new cv - updated up to 11/2015

1. Mengdi Zheng
11th floor, 30 Fenchurch Street, London EC3M 3BD, UK
44 7482246505
mengdi.zheng@ucl.ac.uk
mengdi_zheng@alumni.brown.edu
China
04.09.1986
Female
June 2015 - Present
KTP Associate: Catastrophe Risk Research Analyst
Natural catastrophe modelling
- Numerical simulation of tsunami from earthquakes
- Financial loss from tsunami for Aspen Reinsurance
University College London, London, WC1E 6BT, UK
Partial Differential Equation, Uncertainty Quantification
Parallel Computing, GPU Computing, Finite Element
Tsunami Modelling, Mathematical Finance, Levy Process
2011 - 2015
Ph. D. in Applied Mathematics
Numerical methods for stochastic systems subject to
generalised Levy noise
George Em Karniadakis
Brown University, Providence, RI, USA
PAGE - CURRICULUM VITAE OF Mengdi Zheng1
Personal Information
FIRST NAME / SURNAME
ADDRESS
TEL
EMAIL
NATIONALITY
DATE OF BIRTH
GENDER
Industrial Experience
DATES
POSITION
RESPONSIBILITIES
EMPLOYER / ADDRESS
Research Interests
APPLIED MATHEMATICS
SCIENTIFIC COMPUTING
MODELLING
Education and Training
DATES
QUALIFICATION AWARDED
DISSERTATION TITLE
THESIS ADVISOR
INSTITUTION
Curriculum vitae

2. 2010 - 2011
M. Sc. in Applied Mathematics
Brown University, Providence, RI, USA
2008 - 2010
M. Sc. in Physics
Brown University, Providence, RI, USA
2004 - 2008
B. Sc. in Physics
Zhejiang University, Hangzhou, Zhejiang, China
Numerical methods for SPDEs driven by multi-
dimensional Levy jump processes, by Mengdi Zheng
and George Em Karniadakis, in preparation.
Adaptive Wick-Malliavin approximation to nonlinear
SPDEs with discrete random variables, by Mengdi
Zheng, Boris Rozovsky, George Em Karniadakis, SIAM J.
Sci. Comput., 37(4), A1872-A1890, published. DOI:
10.1137/140975930.
Numerical methods for SPDEs with tempered stable
processes, by Mengdi Zheng, George Karniadakis,
SIAM J. Sci. Comput., A1197–A1217. DOI:
10.1137/140966083.
Adaptive multi-element polynomial chaos with
discrete measure: algorithms and applications to
SPDEs, by Mengdi Zheng, Xiaoliang Wan, George Em
Karniadakis, Applied Numerical Mathematics. DOI:
10.1016/j.apnum.2014.11.006.
Windows, Unix, Linux, Mac.
Matlab (fluent), C/C++, Python, CUDA (novice).
Latex/Tex, Word, Excel.
SQL.
PAGE - CURRICULUM VITAE OF Mengdi Zheng2
Curriculum vitae
DATES
QUALIFICATION AWARDED
INSTITUTION
DATES
QUALIFICATION AWARDED
INSTITUTION
DATES
QUALIFICATION AWARDED
INSTITUTION
Publications
2015
2015
2014
2014
Computing Skills
SYSTEMS
PROGRAMMING
EDITTING
DATABASE

3. Chinese (native), English (fluent), Japanese (can read),
French (learning).
TOEFL, GRE
Numerical Methods for SPDEs with Levy Jump
Processes in SPDEs: Stochastic and Deterministic
Approaches, Numerical Methods for High-Dimensional
Stochastic and Parametric Problems - Part III of V, SIAM
Conference on Computational Science and
Engineering (CSE 15), The Calvin L. Rampton Salt
Palace Convention Centre, Salt Lake City, Utah, USA.
Adaptive Wick-Malliavin Approximation to Nonlinear
SPDEs with Discrete Random Variables, ICOSAHOM
2014 Conference, Salt Lake City, Utah, USA.
Adaptive ME-PCM for SPDEs Driven by Discrete RVs,
Approximations, Integration, and Optimization, ICERM,
Brown University, Providence, RI, USA.
Numerical Methods for SPDEs with Tempered Stable
Processes, Crunch Seminar, Brown University,
Providence, RI, USA.
Information-Based Complexity and Stochastic
Computation, ICERM, Brown University, Providence, RI,
USA.
7th International Conference on Levy Processes: Theory
and Applications, Wroclaw, Poland.
Uncertainty Quantification, ICERM, Brown University,
Providence, RI, USA.
Language
LANGUAGE
TEST SCORES
Invited conference talks
MAR. 2015
JUN. 2014
Posters
OCT. 2014
Seminar talks
MAR. 2014
Seminar talks
SEP. 2014
JUL. 2013
OCT. 2012
PAGE - CURRICULUM VITAE OF Mengdi Zheng3

4. Teaching Assistant, Methods of Applied Mathematics
I,II, Brown University.
Teaching Assistant, Methods of Applied Mathematics
I,II, Brown University.
Teaching Assistant, Basic Physics, Brown University.
Teaching Assistant, Basic Physics, Brown University.
Teaching Assistant, Introduction to Cosmology, Brown
University.
Teaching Assistant, Introduction to Astronomy, Brown
University.
PAGE - CURRICULUM VITAE OF Mengdi Zheng4
Teaching
2012
2011
2010
2009
2009
2008