Past lectures

Uncertainty quantification and quasi-Monte Carlo
Free University of Berlin (summer 2025)

• Lecture notes (Python programs: fem.py, fastbc.py)

Statistics for Data Science
Free University of Berlin (winter 2024/25)

• Lecture notes (Python programs: source.py, deconv.py, mh.py, gibbs.py)

Quasi-Monte Carlo methods for PDE uncertainty quantification
Centrum Wiskunde & Informatica (CWI) (fall 2024)

• Autumn school course page

Inverse problems
Free University of Berlin (summer 2023)

• Lecture notes (Python programs, MATLAB programs)

Numerical methods for uncertainty quantification
LUT University (fall 2020)

The introductory lecture notes I wrote about the stochastic Galerkin method as part of the Seminar on Computational Engineering at LUT University.

• Lecture notes

Sparse grid methods
University of Mannheim (fall 2019)

The introductory lecture notes I wrote for the Sparse grid methods block seminar at University of Mannheim (fall 2019).

• Sparse grid methods (part 1)
• Sparse grid methods (part 2) (SmolyakQuadrature.zip)

Applications of matrix computations
University of Helsinki (spring 2018)

The lecture notes I wrote for the Applications of matrix computations course at University of Helsinki (spring 2018).

• The power method
• Stochastic matrices, PageRank, and the Google matrix
• Numerical integration
• Finite difference methods (isospectral.m)