Coming from a Computer Science background, Abdul Lateef Haji Ali obtained his Master's degree in Applied Mathematics in 2012. His master thesis was "Pedestrian Flow in the Mean-field Limit" which looked at the crowd model suggested by Helbing (1995) and studied its limit as the number of pedestrians increase. Subsequently, he pursued a Ph.D. degree in Applied Mathematics with Dr. Raul Tempone as his advisor. He is mostly interested in stochastic differential equations (SDEs) as they model particle systems.

Research Interests

Abdul's research interests include ​Stochastic differential equations, Numerical PDEs, Mean-field computation, Particle Systems and Crowd simulation.

Selected Publications

• Pedestrian Flow in the Mean-Field Limit, MSc. Thesis, 2012
• A.-L. Haji-Ali, F. Nobile, and R. Tempone. "Multi-Index Monte Carlo: When Sparsity Meets Sampling", Numerische Mathematik. doi:10.1007/s00211-015-0734-5
• A.-L. Haji-Ali, E. von Schwerin, F. Nobile, and R. Tempone. "Optimization of mesh hierarchies in Multilevel Monte Carlo samplers". Stochastic Partial Differential Equations: Analysis and Computations, (2015). doi:10.1007/s40072-015-0049-7. 
• N. Collier, A.-L. Haji-Ali, E. von Schwerin, F. Nobile, and R.  Tempone. "A continuation multilevel Monte Carlo algorithm". BIT Numerical Mathematics, 55(2):399-432, (2015). doi:10.1007/s10543-014-0511-3
• A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, "Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity", Submitted arXiv:1511.05393​, Nov. 2015​