I am an assistant professor in Heriot-Watt University, Department of Actuarial Mathematics and Statistics. Before that, I was a Hooke Fellow in Mathematics Institute of Oxford University 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

25 October 2021I gave a talk in University of Dundee, School of Science and Engineering titled “MLMC for Computing Probabilities”
18 August 2021I gave two talks in “MCM 2021” on “Multilevel Monte Carlo for Computing Probabilities” and “Multilevel Monte Carlo and Path Branching for Digital Options”.
17 August 2021I organized two mini-symposia in “MCM 2021” on “Monte Carlo methods for discontinuous functions” and “Theory and Applications of Particle Systems”.
13 August 2021New preprint “A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean–Vlasov equations”.
13 August 2021New preprint “Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables”.
13 August 2021New preprint “Adaptive Multilevel Monte Carlo for Probabilities”.
25 February 2021I am giving a talk in the “Applied Maths Seminar” on “Multilevel Monte Carlo for Computing Probabilities”.
16 February 2021I gave a talk in the “AvH RWTH UQ: hybrid seminar” on “Multilevel Monte Carlo for Computing Probabilities”.
11 November 2020See here for details on a fully-funded PhD position for a project titled “Statistical Control of the Ecological Risks of Fisheries” to be jointly supervised with the British Antarctic Survey.
29 May 2020I am giving a talk for the “LMS/MAC-MIGS Workshop on Inverse Problems and Optimisation for PDEs” on “Multilevel discrete least squares polynomial approximation”.