I am an assistant professor in Heriot-Watt University, Department of Actuarial Mathematics and Statistics. Before that, I was a Hooke Fellow in 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.
|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”.|
|20 May 2020||I am giving a talk for the “One World Stochastic Numerics and Inverse Problems” seminar series about “Sub-sampling and other considerations for efficient risk estimation in large portfolios”.|
|4-5 May 2020||I am participating in the online workshop “Multilevel and multifidelity sampling methods in UQ for PDEs” at the Erwin Schrödinger Institute in Vienna. My talk will be on “Sub-sampling and other considerations for efficient risk estimation in large portfolios”|
|1 May 2020||My sabbatical starts today supported by a grant from Royal Society of Edinburgh to work on the project: “Accelerating the Monte Carlo Method for Detecting Orbital Collisions”.|