Erik von Schwerin is a Research Scientist at Professor Raúl F. Tempone's Stochastic Numerics Research Group (STOCHNUM) at King Abdullah University of Science and Technology (KAUST).

Research Interests

Erik von Schwerin's research interests include Deterministic and stochastic differential equations, Computations with uncertainty, Error control and adaptivity, Systematic coarse graining, Hybrid modeling and Multiscale methods.

Selected Publications

• Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, and Raúl Tempone​, Optimization of mesh hierarchies in Multilevel Monte Carlo samplers, Stochastic Partial Differential Equations: Analysis and Computations, Vol. 4, Issue 1, Pages  76–112, 2016.​​​
• Nathan Collier, Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, and Raúl Tempone, A Continuation Multilevel Monte Carlo algorithm, BIT Numerical Mathematics, June 2015, Volume 55, Issue 2, pp 399-432
• Christian Bayer, Håkon Hoel, Erik von Schwerin, and Raúl Tempone, On non-asymptotic optimal stopping criteria in Monte Carlo Simulations, SIAM Journal on Scientific Computing, 2014, Vol. 36, No. 2 : pp. A869-A885
• Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, and Raúl Tempone, Analysis of Discrete L² Projection on Polynomial Spaces with Random Evaluations, Foundations of Computational Mathematics, 2014, Vol. 14, No. 3 : pp. 419-456
• Håkon Hoel, Erik von Schwerin, Anders Szepessy, and Raúl Tempone, Implementation and analysis of an adaptive multilevel Monte Carlo algorithm, Monte Carlo Methods and Applications, 2014, Vol. 20, No. 1 : pp. 1-41.
• Erik von Schwerin and Anders Szepessy, A Stochastic Phase-Field Model Determined from Molecular Dynamics, ESAIM: M2AN 44, 627—646, 2010.

Education Profile

• ​Ph.D. Numerical Analysis, Royal Institute of Technology (KTH), Stockholm, Sweden, 2007.
• M.S. Engineering Physics, Royal Institute of Technology (KTH), Stockholm, Sweden, 2001.