I am a KAUST Global Fellow researcher in applied and computational mathematics, currently affiliated with the Stochastic Numerics group at KAUST. I work at the intersection of numerical analysis and data assimilation, specifically focusing on model order reduction, stochastic (partial) differential equations and filtering problems.
Put simply: I enjoy tackling complex problems by finding mathematical structures to leverage when coding it up — and I want the code to be fast and reliable.
My ongoing projects include Dynamical Low-Rank methods for Particle Filters, Time-integrators for Dynamical Low-Rank systems as well as Inference for Forecast-Tracking Residual Stochastic Partial Differential Equations.
Feel free to reach out!