About Abdul-Lateef Haji-Ali Abdul-Lateef Haji-Ali Ph.D., Applied Mathematics and Computational Science uncertainty quantification numerical analysis Multilevel Monte Carlo Articles Related News August 2026 Article "Multi-index importance sampling for McKean–Vlasov stochastic differential equations" published in the Journal of Computational and Applied Mathematics 1 min read · Sun, Aug 30 2026 The article "Multi-index importance sampling for McKean–Vlasov stochastic differential equations" by Nadhir Ben Rached, Abdul–Lateef Haji–Ali, Shyam Mohan Subbiah Pillai, and Raúl Tempone has been published in the Journal of Computational and Applied Mathematics. This work studies how to efficiently estimate extremely rare events in interacting particle systems governed by McKean–Vlasov equations. These models appear in a wide range of applications, including pedestrian dynamics, collective animal behaviour, opinion dynamics, and mathematical finance. Under suitable assumptions, the proposed
Article "Multi-index importance sampling for McKean–Vlasov stochastic differential equations" published in the Journal of Computational and Applied Mathematics 1 min read · Sun, Aug 30 2026 The article "Multi-index importance sampling for McKean–Vlasov stochastic differential equations" by Nadhir Ben Rached, Abdul–Lateef Haji–Ali, Shyam Mohan Subbiah Pillai, and Raúl Tempone has been published in the Journal of Computational and Applied Mathematics. This work studies how to efficiently estimate extremely rare events in interacting particle systems governed by McKean–Vlasov equations. These models appear in a wide range of applications, including pedestrian dynamics, collective animal behaviour, opinion dynamics, and mathematical finance. Under suitable assumptions, the proposed
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