I am an associate professor in the Maxwell Institute for Mathematical Sciences and the School of Mathematical and Computer Sciences, Heriot-Watt University. Before that, I was a Hooke Fellow in Mathematical Institute at the University of Oxford and a Fullford Junior Research Fellow in Somerville College. I obtained my PhD in Applied Mathematics in 2016 from King Abdullah University of Science and Technology, Saudi Arabia.
My research interests include: Uncertainty Quantification, Stochastic Differential Equation, Numerical methods for SDEs and PDEs, Multilevel Monte Carlo, Particle systems, Crowd modelling, Mean-field theory, Sparse Grids, Combination techniques, Multi-index techniques, Inverse problems, risk measures and adaptive sampling.
News
| 27 July 2025 to 1 August 2025 | Upcoming I will participate in the “International Conference on Monte Carlo Methods and Applications” where I will present a talk on “An Adaptive Sampling Scheme for Level-set Approximation”. |
| 24-27 June 2025 | Upcoming I will participate in the “The 30th Biennial Numerical Analysis Conference” where I will present a talk on “Bayesian computation with generative diffusion models by Multilevel Monte Carlo”. |
| 18 June 2025 | Upcoming I am giving a talk in the “CfS Annual Conference 2025” on “Bayesian computation with generative diffusion models by Multilevel Monte Carlo”. |
| 10-13 June 2025 | Upcoming I will visit the “Scientific Computing and Uncertainty Quantification” group in EPFL and give a seminar talk on “The multi-index Monte Carlo method for semilinear stochastic partial differential equations”. |
| 18-21 May 2025 | Upcoming I will participate in the “Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2025” where I will present a talk on “An Adaptive Sampling Scheme for Level-set Approximation”. |
| 29 April 2025 | I was awarded and accepted the “Humboldt Research Fellowship for Experienced Researchers”. As part of this fellowship, I will be visiting the “Chair of Mathematics for Uncertainty Quantification” in RWTH Aachen. |
| 05 February 2025 | New preprint “The multi-index Monte Carlo method for semilinear stochastic partial differential equations”. |
| 23 January 2025 | I presented my talk titled “A multi-index Monte Carlo method for semilinear parabolic SPDEs” in the “Computational Mathematics and Applications Seminar” at the Mathematical Institute. |
| 13 Decebmer 2024 | I presented my talk titled “A multi-index Monte Carlo method for semilinear parabolic SPDEs” in the “Mathematical Physics and Harmonic Analysis Seminar” at Texas A&M University. |
| 20 November 2024 | I presented my talk on “Efficient Risk Estimation for the Credit Valuation Adjustment” in the “Probability Seminar at the University of Leeds”. |