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.
|25 October 2021||I gave a talk in University of Dundee, School of Science and Engineering titled “MLMC for Computing Probabilities”|
|18 August 2021||I 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 2021||I organized two mini-symposia in “MCM 2021” on “Monte Carlo methods for discontinuous functions” and “Theory and Applications of Particle Systems”.|
|13 August 2021||New 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 2021||New preprint “Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables”.|
|13 August 2021||New preprint “Adaptive Multilevel Monte Carlo for Probabilities”.|
|25 February 2021||I am giving a talk in the “Applied Maths Seminar” on “Multilevel Monte Carlo for Computing Probabilities”.|
|16 February 2021||I gave a talk in the “AvH RWTH UQ: hybrid seminar” on “Multilevel Monte Carlo for Computing Probabilities”.|
|11 November 2020||See 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 2020||I am giving a talk for the “LMS/MAC-MIGS Workshop on Inverse Problems and Optimisation for PDEs” on “Multilevel discrete least squares polynomial approximation”.|