Abdul-Lateef Haji-Ali

Seemingly random

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

3-6 November 2025  Upcoming talk at Particles, Flows & Maps for Sampling Complex Distributions in Bernoulli Center, EPFL, Lausanne.
25-30 August 2025  Upcoming talk at Stochastic Numerics and Inverse Problems in Sweden in Linnaeus University, Växjö.
14-15 August 2025  Upcoming talk at Mathematics for Uncertainty Quantification Workshop in Aachen, Germany.
28 July 2025  Presented talk at International Conference on Monte Carlo Methods and Applications (MCM) in Chicago, USA, titled: "An Adaptive Sampling Scheme for Level-set Approximation".
17 July 2025  Paper published:  Weak convergence analysis of the McKean-Vlasov equations using stochastic flows of particle systems.
9 July 2025  Presented talk at Uncertainty Quantification for Dynamical Modelling in Edinburgh, UK, titled: "Multilevel Monte Carlo and Path Branching for Digital Options".
24-27 June 2025  Presented 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".
18 June 2025  Presented talk at CfS Annual Conference 2025 in Edinburgh, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo".
10-13 June 2025  Presented talk at Scientific Computing and Uncertainty Quantification in EPFL, titled: "The multi-index Monte Carlo method for semilinear stochastic partial differential equations".
27 May 2025  Paper published:  An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise.