Numerical Analysis Group's Graduate Student Coordinator
+44 1865 615121
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Efficient white noise sampling and coupling for multilevel Monte Carlo
with non-nested meshes
SIAM/ASA Journal on Uncertainty Quantification
The main focus of my research is on multilevel Monte Carlo and finite element methods for the solution of PDEs with random coefficients and spatial white noise driven SPDEs. The application in mind is the quantification of uncertainty in brain fluid simulation.
Main research interests:
- Finite Element Methods for PDEs
- Multilevel Monte Carlo
- Numerical Methods for Spatial White Noise driven SPDEs
- PDEs with Random Coefficients
- Uncertainty Quantification for SPDEs
- Mathematical Modelling of the Brain Physiology
- Numerical Linear Algebra
- Deflation for Complementarity Problems
I am a fourth year DPhil student in Cohort 2 of the EPSRC CDT in Industrially Focused Mathematical Modelling working with Patrick E. Farrell (Oxford), Michael B. Giles (Oxford) and Marie E. Rognes (Simula Research Laboratory).
Prizes, Awards, and Scholarships:
2015-2019: Oxford-Radcliffe Scholarship
Major / Recent Publications:
Matteo Croci, Michael B. Giles, Marie E. Rognes, Patrick E. Farrell - Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes - accepted in SIAM/ASA Journal on Uncertainty Quantification (JUQ). pdf
Patrick E. Farrell, M. Croci, Thomas M. Surowiec - Deflation for semismooth equations - submitted.