Erik von Schwerin has joined the Stochastic Numerics Research Group as a research scientist.
Erik
is an applied mathematician with a M.Sc. in Engineering Physics and a
Ph.D. in Numerical Analysis, both from the Royal Institute of Technology
(KTH) in Stockholm, Sweden.
After completing his Ph.D. Erik
worked in the capital management of an insurance company before
returning to academia by joining KAUST as a postdoctoral research fellow
from 2009 to 2012. While at KAUST and later at Ecole Polytechnique
Federale de Lausanne (EPFL), KTH, and University of Delaware, his
research has often focused on development and analysis of efficient
numerical algorithms for models where uncertainty is reprecented by
stochastic models, such as Stochastic Differential Equations and PDEs
with random parameters.
https://stochastic_numerics.kaust.edu.sa/Pages/Schwerin.aspx