Dr. Shyam Mohan Subbiah Pillai visits the STOCHNUM Group

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The Stochastic Numerics (STOCHNUM) research group at KAUST was pleased to host research consultant Dr. Shyam Mohan Subbiah Pillai for a two-week visit from February 8 to February 19, 2026. The visit was part of an ongoing collaboration between Prof. Raúl Tempone’s group and researchers at RWTH Aachen, aimed at advancing several joint projects involving students and researchers from both institutions.

During his stay, Dr. Pillai worked closely with Prof. Tempone and members of the STOCHNUM group to further develop collaborative research initiatives. This visit was particularly timely, taking place shortly after Dr. Pillai’s doctoral graduation, and provided an opportunity for in-depth discussions on future research directions and long-term collaboration.

Dr. Pillai actively engaged with group members, including doctoral students Eya Ben Amar and Eliza Rezvanova. Discussions with Ben Amar focused on hierarchical importance sampling methods for stochastic differential equations, while exchanges with Rezvanova explored practical applications of stochastic optimal control in real-world systems. These interactions contributed to the group’s ongoing efforts in advancing computational methods for complex stochastic problems.

A central theme of the visit was the development and analysis of novel Monte Carlo methods for interacting particle systems. Collaborative work included higher-order numerical integration techniques for solving the McKean–Vlasov equation, as well as efficient approaches for estimating particle interactions and investigating stochastic optimal control frameworks. Several of these projects continue to be pursued jointly with RWTH Aachen.

The visit also included Niclas Schleimer, a Master’s student from RWTH Aachen, jointly supervised by Dr. Pillai and Prof. Tempone, further strengthening academic exchange and mentorship within the collaboration. Additionally, it was a pleasure to welcome Dr. Pillai back to KAUST, where he reconnected with colleagues such as Dr. Arved Bartuska.

Beyond research activities, the visit coincided with Ramadan and Eid al-Fitr, offering a unique opportunity to experience the KAUST campus during this special time. As Dr. Pillai noted, “The campus looked even more beautiful than usual, and I really enjoyed the whole vibe of the campus during this time.”