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Title
Applied Mathematician -
Email
fairbanks5@llnl.gov -
Phone
(925) 424-4621 -
Organization
Not Available
I am a staff member at the Center for Applied Scientific Computing (CASC) at LLNL working in the Uncertainty Quantification and Optimization group. I joined the lab in 2018 as a postdoc working with Panayot Vassilevski. My research focus is on the development of non-intrusive, multilevel algorithms for large-scale, nonlinear Bayesian inference. Recently I have been investigating the use of multigrid solvers and multilevel sampling techniques — including multilevel Monte Carlo and multilevel Markov chain Monte Carlo methods — for improved scalability for problems with high-dimensional uncertainty. Prior to my postdoc position, I worked on non-intrusive, multilevel and multi-fidelity model reduction techniques for performing forward uncertainty quantification at CU Boulder, advised by Prof. Alireza Doostan.
Fairbanks HR, Villa U, Vassilevski PS. Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo. SIAM Journal on Scientific Computing. 2021;43(5):S293-316.