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PhD/MSc and postdoctoral vacancies:

Funding is always available for exceptional individuals. If you are interested in stochastic numerical methods and/or its applications in computational mathematics, you are welcome to contact Professor Tempone by raul.tempone@kaust.edu.sa





Examples of MSc/PhD theses topics in Prof. Tempone's  group:

  • Multilevel Monte Carlo for Stochastic Differential Equations
  • Sparse approximation for PDEs with random inputs
  • Crowd flow simulation and particle systems
  • Optimal Design of Experiments
  • Simulation with non-homogeneous Poisson processes: applications in biochemical reactions, digital communications and epidemics.
  • Low-rank/sparse approximation of the high-dimensional/large data
  • Filtering and Sampling Algorithms
  • Computational Finance 
  • Sparse data representation
  • Decision trees
  • Hierarchical matrices

Examples of MSc/PhD thesis topics in Prof. Gomes's  group:

  • Partial differential equations for crowd dynamics
  • Congestion problems in mean field games
  • Economic mean field models
  • Finite state mean field games and optimal tracking
  • Infinite dimensional Hamilton-Jacobi equations