Biography
Abdul-Lateef Haji-Ali is an associate professor in the Maxwell Institute for Mathematical Sciences and the School of Mathematical and Computer Sciences, Heriot-Watt University. He obtained his PhD in Applied Mathematics in 2016 from King Abdullah University of Science and Technology (KAUST).
Selected Publications
- A.-L. Haji-Ali, H. Hoel, and R. Tempone, Weak convergence analysis in the particle limit of the McKean–Vlasov equations using stochastic flows of particle systems, The IMA Journal of Applied Mathematics (2025). DOI: 10.1093/imamat/hxaf015.
- M. B. Giles and A.-L. Haji-Ali. Multilevel Path Branching for Digital Options In: Annals of Applied Probability 34.5 (2024), pp. 4836–4862. ISSN: 1050-5164. DOI: 10.1214/24-AAP2083.
- M. B. Giles and A.-L. Haji-Ali. Multilevel Nested Simulation for Efficient Risk Estimation. In: SIAM/ASA Journal on Uncertainty Quantification 7.2 (Jan. 2019), pp. 497–525. ISSN: 2166-2525. DOI: 10.1137/18m1173186.
Research Interests
Abdul-Lateef's research interests include Uncertainty Quantification, Numerical Analysis, Machine Learning, Stochastic Differential Equations, Numerical methods for SDEs and SPDEs, Multilevel Monte Carlo methods, Particle systems, Crowd modeling, Mean-field theory, Sparse Grids, Combination techniques, Multi-index techniques, and Inverse problems.
Awards and Distinctions
- Alexander von Humboldt Fellowship for Experienced Researchers, 2025
- Hooke Research Fellowship, Mathematical Institute, University of Oxford, 2016 - 2019
- King Abdullah University of Science and Technology Fellowship, 2010
- Academic Excellence Award, King Abdullah University of Science and Technology, 2010
Education
- Doctor of Philosophy (Ph.D.)
- Applied Mathematics, King Abdullah University of Science and Technology, Saudi Arabia, 2016
- Master of Science (M.S.)
- Applied Mathematics, King Abdullah University of Science and Technology, Saudi Arabia, 2012
- Bachelor of Science (B.S.)
- Informatics Engineering, Arab International University, Syrian Arab Republic, 2010