Course overview

We offer three courses on topics in stochastic numerics on a regular schedule

Fall semesters

Two different courses in alternating years:

AMCS 336 Numerical Methods for Stochastic Differential Equations... (most recently in the fall of 2024)
AMCS 301 Numerical Methods for Random Partial Differential Equations... (most recently in the fall of 2025)

Spring semesters

Yearly:

AMCS 308 Stochastic Numerics with Application in Simulation and Data Science

Enrolled students can access course material through KAUST's Blackboard via: https://blackboard.kaust.edu.sa

Previous teaching

Among others:

AMCS 307 Advanced Statistical Inference by Marco Scavino
AMCS 309 Computational Multivariate Statistics by Marco Scavino