Briefly about me
Uncertainty quantification. Numerical methods for stochastic partial differential equations, PDEs with random coefficients, and fractional order equations. Applications in finance and statistics.
- I am co-organizing the next NASPDE Workshop at Eurandom, Eindhoven, May 2023 (jointly with S. Cox and G. Lord).
- My NWO Veni proposal on efficient spatiotemporal statistical modeling has been granted.
- May 2022: Computational Uncertainty Quantification: Mathematical Foundations, Methodology & Data, Erwin Schrödinger Institute, Vienna.
- Aug. 29 - Sept. 2, 2022: Workshop Expressing and Exploiting Structure in Modeling, Theory, and Computation with Gaussian Processes, Institute for Mathematical and Statistical Innovation, Chicago.