1.
PROFILE
Name: Mengdi Zheng. Email: mengdi_zheng@alumni.brown.edu Tel:
07482246505. Address: 30 Fenchurch Street, Aspen Re, London, EC3M 3BD, UK.
Nationality: China. Date of Birth: 04.09.1986. Gender: Female.
INDUSTRIAL EXPERIENCE
KTP ASSOCIATE, UNIVERSITY COLLEGE LONDON — JUNE 2015—PRESENT
Natural catastrophe modelling for Aspen Reinsurance: 1. earthquake uncertainty
quantification; 2. tsunami numerical simulation; 3. financial loss modelling.
EDUCATION
PH.D., APPLIED MATHEMATICS, BROWN UNIVERSITY, USA — 2011—2015
Dissertation title: Numerical methods for stochastic systems subject to generalised
Levy noise. Thesis advisor: George Karniadakis.
M.SC., APPLIED MATHEMATICS, BROWN UNIVERSITY, USA — 2010—2011
M.SC., PHYSICS, BROWN UNIVERSITY, USA — 2008—2010
B.SC. PHYSICS, ZHEJIANG UNIVERSITY, CHINA — 2004—2008
PROGRAMMING SKILLS
Programming languages: C/C++ (average), Python (average), Matlab (fluent), CUDA
(novice). Editing and documenting: Latex/Tex (fluent), word (average). Database: SQL
(average). Systems: Windows, Unix, Linux, Mac.
PUBLICATIONS
(2015) Numerical methods for SPDEs driven by multi-dimensional Levy jump
processes, by Mengdi Zheng and George Karniadakis, in preparation.
(2015) Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete
random variables, by Mengdi Zheng, Boris Rozovsky, and George Karniadakis, SIAM J.
Sci. Comput., 37(4), A1872-A1890, published. DOI: 10.1137/140975930.
(2014) Numerical methods for SPDEs with tempered stable processes, by Mengdi
Zheng and George Karniadakis, SIAM J. Sci. Comput., A1197–A1217. DOI:
10.1137/140966083.
(2014) Adaptive multi-element polynomial chaos with discrete measure: algorithms
and applications to SPDEs, by Mengdi Zheng, Xiaoliang Wan, and George Em
Karniadakis, Applied Numerical Mathematics. DOI:10.1016/j.apnum.2014.11.006.
LANGUAGES
Chinese (native), English (fluent), Japanese (can read), French (learning).
30 Fenchurch street, Aspen Re, London, EC3M 3BD, UK. +44 7482246505
UNIVERSITY COL L EGE L ONDON

2.
RESEARCH INTERESTS
Applied mathematics: stochastic partial differential equations, uncertainty
quantification. Scientific computing: parallel computing, GPU computing, finite
element. Modelling: tsunami modelling, mathematical finance, Levy processes.
INVITED TALKS
(Mar. 2015) 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.
(Jun. 2014) Adaptive Wick-Malliavin Approximation to Nonlinear SPDEs with Discrete
Random Variables, ICOSAHOM 2014 Conference, Salt Lake City, Utah, USA.
POSTER
(Oct. 2014) Adaptive ME-PCM for SPDEs Driven by Discrete RVs, Approximations,
Integration, and Optimization, ICERM, Brown University, Providence, RI, USA.
SEMINAR TALKS
(Mar. 2014) Numerical Methods for SPDEs with Tempered Stable Processes, Crunch
Seminar, Brown University, Providence, RI, USA.
TEACHING
(2012) Teaching Assistant, Methods of Applied Mathematics I,II, Brown University.
(2011) Teaching Assistant, Methods of Applied Mathematics I,II, Brown University.
(2010) Teaching Assistant, Basic Physics, Brown University.
(2009) Teaching Assistant, Basic Physics, Brown University.
(2009) Teaching Assistant, Introduction to Cosmology, Brown University.
(2008) Teaching Assistant, Introduction to Astronomy, Brown University.
CONFERENCE PARTICIPATION
(Sep. 2014) Information-Based Complexity and Stochastic Computation, ICERM, Brown
University, Providence, RI, USA.
(Jul. 2013) 7th International Conference on Levy Processes: Theory and Applications,
Wroclaw, Poland.
(Oct. 2012) Uncertainty Quantification, ICERM, Brown University, Providence, RI, USA.
30 Fenchurch street, Aspen Re, London, EC3M 3BD, UK. +44 7482246505