Research
My main research interests are computational mathematics and numerical analysis. I investigate and develop finite element methods for solving PDEs.
During PhD I have been working on development of novel multi-level and multi-index Monte Carlo methods and their application to stochastic problems.
Research experience
Research Officer (fixed term). Monash University, Melbourne, Australia, 03.2023 - 04.2023.
Performing multi-level Monte Carlo simulations and writing a research paper.
Research Officer (fixed term). Monash University, Melbourne, Australia, 21.02.2022 - 27.05.2022.
Investigated the homotopy method and its application to the multi-level Monte Carlo methods.
Postgraduate Research Assistant. Monash University, Melbourne, Australia, 06.11.2017 - 05.11.2021.
Developed and implemented new computational methods based on multi-level and multi-index Monte Carlo sampling methods.
Graduate Research Assistant. Trofimuk Institute of Petroleum-Gas Geology and Geophysics of the Siberian Bracnch of the Russian Academy of Sciences, Novosibirsk, Russia, 14.03.2016 - 30.06.2017.
Developed and implemented new computational schemes for 3D gas-hydrate problems.
Graduate Research Assistant. Novosibirsk State Technical University, Novosibirsk, Russia, 29.09.2015 - 26.12.2016.
Developed, implemented, and verified a multi-level solver for the 3D parabolic problem in heterogeneous media in C++.
Undergraduate Research Assistant. Novosibirsk State Technical University, Novosibirsk, Russia, 29.12.2014 - 24.01.2015.
Developed, implemented, and verified a numerical scheme based on the discontinuous Galerkin method for the 3D elliptic problem in heterogeneous media in C++.
Undergraduate Research Assistant. Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia, 07.2012
Worked on high-performance computers. Studied functional algorithms and organization of inter-actions in parallel computers. Developed an in-game chat between clients on Android and PC.