Prof. Raul Tempone is an invited speaker at the Alan Turing Meeting, in the School of Mathematics at The University of Manchester (Friday, June 6th, 2014) 1 min read · Fri, Jun 6 2014 News Alan Turing (1912-1954) spent the last six years of his working life in Manchester. A one-day conference is being organized on the 60th anniversary of his death. This conference will be broad in scope and is intended to facilitate collaboration between numerical analysts, computer scientists, and engineers.
Prof. Raul Tempone taught the second part of the course "Numerical techniques for PDEs with random input data" at the department of Mathematics and Statistics of KTH 1 min read · Sun, Jun 1 2014 News From May 26th to 30th, 2014, Prof. Raul Tempone taught the second part of the course "Numerical techniques for PDEs with random input data" at the Department of Mathematics and Statistics of KTH (Royal Institute of Technology) at Stockholm-Sweden.
2014 SIAM Conference on Uncertainty Quantification - Presentations 1 min read · Wed, May 14 2014 News Presentations from select sessions at the 2014 SIAM Conference on Uncertainty Quantification are now available on SIAM website.
Seminar: Static and Sequential Probabilistic Inverse Problems: An Extreme-Scale Challenge Application By Dr. Kody Law (KAUST) 1 min read · Thu, May 8 2014 News In many Computational Science and Engineering applications, uncertainties in model, parameters, and initial condition, in concert with increasing computational power, have lead to an increasing interest in probabilistic solutions of large-scale problems. Even crude approximations of the probabilistic solution require many tens of deterministic solves and accurate ones often require thousands or millions.
Dr. Alexander Litvinenko is co-organizer of The Second Scalable Hierarchical Algorithms for eXtreme Computing (SHAXC-2) workshop 1 min read · Sun, May 4 2014 News Dr. Alexander Litvinenko is co-organizer of The Second Scalable Hierarchical Algorithms for eXtreme Computing (SHAXC-2) workshop. KAUST, May 4-6.
Seminar: Random Flights By Prof. Enzo Orsingher, Sapienza University of Rome, Italy 1 min read · Sun, May 4 2014 News Class schedule: Sunday, May 4th, 2014 from 02:00 pm to 03:00 pm Location: Building 1, Room 4214 Refreshments: Available @ 01:45 pm Abstract We present some models of random motions with finite velocity in Euclidean spaces. In R1 we discuss the telegraph process and give the main distributional results. We consider also the case of the asymmetric telegraph process and use relativistic transformations for its probabilistic analysis. Random motions in the plane with infinite and with a finite number of possible directions of motion are discussed. We then consider random flights in Rn where the
Prof. Raul Tempone Addresses SIAM Conference on Uncertainty Quantification in Savannah, USA 1 min read · Sat, May 3 2014 News Prof. Raul Tempone has given a talk in the SIAM Conference on Uncertainty Quantification, March 31 - April 3, 2014. Savannah, Georgia, USA. Quasi-Optimal Polynomial Approximation for Elliptic PDEs with Random Coefficients.
Enzo Orsingher will be visiting the SRI Uncertainty Quantification Center 1 min read · Sun, Apr 27 2014 News Enzo Orsingher will be visiting the SRI Uncertainty Quantification Center during the period Apr. 27 - May. 6, 2014.
Hierarchical matrix introduction course by Dr. Alexander Litvinenko (KAUST) and Dr. Rio Yokota (KAUST) 1 min read · Tue, Apr 22 2014 News Alexander Litvinenko joined the Stochastic Numerics Group and Strategic Initiative in Uncertainty Quantification at KAUST in 2013. He specializes in efficient numerical methods for stochastic PDEs, uncertainty quantification, and multi-linear algebra. He is involved in Bayesian update methods for solving inverse problems, with the goal of reducing the complexity of both the stochastic forward problem as well as the Bayesian update by a low-rank (sparse) tensor data approximation.
Seminar: On the subsolution approach to efficient importance sampling By Prof. Boualem Djehiche (KTH Royal Institute of Technology, Stockholm) 1 min read · Mon, Apr 21 2014 News Boualem Djehiche received his Ph.D. in Mathematics from KTH Royal Institute of Technology, Stockholm, in 1993. Since the year 2001, he is a Professor of Mathematical Statistics at KTH Royal Institute of Technology, Stockholm.
Seminar: Scalable hierarchical algorithms for PDEs and UQ By Dr. Alexander Litvinenko (KAUST) and Dr. Rio Yokota (KAUST) 1 min read · Thu, Apr 10 2014 News Class schedule: Thursday, Apr. 10th, 2014 from 12:00 pm to 01:00 pm Location: Building 9, Lecture Hall I, Room 2322 Refreshments: Pizza and soft drinks @ 11:50 am Biography Alexander Litvinenko joined the Stochastic Numerics Group and Strategic Initiative in Uncertainty Quantification at KAUST in 2013. He specializes in efficient numerical methods for stochastic PDEs, uncertainty quantification, and multi-linear algebra. He is involved in Bayesian update methods for solving inverse problems, with the goal of reducing the complexity of both the stochastic forward problem as well as the Bayesian
Dr. Kody Law and Prof. Raul Tempone are organizing a minisymposium entitled "Making MC faster: New advances in MC and MCMC" at MCQMC 2014 in Leuven, Belgium 1 min read · Sun, Apr 6 2014 News Dr. Kody Law and Prof. Raul Tempone are organizing a mini-symposium entitled "Making MC faster: New advances in MC and MCMC" at MCQMC 2014 in Leuven, Belgium.
Dr. Blanca Ayuso de Dios, Visiting Researcher of Stochastic Numerics Research Group, has been named Romberg Visiting Scholar 2013 by the Heidelberg Graduate School of Mathematical and Computational Methods for the Sciences 1 min read · Wed, Apr 2 2014 News Dr. Blanca Ayuso de Dios, Visiting Researcher of Stochastic Numerics Research Group, has been named Romberg Visiting Scholar 2013 by the Heidelberg Graduate School of Mathematical and Computational Methods for the Sciences.
Kody Law, Tiangang Cui (MIT) and Youssef Marzouk (MIT) are organizing a 2-part minisymposium entitled "Advances in Markov Chain Monte Carlo Methods for Large-scale Inverse Problems" 1 min read · Mon, Mar 31 2014 News Kody Law, Tiangang Cui (MIT), and Youssef Marzouk (MIT) are organizing a 2-part mini-symposium entitled "Advances in Markov Chain Monte Carlo Methods for Large-scale Inverse Problems'' at SIAM UQ14 in Savannah, Georgia, USA.
Dr. Kody Law and Prof. Raul Tempone are organizing a 3-part mini symposium entitled "Filtering, Data Assimilation, and UQ" at SIAM UQ14 in Savannah, Georgia, USA 1 min read · Mon, Mar 31 2014 News Dr. Kody Law and Prof. Raul Tempone are organizing a 3-part mini-symposium entitled "Filtering, Data Assimilation, and UQ" at SIAM UQ14 in Savannah, Georgia, USA.
Seminar: SDEs with irregular coefficients by Prof. Arturo Kohatsu (Ritsumeikan University, Japan) 1 min read · Wed, Mar 26 2014 News Arturo received his bachelor's degree from the pucp (pontificia universidad catolica del Peru) in Lima, Peru many years ago. He obtained a master of science at Osaka University, Japan, and then a Ph.D. degree under Philip Protter at Purdue University. He has held positions in Puerto Rico, Mexico, Spain, France, and now in Japan.
Seminar: MCMC Sampling of Posterior Probability Distributions over Fields By Dr. Kody Law (KAUST) 1 min read · Tue, Mar 25 2014 News Kody Law is a Senior Research Scientist in the SRI Center for Uncertainty Quantification at KAUST. He received his Ph.D. in Mathematics from the University of Massachusetts in 2010 and subsequently held a position as a postdoctoral research fellow at the Mathematics Institute of Warwick University until he joined KAUST in 2013.
The Stochastic-Numerics PhD Candidate, Alvaro Moraes, obtained the KAUST Academic Excellence Award 1 min read · Mon, Mar 24 2014 News The Stochastic-Numerics Ph.D. Candidate, Alvaro Moraes, obtained the KAUST Academic Excellence Award. This award is given to founding students who have distinguished themselves in their academic studies and research at KAUST.
Arturo Kohatsu-Higa will be visiting the Stochastic Numerics Research Group during the period Mar. 24 - Apr. 1, 2014 1 min read · Mon, Mar 24 2014 News Arturo received his bachelor's degree from the pucp (pontificia universidad catolica del Peru) in Lima, Peru many years ago. He obtained a master of science at Osaka University, Japan, and then a Ph.D. degree under Philip Protter at Purdue University. He has held positions in Puerto Rico, Mexico, Spain, France, and now in Japan. His main interests are infinite dimension analysis for stochastic differential equations in relation to the analysis of numerical schemes.
Research Highlights: KAUST SRI UQ researchers publish their works in prestigious and high-impact factor journals 1 min read · Sun, Mar 23 2014 News The SRI Center for Uncertainty Quantification's, led by Prof. Raul Tempone, senior research scientist Dr. Hamidou Tembine, postdoctoral research fellow Dr. Ben Mansour Dia, and visiting Prof. Boaulem Djehiche co-authored a paper entitled "Mean-Field Games for Marriage", has been accepted for publication in the high-impact factor journal PLoS One.
Boualem Djehiche will be visiting the SRI Uncertainty Quantification Center during the period Mar. 13 - Aug. 14, 2014 1 min read · Thu, Mar 13 2014 News Boualem Djehiche will be visiting the SRI Uncertainty Quantification Center during the period Mar. 13 - Aug. 14, 2014.
Prof. Raul Tempone has given a talk in the Spatial Statistics for Environmental and Energy Challenges, Workshop 2014, KAUST. Multiscale Modeling of Wear Degradation in Cylinder Liners 1 min read · Mon, Mar 10 2014 News Every mechanical system is naturally subjected to some kind of wear process that, at some point, will cause failure in the system if no monitoring or treatment process is applied. Since failures often lead to high economical costs, it is essential both to predict and to avoid them. To achieve this, a monitoring system of the wear level should be implemented to decrease the risk of failure. In this work, we take the first step into the development of a multiscale indirect inference methodology for state-dependent Markovian pure jump processes.
SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014 1 min read · Sun, Mar 9 2014 News SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014. Irene Fonseca's research program is at the interface between pure and applied analysis and is motivated by applications in the physical sciences and engineering.
EE Seminar: Optimal Control and User Incentives in Cyber-Physical Systems By Dr. Hamidou Tembine (KAUST) 1 min read · Sun, Mar 9 2014 News Dr. Hamidou Tembine graduated with the highest honors in applied mathematics from Ecole Polytechnique (Palaiseau, France) in 2006 and received his Ph.D. degree (with highest honors) in Computer Science from INRIA and University of Avignon (2009). He further received his Master's degree in game theory and economics. From 2010 to 2013, he was an associate professor at Ecole Superieure d’Electricite.
Spatial Statistics for Environmental and Energy Challenges - Workshop 2014 1 min read · Sat, Mar 8 2014 News Spatial Statistics for Environmental and Energy Challenges - Workshop 2014.
Seminar: Mathematical, Computational and Theoretical Epidemiology: Challenges and Opportunities By Prof. Carlos Castillo-Chavez, Arizona State University 1 min read · Mon, Mar 3 2014 News Carlos Castillo-Chavez is a Regents Professor and a Joaquin Bustoz Jr. Professor of Mathematical Biology at Arizona State University. He has co-authored over 200 publications. Some of the recognitions for his work include three White House Awards (1992,1997, and 2011), the American Mathematical Society Distinguished Public Service Award, and the 2007 AAAS Mentor award.
Mattias Sandberg to Visit SRI Uncertainty Quantification Center 1 min read · Mon, Mar 3 2014 News Mattias Sandberg will be visiting the SRI Uncertainty Quantification Center during the period Mar. 3 - 10, 2014.
Eric Hall will be visiting the SRI Uncertainty Quantification Center during the period Mar. 1 - 10, 2014 1 min read · Sat, Mar 1 2014 News Eric Hall will be visiting the SRI Uncertainty Quantification Center during the period Mar. 1 - 10, 2014.
Fabrizio Ruggeri will be visiting the SRI Uncertainty Quantification Center during the period Feb. 28 - Mar. 10, 2014 1 min read · Fri, Feb 28 2014 News Fabrizio Ruggeri will be visiting the SRI Uncertainty Quantification Center during the period Feb. 28 - Mar. 10, 2014.
Carlos Castillo-Chavez will be visiting the Stochastic Numerics Research Group during the period Feb. 28 - Mar. 6, 2014 1 min read · Fri, Feb 28 2014 News Carlos Castillo-Chavez is a Regents Professor and a Joaquin Bustoz Jr. Professor of Mathematical Biology at Arizona State University. He has co-authored over 200 publications. Some of the recognitions for his work include: three White House Awards (1992,1997, and 2011), the American Mathematical Society Distinguished Public Service Award, and the 2007 AAAS Mentor award.
Seminar: Mean Field Games and Mean Field Type Control By Prof. Alain Bensoussan, Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas 1 min read · Tue, Feb 25 2014 News Dr. Alain Bensoussan is an Ashbel Smith Professor and the Director of the International Center for Decision and Risk Analysis (ICDRiA) at the University of Texas at Dallas. Dr. Bensoussan is also Chair Professor of Risk and Decision Analysis at the Hong Kong Polytechnic University, and World-Class University Distinguished Professor at Ajou University, South Korea.
Alain Bensoussan will be visiting the SRI Uncertainty Quantification Center during the period Feb. 22 - 25, 2014 1 min read · Sat, Feb 22 2014 News Alain Bensoussan will be visiting the SRI Uncertainty Quantification Center during the period Feb. 22 - 25, 2014.
Data Assimilation - short course by Andrew Stuart, Ibrahim Hoteit, Kody Law, Konstantinos Zygalakis, and Mel Ades 1 min read · Mon, Feb 17 2014 News Class schedule: 17th - 20th Feb. 2014 from 09:00 am to 05:00 pm from 09:00 am to 11:15 am and 03:00 pm to 05:30 pm Location: Building 3, Room 5520
CS Graduate Seminar: Game Theory Meets Computer Science and Engineering by Dr. Hamidou Tembine (KAUST) 1 min read · Tue, Feb 11 2014 News Dr. Hamidou Tembine graduated with the highest honors in applied mathematics from Ecole Polytechnique (Palaiseau, France) in 2006 and received his Ph.D. degree (with highest honors) in Computer Science from INRIA and University of Avignon (2009). He further received his Master's degree in game theory and economics.
Lorenzo Tamellini will be visiting the SRI Uncertainty Quantification Center during the period Feb. 11 - 24, 2014 1 min read · Tue, Feb 11 2014 News Lorenzo Tamellini will be visiting the SRI Uncertainty Quantification Center during the period Feb. 11-24, 2014.
Dr. Tembine Hamidou was selected to receive the IEEE ComSoc EMEA Outstanding Young Researcher Award 1 min read · Fri, Feb 7 2014 News uncertainty quantification Dr. Tembine Hamidou (KAUST CEMSE Senior Research Scientist, SRI Center for Uncertainty Quantification) was selected to receive the IEEE ComSoc EMEA Outstanding Young Researcher Award for his promising research activities for the benefit of society.
Claudio Canuto will be visiting the SRI Uncertainty Quantification Center during the period Feb. 5 - 16, 2014 1 min read · Wed, Feb 5 2014 News Claudio Canuto will be visiting the SRI Uncertainty Quantification Center during the period Feb. 5-16, 2014.
CS Graduate Seminar: Overview of numerical methods for quantification of uncertainties by Dr. Alexander Litvinenko (KAUST) 1 min read · Tue, Feb 4 2014 News Alexander Litvinenko has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST in September 2013. Alexander is an Applied Mathematician and Computational Scientist specializing in efficient numerical methods for solving stochastic PDEs, uncertainty quantification, and multi-linear algebra. He is also involved in Bayesian update methods for solving inverse problems.
Prof. Cédric Villani, Fields Medal Winner, visited the Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, on 27th January, 2014 1 min read · Mon, Jan 27 2014 News Prof. Cédric Villani, Fields Medal Winner, visited the Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, on 27th January 2014.
Christian Bayer will be visiting the Stochastic Numerics Research Group during the period January 15-23, 2014 1 min read · Wed, Jan 15 2014 News Christian Bayer will be visiting the Stochastic Numerics Research Group during the period January 15-23, 2014.
Welcome New Visiting Researcher: Dr. Blanca Ayuso de Dios 1 min read · Mon, Jan 13 2014 News Blanca Ayuso de Dios received her Ph.D. in Mathematical Sciences from Universidad Autonoma de Madrid (Spain) in October 2003. She then took a postdoctoral position at the Istituto di Matematica Applicata e Tecnologie Informatiche ( IMATI-CNR) at Pavia (Italy) where she was working for more than three years.
Mike Giles will be visiting the SRI Uncertainty Quantification Center during the period Jan. 12-17, 2014 1 min read · Sun, Jan 12 2014 News Mike Giles will be visiting the SRI Uncertainty Quantification Center during the period Jan. 12-17, 2014.
Georgios Zouraris Set to Visit SRI Uncertainty Quantification Center 1 min read · Wed, Jan 8 2014 News Georgios Zouraris will be visiting the SRI Uncertainty Quantification Center during the period Jan. 8 - 21, 2014.
SRI UQ Annual Workshop 2014 1 min read · Mon, Jan 6 2014 News Advances in Uncertainty Quantification Methods, Algorithms, and Applications (UQAW 2014) SRI UQ Annual Meeting 6-10 January 2014. For more information please visit: Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
Prof. Raul Tempone named Numerical Analysis “Affilierad Fakultet” with the Mathematics Department of the Royal Institute of Technology (KTH) in Stockholm, Sweden 1 min read · Wed, Jan 1 2014 News Prof. Raul Tempone named Numerical Analysis “Affilierad Fakultet” with the Mathematics Department of the Royal Institute of Technology (KTH) in Stockholm, Sweden.
PhD students Abdul Lateef Haji Ali, Alvaro Moraes, and Pedro Vilanova participated in a poster session in the IX ERPEM - Ninth Regional Meeting on Probability and Mathematical Statistics - Balneario Solís, Uruguay 1 min read · Mon, Dec 9 2013 News Ph.D. students Abdul Lateef Haji Ali, Alvaro Moraes, and Pedro Vilanova participated in a poster session in the IX ERPEM - Ninth Regional Meeting on Probability and Mathematical Statistics - Balneario Solís, Uruguay, from December 9 to December 11, 2013.
MS-Thesis Defense: Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations by Nadhir Ben Rached 1 min read · Wed, Nov 27 2013 News Nadhir Ben Rached received the Diplome d’Ingénieur degree in Economics and Scientific Management from Ecole Polytechnique de Tunisie (EPT), La Marsa, Tunisia, in 2012. Currently, he is a Master's student in Applied Mathematics and Computational Science, King Abdullah University of Science and Technology (KAUST).
Blanca Ayuso de Dios will be visiting the Stochastic Numerics Research Group during the period Nov. 22-29, 2013 1 min read · Fri, Nov 22 2013 News Blanca Ayuso de Dios will be visiting the Stochastic Numerics Research Group during the period Nov. 22-29, 2013.
Ingrid Melinder will be visiting the Stochastic Numerics Research Group during the period Nov. 16-29, 2013 1 min read · Sat, Nov 16 2013 News Ingrid Melinder will be visiting the Stochastic Numerics Research Group during the period Nov. 16-29, 2013.
Jesper Oppelstrup will be visiting the Stochastic Numerics Research Group during the period Nov. 6-29, 2013 1 min read · Wed, Nov 6 2013 News Jesper Oppelstrup will be visiting the Stochastic Numerics Research Group during the period Nov. 6-29, 2013.
