Abdul Lateef Haji Ali
Postdoctoral Fellow
abdullateef.hajiali^+kaust.edu.sa
Research Interests
- Stochastic differential equations
- Numerical PDEs
- Mean field computation
- Particle Systems
- Crowd simulation
Selected Publications
- Pedestrian Flow in the Mean-Field Limit, MSc. Thesis, 2012
- A.-L. Haji-Ali, F. Nobile, and R. Tempone. "Multi-Index Monte Carlo: When Sparsity Meets Sampling", Numerische Mathematik. doi:10.1007/s00211-015-0734-5
- A.-L. Haji-Ali, E. von Schwerin, F. Nobile, and R. Tempone. "Optimization of mesh hierarchies in Multilevel Monte Carlo samplers". Stochastic Partial Differential Equations: Analysis and Computations, (2015). doi:10.1007/s40072-015-0049-7.
- N. Collier, A.-L. Haji-Ali, E. von Schwerin, F. Nobile, and R. Tempone. "A continuation multilevel Monte Carlo algorithm". BIT Numerical Mathematics, 55(2):399-432, (2015). doi:10.1007/s10543-014-0511-3
- A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity, Submitted arXiv:1511.05393, Nov. 2015
Education Profile
- 2005 - 2010 - Bachelor of Science, Informatics Engineering, Arab International University, Damascus, Syria
- 2010 - 2012 - Master of Science, Applied Mathematics, King Abdullah University of Science & Technology, Saudi Arabia
Professional Profile
Coming from a Computer Science background, I obtained my master degree in Applied Mathematics in 2012. My master thesis was "Pedestrian Flow in the Mean-field Limit" which looked at the crowd model suggested by Helbing (1995) and studied its limit as the number of pedestrians increase.Right now I pursuing a PhD degree in Applied Mathematics with Dr. Raul Tempone as my advisor. I am mostly interested in stochastic differential equations (SDEs) as they model particle systems.
Awards
- 2006 - 2010 - Scholarship, Arab International University, Damascus, Syria
- 2010 - 2012 - KAUST Fellowship, King Abdullah University of Science & Technology, Saudi Arabia
- 2012 - KAUST Fellowship, King Abdullah University of Science & Technology, Saudi Arabia