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