Profiles

Shyam Mohan Subbiah Pillai is a remote postdoctoral researcher in the Stochastic Numerics group, specializing in stochastic optimal control, uncertainty quantification, and numerical methods for stochastic differential equations. He earned his Ph.D. in Mathematics from RWTH Aachen University, where his work focused on the development and analysis of computational methods for chance-constrained stochastic control problems and rare-event simulation. 

Shyam's research interests include Monte Carlo methods for rare events, numerical methods for McKean—Vlasov SDEs, and optimal control problems in engineering.

Thomas Trigo Trindade is a research consultant in the Stochastic Numerics group at KAUST. He specialises in the intersection of uncertainty quantification, model order reduction and numerical methods.

He obtained his PhD in 2025 under the supervision of Prof. Fabio Nobile at EPFL, focusing on model order reduction techniques applied to parametrised dynamical systems and filtering problems.

Thomas's research interests focus on data assimilation for high-dimensional problems, with emphasis on dynamical low-rank methods and Kalman and particle filtering.