Emeritus Professor Vo Anh
Science and Engineering Faculty,Mathematical Sciences,
Applied and Computational Mathematics
Personal details
 Name
 Emeritus Professor Vo Anh
 Position(s)
 Visitor
Science and Engineering Faculty,
Mathematical Sciences,
Applied and Computational Mathematics  Emeritus Professor
Administrative Services,
Human Resources Department,
HR Client Services  Discipline *
 Statistics, Applied Mathematics, Numerical and Computational Mathematics
 Phone
 +61 7 3138 2603
 v.anh@qut.edu.au
 Location
 View location details (QUT staff and student access only)
 Identifiers and profiles
 Qualifications

PhD (University of Tasmania), MEc (University of New England), BSc(Hons) (University of Tasmania)
 Professional memberships
and associations  Fellow of the Australian Mathematical Society
 Member of the Statistical Society of Australia
 Keywords

applied probability, financial modelling, statistical estimation, stochastic analysis and modelling, stochastic differential equations
Biography
 Distinguished Professor, Faculty of Science, Engineering and Technology, Swinburne University of Technology, Australia, since October 2018
 Distinguished Professor, School of Mathematics and Computational Science, Xiangtan University, Hunan, China, since September 2017
 Emeritus Professor, Queensland University of Technology (QUT), Australia, since April 2016
 Professor, School of Mathematical Sciences, QUT, August 2004July 2014
 Member, Research Evaluation Committee, Excellence in Research for Australia (ERA) 2012, Australian Research Council, 2012
 Director, Mathematical Sciences Cluster, QUT, 2009
 CoDirector, Program in Statistics and Operations Research, QUT, 20022008
 Associate Director, University Centre in Statistical Science & Industrial Mathematics, QUT, 19932002
 Director, Centre in Statistical Science, QUT, 19901992
 Director, Research Concentration in Mathematical Modelling, QUT, 1989
 Lecturer (19841991), Senior Lecturer (19911998), Associate Professor (19982004), QUT
 Research Officer/Senior Research Officer, Bureau of Agricultural Economics, Canberra, 19801984
 Tutor, Department of Mathematics, University of New England, 19781979
Named a Web of Science Highly Cited Researcher for 2015, 2016, 2017 and 2018. Received 9738 citations and an hindex of 48 (Google Scholar Citations, 3 October 2018)
 Distinguished Overseas Scholar, Hunan Province, hosted by Xiangtan University, China, 2014
 Julius Kühn Professor, MartinLuther Universität HalleWittenberg, Germany, July 2009
 Invitation Fellow, Japan Society for the Promotion of Science, hosted by Hokkaido University, November 2002
 Guest Professor, MartinLuther Universität HalleWittenberg, Germany, January 1998
 Invitation Fellow, Foundation of Academic Advancement and International Exchange, Japan, hosted by Muroran Institute of Technology, July 1997
 Fellow of the Australian Mathematical Society since 1996
 QUT Award for Outstanding Contribution in Research & Scholarship, 1996
 QUT Award for Distinguished Academic Service, 1990
 Inaugural Dean’s Award, Faculty of Science, QUT, 1988
 University of Tasmania Postgraduate Research Award, 19751977
 Colombo Plan Scholarship, 19701974
Experience
Research theme: Environment, Energy
Research discipline: Mathematical Sciences
Research projects
 New methods in theory and applications of spherical random fields
This project aims to investigate and model spherical random fields which are described as solutions of infinitedimensional stochastic differential equations on a sphere. The project studies properties and develops spectral analysis of these solutions. The obtained theoretical results will be used to construct new methods for numerical approximation and statistical estimation of these random fields. In particular, novel asymptotic and statistical methodology will be developed for tensorvalued spherical random fields. The results will be applied to model and analyse cosmic microwave background data. The work will improve the accuracy in determining cosmological parameters and provide novel tools for better understanding of the Universe during its early stages.
 Stochastic modelling of spatiotemporal nonlinear diffusion processes with multifractal characteristics
This project aims at developing new mathematical and statistical tools for modelling and prediction of spatiotemporal nonlinear systems with multifractal scaling, including the Burgers equation and the KPZ equation. The renormalised solutions of these equations, leading to their scaling laws and nonGaussian central limit theorems, are obtained. Their spectral properties and higherorder spectra are derived.
 Statistical estimation and approximation of anomalous diffusion
This project develops a comprehensive theory of diffusion and transport processes, such as heat conduction and fluid flow, in highly heterogeneous media based on recent advances in mathematical and statistical research. The theory produces analytical tools and faster algorithms for statistical estimation, numerical approximation and prediction of anomalous diffusion.
 Diffusion and transport of saltwater in coastal aquifers
Saltwater intrusion is a severe environmental problem in coastal regions of Australia, resulting in loss of agricultural land at an alarming rate. This project aims to develop a threedimensional mathematical model for the simulation and prediction of saltwater intrusion into complex coastal aquifers based on recent advances in the theory of anomalous diffusion, stochastic modelling and numerical methods.
Areas of expertise
 Stochastic Processes and Random Fields
 Stochastic modelling
 Time series analysis
 Environmental modelling
 Financial modelling
Grants from the Australian Research Council (ARC)
 ARC Discovery Grant DP160101366, 20162018, $324,686. P. Broadbridge (La Trobe), A. Olenko (La Trobe), V.V. Anh (QUT), N.N. Leonenko (Cardiff). Project: New methods in theory and cosmic applications of spherical random fields.
 ARC Discovery Grant DP120103770, 20122014, $360,000. I. Turner (QUT), K. Burrage (QUT), V.V. Anh (QUT), T. Moroney (QUT). Project: From genes to organs: Understanding how heterogeneity in tissue modulates cellular behaviour in the heart.
 ARC Discovery Grant DP0986766, 20092011, $185,000. I. Turner (QUT), V.V. Anh (QUT). Project: A multiscale approach for modeling coupled transport in heterogeneous and anisotropic porous media.
 ARC Discovery Grant DP0559807, 20052009, $353,000. V.V. Anh (QUT), K.S. Lau (Chinese University of Hong Kong), N.N. Leonenko (Cardiff University), J.M. Angulo and M.D. RuizMedina (University of Granada). Project: Stochastic modeling of spatiotemporal nonlinear diffusion processes with multifractal characteristics.
 ARC LinkageInfrastructure Equipment & Facilities LE0453501, 2004, $406,097 from ARC with $650,000 cash contributions from QUT and James Cook University. A.N. Pettitt (QUT), J.C. Patterson (JCU), D.L. McElwain (QUT), V.V. Anh (QUT), M. Mahendran (QUT), A.S. Hurn (QUT), S.R. Connolly (JCU), R.H. Crozier (JCU), T. Hardy (JCU), F.R. Keene (JCU). Project: A computational research grid serving regional and metropolitan Queensland.
 ARC LinkageProjects Grant LP0348653, 20032006, $263,300 plus $60,000 cash contribution from Queensland Department of Natural Resources and Mines. V.V. Anh (QUT), I. Turner (QUT), K. Bajracharya (DNRM) and A. Durick (DNRM). Project: Diffusion and transport of saltwater in coastal aquifers.
 ARC Linkage International Grant LX0348297, 20032004, $24,200. V.V. Anh (QUT), J.M. Angulo and M.D. RuizMedina (University of Granada). Project: Stochastic modeling and analysis of spatialtemporal processes with fractal characteristics.
 ARC Discovery Grant DP0345577, 20032005, $195,000. V.V. Anh (QUT), C.C. Heyde (Australian National University & Columbia University) and N.N. Leonenko (Cardiff University). Project: Statistical estimation and approximation of anomalous diffusion.
 ARC Large Grant A10024117, 20002002, $153,000. V.V. Anh (QUT) and C.C. Heyde (ANU & Columbia University). Project: Stochastic analysis of longrange dependent multifractals.
 ARC SPIRT Grant C10024101, 20002002, $225,000 plus $48,000 cash contribution from Queensland Department of Natural Resources. V.V. Anh (QUT), I. Turner (QUT), K. Bajracharya (DNR) and J. Arunakumaren (DNR) . Project: Monitoring and modelling of saltwater intrusion into heterogeneous aquifer systems.
 ARC Research Infrastructure Equipment & Facilities Grant R00002823, 2000, $692,000 from ARC, $596,000 from QUT and $100,000 from Griffith University. A.N. Pettitt (QUT), J. Diederich (QUT), D. Thiel (GU), V.V. Anh (QUT) and D.S. McElwain (QUT). Project: Queensland High Performance Computing (HPC) MetaCentre Enhancement.
 ARC Large Grant A69804041, 19982000, $186,000. V.V. Anh (QUT), C.C. Heyde (ANU) and M. Farge (CNRS, France). Project: Structural study of longrange dependence, infinite variance and coherent structures.
 ARC Large Grant A89601825, 19961998, $175,140. V.V. Anh (QUT), P.E. Kloeden (Deakin University & Goethe University) and W.H. Melbourne (Monash University). Project: Multifractal analysis and stochastic models of turbulence dispersion.
 ARC Collaborative Grant C19600199, 19961998, $180,000 plus $20,000 cash contribution from Environment Protection Authority of New South Wales. V.V. Anh (QUT), P.E. Kloeden (Deakin University & Goethe University) and G. Johnson (CSIRO, Sydney). Project: Stochastic models for air quality management.
 ARC Large Grant A69531724, 19951997, $91,330. V.V. Anh (QUT) and C.C. Heyde (ANU). Project: Statistical analysis of data with longrange dependence.
 ARC Small Grant, 2000, $16,000. V.V. Anh (QUT). Project: Characterisation and representation of multifractals.
 ARC Small Grant, 1997, $12,500. V.V. Anh (QUT), C.C. Heyde (ANU) and P.E. Kloeden (Goethe University). Project: Financial stochastics.
 ARC Small Grant, 1995, $10,300. V.V. Anh (QUT). Project: Realtime forecasting models for air quality management.
 ARC Small Grant, 1994, $19,900. V.V. Anh (QUT). Project: Realtime forecasting models for air quality management.
QUT grants
 QUT Strategic Collaborative Program Grant, 20032004, $300,000. J. Hogan, P. Timms, A. Pettitt, V. Anh, P. Roe, W. Kelly, S. Geva, A. van Daal, P. Chen. Project: High performance computing and algorithms for molecular biology.
 QUT Strategic Collaborative Program Grant, 20032004, $236,400. M. Cox, A. Goonetilleke, V. Anh, I. Turner, R. Frost. Project: Environmental hydrology and groundwater resource sustainability.
 QUT Strategic Links Scheme Grant, in collaboration with Queensland Department of Primary IndustriesForestry and Pacific Harbour, 20022004, $30,000. M. Cox, V.V. Anh and I. Turner. Project: Modelling of Bribie Island groundwater.
 QUT Meritorious Grant, 1993, $14,500 plus matching funds from Voxson Pty Ltd. V.V. Anh and S. Sridharan (School of Electrical & Electronic Systems Engineering). Project: Full motion picture video compression to MPEG standard.
 QUT Research Encouragement Award, 1992, $19,000. V.V. Anh and S. Sridharan (School of Electrical & Electronic Systems Engineering). Project: Statistical image compression.
 QUT R&D Grant, 1991, $14,000. V.V. Anh and S. Sridharan (School of Electrical & Electronic Systems Engineering). Project: Image compression for videotelephone systems.
 DEET Mechanism B funding, 1992, $114,000. V.V. Anh, Director, School Centre in Statistical Science.
 DEET Mechanism B funding, 1991, $150,000. V.V. Anh, Director, School Centre in Statistical Science.
 QUT Special Research Grant, 1990, $25,000. V.V. Anh, D. Huang (School of Mathematics) and J. Wong (School of Physics). Project: Development of a lowcost 2D digital filter.
Publications
 Anh VV, Grecksch W, Yong J, (2011) Regularity of backward stochastic volterra integral equations in Hilbert spaces, Stochastic Analysis and Applications p146168
 RuizMedina MD, Anh VV, Angulo J, (2011) Multifractional markov processes in heterogeneous domains, Stochastic Analysis and Applications p1547
 Zhuang P, Liu F, Anh VV, Turner IW, (2009) Numerical methods for the variableorder fractional advectiondiffusion equation with a nonlinear source term, SIAM Journal on Numerical Analysis p17601781
 Anh VV, Leonenko NN, Shieh N, (2008) Multifractality of products of geometric OrnsteinUhlenbeck type processes, Advances in Applied Probability p11291156
 Zhuang P, Liu F, Anh VV, Turner IW, (2008) New solution and analytical techniques of the implicit numerical method for the anomalous subdiffusion equation, SIAM Journal on Numerical Analysis p10791095
 Anh VV, Leonenko NN, Sakhno LM, (2007) Statistical Inference Using HigherOrder Information, Journal of Multivariate Analysis p706742
 Liu F, Anh V, Turner IW, (2004) Numerical Solution of the Space Fractional FokkerPlanck Equation, Journal of Computational and Applied Mathematics p209219
 Anh V, Heyde C, Leonenko NN, (2002) Dynamic models of longmemory processes driven by levy noise, Journal of Applied Probability p730747
 Anh VV, Leonenko NN, (2002) Renormalization and Homogenization of Fractional Diffusion Equations with Random Data, Possibility Theory and Related Fields p381408
 Anh VV, Leonenko NM, (2001) Spectral Analysis of Fractional Kinetic Equations with Random Data, Journal of Statistical Physics p13491387
For more publications by this staff member, visit QUT ePrints, the University's research repository.
Research projects
Grants and projects (Category 1: Australian Competitive Grants only)
 Title
 From Genes to Organ Function: Understanding how Heterogeneity in Tissue Modulates Cellular Behaviour in the Heart
 Primary fund type
 CAT 1  Australian Competitive Grant
 Project ID
 DP120103770
 Start year
 2012
 Keywords
 Heterogeneous Computing; Cardiovascular System; Mathematical Modelling; Simulation Algorithm
 Title
 A MultiScale Approach For Modelling Coupled Transport In Heterogeneous And Anisotropic Porous Media
 Primary fund type
 CAT 1  Australian Competitive Grant
 Project ID
 DP0986766
 Start year
 2009
 Keywords
 Anomalous Diffusion; Fractional Partial Differential Equations; Finite Volume Method; Krylov Subspace Methods; Matrix Function Approximation; Computational Mathematics;
 Title
 Stochastic Modelling of Spatiotemporal Nonlinear DiffusionProcesses with Multifractal Characteristics
 Primary fund type
 CAT 1  Australian Competitive Grant
 Project ID
 DP0559807
 Start year
 2005
 Keywords
 Stochastic modelling Nonlinear diffusion Anomalous diffusion Spatiotemporal processes Multifractal analysis Generalised random fields
 Title
 Diffusion and Transport of Saltwater in Coastal Aquifers
 Primary fund type
 CAT 1  Australian Competitive Grant
 Project ID
 LP0348653
 Start year
 2004
 Keywords
 saltwater intrusion; environmental modelling; flow and transport equations; salinity process; groundwater modelling; complex systems
 Title
 Stochastic Modelling and Analysis of SpatioTemporal Processes with Fractal Characteristics
 Primary fund type
 CAT 1  Australian Competitive Grant
 Project ID
 LX0348297
 Start year
 2004
 Keywords
 Fractional diffusion
 Title
 Statistical Estimation and Approximation of Anomalous Diffusion
 Primary fund type
 CAT 1  Australian Competitive Grant
 Project ID
 DP0345577
 Start year
 2003
 Keywords
 Statistical estimation; Generalised random fileds; longrnage dpendence; Diffusion processes; Stochastic partial differential equations; Levy processess
Supervision
Completed supervisions (Doctorate)
 Fuzzy Methods for Analysis of Microarrays and Networks (2011)
 Multifractal Characterisation and Analysis of Complex Networks (2011)
 Stochastic modelling of financial time series with memory and multifractal scaling (2009)
 Stochastic Modelling of Financial Processes with Memory and SemiHeavy Tails (2005)
 Estimation of a Class of Nonlinear Time Series Models (2004)