Abdul Lateef Haji Ali

Previous Members

Postdoctoral Fellow ​​

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Biography

Coming from a Computer Science background, I obtained my master degree in Applied Mathematics in 2012. My master thesis was "Pedestrian Flow in the Mean-field Limit" which looked at the crowd model suggested by Helbing (1995) and studied its limit as the number of pedestrians increase.
Right now I pursuing a PhD degree in Applied Mathematics with Dr. Raul Tempone as my advisor. I am mostly interested in stochastic differential equations (SDEs) as they model particle systems.

Research Interests

  • Stochastic differential equations
  • Numerical PDEs
  • Mean field computation 
  • Particle Systems
  • Crowd simulation

Selected Publications

  • Pedestrian Flow in the Mean-Field Limit, MSc. Thesis, 2012
  • A.-L. Haji-Ali, F. Nobile, and R. Tempone. "Multi-Index Monte Carlo: When Sparsity Meets Sampling", Numerische Mathematik. doi:10.1007/s00211-015-0734-5
  • A.-L. Haji-Ali, E. von Schwerin, F. Nobile, and R. Tempone. "Optimization of mesh hierarchies in Multilevel Monte Carlo samplers". Stochastic Partial Differential Equations: Analysis and Computations, (2015). doi:10.1007/s40072-015-0049-7. 
  • N. Collier, A.-L. Haji-Ali, E. von Schwerin, F. Nobile, and R.  Tempone. "A continuation multilevel Monte Carlo algorithm". BIT Numerical Mathematics, 55(2):399-432, (2015). doi:10.1007/s10543-014-0511-3
  • A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, "Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity", Submitted arXiv:1511.05393​, Nov. 2015​

Education

  • 2005 - 2010 - Bachelor of Science, Informatics Engineering, Arab International University, Damascus, Syria
  • 2010 - 2012 - Master of Science, Applied Mathematics, King Abdullah University of Science & Technology, Saudi Arabia

Awards

  • 2006 - 2010 - Scholarship, Arab International University, Damascus, Syria
  • 2010 - 2012 - KAUST Fellowship, King Abdullah University of Science & Technology, Saudi Arabia
  • 2012 -  KAUST Fellowship, King Abdullah University of Science & Technology, Saudi Arabia