Briefly about me
I am an Associate Professor
in the Division of Numerical Analysis, Optimization and Systems Theory
at KTH Royal Institute of Technology.
I also hold a part-time position in the
Analysis Group
at TU Delft.
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
- New preprint on Optimized multilevel Monte Carlo methods in Banach spaces available on arXiv.
Upcoming talks and travels
- FoCM 2026 Conference, Vienna, July 2026.
Projects
-
ERC Starting Grant project FunCalc4Stats - Functional Calculus for Computational Statistics granted by the European Research Council.
Project period: 04/2026 - 03/2031. -
VENI project Efficient spatiotemporal statistical modelling with stochastic PDEs granted by the Dutch Research Council NWO.
Project period: 04/2022 - 03/2026.