Education

2008 Ph.D., Tarbiat Modares University; Applied Mathematics

2003 M.S., Sharif University of Technology; Applied Mathematics

1999 B.S., Sharif University of Technology; Applied Mathematics

Employment

2008 - current   Institute for Advanced Studies in Basic Sciences; Assistant Professor

Research Interests

My research interests include stochastic numerics, computational finance, numerical methods for (random and deterministic) PDEs and stochastic optimal control theory. My specialty is numerical solution of stochastic differential equations (SDEs) (both ordinary and partial) in which I have done my PhD thesis. It was concerned with adaptive Runge-Kutta methods for solving SDEs in which some new error estimation criteria was introduced and the stability analysis of the method was accomplished ...