Hello! I am a 3rd year student in the Mathsys II CDT studying for a PhD in Mathematics of Real-World Systems. My research interests span mathematical models that involve multi-scale dynamics, stochastic processes, numerical integration, surrogate modelling, and high performance computing. Any problem that requires the use of a mathematical model is of interest to me!
More specifically, my PhD project, supervised by Dr. Massimiliano TamborrinoLink opens in a new window and Dr. Tim SullivanLink opens in a new window, is focused on the development of probabilistic time-parallel numerical integration algorithms. These algorithms have the potential to provide numerical speed up for a wide range of initial value problems in areas from climate modelling to space weather. Our focus is on developing new time-parallel algorithms that can quantitatively account for their own numerical uncertainty by using ideas from the field of probabilistic numerics. The long term goal is to apply these algorithms to provide speed up for the simulation of nuclear magnetic fusion, in collaboration with our external partners Dr. Debasmita Samaddar, Dr. Lynton Appel, and Dr. James Buchanan at the Culham Centre for Fusion EnergyLink opens in a new window.
See the following pages for an overview of my research and teaching/outreach. Also, please feel free to get in contact if you would like a copy of any of the work below that is not publically available.
- K. Pentland, M. Tamborrino, and T. J. Sullivan. "Error bound analysis of the stochastic parareal algorithm." 2022. (arXivLink opens in a new window).
- K. Pentland, M. Tamborrino, T. J. Sullivan, J. Buchanan, and L.C. Appel. "GParareal: a time-parallel ODE solver using Gaussian process emulation." 2022. Statistics and Computing. 33, 23. (PublicationLink opens in a new window). (arXivLink opens in a new window).
- K. Pentland, M. Tamborrino, D. Samaddar, and L.C. Appel. "Stochastic parareal: an application of probabilistic methods to time-parallelisation." 2022. SIAM J. Sci. Comput. Vol. TBC, No. TBC, pp. S82-S102. (PublicationLink opens in a new window) (arXivLink opens in a new window).
Please note that only the papers containing a Publication link have undergone peer-review.
PhD Mathematics of Systems | University of Warwick (2020-Present)
- Working Thesis: "Towards a probabilistic time-parallel algorithm for solving initial value problems".
- Supervisors: Dr. Massimiliano TamborrinoLink opens in a new window and Dr. Tim SullivanLink opens in a new window.
MSc Mathematics of Systems | University of Warwick (2019-20)
- MSc Thesis: "Hats and pancakes in the sky: high-speed droplet dynamics". Supervised by Dr. Radu CimpeanuLink opens in a new window and Dr. Ed BrambleyLink opens in a new window.
- MSc Group Project: "Stochastic parareal: an application of probabilistic methods to time-parallelisation". Supervised by Dr. Massimiliano Tamborrino, Dr. Debasmita Samaddar, and Dr. Lynton Appel.
MSc Mathematical Modelling | University College London (2018-19)
- MSc Thesis: "Spin-down in the absence of reflected waves". Supervised by Prof. Edward JohnsonLink opens in a new window.
BSc Mathematics with Industrial Placement | University of Bath (2013-17)
- Industrial placement year: Quantitative market risk analyst at at ConocoPhillips.
kamran dot pentland at warwick dot ac dot uk
Office D1.13, Zeeman Building
- Playing football for Maths SFCLink opens in a new window at Warwick.
- Weekly 5-a-side football (let me know if you'd like to join!).
- Very much into classic cinema and TV as well as fantasy novels.
- Scuba diving (in warm climates!)
- Snowboarding (in colder climates!)