai, Choi-Hong (2012) Parallel block interface domain decomposition methods for the 2D convection-diffusion equation. In: International Journal of Computer Mathematics. Taylor & Francis. pp. 1704-1723. ISSN 0020-7160 ISSN 0020-7160

Sun, Jun, Wu, Xiaojun, Palade, Vasile, Fang, Wei, Lai, Choi-Hong and Xu, Wenbo (2012) Convergence analysis and improvements of quantum-behaved particle swarm optimization. In: Information Sciences. Elsevier. pp. 81-103. ISSN 0020-0255 ISSN 0020-0255

Liu, X.Y., Lai, C.-H., Pericleous, K.A. and Wang, M.Q. (2012) On a modified diffusion model for noise removal. In: Journal of Algorithms & Computational Technology. Multi-Science Publishing. pp. 35-58. ISSN 1748-3018 ISSN 1748-3018

Sun, Jun, Fang, Wei, Wu, Xiaojun, Lai, Choi-Hong and Xu, Wenbo (2011) Solving the multi-stage portfolio optimization problem with a novel particle swarm optimization. In: Expert Systems with Applications. Elsevier. pp. 6727-6735. ISSN 0957-4174 (online) ISSN 0957-4174 (online)

Lai, C.-H. and Liu, L. (2011) Preface. In: Journal of Algorithms & Computational Technology. Multi-Science Publishing, Brentwood, UK. pp. iii-iv. ISSN 1748-3018 ISSN 1748-3018

Tian, Na, Sun, Jun, Xu, Wenbo and Lai, Choi-Hong (2011) An improved quantum-behaved particle swarm optimization with perturbation operator and its application in estimating groundwater contaminant source. In: Inverse Problems in Science and Engineering. Taylor & Francis. pp. 181-202. ISSN 1741-5977 ISSN 1741-5977

Kokulan, Natkunam, Lai, Choi-Hong and Jaipu-Persad, David (2011) Design of an image processing interface to existing CFD software platforms. In: Advances in Intelligent and Soft Computing. Springer Verlag. pp. 93-103. ISSN 1867 5662 (online) ISSN 1867 5662 (online)

Liu, Li, Lai, Choi-Hong, Zhou, Shao-Dan, Xie, Fen and Lu, Rui (2011) Two-level time-domain decomposition based distributed method for numerical solutions of pharmacokinetic models. In: Computers in Biology and Medicine. Elsevier. pp. 221-227. ISSN 0010-4825 (online) ISSN 0010-4825 (online)

Siahaan, Antony, Lai, Choi-Hong and Pericleous, Koulis (2011) Local convergence of an adaptive scalar method and its application in a nonoverlapping domain decomposition scheme. In: Journal of Computational and Applied Mathematics. Elsevier B.V.. pp. 5203-5212. ISSN 0377-0427 ISSN 0377-0427

Tian, Na, Sun, Jun, Xu, Wenbo and Lai, Choi-Hong (2011) Estimation of unknown heat source function in inverse heat conduction problems using quantum-behaved particle swarm optimization. In: International Journal of Heat and Mass Transfer. Elsevier. pp. 4110-4116. ISSN 0017-9310 (online) ISSN 0017-9310 (online)

Tian, Na, Sun, Jun, Xu, Wenbo and Lai, Choi-Hong (2011) Quantum-behaved particle swarm optimization with ring topology and its application in estimating temperature-dependent thermal conductivity. In: Numerical Heat Transfer, Part B: Fundamentals: An International Journal of Computation and Methodology. Taylor & Francis. pp. 73-95. ISSN 1040-7790 ISSN 1040-7790

Zhao, Ji, Sun, Jun, Lai, Choi-Hong and Xu, Wenbo (2011) An improved quantum-behaved particle swarm optimization for multi-peak optimization problems. In: International Journal of Computer Mathematics. Taylor & Francis. pp. 517-532. ISSN 0020-7160 ISSN 0020-7160

Zhou, Di, Sun, Jun, Lai, Choi-Hong, Xu, Wenbo and Lee, Xiaoguang (2011) An improved quantum-behaved particle swarm optimization and its application to medical image registration. In: International Journal of Computer Mathematics. Taylor & Francis. pp. 1208-1223. ISSN 0020-7160 ISSN 0020-7160

Tian, Na, Xu, Wenbo, Sun, Jun and Lai, Choi-Hong (2010) Estimation of heat flux in inverse heat conduction problems using quantum-behaved particle swarm optimization. In: Journal of Algorithms & Computational Technology. Multi-Science Publishing Co Ltd. pp. 25-46. ISSN 1748-3018 ISSN 1748-3018

Book sections:

Lai, Choi-Hong (2010) On transformation methods and the induced parallel properties for the temporal domain. In: Substructuring Techniques and Domain Decomposition Methods. Saxe-Coburg, Stirlingshire, UK. pp. 45-70. ISBN 978-1-874672-33-3

Tan, S.-H., Lai, C.-H.  (2017) Newton based solvers for nonlinear PDEs in finance (DOI 978-3-319-61282-9_12), in STRIKE – Novel Methods in Computational Finance, eds. M. Ehrhardt, M. Günther, E.J.W. ter Maten.  Springer, P.229-242.

Lai, C.-H., Ribeiro, A.M.S., Kokulan, N. (2017)  Alternative Parallel Strategies for Linear and Nonlinear PDEs in Option Pricing (DOI 978-3-319-61282-9_25), in STRIKE – Novel Methods in Computational Finance, eds. M. Ehrhardt, M. Günther, E.J.W. ter Maten.  Springer, P.433-P.441, August 2017.

Books:

M. Wang, C.-H. Lai.  A Concise Introduction to Image Processing using C++.   Chapman & Hall CRC, Numerical Analysis and Scientific Computing Series, ISBN 9781584888970, 2008.

X. Jiang, C.-H. Lai.  Numerical Techniques for Direct and Large-Eddy Simulation.  Chapman & Hall CRC, Numerical Analysis and Scientific Computing Series, ISBN 9781420075786, 2009.J. Sun, C.-H. Lai, and X.-J. Wu.Particle Swarm Optimisation: Classical and Quantum Perspectives

.  Chapman and & Hall CRC, Numerical Analysis and Scientific Computing Series, ISBN 9781439835760, 2012.