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Dr Sergei Kucherenko
Imperial College, London,
Centre for Process Systems Engineering,
London, SW7 2AZ, UK
Tel:+447909677757, e-mail:
Date of Birth: November 15, 1960
Citizenship: British
Education: Moscow Engineering Physics Institute (MEPhI), Moscow, Russia.
Ph.D. in Mathematical Modelling November 1991
Honors M.Sc. in Applied Math. Physics March 1984
Gold medal ( equivalent to six A levels ) June 1978
Experience:
Research Fellow 1/2011- present, Imperial College, London
* Global sensitivity analysis and its application
* Metamodelling of problems with dependent inputs
* Development of advanced global optimization methods
* Quantitative finance
Senior Researcher ( Grant Holder 40 ) 2/2010-12/2010, Joint Research Center, Ispra, Italy
* Development of advanced global sensitivity analysis techniques
* Monte Carlo and Quasi Monte-Carlo methods
Senior Research Associate 6/2005- 1/2010, Imperial College, London
* Global sensitivity analysis and its application
* Parameter estimation and optimal experimental design
* Metamodelling and global optimization based on metamodelling
* Monte Carlo and Quasi Monte-Carlo methods
* Development of advanced global optimization methods
Senior Risk Analyst 8/2004 - 5/2005, Trust investment bank, Moscow, Russia.
* Development of fixed income models
* Development of Value at Risk models
Senior Research Associate 9/00- 8/2004, Imperial College, London
* Development of global sensitivity analysis and complexity reduction methods
* Application of Quasi Monte-Carlo methods and low discrepancy sequences
* Development of advanced stochastic methods for solving global nonlinear optimization problems
* Interface specification for the definition and solution of Nonlinear Partial Differential Algebraic Equation systems.
Senior Software Developer 6/99- 9/00, ThermoTech Ltd, Surrey Univ. Research Park
* Mathematical modelling of materials properties in alloys
* Large scale optimization of thermodynamic problems
Research Fellow 6/96- 6/99, University of Surrey
* Development of combined finite element and finite difference method and a computer program for modelling of microstructure evolution in polycrystalline materials. Microstructure evolution modelling
Research Associate 7/95- 5/96, Imperial College, London
* Mathematical modelling of spin coating based on 2D two - phase liquid flow model
Senior Researcher 1/95- 7/95- MEPhI, Russia.
* 2D numerical solution of the hydrodynamic transport equations
* Numerical analysis of transient electron and hole transport through multiple quantum wells structures
Postdoctoral Research Associate 9/94 - 12/94 Univ.of Mass., Amherst, MA, USA
* Numerical simulation of the non-stationary hydrodynamic transport equations
Senior Research Associate 5/89 - 8/94 MEPhI, Russia.
* Development of advanced numerical methods for semiconductor device simulation
* Numerical Simulation of semiconductor optical devices
Research Associate 4/84 - 4/89 MEPhI, Russia.
* Computer aided design of dielectric waveguides
* Numerical analysis of light induced diffraction gratings in semiconductors
* Modelling of electromagnetic impulses in atmosphere
* Monte Carlo and CFD simulation of gas flow in rarefied atmosphere
References:
1. Prof. John Barrett, Department of Mathematics, Imperial College, Exhibition Road, London SW7 2BZ, Tel: 0207 5948529, e-mail:
2. Prof. Richard Syms, Department of Electrical & Electronic Engineering, Imperial College, Exhibition Road, London SW7 2BT, Tel: 0207 594 6203, Fax: 0207 594 6308, e-mail: