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Stochastic Numerics Research Group
STOCHNUM
Stochastic Numerics Research Group
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Publications Pages

KAUST Master Theses from Stochastic Numerics Research Group

Publications

‌List of completed Master Theses Ons Chaabene, "Supply Chain Modeling Under Uncertainty", MS-thesis, KAUST, October 2024. Eya Ben Amar, "Stochastic differential equations for performance analysis of wireless communication systems", MS-thesis, KAUST, October 2023. Michael Samet, "Hierarchical Adaptive Quadrature and Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options", MS-thesis, KAUST, July 2023. Saifeddine Ben Naamia, "Data driven UQ for wind and solar production using SDE models with generalized diffusion coefficient and stochastic optimization", MS-thesis, KAUST, June

KAUST PhD Theses from Stochastic Numerics Research Group

Publications

‌List of Completed PhD Theses Elsiddig Awadelkarim Elsiddig, "Some Contributions to Particle and Unbiased Simulation Methods", Ph.D. thesis, KAUST March 2025. Yang Liu, "Multilevel sampling and goal-oriented adaptive finite elements for random PDEs and advances in randomized quasi-Monte Carlo", Ph.D. thesis, KAUST November 2024. Gaukhar Shaimerdenova, "Hierarchical ensemble-based data assimilation and rare event tracking", Ph.D. thesis, KAUST May 2024. Marco Ballesio, "Multilevel Methods for Stochastic Forward and Inverse Problems", Ph.D. thesis January 2022. Chiheb Ben Hammouda, "Hierarchical

Stochastic Numerics Research Group (STOCHNUM)

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