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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: