Prof. Raul Tempone will give a seminar talk entitled "Multi-Index Monte Carlo" at Uppsala University, Sweden 1 min read · Mon, Jun 15 2015 News Prof. Raul Tempone will give a seminar talk entitled "Multi-Index Monte Carlo" at Uppsala University.
Prof. Raul Tempone and Dr. Alvaro Moraes will teach the course "Simulation and Inference of Stochastic Reaction Networks" at the department of Mathematics and Statistics of KTH (Royal Institute of Technology) in Stockholm 1 min read · Wed, Jun 10 2015 News The course will be given over three days, two classes/day of 50 + 50 minutes each (one in the morning and one in the afternoon). This entails approximately eleven hrs of lectures in total.
Prof. Raul Tempone is co-organizer of the KAUST Research Conference: Recent Trends in Predicting and Monitoring the Integrity of Composites (COMINT) 1 min read · Mon, Jun 1 2015 News Prof. Raul Tempone is co-organizer of the KAUST Research Conference: Recent Trends in Predicting and Monitoring the Integrity of Composites (COMINT), June 1-2, 2015.
On May 24th, 2015, PhD Candidate Abdul Lateef Haji Ali presented his Proposal Thesis Defense entitled "Optimizing Multilevel Stochastic Samplers: Monte Carlo and Sparse Grids" 1 min read · Sun, May 24 2015 News On May 24th, 2015, Ph.D. Candidate Abdul Lateef Haji Ali presented his Proposal Thesis Defense entitled "Optimizing Multilevel Stochastic Samplers: Monte Carlo and Sparse Grids".
Chaouki Ben Issaid successfully defended his MS Thesis 1 min read · Mon, May 4 2015 News Monte Carlo On April 30th, 2015, Chaouki Ben Issaid successfully defended his MS Thesis entitled "Bayesian Optimal Experimental Design Using Multilevel Monte Carlo".
Pedro Vilanova successfully defended his PhD Thesis 1 min read · Mon, May 4 2015 News On May 3rd, 2015, Pedro Vilanova successfully defended his Ph.D. Thesis entitled "Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks".
Chiheb Ben Hammouda successfully defended his MS Thesis 1 min read · Mon, May 4 2015 News On April 30th, 2015, Chiheb Ben Hammouda successfully defended his MS Thesis entitled "Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks".
AMCS - PhD Thesis Defense: Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks By Pedro Vilanova (PhD Student of Prof. Raul Tempone, KAUST) 1 min read · Sun, May 3 2015 News Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks By Pedro Vilanova (PhD Student of Prof. Raul Tempone, KAUST).
MS-Thesis Defense: Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks By Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST) 1 min read · Thu, Apr 30 2015 News Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks By Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST).
MS-Thesis Defense: Bayesian Optimal Experimental Design Using Multilevel Monte Carlo By Chaouki ben Issaid (Master Student of Prof. Raul Tempone, KAUST) 1 min read · Thu, Apr 30 2015 News MS-Thesis Defense: Bayesian Optimal Experimental Design Using Multilevel Monte Carlo By Chaouki ben Issaid (Master Student of Prof. Raul Tempone, KAUST).
Seminar: An Integrated Approach for Model-Based Systems and Software Engineering By Prof. Jacques Duysens (ANSYS Inc.) 1 min read · Wed, Apr 29 2015 News An Integrated Approach for Model-Based Systems and Software Engineering By Prof. Jacques Duysens (ANSYS Inc.).
Jacques Duysens will be visiting the SRI Uncertainty Quantification Center during the period April 28 - 30, 2015 1 min read · Tue, Apr 28 2015 News Jacques Duysens will be visiting the SRI Uncertainty Quantification Center during the period April 28 - 30, 2015.
Alexander Litvinenko is giving talk "Sampling and low-rank tensor approximation of the response surface" on workshop "Uncertainty Management for Robust Industrial Design in Aeronautics - UMRIDA", April 15-16, TU Delft, Netherlands 1 min read · Wed, Apr 15 2015 News uncertainty quantification UMRIDA is a Level 1 collaborative project within the European Commission's Seventh Framework Programme. It involves a consortium of 21 partners from the industrial aeronautics sector, leading research institutes and universities as well as SME's.
Marco Iglesias will be visiting the SRI Uncertainty Quantification Center during the period April 14 - 23, 2015 1 min read · Tue, Apr 14 2015 News Marco Iglesias received his Ph.D. in 2008 from the Institute for Computational Engineering and Sciences, the University of Texas at Austin. From 2008 and 2013 Iglesias held postdoctoral positions at the Department of Civil and Environmental Engineering at MIT as well as the Mathematics Institute at the University of Warwick.
Dr. Matteo Icardi has become Warwick Zeeman Lecturer at the University of Warwick 1 min read · Sun, Mar 15 2015 News Dr. Matteo Icardi joined KAUST in January 2013 and has been since then a postdoctoral fellow in the Stochastic Numerics Research Group lead by Prof. Tempone and in SRI-UQ Center. His main research effort was related to computational fluid dynamics and uncertainty quantification in multiscale heterogeneous materials.
Alexander Litvinenko is organizing a mini-symposia "Efficient Methods for Uncertainty Quantification by Means of Tensor Format Representations" on SIAM CSE conference in Salt Lake City, March 2015 1 min read · Sat, Mar 14 2015 News Alexander Litvinenko is organizing a mini-symposia "Efficient Methods for Uncertainty Quantification by Means of Tensor Format Representations" at the SIAM CSE conference in Salt Lake City, March 2015.
Prof. Tempone joined the Advisory and Impact Board of the UK EPSRC Programme Grant EQUIP (solution of statistical inverse problems) 1 min read · Wed, Feb 18 2015 News Prof. Tempone joined the Advisory and Impact Board of the EPSRC Programme Grant EQUIP. EQUIP is a 2.6M EPSRC Programme Grant which will tackle a number of key challenges arising in the solution of statistical inverse problems, guided by applications arising in subsurface geophysics.
Georgios Zouraris will be visiting the Stochastic Numerics Research Group 1 min read · Sun, Feb 15 2015 News Georgios Zouraris will be visiting the Stochastic Numerics Research Group during the period Feb. 15 - June 15, 2015.
Dr. Bilal Saad accepted researcher position at Baker Hughes Dhahran Research and Technology Center 1 min read · Sun, Feb 8 2015 News For the last two years, Bilal has been a postdoctoral fellow at KAUST with the Stochastic Numerics research group. Bilal is an applied mathematician with a strong focus on mathematical modeling, numerical simulation of partial differential equations, coupling methods for multiphysics and multiscale problems, high-performance computing, and more recently, parameter estimation. During his tenure at KAUST, his main efforts have been devoted to developing efficient computational tools for simulating fluid flow in porous media subject to uncertainty.
Alvaro Moraes successfully defended his PhD thesis 1 min read · Tue, Jan 27 2015 News On Jan 26th, 2015, Alvaro Moraes successfully defended his Ph.D. thesis entitled “Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models”.
AMCS - PhD Thesis Defense: Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models By Alvaro Moraes (PhD Student of Prof. Raul Tempone, KAUST) 1 min read · Mon, Jan 26 2015 News Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models By Alvaro Moraes (PhD Student of Prof. Raul Tempone, KAUST).
Boualem Djehiche will be visiting the Stochastic Numerics Research Group during the period Jan. 23 - 29, 2015 1 min read · Fri, Jan 23 2015 News Boualem Djehiche will be visiting the Stochastic Numerics Research Group during the period Jan. 23 - 29, 2015.
Seminar: Bayesian OED for core-flooding experiment application based on Laplace Approximation By Longting Mo (Visiting Master student, Nanjing University, China) 1 min read · Thu, Jan 22 2015 News Bayesian OED for core-flooding experiment application based on Laplace Approximation By Longting Mo (Visiting Master student, Nanjing University, China).
Seminar: A Bayesian level-set approach for geometric inverse problems By Prof. Marco Iglesias (University of Nottingham, U.K.) 1 min read · Sun, Jan 18 2015 News A Bayesian level-set approach for geometric inverse problems By Prof. Marco Iglesias (University of Nottingham, U.K.).
Marco Iglesias will be visiting the SRI Uncertainty Quantification Center during the period Jan. 14 - 20, 2015 1 min read · Wed, Jan 14 2015 News Marco Iglesias received his Ph.D. in 2008 from the Institute for Computational Engineering and Sciences, the University of Texas at Austin. From 2008 and 2013 Iglesias held postdoctoral positions at the Department of Civil and Environmental Engineering at MIT as well as the Mathematics Institute at the University of Warwick.
Dr. Matteo Icardi is organizing a workshop "Open-source software for computational engineering" for the WEP 2015 1 min read · Sun, Jan 11 2015 News Computer simulations are becoming a powerful predictive tool for many engineering problems where the experimental and design processes are prohibitive. Among the variety of solutions available on the market for fluid, solid, and molecular simulations (with very high license fees), a new modeling strategy based on free and open-source codes is becoming more popular, not only for academic and research purposes.
Former SIAM President Prof. Mac Hyman came to review the UQ Strategic Initiative Center 1 min read · Sat, Jan 10 2015 News Former SIAM President Prof. Mac Hyman came to review the UQ Strategic Initiative Center and spent four days at KAUST.
Marco Iglesias will be visiting the Stochastic Numerics Research Group during the period 1-11 Sep. 2015 1 min read · Fri, Jan 9 2015 News Marco Iglesias will be visiting the Stochastic Numerics Research Group during the period 1-11 Sep. 2015.
SRI UQ Annual Workshop 2015 1 min read · Tue, Jan 6 2015 News Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015).
Steven Dufour will be visiting the Stochastic Numerics Research Group 1 min read · Mon, Jan 5 2015 News Steven Dufour will be visiting the Stochastic Numerics Research Group during the period Jan. 5 - May 31, 2015.
Prof. Raul Tempone was plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay 1 min read · Tue, Dec 16 2014 News Prof. Raul Tempone was a plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay, December 11 - 20, 2014.
Georgios Zouraris will be visiting the Stochastic Numerics Research Group during the period Nov. 14 - 22, 2014 1 min read · Fri, Nov 14 2014 News Georgios Zouraris will be visiting the Stochastic Numerics Research Group during the period Nov. 14 - 22, 2014.
Seminar: On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo By Prof. Raul Tempone (KAUST) 1 min read · Thu, Nov 6 2014 News We provide a quick glance into recently developed Adaptive Multilevel Monte Carlo (MLMC) Methods for the following widely applied mathematical models: (i) Itô Stochastic Differential Equations, (ii) Stochastic Reaction Networks modeled by Pure Jump Markov Processes, and (iii) Partial Differential Equations with random inputs. In this context, the notion of adaptivity includes several aspects such as mesh refinements based on either a priori or a posteriori error estimates, the local choice of different time-stepping methods, and the selection of the total number of levels and the number of samples at different levels.
Seminar: Bayesian experimental designs By Prof. Marco Scavino (visiting Faculty at KAUST) 1 min read · Thu, Oct 23 2014 News Bayesian experimental designs By Prof. Marco Scavino.
Jesper Oppelstrup will be visiting the Stochastic Numerics Research Group during the period Oct. 17 - 30, 2014 1 min read · Fri, Oct 17 2014 News Jesper Oppelstrup will be visiting the Stochastic Numerics Research Group during the period Oct. 17 - 30, 2014.
Seminar: Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore) 1 min read · Tue, Oct 14 2014 News Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore).
Ajay Jasra will be visiting the SRI Uncertainty Quantification Center during the period Oct. 11 -16, 2014 1 min read · Sat, Oct 11 2014 News Ajay Jasra will be visiting the SRI Uncertainty Quantification Center during the period Oct. 11 -16, 2014.
Prof. R. Tempone was an invited speaker at the Chemnitz Finite Element Symposium in Germany 1 min read · Wed, Oct 1 2014 News The symposium is devoted to all aspects of finite elements and wavelet methods in partial differential equations.
Dr. Hakon Hoel accepted researcher position at the University of Oslo 1 min read · Wed, Oct 1 2014 News For the last two years, Hakon has been a postdoctoral fellow at KAUST with both the Stochastic Numerics research group and the Uncertainty Quantification SRI center. Hakon is an applied mathematician with a strong focus on numerical analysis and algorithmic developments for stochastic differential equations (SDE) and stochastic modeling in general. During his tenure at KAUST, his main efforts have been devoted to the analysis and development of adaptive multilevel Monte Carlo methods for SDEs.
Prof. Raul Tempone is an invited speaker at the 27th Chemnitz FEM Symposium 2014, Germany 1 min read · Thu, Sep 18 2014 News Prof. Raul Tempone is an invited speaker at the 27th Chemnitz FEM Symposium 2014, Germany, September 18 - 25, 2014.
Prof. Raul Tempone is an invited speaker at the NASPDE workshop 2014, "Numerical Analysis of Stochastic PDEs", Switzerland 1 min read · Tue, Sep 9 2014 News Prof. Raul Tempone is an invited speaker at the NASPDE workshop 2014, "Numerical Analysis of Stochastic PDEs", Switzerland, September 9 - 10, 2014.
Prof. Raul Tempone gave a short course on Fast Simulation Techniques for Stochastic Reaction Networks at the Felix Klein Center for Mathematics in TU Kaiserslautern 1 min read · Wed, Sep 3 2014 News Prof. Raul Tempone gave a short course on Fast Simulation Techniques for Stochastic Reaction Networks at the Felix Klein Center for Mathematics in TU Kaiserslautern. Sep. 3 - 4, 2014.
Prof. Raul Tempone is an invited SPP Fellow of the German Research Foundation, DFG Priority Program 1324, "Mathematical methods for extracting quantifiable information from complex systems" 1 min read · Tue, Sep 2 2014 News Prof. Raul Tempone is an invited SPP Fellow of the German Research Foundation, DFG Priority Program 1324, "Mathematical methods for extracting quantifiable information from complex systems", from September 2 until September 25, 2014.
Alexander Litvinenko participated in the sixth meeting of the working group "Low-rank Tensor Methods for Uncertainty Quantification" 1 min read · Sun, Aug 31 2014 News The meeting took part in the Institute for Scientific Computing (a group of Prof. H. G. Matthies), Braunschweig, Germany. Other participants are experts in tensor methods (Mike Espig, RWTH Aachen) and in posterior error estimation (Martin Eigel, WIAS Berlin).
AMCS Graduate Seminar: Multi-Index Monte Carlo: when sparsity meets sampling By Prof. Raul Tempone 1 min read · Thu, Aug 28 2014 News R. Tempone received his Ph.D. in Numerical Analysis at the Royal Institute of Technology in Stockholm, Sweden in 2002. He has been an Associate Professor with KAUST since 2009 and the Director of the Strategic Research Initiative Center for Uncertainty Quantification since April 2012. Before that, he was an Assistant Professor with Mathematics and Scientific Computing at Florida State University, Tallahasee, from 2005 until 2009. From 2003 until 2005 he was an ICES Postdoctoral Fellow at the University of Texas, Austin. He is currently an associate editor for the following journals: SIAM Scientific Computing, BIT Numerical and Mathematics and Computers & Mathematics with Applications.
Alexander Litvinenko gave the talk "Computation of the response surface in the tensor train data format" in the Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany 1 min read · Tue, Aug 26 2014 News Alexander Litvinenko gave the talk "Computation of the response surface in the tensor train data format" in the Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany.
Dr. Hamidou Tembine, the KAUST SRI UQ Center Research Scientist, has accepted an Assistant Professor position with NYU Abu Dhabi 1 min read · Fri, Aug 8 2014 News Dr. Hamidou Tembine, who has been since February 2013 until July 2014 working full time with the KAUST SRI UQ as the Center Senior Research Scientist has now started an assistant professor position with NYU Abu Dhabi. His new position is an appointment with the Department of Electrical Engineering and it has commenced in August 2014.
Summer Short Course Announcement: Mathematical and Algorithmic Aspects of Uncertainty Quantification 1 min read · Mon, Jul 28 2014 News The PECOS Center in ICES at the University of Texas at Austin, the SRI-UQ center at KAUST, and QUEST, a SciDAC UQ Institute, are co-sponsoring a short course to be held at the University of Texas at Austin, July 28 - August 8.
PhD student Alvaro Moraes has given an invited talk at CALTECH at Pasadena-USA 1 min read · Tue, Jul 1 2014 News Ph.D. student Alvaro Moraes has given an invited talk at CALTECH at Pasadena-USA on Multiscale inference for pure jump processes.
