Briefly about me
I am an assistant professor in the Analysis Group at TU Delft and in the Division of Numerical Analysis, Optimization and Systems Theory at KTH Royal Institute of Technology.
Research interests
Uncertainty quantification. Numerical methods for stochastic partial differential equations, PDEs with random coefficients, and fractional order equations. Applications in finance and statistics.
News
- Our article on Markov properties in Hilbert spaces has appeared in Stochastic Processes and their Applications.
- My NWO Veni proposal on efficient spatiotemporal statistical modeling has been granted. Project period: 04/2022 - 03/2025.
Upcoming talks and travels
- April 2025: Oberwolfach workshop Uncertainty Quantification, Germany.
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June - July 2025: Programme Representing, calibrating & leveraging prediction uncertainty from statistics to machine learning,
Isaac Newton Institute, Cambridge, UK. - July 2025: Milstein's method: 50 years on, Nottingham, UK.
- Aug. 2025: SNIPS - Stochastic Numerics and Inverse Problems in Sweden 2025, Växjö, Sweden.