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

 

PhD student positions in Stochastic Numerics, KAUST, for a joint project with EPFL, NUS and Oak Ridge.​

    Postdoctoral positions in Stochastic Numerics, KAUST, for a joint project with EPFL, NUS and Oak Ridge.

        Postdoctoral Fellowships in Uncertainty Quantification Applied to Combustion Science​​
         

         

        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