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.