News

March 2017

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  Prof. Marco Scavino to visit the Stochastic Numerics Research Group

  1 min read · Tue, Mar 7 2017

  News

  Prof. Marco Scavino will be visiting the Stochastic Numerics Research Group from March 7 to May 8, 2017.
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  It is always a pleasure to meet ex-colleagues from SRI UQ Center in conferences all around the world

  1 min read · Fri, Mar 3 2017

  News

  Pedro Villanova is a PostDoc at Umass Amherst, USA. Pedro is an expert in fast Sensitivity Analysis for Reaction Networks.

February 2017

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  Alexander Litvinenko, together with colleagues from RWTH Aachen, TU Braunschweig and SkolTech is organizing a minisymposium

  1 min read · Mon, Feb 27 2017

  News

  data assimilation uncertainty quantification

  Alexander Litvinenko, together with colleagues from RWTH Aachen, TU Braunschweig (Germany), and SkolTech (Russia) is organizing a minisymposium "Tensor completion techniques in Data Assimilation, Bayesian Updata and UQ problems" at SIAM CSE Conference being held February 27 through March 3, 2017, at the Hilton Atlanta in Atlanta, Georgia, USA.
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  Alexander Litvinenko presented two talks at University of New South Wales, Sydney, Australia

  1 min read · Sun, Feb 19 2017

  News

  The first one on Seminar at School of Mathematics and Statistics: Low-rank tensor methods for solving PDEs with uncertain coefficients and Bayesian Update surrogate.
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  Alexander Litvinenko, Sören Wolfers, and Joakim Beck to present their work at the 7th Workshop on High-Dimensional Approximation

  1 min read · Mon, Feb 13 2017

  News

  Alexander Litvinenko, Sören Wolfers, and Joakim Beck will present their work at the 7th Workshop on High-Dimensional Approximation, February 13 – 17, 2017, The University of New South Wales, Sydney, Australia.
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  AMCS Seminar: Meanfield games and model predictive control by Prof. Michael Herty (RWTH Aachen University)

  1 min read · Tue, Feb 7 2017

  News

  Date: Tuesday 7th Feb 2017 Time: 02:30 PM - 04:00 PM Location: Building 1- level 4- 4214 Refreshments: Refreshment will be served @ 2:15 pm
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  Prof. Michael Herty to visit Stochastic Numerics Research Group

  1 min read · Fri, Feb 3 2017

  News

  Prof. Michael Herty will be visiting Prof. Tempone and Stochastic Numerics Research Group, during the period Feb. 3-9, 2017.
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  Prof. Raul Tempone gave a talk entitled “KTH+KAUST: Higher level for existing collaborations”

  1 min read · Thu, Feb 2 2017

  News

  Prof. Raul Tempone gave a talk entitled “KTH+KAUST: Higher level for existing collaborations” for the Swedish Delegation that visited KAUST- Feb 2nd, 2017.
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  Visit of the Swedish delegation to KAUST

  1 min read · Wed, Feb 1 2017

  News

  During 1-2 February a Swedish delegation composed of representatives of the Swedish Foundation for International Cooperation in Research and Higher Education, and a number of research institutes and universities visited KAUST. The delegation included Prof. Sigbritt Karlsson, the 19th President of KTH Royal Institute of Technology. She took office on November 12, 2016. Karlsson was president of the University of Skövde from 2010 to 2016. She has an academic background from KTH, where she earned her Master of Science degree in Chemical Engineering with a specialization in biotechnology. She also

January 2017

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  On Jan. 26th, 2017, PhD Candidate Zaid Sawlan will present his Proposal Thesis Defense

  1 min read · Thu, Jan 26 2017

  News

  In this work, we employ statistical and Bayesian techniques to analyze mathematical forward models. The forward models usually arise from phenomenological and physical phenomena and are expressed through regression-based models or partial differential equations (PDEs) associated with uncertain parameters and input data.
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  Prof. Tempone will visit the School of Mathematics and Statistics, University of New South Wales, Australia

  1 min read · Thu, Jan 19 2017

  News

  Prof. Tempone will visit the School of Mathematics and Statistics, University of New South Wales, Australia, and give a colloquium there on January 19, 2017.

December 2016

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  Prof. Tempone and some members of the Stochastic Numerics Research Group gave invited presentations to the mini-symposium

  1 min read · Thu, Dec 22 2016

  News

  Prof. Tempone and some members of the Stochastic Numerics Research Group gave invited presentations to the mini-symposium hosted at the School of Economics and Administration of the Universidad de la República, Montevideo, Uruguay, on December 22, 2016. This event, chaired by Prof. Scavino and co-organized with Prof. Goyeneche (UdelaR), has consisted of two parts.
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  Prof. Tempone will give an invited keynote presentation at the ANSYS Workshop on Uncertainty Quantification

  1 min read · Wed, Dec 7 2016

  News

  Prof. Tempone will give an invited keynote presentation at the ANSYS Workshop on Uncertainty Quantification in Pittsburgh, USA, on December 7, 2016.

November 2016

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  Prof. Marco Scavino will participate in KAUST recruiting activities developed by the Office of International Programs

  1 min read · Mon, Nov 7 2016

  News

  On November 7-9, Prof. Marco Scavino will participate in KAUST recruiting activities developed by the Office of International Programs with visits to Tecnológico de Monterrey and Universidad Nacional Autónoma de México (UNAM).

October 2016

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  Prof. Raul Tempone will give a colloquium at the Dept. of Mathematics, University of Warwick

  1 min read · Thu, Oct 27 2016

  News

  Prof. Raul Tempone will give a colloquium at the Dept. of Mathematics, University of Warwick. October 27, 2016.
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  AMCS Seminar: Monte Carlo simulation of electron dynamics in liquid water by PhD student, Andre Herzwurm (Technische Universität Kaiserslautern, Germany)

  1 min read · Thu, Oct 20 2016

  News

  Monte Carlo simulation of electron dynamics in liquid water by a Ph.D. student, Andre Herzwurm (Technische Universität Kaiserslautern, Germany)
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  AMCS Seminar: Multi-level Monte Carlo for Approximation of Densities by Prof. Klaus Ritter

  1 min read · Wed, Oct 19 2016

  News

  Multi-level Monte Carlo for Approximation of Densities by Prof. Klaus Ritter (Technische Universität Kaiserslautern, Germany).
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  Prof. Klaus Ritter will be visiting the Stochastic Numerics Research Group

  1 min read · Tue, Oct 18 2016

  News

  Prof. Klaus Ritter will be visiting the Stochastic Numerics Research Group during the period Oct. 18 - 27, 2016.
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  Dr. Håkon Hoel will be visiting the Stochastic Numerics Research Group

  1 min read · Mon, Oct 17 2016

  News

  Dr. Håkon Hoel will be visiting the Stochastic Numerics Research Group during the period Oct. 17 - 27, 2016.
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  Introducing mimclib 1.0.0 with MISC support

  1 min read · Sun, Oct 9 2016

  News

  A major revision to mimclib is now available at https://github.com/StochasticNumerics/mimclib Change include: * Support for custom objects and arrays as quantities of interests. * Support for Sparse Grids, Combination Technique and MISC (other methods will be coming soon). * A new database engine (sqlite3) that is file-based. This is a much easier (but slightly slower) database engine that makes it easy to setup mimclib. * New plots: Work vs. Error and Work vs. index-set statistics. * Bug fixes. Any comments and feedback are welcome.
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  Prof. Raul Tempone is a plenary speaker at the 4th Workshop on Sparse Grids and Applications, October 4-7, 2016, Miami, Florida

  1 min read · Fri, Oct 7 2016

  News

  Prof. Raul Tempone is a plenary speaker at the 4th Workshop on Sparse Grids and Applications, October 4-7, 2016, Miami, Florida.

September 2016

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  On Sep. 26th, 2016, PhD Candidate Sören Wolfers presented his Proposal Thesis Defense entitled "Sparse methods for the numerical approximation of parametric PDE"

  1 min read · Mon, Sep 26 2016

  News

  We study the numerical approximation of partial differential equations (PDEs) that depend on a parameter describing uncertain properties of the physical system under consideration. We exploit the algebraic structure of these problems to propose sparse, decomposition-based, algorithms that are able to lift this curse by combining a multilevel approach for the solution of the PDE with sparse grids for the parameter domain in a joint framework.
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  Thomson Reuters place Prof. Tempone on their list of highly cited researchers 2016

  1 min read · Mon, Sep 26 2016

  News

  Our KAUST work of more than seven years has received an accolade from Thomson Reuters: http://hcr.stateofinnovation.thomsonreuters.com/ We are quite pleased with the output so far in our Stochastic Numerics & SRI-UQ groups.
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  Prof. Marco Scavino will be visiting the Stochastic Numerics Research Group during the period Sep. 23 - Oct. 7, 2016

  1 min read · Fri, Sep 23 2016

  News

  Prof. Marco Scavino will be visiting the Stochastic Numerics Research Group during the period of Sep. 23 - Oct. 7, 2016.
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  MIMClib: new open source library for UQ problems

  1 min read · Thu, Sep 15 2016

  News

  MIMClib is an open-source library for UQ problems written mainly in Python. The library aims to give the user an easy to use, customizable, and extendable library to solve a wide class of stochastic problems subject to error tolerance efficiently.
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  Prof. Raul Tempone will be a lecturer at the UQ School WIAS - Berlin

  1 min read · Mon, Sep 12 2016

  News

  Prof. Raul Tempone will be a lecturer at the UQ School WIAS - Berlin, Germany from Sep 12th to Sep 16th, 2016.
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  Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

  1 min read · Thu, Sep 1 2016

  News

  Sparse approximation

  ​We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated using approximations of different accuracy and computational work of the arguments of this map.

August 2016

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  Prof. Raul Tempone visits Chalmers

  1 min read · Sun, Aug 28 2016

  News

  During his visit to Chalmers, Prof. Raul Tempone met with Prof. Stig Larsson and Dr. Jesper Karlsson, a former KAUST postdoctoral fellow with the Stochastic Numerics group and now working with Dynamore.
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  Prof. Tempone and Zaid Sawlan visited Prof. Ivo Babuska (ICES, University of Texas at Austin, USA)

  1 min read · Sat, Aug 20 2016

  News

  Prof. Tempone and Zaid Sawlan visited Prof. Ivo Babuska in August 2016 to continue their ongoing collaboration on computational predictions for metallic fatigue processes.
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  Dr. Chengcheng Tang, former KAUST student and now postdoctoral fellow at Stanford, met with Prof. Raul Tempone and Juho Happola

  1 min read · Fri, Aug 19 2016

  News

  Dr. Chengcheng Tang, former KAUST student and now a postdoctoral fellow at Stanford met with Prof. Raul Tempone and Juho Happola at the MCQMC'16 conference. Stanford - the USA, Aug 14th to Aug 19th, 2016.
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  Lorenzo Tamellini will be visiting the Stochastic Numerics Research Group

  1 min read · Tue, Aug 16 2016

  News

  Lorenzo Tamellini will be visiting the Stochastic Numerics Research Group during the period Aug. 16 - 30, 2016.
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  Prof. Mike Giles, Prof. Raul Tempone and Dr. Abdul Lateef Haji Ali are organizing a minisymposium on Multilevel Monte Carlo methods at the MCQMC - Stanford

  1 min read · Sun, Aug 14 2016

  News

  Prof. Mike Giles, Prof. Raul Tempone, and Dr. Abdul Lateef Haji Ali are organizing a mini-symposium on Multilevel Monte Carlo methods at the MCQMC - Stanford - the USA, Aug 14th to Aug 19th, 2016.

July 2016

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  Prof. Raul Tempone is a plenary speaker at International Conference on Monte Carlo techniques

  1 min read · Tue, Jul 5 2016

  News

  Prof. Raul Tempone is a plenary speaker at International Conference on Monte Carlo techniques, Paris, France, July 5 - 8th 2016.

June 2016

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  Dr. Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update" on 11th International EnKF Workshop

  1 min read · Wed, Jun 22 2016

  News

  Dr. Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update" at the 11th International EnKF Workshop, June 20 to 22, 2016, Ulvik, Norway.
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  Prof. Tempone is an invited speaker at the 11th International EnKF "The ensemble Kalman filter" Workshop

  1 min read · Mon, Jun 20 2016

  News

  Prof. Tempone is an invited speaker at the 11th International EnKF "The ensemble Kalman filter" Workshop, from June 20 to 22, 2016. Ulvik, Norway.
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  Prof. Raul Tempone will visit the Dept. of Mathematics at the University of Santiago de Compostela (USC)

  1 min read · Tue, Jun 7 2016

  News

  From June 7th to 17th, 2016, Prof. Raul Tempone will visit the Dept. of Mathematics at the University of Santiago de Compostela (USC), Spain, and give a series of lectures.
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  Prof. Raul Tempone to visit and give a seminar talk at the Dept. of Mathematics, Aachen University, Germany

  1 min read · Thu, Jun 2 2016

  News

  Prof. Raul Tempone will visit and give a seminar talk at the Dept. of Mathematics, Aachen University, Germany from June 2nd to 4th, 2016.

May 2016

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  Dr. Abdul-Lateef Haji-Ali has been awarded a Hooke research fellowship from the Mathematical Institute in Oxford University

  1 min read · Mon, May 30 2016

  News

  Dr. Abdul-Lateef Haji-Ali, who defended his KAUST Ph.D. on May 19, 2016, has been awarded a Hooke research fellowship from the Mathematical Institute at Oxford University.
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  ​On May 29th, 2016, PhD Candidate Juho Häppölä presented his Proposal Thesis Defense entitled "Efficient computational methods for Stochastic Differential Equations"

  1 min read · Sun, May 29 2016

  News

  We present past results and future prospects inefficient evaluation of payoff functionals on randomly evolving dynamic quantities. In the presentation, we go through recent results in Fourier methods for exponential levy processes and derive an adaptive multi-level time stepper for simulating SDEs. We also discuss on-going research on optimal stopping for stochastic differential equations.
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  Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update for inverse problems" on 8th International Conference "Inverse Problems: Modeling and Simulation

  1 min read · Sat, May 28 2016

  News

  Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update for inverse problems" at the 8th International Conference "Inverse Problems: Modeling and Simulation", May 23 – 28, 2016, in Fethiye, Turkey.
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  Abdul-Lateef Haji-Ali successfully defended his PhD thesis

  1 min read · Mon, May 23 2016

  News

  On May 19th, 2016, Abdul-Lateef Haji-Ali​ successfully defended his Ph.D. thesis entitled “Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations”.
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  Prof. Raul Tempone (KAUST) and Prof. Fabio Nobile (EPFL) are organizing the KAUST UQ School on Numerical Methods for Direct and Inverse Problems

  1 min read · Sun, May 22 2016

  News

  Prof. Raul Tempone (KAUST) and Prof. Fabio Nobile (EPFL) are organizing the KAUST UQ School on Numerical Methods for Direct and Inverse Problems, from May 22 to 28, 2016 at KAUST.
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  PhD Defense by Abdul Lateef Haji Ali

  1 min read · Thu, May 19 2016

  News

  Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations by Abdul Lateef Haji Ali, Ph.D. candidate of Prof. Raul Tempone (KAUST).
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  Welcome New Postdoctoral Fellow: Dr. Joakim Beck

  1 min read · Sun, May 15 2016

  News

  Joakim Beck has joined as a Post Doctoral Fellow the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Joakim is an applied mathematician specializing in computational science and uncertainty quantification.
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  Dr. Pedro Vilanova accepted a position with UMass

  1 min read · Tue, May 10 2016

  News

  Pedro is a founding class member of KAUST. He obtained his Ph.D. in Applied Math in May 2015 under the supervision of Prof. Raul Tempone. During his Ph.D., Pedro coauthored several research articles in refereed journals related to numerical methods and algorithms for pure jump Markovian processes.
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  Welcome New Postdoctoral Fellow: Dr. Carina Suciu

  1 min read · Tue, May 10 2016

  News

  Carina Suciu has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Carina is an Applied Mathematician and Computational Scientist specializing in numerical methods solving Populations Balance Systems (PBS). In 2007 she started to work in cooperation with chemical engineers and industrial partners, in the framework of a project “Coupled Simulations of Particle Populations in Turbulent Flows”.
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  Prof. Tempone is an invited speaker at the Uncertainty Quantification Workshop Institut Mittag-Leffler, Sweden

  1 min read · Mon, May 9 2016

  News

  uncertainty quantification

  Prof. Tempone is an invited speaker at the Uncertainty Quantification Workshop, from May 9 to 13, 2016. Institut Mittag-Leffler, Sweden.
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  Prof. Raul Tempone is an invited speaker at the Challenges in high-dimensional analysis and computation Workshop

  1 min read · Mon, May 2 2016

  News

  Prof. Raul Tempone is an invited speaker at the Challenges in high-dimensional analysis and computation Workshop, from May 2 to 6, 2016. San Servolo, Venice, Italy.

April 2016

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  Fabian Crocce accepted a position of assistant professor at Universidad de la República, Uruguay and is starting a company on workforce optimization

  1 min read · Wed, Apr 20 2016

  News

  Fabián Crocce joined the SRI-UQ and the Stochastics numerics group as a postdoctoral fellow in March 2014. For two years he worked on computational finance with Prof. Raul Tempone and his team.
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  Dr. Alexander Litvinenko is organizing a minisymposia "Low-rank and Sparse Tensor Methods for Uncertainty Quantification" on SIAM UQ Conference, Lausanne, Switzerland

  1 min read · Tue, Apr 5 2016

  News

  ​Alexander Litvinenko is organizing a mini-symposia "Low-rank and Sparse Tensor Methods for Uncertainty Quantification" at SIAM UQ Conference, 5-8 April 2016, Lausanne, Switzerland.​