Research Interests

​​I develop low-rank tensor methods for solving multi-parametric partial differential equations or systems with uncertainties. This task is strongly connected with inverse problems, Bayesian update, data assimilation, optimal design of experiment and optimal control. All these tasks require a huge amount of computational resources, therefore I am also interested in effective parallel algorithms and implementations. 


Selected Publications

  • Computation of the response surface in the tensor train data format
    S. Dolgov, B. N. Khoromskij, A. Litvinenko, and H. G. Matthies
    SIAM Journal on Uncertainty Quantification, (2015)
  • Ecient low-rank approximation of the stochastic Galerkin matrix in tensor formats
    M. Espig, W. Hackbusch, A. Litvinenko, H. G. Matthies, and P. W¨ahnert
    Computers & Mathematics with Applications, 67, pp. 818-829, (2014)
  • Sampling-free linear Bayesian update of polynomial chaos representations
    B.V. Rosić, A. Litvinenko, O. Pajonk, H.G. Matthies
    Journal of Computational Physics 231 (17), 5761-5787, (2012)
  • Kriging and spatial design accelerated by orders of magnitude: combining low-rank covariance approximations with FF...
    W. Nowak, A. Litvinenko
    Mathematical Geosciences 45 (4), 411-435, (2013)
  • To Be or Not to Be Intrusive? The Solution of Parametric and Stochastic Equations---the “Plain Vanilla” Galerkin Ca...
    L. Giraldi, A. Litvinenko, D. Liu, H.G. Matthies, A. Nouy
    SIAM Journal on Scientific Computing 36 (6), A2720-A2744, (2014)
  • Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in ...
    S. Dolgov, B.N. Khoromskij, A. Litvinenko, H.G. Matthies
    IAM/ASA J. Uncertainty Quantification 3 (1), 1109-1135, (2015)
  • Inverse Problems in a Bayesian Setting
    H. G. Matthies, E. Zander, B.V. Rosić, A. Litvinenko, O. Pajonk
    ArXiv preprint arXiv:1511.00524, (2015)

Education Profile

  • ​​​Ph.D., Max-Planck-Institut für Mathematik in den Naturwissenschaften, Leipzig, Germany, 2006.
  • M.Sc. in Mathematics, Novosibirsk State University and Sobolev Institute of Mathematics, ​2002.
  • B.Sc. in Mathematics,Novosibirsk State University​, ​2000

Professional Profile

  • ​Research Scientist, SRI Uncertainty Quantification and Extreme Computing Research Centers at KAUST (​2013-present)
  • Postdoctoral fellow, Scientific Computing WIRE, TU Braunschweig, Germany (2007-2013)

Scientific and Professional Memberships

  • ​GAMM
  • SIAM UQ
  • SIAM CSE

Awards

  • ​February 2015 the proposal "Minimisation of uncertainty and Bayesian inference in reservoir models". This proposal was “highly recommended” and got positive reviews. The project is for 2 years with a total amount of 375K$, financed by Saudi National Science, Technology and Innovation Plan.
  • June 2010: MUNA (Management and minimisation of uncertainties in numerical aerodynamics, 2010-2012) [8],  a total amount of 130K Euro. Financed by the German ministry BMWI. I was responsible for the final report for three institutes at TU Braunschweig, 2007-2012, (the report is  HERE).
  • “Effective approaches and solution techniques for conditioning, robust design and control in the subsurface”, 2012-2014, TU Braunschweig,  with a total amount of ~160K Euro. Financed by German DFG.
  • First, second and third awards on the International Student Conferences at Novosibirsk State University, Russia, in 1996, 2000 and 2001 (Mathematics).

KAUST Affiliations

​Extreme Computing Research Center (ECRC)