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. |
23 September 2025 | I organized an Royal Statistical Society meeting on “UQ methods”. |
12 September 2025 | Presented talk at Joint Workshop DLR & RWTH in German Aerospace Center (DLR), titled: "Uncertainty Quantification and Hierarchical Methods". |
29 August 2025 | Presented talk at Stochastic Numerics and Inverse Problems in Sweden in Linnaeus University, Växjö, titled: "Hierarchical Methods for Risk Assessment". |
14-15 August 2025 | Presented talk at Mathematics for Uncertainty Quantification Workshop in Aachen, Germany, titled: "Hierarchical Methods for Risk Assessment". |
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". |