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STOCHNUM

Stochastic Numerics Research Group

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Interested in Joining Stochastic Numerics Group?

We are currently accepting applications.

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KAUST CEMSE AMCS Stochnum group photo 2022 DSC_7742 4K
KAUST CEMSE AMCS Stochnum group photo 2022 DSC_7742 4K
about research group

The main research focus of the group is using numerical analysis to develop and analyze efficient and robust numerical methods for problems involving stochastic models and differential equations in engineering and sciences.  

The research is driven by applications from areas such as computational mechanics, quantitative finance, biological and chemical modeling, and wireless communications.

More specifically, research contributions include a posteriori error approximation and related adaptive algorithms for numerical solutions of various differential equations, including ordinary differential equations, partial differential equations, and stochastic differential equations. Further research topics include Bayesian model calibration and validation, data assimilation, hierarchical and sparse approximation, optimal control, optimal experimental design, scientific machine learning, stochastic optimization, and uncertainty quantification.

Throughout his tenure at KAUST, Prof. Tempone successfully supervised ten PhDs until completion, directed the KAUST Strategic Research Initiative in Uncertainty Quantification (2012-2016), and served as the Program Director of the SIAM Uncertainty Quantification Activity Group (2013-2014). In 2016, Thomson Reuters recognized him as a highly cited researcher, and in 2018, Prof. Tempone was awarded the Alexander von Humboldt professorship hosted by RWTH Aachen. His research group placed a dozen faculty members in Germany (Uni. Karlsruhe), Norway (Uni. of Oslo), Saudi Arabia (KFUPM), the United Kingdom (Dundee, Heriot-Watt, Leeds, Nottingham), and the USA (University of New Mexico). Some of his research team members have also obtained positions in the industry, including, among others, Bain & Company in Finland, Baker Hughes, Enel Group in Italy, G-Research hedge fund in the UK, Honeywell, InConcert Spain, McKinsey & Company, Saudi Aramco, UK Meteorological Office and United Technologies (Raytheon). He has also collaborated with Saudi Aramco through multiple projects.

Latest News
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Team picture

Ph.D. student Yang Liu won the Finalist Award in the SIAM Hackathon

2023.03.29
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Erik von Schwerin

Research visit to Dundee and Edinburgh

2023.03.05
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Ons Chaabene

A new Ms/Ph.D. student joins the team

2023.02.01uncertainty quantification
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Visiting Students

SthochNum welcomed three visiting students in January 2023

2023.01.31
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Chiheb Ben Hammouda

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

2023.01.26
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Andre and Vinh

Academic collaboration between KAUST and RWTH Aachen in a new project

2022.12.01
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YangLiu

Stochnum Ph.D. student wins 1st place - 8th KAUST-NVIDIA AI Competition

2022.11.14
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Paper Bayer, Hammouda and Tempone

New publication in Quantitative Finance Journal

2022.11.02Adaptive sparse grid quadrature
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Meet Our People
KAUST CEMSE AMCS STOCHNUM Prof Raul Tempone
Working in mathematics is an adventure. I seek the thrill of discovery—always visiting new places with the mind, searching for simplicity, beauty and truth. Developing theory and problem-solving are essential; keeping applications present gives meaning to our excursions.
Raul F. Tempone, Professor, Applied Mathematics and Computational Sciences
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