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KAUST PhD Theses From Stochastic Numerics Research Group

KAUST PhD Theses from Stochastic Numerics Research Group

Overview

‌List of Completed PhD Theses

Elsiddig Awadelkarim Elsiddig, "Some Contributions to Particle and Unbiased Simulation Methods", Ph.D. thesis, KAUST March 2025.
Yang Liu, "Multilevel sampling and goal-oriented adaptive finite elements for random PDEs and advances in randomized quasi-Monte Carlo", Ph.D. thesis, KAUST November 2024.
Gaukhar Shaimerdenova, "Hierarchical ensemble-based data assimilation and rare event tracking", Ph.D. thesis, KAUST May 2024.
Marco Ballesio, "Multilevel Methods for Stochastic Forward and Inverse Problems", Ph.D. thesis January 2022.
Chiheb Ben Hammouda, "Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks", Ph.D. thesis, KAUST July 2020.
Sören Wolfers, "Efficient Numerical Methods for High-Dimensional Approximation Problems", Ph.D. thesis, KAUST February 2019.
Nadhir Ben Rached, "Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems", Ph.D. thesis, KAUST October 2018.
Zaid Sawlan, "Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs with uncertainties", Ph.D. thesis, KAUST September 2018.
Juho Häppölä, "Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance", Ph.D. thesis, KAUST August 2017.
Abdul-Lateef Haji-Ali, “Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations”, PhD thesis, KAUST, May 2016.
Pedro Vilanova, "Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks", Ph.D. thesis, KAUST, May 2015.
Alvaro Moraes, “Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models”, Ph.D. thesis, KAUST, January 2015.

Related People

Alumni

Yang Liu

Postdoctoral Research Fellow, Applied Mathematics and Computational Science

numerical analysis

Gaukhar Shaimerdenova

Ph.D. Student, Applied Mathematics and Computational Science

numerical analysis Computational finance

Marco Ballesio

Ph.D., Applied Mathematics and Computational Science

Stochastic Modeling uncertainty quantification

Chiheb Ben Hammouda

Ph.D., Applied Mathematics and Computational Science

Numerical simulation and analysis Quantitative finance Computational biology Stochastic Modeling

Sören Wolfers

Ph.D., Applied Mathematics and Computational Science

numerical analysis uncertainty quantification

Nadhir Ben Rached

Ph.D., Applied Mathematics and Computational Science

wireless communication Monte Carlo

Zaid Sawlan

Postdoctoral Research Fellow, Stochastic Numerics Research Group

Juho Häppölä

Ph.D., Applied Mathematics and Computational Science

Mathematical Finance

Pedro Andres Vilanova Guerra

Postdoctoral Research Fellow, Stochastic Numerics Research Group

Alvaro Moraes

Postdoctoral Research Fellow, Stochastic Numerics Research Group

uncertainty quantification

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Stochastic Numerics Research Group (STOCHNUM)

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