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Stochastic Partial Differential Equations (SPDEs)
SPDEs are partial differential equations with random components. They arise in many physical problems.
Earthquake Source Validation
For better understanding earthquake distribution based on Baysian inference techniques.
Adaptive Multi Level Monte Carlo (MLMC)
The MLMC method is a systematic form of variance reduction to improve the convergence rate of Monte Carlo simulations.

Overview

The main research focus of the group is on developing efficient and robust numerical methods for solving stochastic differential equations in engineering and sciences. Our work expands in numerical analysis, computational me​chanics, mathematical finance, biological modeling and network theory which are involved with stochastics.  





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2012