Prof. Raul Tempone visited Prof. Matteo Icardi's at the University of Warwick.
Dr. Icardi was formerly a postdoctoral fellow at the KAUST Stochastic Numerics research group and currently holds a Zeeman Lecturer position at Warwick.
Prof. Tempone is an invited speaker at the Data Assimilation and Inverse Problems Workshop, from February 22 to 24, 2016. Mathematics Institute, University of Warwick, UK.
Prof. Raul Tempone is an invited speaker at the Workshop: "Uncertainty Quantification for Multiscale Stochastic Systems and Applications", UCLA, IPAM, Los Angeles, California. Jan. 19-22, 2016.
Alvaro is a founding class member of KAUST. He obtained his Ph.D. in Applied Math in January 2015 under the supervision of Prof. Raul Tempone. During his Ph.D., Alvaro coauthored five research articles in refereed journals related to numerical methods and algorithms for pure jump Markovian processes. In 2013, Alvaro was the recipient of the KAUST Academic Excellence Award.
Guests of the January 2016 Uncertainty Quantification Applications Workshop (UQAW) had to check whether they were truly at a science and technology university in Saudi Arabia, or had perhaps taken a wrong turn en route to the poster session and reception in the KAUST University Library on the evening of 6 January.
Advances in Uncertainty Quantification Methods, Algorithms, and Applications (UQAW 2016).
Evangelia Kalligiannaki has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Evangelia is an Applied Mathematician and Computational Scientist specializing in multi-scale modeling and uncertainty quantification of high dimensional complex systems.
Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce, and Juho Häppölä (Stochastic Numerics group).
“Sometimes there’s a strange dichotomy between applied mathematics and pure mathematics,” said Professor Raul Tempone, a founding KAUST faculty member and principal investigator of the University's Stochastic Numerics Research Group.
During Spring and Summer 2014, Dr. Blanca Ayuso de Dios was a visiting researcher and consultant within the Stochastic Numerics group lead by Prof. Tempone. During that time she collaborated with several group members and others from the KAUST SRI UQ.
Dr. Alvaro Moraes will teach the short course "Pure jump processes and Multilevel Monte Carlo" at Séminaire Bachelier Paris, November 20, 2015.
Georgios Zouraris will be visiting the Stochastic Numerics Research Group during the period Nov. 20 - Dec. 3, 2015.
Prof. Raul Tempone gave an invited talk at the Workshop "Direct and inverse problems for PDEs with random coefficients” on Nov. 9 – 15, 2015. WIAS Berlin, Germany.
Prof. Raul Tempone was a lecturer at the Louis Bachelier labex thematic semester on "Monte-Carlo: uncertainty quantification, particle methods, stochastic algorithms for Big Data", Nov. 13, 2015.
Prof. Raul Tempone was the opponent at Matti Leinonen's Ph.D. dissertation defense. This took place at Aalto University, Finland, on Nov. 6, 2015.