News

November 2013

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  Seminar: Discontinuous Galerkin approximation to the Vlasov-Poisson system by Dr. Blanca Ayuso De Dios

  1 min read · Tue, Nov 5 2013

  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. She came back to Madrid in January 2007 as an Assistant Professor and since January 2010, she works at the Centre de Recerca Matematica at Barcelona, with a Ramon y Cajal contract (Government Tenure-Track Research position).
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  Kody Law to give invited lecture at the Stochastic Analysis Seminar at Oxford Man Institute

  1 min read · Sat, Nov 2 2013

  News

  Kody Law to give an invited lecture at the Stochastic Analysis Seminar at Oxford-Man Institute (November 25, 2013).

October 2013

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  AMCS Graduate Seminar: A Sample from the Stochastic Numerics Group by Raul Tempone

  1 min read · Wed, Oct 30 2013

  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, Tallahassee, from 2005 until 2009. From 2003 until 2005 he was an ICES Postdoctoral Fellow at the University of Texas, Austin.
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  PhD student Pedro Vilanova has given an invited talk in Uppsala University on Monte Carlo hybrid Chernoff tau leap method for stochastic simulation of chemical reaction networks

  1 min read · Thu, Oct 24 2013

  News

  Ph.D. student Pedro Vilanova has given an invited talk at Uppsala University on Monte Carlo hybrid Chernoff tau leap method for stochastic simulation of chemical reaction networks.
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  Prof. Tempone is plenary speaker at MCQMC2014

  1 min read · Thu, Oct 24 2013

  News

  Monte carlo methods

  Prof. Tempone is a plenary speaker at the 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing.
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  Prof. Tempone taught the first part of the course "Numerical techniques for PDEs with random input data" at the department of Mathematics and Statistics of KTH

  1 min read · Wed, Oct 23 2013

  News

  From October 14th to 18th, 2013, Prof. Tempone taught​ the first 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.
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  PhD student Alvaro Moraes gave an invited talk at Royal Institute of Technology (KTH)

  1 min read · Thu, Oct 17 2013

  News

  Ph.D. student Alvaro Moraes has given an invited talk at Royal Institute of Technology (KTH) at Stockholm-Sweden on Multilevel Monte Carlo hybrid Chernoff tau leap method for stochastic simulation of chemical reaction networks.
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  Dr. Quan Long gave an invited talk in Eindhoven University of Technology on Bayesian inverse problems and fast algorithm for experimental design

  1 min read · Mon, Oct 14 2013

  News

  Dr. Quan Long has given an invited talk at the Eindhoven University of Technology, Netherlands, on Bayesian inverse problems and fast algorithm for experimental design. The talk was one of the Mechanics, Mathematics and Computation seminars organized by the mechanical engineering department in the university.
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  Welcome New Faculty: Prof. Diogo Gomes

  1 min read · Sun, Oct 6 2013

  News

  Diogo Gomes has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Diogo is an Applied Mathematician specializing in partial differential equations. His research focus on deterministic and stochastic optimal control, Hamilton-Jacobi equations, and mean-field games. His results are published in numerous Mathematics, Applied Mathematics, and Engineering journals.
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  Course by Boualem Djehiche, KTH: An Introduction to Stochastic Control Theory, on Oct 1st and Oct 6th

  1 min read · Tue, Oct 1 2013

  News

  Boualem Djehiche received his Bachelor's degree in Mathematics from Houari Boumedienne University, Algeria in 1986, his Licentiate degree in Mathematical Statistics and insurance mathematics from Stockholm University in 1988, and 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.

September 2013

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  Welcome New Senior Research Scientist: Dr. Alexander Litvinenko

  1 min read · Tue, Sep 24 2013

  News

  Alexander Litvinenko has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Alexander is an Applied Mathematician and Computational Scientist specializing in efficient numerical methods for solving stochastic PDEs, uncertainty quantification, and multi-linear algebra.

July 2013

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  Dr. Quan Long and Profs. Serge Prudhomme and Raul Tempone organized a USNCCM minisymposium on experimental design

  1 min read · Mon, Jul 22 2013

  News

  Dr. Quan Long and Profs. Serge Prudhomme and Raul Tempone organized a mini-symposium on Methods and Applications for Experimental Design with Uncertainties. US National Congress of Computational Mechanics, Raleigh, NC, July 22-25, 2013
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  Dr. Hamidou Tembine is co-organizer of two invited sessions on Mean Field Games at CDC'13

  1 min read · Sat, Jul 20 2013

  News

  Dr. Hamidou Tembine is co-organizer of two invited sessions (Mean Field Games I and Mean Field Games II) at the 52nd IEEE Conference on Decision and Control, Firenze, Italy, December 2013.​
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  Prof. Tempone is an invited lecturer in Uncertainty Quantification, at the Institute of Computational Mathematics, Chinese Academy of Sciences, Beijing, China

  1 min read · Wed, Jul 17 2013

  News

  Prof. Raul Tempone will present the Uncertainty Quantification Center at the Institute of Computational Mathematics, Chinese Academy of Sciences, Beijing, China. He is an invited lecturer for a short graduate course (40 students) in Uncertainty Quantification, July-August 2013.
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  Dr. Hamidou Tembine have been elevated to the grade of Senior Member of IEEE

  1 min read · Tue, Jul 16 2013

  News

  Dr. Hamidou Tembine has been elevated to the grade of Senior Member of IEEE. This is considered a significant honor since only 8% of nearly 419,000 IEEE members are Senior Members because of their superior professional achievements.
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  Prof. Raul Tempone is the organizer for the SIAM Uncertainty Quantification Conference in Raleigh, NC, USA in March 2014

  1 min read · Mon, Jul 15 2013

  News

  Prof. Raul Tempone is the organizer for the SIAM Uncertainty Quantification Conference in Raleigh, NC, the USA in March 2014.
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  Prof. Tempone is an invited lecturer in Uncertainty Quantification, at the Department of Mathematics, Indian Institute of Science Bangalore, India

  1 min read · Mon, Jul 8 2013

  News

  Prof. Raul Tempone is an Invited lecturer at the Department of Mathematics, Indian Institute of Science Bangalore, India, for a short graduate course (50 students) in Uncertainty Quantification, July 8 to 19, 2013.

June 2013

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  SABIC Post Doctoral Fellowship 2013

  1 min read · Sat, Jun 15 2013

  News

  Dr. Bilal Saad from Stochastic Numerics Group became one of 13 outstanding and talented postdocs to receive a SABIC Postdoctoral Fellowship Award. The title of his work is “Numerical Simulation and Model Validation for Multiphase Multicomponent Flows in Porous Media“.
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  Welcome New Senior Research Scientist: Dr. Kody Law

  1 min read · Mon, Jun 10 2013

  News

  Kody Law has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Kody is an Applied Mathematician and Computational Scientist specializing in computational approaches to inverse problems, uncertainty quantification, and sequential data assimilation. He is also involved in bifurcation and stability analysis of nonlinear PDEs.

March 2013

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  Course AMCS: Bayesian Analysis of Stochastic Process Models

  1 min read · Mon, Mar 25 2013

  News

  The student will be introduced to Bayesian modeling in selected, but relevant, stochastic processes and their applications: Markov chains, Poisson processes, reliability, and queues. The use of real examples will be helpful in understanding why and how to perform a Bayesian analysis.
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  Dr. Mohammad Motamed accepted a tenure track position at UNM, Albuquerque

  1 min read · Wed, Mar 20 2013

  News

  I would like to share with you recent good news regarding Mohammad Motamed's academic career. As you know, Mohammad has been our KAUST postdoc at the Stochastic Numerics group and the Uncertainty Quantification SRI center. His expertise is in wave propagation and numerical analysis in general. He has focused here in the development of analysis and approximation for wave propagation in random media. Mohammad has accepted a tenure-track assistant professor position in the Department of Mathematics and Statistics at The University of New Mexico, Albuquerque, to begin in Fall 2013. I am very

February 2013

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  Welcome New Senior Research Scientist: Dr. Hamidou Tembine

  1 min read · Fri, Feb 15 2013

  News

  Hamidou Tembine, a game theorist, whose work has spanned both in engineering and computer science, joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Tembine received an M.S. from Ecole Polytechnique (Palaiseau, France) and completed his Ph.D. at the University of Avignon (France).
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  Prof. Tempone elected Program Director of the SIAM Uncertainty Quantification Activity Group (Jan 2013-Dec 2014)

  1 min read · Fri, Feb 1 2013

  News

  The SIAM Activity Group on Uncertainty Quantification (SIAG/UQ) fosters activity and collaboration on all aspects of the effects of uncertainty and error on mathematical descriptions of real phenomena. It seeks to promote the development of theory and methods to describe quantitatively the origin, propagation, and interplay of different sources of error and uncertainty in analysis and predictions of the behavior of complex systems, including biological, chemical, engineering, financial, geophysical, physical and social/political systems.

April 2012

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  Prof. Tempone named Director of the new KAUST SRI Uncertainty Quantification Center

  1 min read · Sun, Apr 29 2012

  News

  The Office of Competitive Research Funds (OCRF) is delighted to formally announce the winners of the Strategic Research Initiative (SRI) competitive funding program, which was launched internationally in December 2010. Two winners were chosen from a 45-strong pool of applications from all over the world in a lengthy process involving rigorous peer review.

January 2012

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  2012 MCSE Winter School: Applied Mathematics on Uncertainty Quantification

  1 min read · Thu, Jan 5 2012

  News

  Professor Tempone is in the committee of 2012 MCSE Winter School: Applied Mathematics on Uncertainty Quantification.​​

May 2010

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  SIAM Review - A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

  1 min read · Thu, May 6 2010

  News

  uncertainty quantification Smolyak approximation

  This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables.

June 2007

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  SIAM J. Numer. Anal. - A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

  1 min read · Sat, Jun 9 2007

  News

  Stochastic PDEs uncertainty quantification

  In this paper, we propose and analyze a stochastic collocation method to solve elliptic partial differential equations with random coefficients and forcing terms (input data of the model). The input data are assumed to depend on a finite number of random variables.