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abhijit-c/README.md

About Me

I'm Abhijit Chowdhary (Abhi)!

I'm a Ph.D. student in computational mathematics. My research interests lie in wielding math to design algorithms for real-world problems. Towards that end, I'm currently focused on large-scale uncertainty quantification tasks. My Ph.D. research was in that direction, doing so for infinite-dimensional Bayesian inverse problems. My goal is to develop scalable algorithms to quantify, analyze, and control the uncertainty inherent in models. Also, if I get to play with huge computers along the way, all the better.

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  1. scikit-gm scikit-gm Public

    An implementation of an infinite-dimensional Gaussian measure using scikit-fem.

    Python 1

  2. lanczos-trace-estimator lanczos-trace-estimator Public

    Matrix-free algorithms for computing f(A)b or Tr(f(A)) via Lanczos iteration and Hutchinson.

    Python

  3. burgers-wbsg burgers-wbsg Public

    An implementation of a well-balanced stochastic Galerkin method for an inviscid Burgers equation with random inputs

    TeX 1

  4. Parareal Parareal Public

    An investigation into the Parareal algorithm.

    C++ 3 2

  5. HOGWILD HOGWILD Public

    A survey of HOGWILD

    C++