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.
After completing his Ph.D. Erik worked in the capital management of an insurance company before returning to academia by joining KAUST as a postdoctoral research fellow from 2009 to 2012. While at KAUST and later at Ecole Polytechnique Federale de Lausanne (EPFL), KTH, and the University of Delaware, his research has often focused on the development and analysis of efficient numerical algorithms for models where uncertainty is represented by stochastic models, such as Stochastic Differential Equations and PDEs with random parameters.
Related Persons
