About Håkon A. Hoel Håkon A. Hoel Visiting Researcher, Stochastic Numerics Research Group numerical analysis Mathematical modeling data assimilation 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 Articles Related News September 2022 Manuscript accepted by Journal of Computational Physics 1 min read · Mon, Sep 5 2022 News Monte Carlo multilevel Multi-index Kalman filter The manuscript entitled " Multi-index ensemble Kalman filtering" by Håkon A. Hoel, Gaukhar Shaimerdenova, and Raul Tempone has been accepted by the Journal of Computational Physics (JCP). The JCP is a bimonthly scientific journal covering original scientific contributions in advanced mathematical and numerical modeling reflecting a combination of concepts, methods, and principles of physics, mechanics, applied mathematics, statistics, applied geometry, computer science, chemistry, and other scientific disciplines as well. It was established in 1966 and is published by Elsevier. According to October 2016 Dr. Håkon Hoel will be visiting the Stochastic Numerics Research Group 1 min read · Mon, Oct 17 2016 News Dr. Håkon Hoel will be visiting the Stochastic Numerics Research Group during the period Oct. 17 - 27, 2016. September 2015 Prof. Raul Tempone and Dr. Kody Law are organizing a minisymposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015 1 min read · Mon, Sep 14 2015 News Prof. Raul Tempone and Dr. Kody Law are organizing a mini-symposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015. January 2015 SRI UQ Annual Workshop 2015 1 min read · Tue, Jan 6 2015 News Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015). December 2014 Prof. Raul Tempone was plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay 1 min read · Tue, Dec 16 2014 News Prof. Raul Tempone was a plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay, December 11 - 20, 2014. October 2014 Dr. Hakon Hoel accepted researcher position at the University of Oslo 1 min read · Wed, Oct 1 2014 News For the last two years, Hakon has been a postdoctoral fellow at KAUST with both the Stochastic Numerics research group and the Uncertainty Quantification SRI center. Hakon is an applied mathematician with a strong focus on numerical analysis and algorithmic developments for stochastic differential equations (SDE) and stochastic modeling in general. During his tenure at KAUST, his main efforts have been devoted to the analysis and development of adaptive multilevel Monte Carlo methods for SDEs. March 2014 SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014 1 min read · Sun, Mar 9 2014 News SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014. Irene Fonseca's research program is at the interface between pure and applied analysis and is motivated by applications in the physical sciences and engineering.
Manuscript accepted by Journal of Computational Physics 1 min read · Mon, Sep 5 2022 News Monte Carlo multilevel Multi-index Kalman filter The manuscript entitled " Multi-index ensemble Kalman filtering" by Håkon A. Hoel, Gaukhar Shaimerdenova, and Raul Tempone has been accepted by the Journal of Computational Physics (JCP). The JCP is a bimonthly scientific journal covering original scientific contributions in advanced mathematical and numerical modeling reflecting a combination of concepts, methods, and principles of physics, mechanics, applied mathematics, statistics, applied geometry, computer science, chemistry, and other scientific disciplines as well. It was established in 1966 and is published by Elsevier. According to
Dr. Håkon Hoel will be visiting the Stochastic Numerics Research Group 1 min read · Mon, Oct 17 2016 News Dr. Håkon Hoel will be visiting the Stochastic Numerics Research Group during the period Oct. 17 - 27, 2016.
Prof. Raul Tempone and Dr. Kody Law are organizing a minisymposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015 1 min read · Mon, Sep 14 2015 News Prof. Raul Tempone and Dr. Kody Law are organizing a mini-symposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015.
SRI UQ Annual Workshop 2015 1 min read · Tue, Jan 6 2015 News Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015).
Prof. Raul Tempone was plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay 1 min read · Tue, Dec 16 2014 News Prof. Raul Tempone was a plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay, December 11 - 20, 2014.
Dr. Hakon Hoel accepted researcher position at the University of Oslo 1 min read · Wed, Oct 1 2014 News For the last two years, Hakon has been a postdoctoral fellow at KAUST with both the Stochastic Numerics research group and the Uncertainty Quantification SRI center. Hakon is an applied mathematician with a strong focus on numerical analysis and algorithmic developments for stochastic differential equations (SDE) and stochastic modeling in general. During his tenure at KAUST, his main efforts have been devoted to the analysis and development of adaptive multilevel Monte Carlo methods for SDEs.
SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014 1 min read · Sun, Mar 9 2014 News SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014. Irene Fonseca's research program is at the interface between pure and applied analysis and is motivated by applications in the physical sciences and engineering.
Related Sites Stochastic Numerics Research Group (STOCHNUM) Applied Mathematics and Computational Science (AMCS) Related Content Articles 7 Projects 2 Events 1
