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 Monte Carlo methods for moments in Banach spaces has appeared in Journal of Functional Analysis.
- My NWO Veni proposal on efficient spatiotemporal statistical modeling has been granted. Project period: 04/2022 - 03/2025.
Upcoming talks and travels
- June 2024: Numerical Methods for PDEs and Their Applications, Institut Mittag-Leffler, Sweden.
- July 2024: SPDEs below sea level, Delft, The Netherlands.