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
| 25-30 August 2025 | Upcoming talk at Stochastic Numerics and Inverse Problems in Sweden in Linnaeus University, Växjö. |
| 27 July 2025 to 1 August 2025 | Upcoming talk at International Conference on Monte Carlo Methods and Applications in Chicago, USA, titled: "An Adaptive Sampling Scheme for Level-set Approximation". |
| 9-11 July 2025 | Upcoming talk at Uncertainty Quantification for Dynamical Modelling in Edinburgh, UK, titled: "Multilevel Monte Carlo and Path Branching for Digital Options". |
| 24-27 June 2025 | Upcoming talk at The 30th Biennial Numerical Analysis Conference in University of Strathclyde, Glasgow, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo". |
| 2025-06-18 | Upcoming talk at CfS Annual Conference 2025 in Edinburgh, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo". |
| 10-13 June 2025 | Upcoming visit to the “Scientific Computing and Uncertainty Quantification” group in EPFL and seminar talk on “The multi-index Monte Carlo method for semilinear stochastic partial differential equations”. |
| 18-21 May 2025 | Upcoming talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2025 in King Abdullah University of Science and Technology, titled: "An Adaptive Sampling Scheme for Level-set Approximation". |
| 2025-04-29 | I was awarded and accepted the “Humboldt Research Fellowship for Experienced Researchers”. As part of this fellowship, I will be visiting the “Chair of Mathematics for Uncertainty Quantification” in RWTH Aachen. |
| 2025-02-05 | New preprint: The multi-index Monte Carlo method for semilinear stochastic partial differential equations. |
| 2025-01-23 | Presented talk at Computational Mathematics and Applications Seminar in Mathematical Institute, Oxford, titled: "A multi-index Monte Carlo method for semilinear parabolic SPDEs". |