Erik von Schwerin

About Erik von Schwerin

Erik von Schwerin

Research Scientist, Stochastic Numerics Research Group

uncertainty quantification numerical analysis stochastic differential equations Stochastic Optimal Control

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.

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July 2026

Preprint in Optimization and Control from our research team

2 min read · Sun, Jul 5 2026

News

The Stochastic Numerics Group would like to highlight the recent achievement within our research group. We are pleased to announce that our paper, "Pontryagin-Based Solver with Smoothed Hamiltonian, Adaptive Δt, and PA-Bundle Refinement," has been published as an arXiv preprint. The authors of this paper are KAUST M.S. student Salim Ksous, Ph.D. student Sebastien Lalvay Segovia, Research Scientist Erik von Schwerin, PI Raúl Tempone, and Professors Mattias Sandberg and Anders Szepessy from KTH Royal Institute of Technology. We would like to congratulate the authors on this collaborative

November 2023

Research visit to RWTH Aachen by Aku Kammonen and Erik von Schwerin

1 min read · Tue, Nov 7 2023

News

Aku Kammonen and Erik von Schwerin visited the MATH4UQ chair at RWTH Aachen. During the visit to the chair, they worked on an ongoing collaboration with Dr. Anamika Pandey. This research builds on previous work by Kammonen and co-authors, published in the paper Adaptive random Fourier features with Metropolis sampling. They also had the opportunity to discuss research with several students at the chair. Aku and Erik would like to thank all of their hosts for making it a memorable and productive visit.

September 2023

Erik von Schwerin and Aku Kammonen visited RWTH Aachen University in last week of September

1 min read · Wed, Sep 20 2023

News

For two weeks in August and September 2023, Aku Kammonen and Erik von Schwerin visited the MATH4UQ chair at RWTH Aachen. During the visit to the chair, they enjoyed informal research discussions with all present group members. They mainly focused on an ongoing collaboration with Dr. Anamika Pandey. This research builds on previous work by Kammonen and co-authors, published in the paper Adaptive random Fourier features with Metropolis sampling. Aku and Erik would like to thank their hosts for their kind hospitality

August 2023

Research Scientist Erik von Schwerin participation at ADMOS 2023 Conference in Gothenburg, Sweden

1 min read · Wed, Aug 23 2023

News

Erik von Schwerin participated in the conference ADMOS 2023 with a talk based on the paper Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates. This 11th iteration of the ADMOS conferences was held in Gothenburg, Sweden, on 19-21 June 2023. It attracted a strong international group of researchers and practitioners in adaptive modeling and simulation. Abstract: In this study, we present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE

March 2023

Research visit to Dundee and Edinburgh

1 min read · Sun, Mar 5 2023

News

In the week of February 13 to 17, 2023, Erik von Schwerin went on a research visit to Dundee and Edinburgh. During the visit, he gave talks based on the paper Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates in the seminar of the Mathematics department at University of Dundee and the MINDS seminar at Heriot-Watt University in Edinburgh. During the visit, he learned about some of the exciting research of the host institutions. One example is filtering problems related to predicting solar storms based on observation data and numerical simulations, and another

January 2023

Dr. Hammouda (RWTH) visits KAUST to collaborate with the StochNum Research Group

1 min read · Thu, Jan 26 2023

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Between the 10th and 24th of January, 2023, the StochNum Research Group hosted Dr. Chiheb Ben Hammouda, a postdoctoral fellow at the Alexander von Humboldt Mathematics for Uncertainty Quantification Chair in RWTH-Aachen/Germany, and a former Ph.D. student of Professor Raul Tempone at KAUST. During his visit, Dr. Hammouda, in collaboration with Prof. Tempone, worked directly with the group's students and researchers. With MS/Ph.D. student Michael Samet, they worked on a new project on developing new Fourier techniques for pricing financial derivatives and risk management. He also collaborated

August 2022

Ph.D. student Yang Liu attended WCCM-APCOM 2022

1 min read · Sat, Aug 6 2022

News

Ph.D. student Yang Liu attended the WCCM-APCOM Yokohama 2022 and presented the work Goal-oriented adaptive MLMC method for elliptic random PDEs by Joakim Beck, Yang Liu, Erik von Schwerin, and Prof. Raul Tempone. Abstract: Multilevel Monte Carlo methods (MLMC) can dramatically reduce the computational cost of Monte Carlo simulations where each sample is computed using a discretization based numerical method, for example, when computing the expected value of a quantity of interest (QoI) depending on the solution to a partial differential equation with stochastic data. Goal-oriented adaptive

July 2022

Manuscript accepted in Computer Methods in Applied Mechanics and Engineering

1 min read · Wed, Jul 27 2022

News

The manuscript entitled “ Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates” written by Joakim Beck, Yang Liu, Erik von Schwerin, and Prof. Raul Tempone, is accepted in Computer Methods in Applied Mechanics and Engineering, “A Special Issue in Honor of the Lifetime Achievements of J. Tinsley Oden”. Abstract: In this study, we present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and

June 2022

Ph.D. student Yang Liu attended ECCOMAS Congress 2022 in Oslo

1 min read · Mon, Jun 13 2022

News

Ph.D. Student Yang Liu attended the ECCOMAS Congress 2022 from June 5 – June 9, 2022, in Oslo, Norway. He presented the work “ Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates”, written by Joakim Beck, Yang Liu, Erik von Schwerin, and Prof. Raul Tempone.

December 2019

Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty

1 min read · Sun, Dec 8 2019

News

Seismic Wave Propagation Multilevel Monte Carlo

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables and apply the Multilevel Monte Carlo method to reduce the cost of approximating expected values of selected, physically relevant, quantities of interest (QoI) with respect to the random variables.

September 2017

Welcome New Research Scientist: Dr. Erik von Schwerin

1 min read · Fri, Sep 1 2017

News

Erik von Schwerin has joined the Stochastic Numerics Research Group as a research scientist. Erik is an applied mathematician with an M.Sc. in Engineering Physics and a Ph.D. in Numerical Analysis, both from the Royal Institute of Technology (KTH) in Stockholm, Sweden.