Biographical Sketch: Houman Owhadi
Computing and Mathematical Sciences MC 9-94, Caltech
Pasadena, CA 91125
Phone: (626) 395 4547 Fax: (626) 578 0124
- Ecole Polytechnique (France). Mathematics and Physics M.S. 1994
- Ecole Nationale des Ponts et Chaussées. Civil Engineering M.S. 1997
- University of Paris VI (Jussieu). DEA (Probability) 1997
- Ecole Polytechnique Fédérale de Lausanne. Mathematics Ph.D. (with G. Ben Arous) 2001
- Technion. Post Doc (with D. Ioffe) in Probability Theory 2000/2001
- 2011 - present: Caltech, Professor of Applied & Computational Mathematics and Control & Dynamical Systems.
- 2004-2011: Caltech, Assistant Professor of Applied & Computational Mathematics and Control & Dynamical Systems.
- 2001-2004: CNRS Research Fellow.
- 1994-2001: High Civil Servant in the Corps des Ponts et Chaussées (French Corps of Engineers).
(c) Research areas.
- Statistical Inference approaches to numerical analysis and algorithm design. Homogenization and multiscale analysis. Probability and stochastic processes. Uncertainty Quantification. Integration of geometric/stochastic dynamical systems.
(d) Editorial Activities.
- SIAM Journal on Numerical Analysis (associate editor, 2015-).
- Springer Handbook of Uncertainty Quantification (editor, 2015-2016).
- M2AN Special issue on multiscale problems and techniques (guest editor, 2012-2013).
- Journal of Computational Dynamics (associate editor, 2014-).
- International Journal of Uncertainty Quantification (associate editor, 2011-).
- De Gruyter book series on Computtational Science and Engineering (2016-).
(e) Research grants and contracts.
- AFOSR/ DARPA EQUiPS. Grant number FA9550-16-1-0054. Computational Information Games, 2015-2018, $900,000 (PI).
- AFOSR. Grant number FA9550-12-1-0389. Scientific Computation of Optimal Statistical Estimators, 2012-2015, $900,000 (PI).
- DOE/LANL (Exascale Co-Design Center for Materials in Extreme Environments), 2012-2016, $150,000/year (UQ task).
- NSF. OCI-1216643, Scientific Software Innovation Institute for Advanced Analysis of X-Ray and Neutron Scattering Data (SIXNS). 2012-2014. $477,685 (CoPI, UQ task)
- NSF. CMMI-092600, Dynamics and Control of Bio-Molecular Systems using Geometric Model Reduction and Stochastic Variational Integrators, 2009-2012. ($450000). (PI).
- DOE/NNSA. PSAAP, Uncertainty Quantification, ASC Predictive Science Academic Alliance Program ($17 million grant), 2008-2013 (Director of the UQ group).
- UTRC, Post Doctoral Grant Fellowship. 2009.
- DARPA. DynaRum, Dynamic Network Analysis for Robust Uncertainty Management, 2007-2008.
- UTRC. Stochastic Variational Integrators, 2007. (PI)
(f) Selected Invited/Plenary Lectures and organized workshops.
- April 2000: Aussois Congress of Young Probabilists and Statisticians).
- November 2000: Technion's Seminar in Probability and Stochastic Processes.
- January 2001: "Pole Air" Seminar at ENPC.
- February 2001: Orsay Seminar on Probability and Statistics.
- April 2001: Israel Mathematics Union Annual Meeting.
- April -May 2001: Mini-Course at Technion on Anomalous Diffusion from Perpetual Homogenization.
- July 2001: Lyon, First Joint Congress AMS, SMF.
- October 2002: Oberwolfach. Stochastic Analysis.
- November 2002: Meeting on Particle Methods and Probabilistic Models Applied to the Simulation of the Nuclear Waste Transport Problems.
- December 2002: University of Lyon Applied Mathematics Colloquium.
- January 2003: ENS Géologie, Nancy: “Modélisation Micro-Macro des Phénomènes Couplés de Transport-Chimie-Déformation en milieux argileux “
- February 2003: Caltech, ACM Colloquium.
- March 2003: Congress CIRM. Statistical Mechanics and Probability Theory.
- March 2003. University of Neuchâtel Mathematics Seminar.
- April 2003: Courant Institute, Probability Seminar.
- July 2003: Lisbonne: XIV International Congress on Mathematical Physics.
- January 2004: Santiago de Chile, Workshop on Percolation, Particle Systems and Random Media.
- April 11 : USC Applied Math Seminar.
- April 24, 2005: Southern California SIAM Symposium.
- May 2005: Oberwolfach, Stochastic Analysis and Non-Classical Random Processes.
- May 2005: Max Planck Institute: Workshop on Metastability, Aging, and Anomalous Diffusion. Stochastic and Nonlinear Effects in Long Term Dynamics.
- July 2005: CIRM. Workshop on Random Homogenization.
- March 1, 2006: Caltech, Center for Advanced Computing Research.
- March 2006: Banff (Canada), Reaction Diffusion and Free Boundary Problems.
- March 31, 2006: USC, Probability Seminar.
- July 2006: Los Angeles , 7th World Congress on Computational Mechanics.
- January 24, 2007: Chicago University, Mathematics Seminar.
- March 19-22, 2007: SIAM Geosciences, Santa Fe.
- June 8, 2007: Stanford, Applied Mathematics Seminar.
- Oct 2007 : Dynarum Workshop, Caltech.
- Nov 2007 : UTRC Seminar.
- Nov 2007 : University of Arizona, Mathematics Seminar.
- Nov 2007 : Tucson, Dynarum Workshop.
- Jan 2008 : Joint Mathematics Meetings in San Diego.
- April 2008: University of Maryland, Mathematics Seminar.
- April 2008: Structured Integrators Workshop (Stanford).
- May 2008: 6th International Conference on Differential Equations and Dynamical Systems.
- June 2008: FOCM Meeting, Honk Kong.
- July 2008: Stanford UQ Workshop.
- August 2008: TST PSAAP, Caltech.
- September 15, 2008: University of Chicago, Applied Mathematics Seminar.
- October 10-11, 2008: 2nd Workshop on Multiscale and Stochastic Modeling, Analysis, and Computation. The Michigan Center for Industrial and Applied Mathematics.
- October 17, 2008: Purdue University, CCAM Seminar.
- October 31, 2008: University of Minnesota, Probability Seminar.
- November 6, 2008: Lawrence Livermore National Laboratory, CASC Seminar.
- March 2-6, 2009: SIAM CSE Conference (UQ Minisymposium).
- March 26-29, 2009: Workshop on Meshless Methods, Generalized Finite Element Methods, and Related Approaches, at the University of Maryland, College Park.
- May 4, 2009: Caltech, ACM colloquium.
- May 7-8, 2009: Structured Integrators Workshop.
- June 2-6, 2009: EPFL: Advances in the Theory of Control, Signals, and Systems, with Physical Modeling.
- June 9-12, 2009: Brunel UK, MAFELAP conference. Validation and Robust Prediction in Computational Science.
- July 6-11, 2009: Taida Institute for Mathematical Sciences. Taida Mathematics Month, International Conference in Mathematics (Computational and Applied Math), Taiwan.
- July 28-30, 2009: PSAAP UQ Workshop (Caltech).
- August 10-11 2009: USC Workshop on Stochastic Multiscale Methods.
- August 30-Sept 2 2009: SAMSI program on Stochastic Dynamics.
- October 7, 2009. UTRC Seminar.
- October 9, 2009. Courant Institute of Mathematical Sciences, Applied mathematics seminar.
- November 4, 2009. Caltech. E2 Frontiers in Engineering and Applied Science.
- Dec 6-11, 2009. Numerical Analysis of Multiscale Computations (BIRS).
- March 2, 2010: Caltech CS/IST Lunch Bunch seminar.
- April 26-27, 2010. 6th Annual Structured Integrators Workshop (UCSD).
- May 24-28, 2010. International Centre for Mathematical Sciences in Edinburgh, Scotland. SPDE-UQ workshop.
- June 28- July 10, 2010: Indian Institute of Mathematical Sciences (Bangalore-India). International Workshop on Multiscale Analysis and Homogenization. (Four-Lecture Course on Homogenization with Non-Separated Scales)
- July 12 - July 14, 2010: Indian Institute of Mathematical Sciences (Bangalore-India). International Conference on Multiscale Analysis and Homogenization. (Plenary)
- July 22-24, 2010: Dynamical Systems and Control. Corfu, Greece (Plenary).
- September 13-17, 2010. Conference on Highly Oscillatory Problems. Isaac Newton Institute, Cambridge.
- September 27-30, 2010. Istitut Henri Poincare (Paris). Hybrid Simulations of Dynamical Systems and Applications to Molecular Dynamics. (3-Hours Course).
- November 10, 2010. UT Austin. Math/ICES Center of Numerical Analysis Seminar.
- November 11, 2010. UT Austin. Mathematical Physics Seminar.
- January 24 - 28, 2011: Random Media: Homogenization and Beyond. (IPAM Workshop).
- Feb 3, 2011. University of Arizona Mathematics Colloquium.
- February 28 - March 4, 2011. SIAM CSE11 (Reno, NV). Mini-Symposium on "Numerical Methods for Stochastic Computation and Uncertainty Quantification."
- March 10-12, 2011. Third "Frontier Probability Days" (FPD11). University of Utah.
- March 14, 2011. Applied Math and Analysis Seminar, Duke University.
- March 21-24, 2011. SIAM Geosciences Meeting. Multiscale Aspects of Wave Propagation. Long Beach, CA, USA.
- March 27-April 1 2011. Stochastic Multiscale Methods (BIRS Workshop in Banff).
- April 15, 2011. USC probability seminar.
- April 18, 2011. Penn State University.
- June 13-15, 2011. Santa Fe, New Mexico. Uncertainty Quantification and Multiscale Materials Modeling.
- July 18-22, 2011. ICIAM 2011 (Vancouver, BC). Minisymposium on "Mathematical and Numerical Aspects of Uncertainty Quantification."
- July 18-22, 2011. ICIAM 2011 (Vancouver, BC). Minisymposium on “Numerical Solution of Stochastic PDEs.”
- July 25-28, 2011. WAVES 2011 (Vancouver, BC). Minisymposium on Multiscale methods for wave propagation.
- August 1-5, 2011. USA/South America symposium on Uncertainty Quantification. Rio de Janeiro, Brazil.
- October 19, 2011. USC AME Seminar.
- October 22-23, 2011. 2011 Fall AMS Western Section Meeting, "Inverse Problems and Homogenization", Salt Lake City, UT
- November 5, 2011. University of Illinois at Urbana-Champaign. Aerospace Engineering Seminar series.
- November 10, 2011. SAMSI. High Dimensional Approximation for Uncertainty Quantification.
- December 9, 2011. LATP, Marseille. Probability and Statistics seminar.
- December 12-16, 2011. Workshop on Multiscale Systems: theory and applications. Warwick University.
- March 16, 2012. Center for Control, Dynamical systems and Computation (CCDC) at UCSB.
- March 19, 2012, ICME Colloquium, Stanford.
- April 3-5, 2012. SIAM UQ12 conference. Raleigh.
- July 30-Aug 2, 2012. AFOSR. Arlington.
- October 9-11, 2012. ICERM, Brown. Workshop on Uncertainty Quantification.
- October 24, 2012. LLNL.
- December 3-7, 2012. IPAM. Workshop on Computational Methods for Multiscale Modeling of Materials Defects.
March 17-23, 2013. Oberwolfach. Interplay of Theory and Numerics for Deterministic and Stochastic Homogenization, (organizer).
April 28-May 1, 2013. UT Austin Institute for Computational Engineering and Sciences. Workshop on Multiscale Modeling.
May 15, 2013. Stanford applied math seminar.
June 9-12, 2013. SIAM '13 Conference on Math Aspects of Materials Science (Philadelphia). Aspects of Homogenization: Analysis and Applications.
September 16-20, 2013. Heraklion, Greece. International Conference on Applied Mathematics (Plenary).
March 31-April 3, 2014: SIAM UQ 14, Savannah, Georgia, USA, mini-symposium on "Numerical methods for uncertainty quantification of coupled problems".
May 28-31, 2014. Shanghai Jiao Tong University. Workshop on “Multiscale Problems from Physics, Biology and Materials Science”
June 22 - June 28, 2014. Oberwolfach. Computational Multiscale Methods.
June 30 - July 1, 2014. Computations in infinite dimensions: challenges in a continuous world. Kavli Royal Society International Centre at Chicheley Hall.
September 1-4, 2014. Burg Schnellenberg, Germany. IUTAM symposium on “Innovative numerical approaches for materials and structures in multi-field and multi-scale problems.”
September 10, 2014. Berkeley Applied Math Seminar.
March 14-18, 2015. SIAM Conference on Computational Science and Engineering (CSE15). Plenary.
July 1, 2015. SIAM Conference on Mathematical and Computational Issues in the Geosciences.
July 22-24, 2015. Cambridge, UK. IEEE International Conference on Computer Science and Education 2015 (IEEE ICCSE). Keynote.
August 19-21, 2015. USC. Fourth QUEST UQ Summer School (tutorial).
November 6-8, 2015. University of Texas at Dallas. Texas Analysis and Mathematical Physics Symposium 2015.
January 19 - 22, 2016. IPAM. Uncertainty Quantification for Multiscale Stochastic Systems and Applications.
April 5-8, 2016. EPFL. SIAM UQ 2016. Mini-tutorial.
May 30 – June 2, 2016. City University of Hong Kong. International Conference on Applied Mathematics.
June 18-20, 2016. 4th CAM-ICCM Workshop, Multiscale and Large-scale
Scientific Computing, Chinese University of Hong Kong (CUHK).
August 1-5, 2016. RWTH Aachen University (Germany). XVI International Conference on Hyperbolic Problems: Theory, Numerics, Applications. Plenary.
- February 27-March 3, 2017. SIAM CSE 2017, EQUiPS minisymposia.
- April 3-7, 2017, IPAM workshop "Multiphysics, Multiscale, and Coupled Problems in Subsurface Physics".
Probabilistic Scientific Computing: Statistical inference approaches to numerical analysis and algorithm design (co-organizer).
June 5-10, 2017. ICERM.
(g) Courses Taught.
- April -May 2001: Mini-Course at Technion on Anomalous Diffusion from Perpetual Homogenization .
- February-April 2002: CMI, Université de Provence: Homogénéisation Perpétuelle et Diffusions Anormales.
- August 2004: Mahdia (Tunisia), Course on Homogenization (summer school).
- 2004-2005: Caltech, Partial Differential Equations (ACM 201 a and b).
- 2005-2006: Caltech, Markov Chains. (ACM 216)
- 2005-2006: Caltech, Stochastic Differential Equations. (ACM 217)
- 2006-2007: Caltech, Introduction to Probability Theory and Applications. (ACM 116)
- 2006-2007: Caltech, Large Deviations and Concentration of Measure (ACM 256).
- 2007-2008: Caltech, Introduction to probability theory and applications (ACM 116)
- 2007-2008: Caltech, Markov Chains (ACM 216).
- 2008-2009: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116)
- 2008-2009: Caltech, Markov Chains (ACM 216).
- 2009-2010: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116)
- 2009-2010: Caltech, Introduction to Optimization (ACM 113)
- June 28- July 10, 2010, Indian Institute of Mathematical Sciences (Bangalore, India): Four-Lecture Course on Homogenization with Non-Separated Scales at the International Workshop on Multiscale Analysis and Homogenization.
- September 27-30, 2010: Institut Henri Poincaré (Paris): Simulation of Hybrid Dynamical Systems and Applications to Molecular Dynamics (3-hour lecture).
- 2010-2011: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116, 100 enrolled students)
- 2010-2011: Caltech, Advanced Topics in Optimization (ACM 213)
- 2011-2012: Caltech, Introductory Methods of Applied Mathematics (ACM 95/100b: Ordinary Differential Equations, 200+ students)
- 2012-2013: Caltech, Markov Chains (ACM 216)
- 2012-2013: Caltech, Stochastic Differential Equations and martingales (ACM 217)
- 2013-2014: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116)
- 2013-2014: Caltech, Markov Chains (ACM 216)
- 2014-2015: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116)
- 2014-2015: Caltech, Markov Chains (ACM 216)
- 2015-2016: Caltech, Introduction to Probability Theory and Applications (CMS/ACM 116)
- 2015-2016: Caltech, Markov Chains (ACM 216)
- 2016-2017: Caltech, Introduction to Probability and Random Processes (CMS/ACM/EE 117)
- 2016-2017: Caltech, Markov Chains (ACM 216)
(h) Students and Postdoctoral Scholars Supervised.
Current Graduate Student
Former Graduate Students
- Shanghai Jiaotong University.
- Tenure track assistant professor of mathematics at Rutgers
(i) Current Research Scientists in the group
- Mike McKerns
- Clint Scovel
(j) Professional Affiliations.
(k) Caltech activities.
- Caltech Predictive Science Academic Alliance Program (2008-2013). Director of the Uncertainty Quantification group.
- Caltech Computing and Mathematical Sciences (CMS) Department Academic Officer (2010-2013).
- Applied and Computational Mathematics Option Representative (2010-2013).
- Aly Kaufman fellow 2000.
- Prix EPFL doctorat 2001.
- UTRC gift 2009.
- IMA Editor’s Choice article 2009.
- HPC Wire: The Masters of Uncertainty. The Uncertainty Quantification Future of Supercomputing.