I am a PostDoc at King Abdullah University of Science and Technology (KAUST) in Stochastic Processes and Applied Statistics Research Group.

I work at the intersection of probability, analysis, and computational statistics, with a focus on stochastic modeling and simulation. My research revolves around stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs), where I investigate both foundational theoretical questions—such as well-posedness, path regularity, and ergodicity—and applied challenges in statistical inference, uncertainty quantification, and computation methods. A central aim is to develop methods that are rigorously justified and validated through robust numerical implementations. To this end, I leverage tools from Monte Carlo simulation, Markov chain Monte Carlo (MCMC), stochastic and functional analysis. Ultimately, I seek to strengthen the bridge between deep probabilistic insight and real-world modeling, especially in systems where randomness, geometry, and nonlinearity combine to produce rich and complex behaviour.

Education

PhD in Applied Mathematics and Computational Sciences, Kaust, Saudi Arabia, 2022-2025.
Masters in Applied Mathematics, Paris Dauphine Universite, France, 2018-2019.
Postgraduate Diploma in Mathematics, International Centre for Theoretical Physics (ICTP), Italy, 2017-2018.
Bachelor in Mathematics, King Saud University, Saudi Arabia, 2012-2016.

Research

(2025) Awadelkarim E., Bolin, D., Simas, AB.. Fractional and Integer Order Sobolev Spaces for Compact Metric Graphs, arXiv preprint arXiv:2512.13308.

(2026) Awadelkarim, E., Jasra, A.. Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations, Journal of Applied Probability (to appear).

(2025) Awadelkarim, E., Caffarel, M., Del Moral, P., Jasra, A.. On the particle approximation of lagged Feynman–Kac formulae. Stochastic Processes Appl., 188, 104690.

(2024)Awadelkarim, E., Jasra, A., Ruzayqat, H.. Unbiased parameter estimation for partially observed diffusions. SIAM Journal on Control and Optimization, 62(5), 2664–2694.

(2024) Awadelkarim E., Chada, NK., Jasra, A.. Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs, arXiv preprint arXiv:2411.11270.

Contact

Building 1, level 4
Applied Mathematics and Computational Sciences
King Abdullah University of Science and Technology
elsiddigawadelkarim.elsiddig@kaust.edu.sa