numerical analysis

Georgios Grekas

Georgios Grekas

Hierarchical ensemble-based data assimilation and rare event tracking

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B4 L5 R5220

This thesis consists of three papers considering, in general, two challenges: the minimization of computational cost in the ensemble Kalman filtering (EnKF) method and the problem of tracking a rare event within the framework of the EnKF.

Yang Liu

Education Profile B.Eng. Aerospace Engineering, Beihang University, Beijing, China, 2017. M.Sc. Applied Mathematics and Computational Science, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia, 2019. Research Interests Yang's research interests include ​Probability Theory and Stochastic Processes, Numerical Analysis.

Waleed Alhaddad

Waleed Alhaddad obtained his Master's degree in Applied Mathematics and Computational Sciences from King Abdullah University of Science and Technology (KAUST) under the supervision of Professor Raul F. Tempone at Stochastic Numerics Research Group (STOCHNUM). Research Interests Waleed's research interests include ​Mathematical Modeling, Probability Theory and Stochastic Processes, Numerical Analysis. Education Profile ​M.Sc. Applied Mathematics, Finance, King Abdullah University of Science and Technology (KAUST) 2016-2018. B.Sc. Physics, University of California Santa Barbara 2016. Awards and

Sören Wolfers

Sören Wolfers obtained a Ph.D. degree in Applied Mathematics and Computational Sciences under the supervision of Professor Raul F. Tempone's at Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Sören's research interests included Numerical Analysis, Uncertainty Quantification, Sparse Approximation, Multilevel methods and Meshfree methods. Selected Publications Beck, J., Roberts, G., and Wolfers, S. (2018). Bayesian earthquake dating and seismic hazard assessment using chlorine-36 measurements (BED v1). Submitted to

Raul Tempone

Professor Raul Tempone is an worlwide recognized researcher in numerical analysis and uncertainty quantification. Professor Raul Tempone at KAUST leads the stochastic numerics research group, significantly contributing to Saudi Arabia's Vision 2030 goals through advancements in computational science. His work in adaptive algorithms, Bayesian inverse problems, and scientific machine learning drives forward critical applications in technology and sustainability, embodying KAUST's commitment to global scientific leadership and economic diversification.

Mohammad Motamed

Postdoctoral Research Fellow, Stochastic Numerics Research Group
Mohammad Motamed worked as a Postdoctoral Fellow​​ at Professor Raul F. Tempone's Stochastic Numerics Research Group (STOCHNUM) at King Abdullah University of Science and Technology (KAUST). Mohammad is a visiting researcher at ICES, The University of Texas at Austin, USA. Research Interests Mohammad's research interests included Numerical Analysis and Scientific Computing, Deterministic and stochastic partial differential equations, Multiscale problems, modeling and simulation, and high-frequency wave propagation problems. Selected Publications M. Motamed and F. Nobile and R. Tempone. A

Julio Enrique Castrillon Candas

Julio Enrique Castrillon Candas worked as a Research Scientist at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Julio's research focused on the development of fast and accurate numerical methods for the efficient solution of deterministic and stochastic computational models. In particular, his interests included, but not limited, to Stochastic PDEs, Radial Basis Function Interpolation, Regression, Hierarchical Basis, and Probability Theory and Stochastic Processes Selected Publications Julio E

Jesper Karlsson

Postdoctoral Research Fellow, Stochastic Numerics Research Group
Jesper Karlsson worked as a Postdoctoral Fellow at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Jesper's research interests included Adaptivity and error control for the approximation of deterministic and stochastic differential equations, Optimal control for deterministic and stochastic differential equations, Numerical analysis, and Large scale/High capacity computing. Education Profile ​​​​2003-2008 Doctorate, Department of Numerical Analysis, Royal Institute of Technology (KTH), Stockholm

Håkon A. Hoel

Håkon Hoel was a visiting researcher in the Stochastic Numerics Group at KAUST. He holds an MSc degree in Computational Science from the University of Oslo (2016) and a Ph.D. in Numerical Analysis from KTH Royal Institute of Technology (2012). His main research interests are numerical analysis of stochastic differential equations, nonlinear filtering, and multilevel Monte Carlo (MLMC) methods. His research interests also include different aspects of implementation and error estimation of stochastic models in the following areas: adaptive weak approximation of stochastic differential equations

Georgios Zouraris

Georgios Zouraris is a Former Visiting Associate Professor from the University of Crete, Greece at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Georgios' research focuses on the development and the analysis of numerical methods to approximate the solution of stochastic and deterministic differential equations. Selected Publications D. C. Antonopoulou, G. D. Karali, M. Plexousakis and G. E. Zouraris, Crank-Nicolson finite element discretizations for a two-dimensional linear Schrodinger-type

Gaukhar Shaimerdenova

Gaukhar Shaimerdenova is a Ph.D. candidate at Stochastic Numerics Research Group (STOCHNUM) under the supervision of Professor Raul F. Tempone at King Abdullah University of Science and Technology (KAUST). Research Interests Gaukhar's research interests include ​Stochastic Differential Equations, Numerical Analysis, Data Assimilation, Multilevel/Multi-index Monte Carlo methods, Ensemble Kalman Filtering and Computational Finance. Selected Publications Hoel, H., Shaimerdenova, G. and Tempone, R., 202 2 . Multi -index ensemble Kalman filtering. Journal of Computational Physics. Hoel, H

Evangelia Kalligiannaki

Evangelia Kalligiannaki worked as a Research Scientist at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Evangelia's research interests concerned the development, analysis, and implementation of model reduction (coarse-graining) techniques for high dimensional particle systems at multiple spaces and time scales, and included studying macro-molecular and stochastic lattice systems. She was particularly interested in the development of effective equilibrium and non-equilibrium coarse-grained models

Erik von Schwerin

Given a mathematical model of a system with uncertainties, a computational method of approximation of that model, and a specific Quantity of Interest (QoI) of the system, how can we, with as small computational effort as possible, approximate the QoI within a user-specified accuracy? Most of Erik von Schwerin's research relates in some way or another to this question.

Bilal Saad

Postdoctoral Research Fellow, Stochastic Numerics Research Group
Bilal Saad worked as a Postdoctoral Fellow at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Numerical analysis Flow and transport in porous media Compressible and incompressible multiphase flows, partially miscible flow Radioactive waste storage, Carbon capture and storage, CO2 storage, Oil recovery secondary Modeling and numerical simulation of a nonlinear degenerate elliptic-parabolic systems Selected Publications B. Saad and M. Saad. Study of full implicit petroleum engineering finite volume

Blanca Ayuso de Dios

Blanca Ayuso de Dios worked as a Research Scientist at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Blanca's research was mostly concerned with the development and analysis of numerical methods (mainly finite elements of different types) for Partial Differential Equations. She was also very active in the analysis and development of fast solvers for the algebraic systems arising from the numerical discretizations; in particular domain decomposition and multilevel methods, in the approximation of

Ben Mansour Dia

Postdoctoral Research Fellow, Stochastic Numerics Research Group
Ben Mansour Dia worked as a Postdoctoral Fellow at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Modeling and Numerical Simulations of Incompressible Flows: 2-D shallow water equations, 1-D bilayer shallow water equations. Control Theory: Boundary stabilization and exact controllability of hyperbolic partial differential equations, optimal control of ordinary differential equations and stochastic differential equations Numerical Analysis: Finite Elements Method, Variational Multi-Scale

Agustín Estramil

Agustín Estramil is a Former visiting student from Universidad de la República at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests ​Agustín's research interests include Numerical Analysis; Statistics and Stochastic Differential Equations. Education Profile ​B.Sc. in Statistics, Universidad de la República (Uruguay), 2017. Thesis Title: Numerical Simulation of the Probabilistic Solution of the Dirichlet Problem.