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
| 13 December 2022 | I presented a talk on “Adaptive Sampling for Computing Probabilities and Risk Measures” in the ERA Seminar in TUM. |
| 07 September 2022 | New preprint “Multilevel Path Branching for Digital Options”. |
| 05 August 2022 | New preprint “Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation”. |
| 01 August 2022 | I was promoted to Associate Professor. |
| 21 July 2022 | My talk on “Path Branching for Digital Options” was presented in MCQMC 2022 by my co-author Prof. Mike Giles due to illness. |
| 14 July 2022 | New preprint “Single Level Importance Sampling for McKean-Vlasov Stochastic Differential Equations”. |
| 23-27 May 2022 | I participated in a focused research group on “UQ for SciML: Uncertainty Quantification for Scientific Machine Learning” in University of Dundee funded by Heilbronn Institute for Mathematical Research. |
| 23 May 2022 | I gave an online talk on “Path Branching for Digital Options” in the hybrid workshop Stochastic Numerics and Statistical Learning: Theory and Applications Workshop in KAUST. |
| 3 May 2022 | Paper accepted “Adaptive Multilevel Monte Carlo for Probabilities”. |
| 2-6 May 2022 | I participated in the workshop “Multilevel and multifidelity sampling methods in UQ for PDEs” and gave a talk on “Multilevel Path Branching for Digital Options”. |