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

I am interested in mathematical statistics, Markov chains, Monte Carlo methods, and stochastic analysis. My research is focused on theoretical and applied problems associated with stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs). The goal is to propose and establish methods that are well-studied theoretically and provide numerical implementations that corroborate the proven theoretical findings and their efficacy.

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

(2024)Awadelkarim, E., Jasra, A., & Ruzayqat, H. (2024). 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.

(2024) Awadelkarim E., Cafferel, M., Del Moral, P., Jasra, A., On the Particle Approximation of Lagged Feynman-Kac Formulae, arXiv preprint arXiv:2407.15494.

(2024) Awadelkarim, E., Jasra, A. Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations, arXiv preprint arXiv:2404.15606.

Contact

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