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Mengdi Zheng 11th floor, 30 Fenchurch Street, London EC3M 3BD, UK 44 7482246505 [email protected] [email protected] China 04.09.1986 Female
June 2015 - Present KTP Associate: Catastrophe Risk Research Analyst Natural catastrophe modelling - Numerical simulation of tsunami from earthquakes - Financial loss from tsunami for Aspen Reinsurance University College London, London, WC1E 6BT, UK
Partial Differential Equation, Uncertainty Quantification Parallel Computing, GPU Computing, Finite Element Tsunami Modelling, Mathematical Finance, Levy Process
2011 - 2015 Ph. D. in Applied Mathematics Numerical methods for stochastic systems subject to generalised Levy noise George Em Karniadakis Brown University, Providence, RI, USA
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Personal Information
FIRST NAME / SURNAME
ADDRESS
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DATE OF BIRTH
GENDER
Industrial Experience
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Research Interests
APPLIED MATHEMATICS
SCIENTIFIC COMPUTING
MODELLING
Education and Training
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QUALIFICATION AWARDED
DISSERTATION TITLE
THESIS ADVISOR
INSTITUTION
Curriculum vitae
2010 - 2011 M. Sc. in Applied Mathematics Brown University, Providence, RI, USA
2008 - 2010 M. Sc. in Physics Brown University, Providence, RI, USA
2004 - 2008 B. Sc. in Physics Zhejiang University, Hangzhou, Zhejiang, China
Numerical methods for SPDEs driven by multi-dimensional Levy jump processes, by Mengdi Zheng and George Em Karniadakis, in preparation. Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables, by Mengdi Zheng, Boris Rozovsky, George Em Karniadakis, SIAM J. Sci. Comput., 37(4), A1872-A1890, published. DOI:10.1137/140975930. Numerical methods for SPDEs with tempered stable processes, by Mengdi Zheng, George Karniadakis, SIAM J. Sci. Comput., A1197–A1217. DOI:10.1137/140966083. Adaptive multi-element polynomial chaos with discrete measure: algorithms and applications to SPDEs, by Mengdi Zheng, Xiaoliang Wan, George Em Karniadakis, Applied Numerical Mathematics. DOI:10.1016/j.apnum.2014.11.006.
Windows, Unix, Linux, Mac. Matlab (fluent), C/C++, Python, CUDA (novice). Latex/Tex, Word, Excel. SQL.
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Curriculum vitae
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QUALIFICATION AWARDED
INSTITUTION
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QUALIFICATION AWARDED
INSTITUTION
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INSTITUTION
Publications 2015
2015
2014
2014
Computing Skills SYSTEMS
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Chinese (native), English (fluent), Japanese (can read), French (learning). TOEFL, GRE
Numerical Methods for SPDEs with Levy Jump Processes in SPDEs: Stochastic and Deterministic Approaches, Numerical Methods for High-Dimensional Stochastic and Parametric Problems - Part III of V, SIAM Conference on Computational Science and Engineering (CSE 15), The Calvin L. Rampton Salt Palace Convention Centre, Salt Lake City, Utah, USA. Adaptive Wick-Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables, ICOSAHOM 2014 Conference, Salt Lake City, Utah, USA.
Adaptive ME-PCM for SPDEs Driven by Discrete RVs, Approximations, Integration, and Optimization, ICERM, Brown University, Providence, RI, USA.
Numerical Methods for SPDEs with Tempered Stable Processes, Crunch Seminar, Brown University, Providence, RI, USA.
Information-Based Complexity and Stochastic Computation, ICERM, Brown University, Providence, RI, USA. 7th International Conference on Levy Processes: Theory and Applications, Wroclaw, Poland. Uncertainty Quantification, ICERM, Brown University, Providence, RI, USA.
Language LANGUAGE
TEST SCORES
Invited conference talks MAR. 2015
JUN. 2014
Posters OCT. 2014
Seminar talks MAR. 2014
Seminar talks SEP. 2014
JUL. 2013
OCT. 2012
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Teaching Assistant, Methods of Applied Mathematics I,II, Brown University. Teaching Assistant, Methods of Applied Mathematics I,II, Brown University. Teaching Assistant, Basic Physics, Brown University. Teaching Assistant, Basic Physics, Brown University. Teaching Assistant, Introduction to Cosmology, Brown University. Teaching Assistant, Introduction to Astronomy, Brown University.
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Teaching 2012
2011
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2009
2008