Fred J. Hickernell is former Director of the Center for Interdisciplinary Scientific Computation (CISC) and Professor of Applied Mathematics. His research focuses on increasing the efficiency of computer simulations and determining when to stop simulations and be confident that the answers meet user-prescribed error requirements. A major area of interest is Monte Carlo methods, where the average or extreme behaviors of complex situations are determined by the outcomes of a large number of computer-generated scenarios. Financial risk, logistics, and high energy physics are three areas where Monte Carlo methods are prominent.
Hickernell’s research has been funded by the National Science Foundation and the Department of Energy. He and his research group have collaborated with scientists worldwide as well as with local industry. Hickernell is a Fellow of the Institute of Mathematical Statistics. In 2016 he received the Joseph F. Traub Prize for Achievement in Information-Based Complexity. He has served on the editorial boards of the Journal of Complexity, Mathematics of Computation, and the SIAM Journal on Numerical Analysis.