Faculty Profile

Photograph of Mike O'Neil

Mike O'Neil

Associate Professor of Mathematics
oneil@cims.nyu.edu

212-998-3125
Warren Weaver Hall, Office 1119

212-998-3125
2 Metrotech Center, Room 854

Education

Ph.D., Applied Mathematics, Yale University, USA, 2007.
M.Phil., Applied Mathematics, Yale University, USA, 2005.
A.B., Mathematics, Cornell University, USA, 2003.

Research Interests

Many of the classical partial differential equations of mathematical physics (electromagnetics, fluids, acoustics, heat flow, etc.) can be reformulated in an equivalent integral equation form. The rapid numerical solution of the resulting integral equations require several tools: quadrature for singular functions, robust methods for handling complicated geometry, and fast algorithms for dense linear algebra (e.g. butterfly schemes and fast multipole methods). My research focuses on developing numerical schemes to address problems in all of these areas, as well as formulating novel integral equations which remedy analytical drawbacks of existing ones. Recently, I have also been applying many of these fast algorithms and analytical techniques to problems in computational statistics, namely Gaussian processes.

Selected Publications

A nonuniform fast Hankel transform, P. G. Beckman and M O’Neil, SIAM J. Sci. Comput., 48(2):A784-A803, 2026.
FMM-LU: A fast direct solver for multiscale boundary integral equations in three dimensions, D. Sushnikova, L. Greengard, M. O’Neil, and M. RachhMult. Model. Simul., 44(5): 1385-1409, 2018.
Fast direct methods for Gaussian processes, S. Ambikasaran, D. Foreman-Mackey, L. Greengard, D. W. Hogg, and M. O’Neil, IEEE Trans. Pattern Anal. Mach. Intell., 38(2):252-265, 2015.
An algorithm for the rapid evaluation of special function transforms, M. O'Neil, F. Woolfe, and V. Rokhlin, Appl. Comput. Harmon. Anal., 28(2):203-226, 2010.

Research Groups