Håkon Andreas Hoel
My background is in numerical methods for stochastic and partial differential equations, Monte Carlo methods and data assimilation. I also like to study more computational aspects of mathematics, for instance to develop efficient and robust computational methods for solving stochastic problems.
- 2007 – 2012: PhD student in Numerical Analysis at the Royal Institute of Technology, KTH, Stockholm, Sweden.
- 2006: Master in Computational Science at the University of Oslo, Norway.
- 2004: Bachelor in Computational Science at the University of Oslo, Norway.
- 2012 -- 2014 Postdoc in the Stochastic numerics research group at KAUST university, Thuwal, Saudi Arabia.
- 2014 -- 2016 Postdoc at the Department of Mathematics, UiO.
- 2016 -- 2017 Postdoc at the Department of Mathematics, EPFL.
- 2017 -- 2018 Guest lecturer at Chalmers and University of Gothenburg.
- 2019 -- 2022 Junior professor at the Department of Mathematics, RWTH Aachen.
- A. Chernov, H. Hoel, K. J. Law, F. Nobile, and R. Tempone. Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik, 2021, 147(1), 71-125
- H, Hoel, and S. Krumscheid. Central limit theorems for multilevel Monte Carlo methods. Journal of Complexity, 2019, 54, 101407.
- H. Hoel, K. J. Law, and R. Tempone. Multilevel ensemble Kalman filtering. SIAM Journal on Numerical Analysis, 2016, 54(3), 1813-1839.
- H. Hoel, E. von Schwerin, A. Szepessy, and R. Tempone. Implementation and Analysis of an Adaptive Multilevel Monte Carlo Algorithm. Monte Carlo Methods Appl. 2014, 20 (1):1-41.
- C. Bayer, H. Hoel, E. von Schwerin, and R. Tempone. On nonasymptotic optimal stopping criteria in Monte Carlo simulations. SIAM Journal on Scientific Computing 2014, 36:2, A869-885.