I am a final-year Ph.D. student in industrial mathematics at University of Oxford, supervised by Jeff Dewynne and Chris Farmer. I received my MMath from the University of Warwick in 2014. My research is within the area of optimisation under uncertainty and stochastic optimal control, motivated by decision making challenges in the retail industry. Much of my work involves writing code to solve optimisation problems, and I am heavily involved in the development of the Julia package Optim.jl for these purposes.
At Oxford I am part of the Centre for Industrial and Applied Mathematics (OCIAM), and the first cohort of the Centre for Doctoral Training in Industrially Focused Mathematical Modelling (InFoMM). My work is done in collaboration with the customer science company dunnhumby.
As part of the InFoMM training I also did a 10-week mini-project with Schlumberger in the summer of 2015. The aim of the project was to investigate new nonlinear solver techniques and understand how they may improve the speed of reservoir simulators. Outcomes of the work included a prototyping reservoir simulator built on top of the Firedrake and PETSc libraries, and an indication that combining Newton's method with Nonlinear GMRES can improve and stabilise convergence in their simulators.