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Alexander Litvinenko

Senior Research Scientist

alexander.litvinenko^+kaust.edu.sa|http://stochastic_numerics.kaust.edu.sa/Pages/LitvinenkoAlexander.aspx|CV_Litvinenko_Aug17.pdf|http://www.linkedin.com/pub/alexander-litvinenko/25/153/ba0

Research Interests

Stochastic Partial Differential Equations (SPDE), uncertainty quantification, numerical upscaling in multiscale problems, low-rank tensor arithmetics, inverse problems, numerical aerodynamics, Bayesian update, data assimilationCV_Litvinenko17.pdf

Selected Publications

H. G. Matthies, E. Zander, B. Rosic, A. Litvinenko, Parameter estimation via conditional expectation: a Bayesian inversion,
Advanced Modeling and Simulation in Engineering Sciences 3:24, 2016
DOI: 10.1186/s40323-016-0075-7 , http://www.amses-journal.com/content/3/1/24

H. G. Matthies, E. Zander, B. V. Rosić, A. Litvinenko, O. Pajonk, Inverse Problems in a Bayesian Setting,

Book Computational Methods for Solids and Fluids , pp 245-286, 2016, Springer

L. Giraldi, A. Litvinenko, D. Liu, H. G. Matthies, A. Nouy, To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case, SIAM J. Sci. Comput., 36(6), A2720–A2744, 2014

W. Nowak, A. Litvinenko, Kriging accelerated by orders of magnitude: combining lowrank covariance approximations with FFT-techniques, Mathematical Geosciences, 2013, Vol. 45, Issue 4, pp 411-435

M. Espig, W. Hackbusch, A. Litvinenko, H. G. Matthies, Ph. Waehnert, Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats, Computers & Mathematics with Applications, (2012)

B. Rosic, A. Litvinenko, O. Pajonk and H. G. Matthies, Sampling-free linear Bayesian update of polynomial chaos representations, J. Comp. Physics, 231(2012), pp 5761-5787

A. Litvinenko and H. G. Matthies, Numerical Methods for Uncertainty Quantification and Bayesian update in Aerodynamics, chapter in the book Management and Minimisation of Uncertainties and Errors in Numerical Aerodynamics, pp. 267-283, Editors: B. Eisfeld, H. Barnewitz, W. Fritz, F. Thiele, Springer, 2013

M. Espig, W. Hackbusch, A. Litvinenko, H. G. Matthies and E. Zander, Efficien Analysis of High Dimensional Data in Tensor Formats, Springer LNCSE ''Sparse Grids and Applications'', vol. 88, pp 31-56, (2012)

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Education Profile

2007-2013, PostDoc at Institute of Scientific Computing,TU Braunschweig, Germany, www.wire.tu-bs.de
2002-2006, Promotion (PhD THESIS IS HERE) in the group of Scientific computing at Max-Planck-Institut fuer Mathematik in den Naturwissenschaften, Leipzig, Germany, www.mis.mpg.de
2000-2002, Master degree in Mathematics at Novosibirsk State University and Laboratory of Data Analysis of Sobolev Institute of Mathematics www.math.nsc.ru (Russian Academy of Sciences)
1996-2000, Bachelor degree in Mathematics at Novosibirsk State University www.nsu.ru

Professional Profile

Research Scientist

Scientific and Professional Memberships

SIAM, SIAM CSE, GAMM

Affiliations

Computer, Electrical and Mathematical Sciences & Engineering Division: http://cemse.kaust.edu.sa/Pages/Home.aspx

Member of KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering: http://sri-uq.kaust.edu.sa/Pages/People.aspx