Alexander Litvinenko is presenting his collaboration work at the SIAM PP conference in Tokyo, Japan, March 7-10, 2018. This work is done between the stochastic numerics group, Extreme Computing Research Center, and two statistical groups (led by Prof. M. Genton and Prof. Y. Sun) at KAUST.
Prof. Tempone visited Prof. Szepessy and Prof. Oppelstrup. Here in the picture with Prof. Tempone, Prof. Oppelstrup and Prof. Melinder.
Evangelia Kalligiannaki's proposed research is ranked, in the first round, 7th out of the 11 projects that will be funded, in the field of Mathematics and Information Science in Greece.
Evangelia Kalligiannaki has joined the Complex Systems research group at the Institute of Applied and Computational Mathematics, Foundation for Research and Technology – Hellas.
Prof. Raul Tempone will give a talk at "Surrogate models for UQ in complex systems Workshop", which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences, in Cambridge UK. February 5-9, 2018.
Alexander Litvinenko will give an invited talk “Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets”, at the Institute of Computational Science, Lugano - Switzerland, December 20th, 2017.
Prof. Raul Tempone is a plenary speaker at CILAMCE 2017 (XXXVIII Ibero-Latin American Congress on Computational Methods in Engineering), Florianopolis, Brazil, 5 - 8 November 2017.
Prof. Raul Tempone is a co-organizer of the workshop "Computational Uncertainty Quantification". Banff International Research Station for Mathematical Innovation and Discovery (BIRS), Canada, October 8-14, 2017.
We present a numerical investigation of bi-disperse particle-laden gravity currents in the lock-exchange configuration. Previous results, based on numerical simulation and laboratory experiments, are used to establish comparisons.
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.
Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.
Prof. Raul Tempone gave a seminar talk at the EU Regional School, AICES, RWTH Aachen University, Germany on Aug. 8, 2017.
Prof. Raul Tempone gave a talk entitled "Multilevel and multi-index sampling methods with applications" in the summer school CEMRACS 2017, Numerical methods for stochastic models: control, uncertainty quantification, mean-field, July 21, 2017, CIRM, Marseille, France.
Prof. Raul Tempone is a semi-plenary speaker at the 14th U.S. National Congress on Computational Mechanics (USNCCM14) in Montreal, Canada, July 17-20, 2017.
Prof. Raul Tempone gave a talk entitled "A Potpourri of Results from the KAUST Uncertainty Quantification Center" at I³MS Seminar Series SS 2017, Seminar Series of the Institute for Modeling and Simulation. July 10, 2017, Aachen Institute for Advanced Study in Computational Engineering Science, Aachen, Germany.