Håkon Hoel

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Postdoctoral Researcher

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Biography

​Håkon Hoel is a visiting researcher in the Stochastic Numerics Group and a member of the Strategic Research Initiative (SRI) Center for Uncertainty Quantification in Computational Science and Engineering. Håkon holds an MSc degree in Computational Science from the University of Oslo (2006) and a PhD in Numerical Analysis from KTH, Royal Institute of Technology (2012). His main research interests are numerical analysis of stochastic differential equations, nonlinear filtering and multilevel Monte Carlo (MLMC) methods.

Research Interests

* Stochastic differential equations
* Multilevel Monte Carlo methods
* Nonlinear filtering 
* Molecular dynamics and the Schrödinger equation

Selected Publications

  • H. Hoel, K.J. Law, and R. Tempone, Multilevel ensemble Kalman filtering. SIAM Journal on Numerical Analysis, 54(3), 1813-1839 (2016).
  • H. Hoel, E. von Schwerin, A. Szepessy, and R. Tempone. Implementation and Analysis of an Adaptive Multilevel Monte Carlo Algorithm. Monte Carlo Methods Appl. 2014; 20 (1):1-41.
  • C. Bayer, H. Hoel, E. von Schwerin, and R. Tempone. On nonasymptotic optimal stopping criteria in Monte Carlo simulations. SIAM Journal on Scientific Computing 2014, 36:2, A869-885.
  • C. Bayer,  H. Hoel, H., A. Kadir, P. Plecháč, P., M. Sandberg, and A. Szepessy. Computational error estimates for Born–Oppenheimer molecular dynamics with nearly crossing potential surfaces. Applied Mathematics Research eXpress, 2015(2), 329-417.
  • H. Hoel. A numerical scheme using multi-shockpeakons to compute solutions of the Degasperis--Procesi equation. Electron. J. Diff. Eqns., Vol. 2007, No. 100, pp. 1-22.

Education

  • 2007 – 2012: PhD student in Numerical Analysis at the Royal Institute of Technology, KTH, Stockholm, Sweden.
  • 2006: Master in Computational Science at the University of Oslo, Norway.
  • 2004: Bachelor in Computational Science at the University of Oslo, Norway.

Professional Profile

2018-2019 Visiting researcher KAUST
2017-2018 Guest teacher University of Gothenburg and Chalmers 
2016-2017 Postdoc EPFL
2014-2016 Postdoc University of Oslo 
​2012-2014 Postdoc researcher KAUST 

KAUST Affiliations