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
| 20 July 2026 | New published paper, titled: "Multi-index importance sampling for McKean-Vlasov stochastic differential equations", in Journal of Computational and Applied Mathematics. |
| 10 July 2026 | New published paper, titled: "An Adaptive Sampling Algorithm for Level-set Approximation", in IMA Journal of Numerical Analysis. |
| 10 June 2026 | Presented talk at MCQMC 2026 in Edinburgh, titled: "Hierarchical Monte Carlo Methods for SPDEs". |
| 8-12th June 2026 | I am on the organizing committee for “MCQMC 2026” in Edinburgh. |
| 30 May 2026 | New post: "confschedule: a LaTeX package for conference programmes". |
| 27 May 2026 | Presented talk at Recent advances in stochastic processes: theory and applications in Edinburgh, titled: "Multilevel and Multi-Index Monte Carlo: Theory, Practice, and mimclib". |
| 10 January 2026 | New published paper, titled: "Efficient risk estimation for the credit valuation adjustment", in Finance and Stochastics. |
| 9 December 2025 | Presented talk in Mathematical Modeling and Simulation Lunch Seminar, titled: "Multilevel Monte Carlo and Path Branching for Digital Options". |
| 4 December 2025 | Presented talk in DLR, titled: "Efficient Risk Estimation for Orbital Collisions Using Hierarchical Monte Carlo Methods". |
| 3-6 November 2025 | Presented talk at Particles, Flows & Maps for Sampling Complex Distributions in Bernoulli Center, EPFL, Lausanne. |