Courant Institute of Mathematical Sciences
New York University
251 Mercer Street
New York City, NY 10012, USA
My research focus is on applied and computational mathematics, in particular on rare events, uncertainty quantification, PDE-constrained optimizations, stochastic optimizations and inverse problems. The main applications driving my research are the hazard assessment of extreme tsunami waves, optimal portfolio allocations, and sesmic inversion.
math is the new sexy.