Dr Aretha Teckentrup

Lecturer in the Mathematics of Data Science
Office: JCMB 5409
Phone: +44 (0)13165 05776
Email: a.teckentrup[at]

From January until August 2017 I will be located full time at the Alan Turing Institute in London.

Teaching responsibilities 2016/17:

MATH08068 Facets of Mathematics (Semester 1)

About me:

I joined the University of Edinburgh in October 2016. Before this, I worked as a postdoctoral research associate with Andrew Stuart at the University of Warwick and Max Gunzburger at Florida State University. I obtained my PhD at the University of Bath, supervised by Rob Scheichl.

A more detailed CV can be found here (last updated January 2017).

Research interests:

- Uncertainty quantification in forward and inverse problems
- Bayesian inference for computationally intensive forward models
- Development and analysis of multilevel sampling methods
- Numerical analysis of partial differential equations with random input data
- Multivariate interpolation and integration
- Gaussian process surrogate models in uncertainty quantification


- M. Park, A.L. Teckentrup. Improved Multilevel Monte Carlo Methods for Finite Volume Discretisations of Darcy Flow in Randomly Layered Media. Submitted, 15 June 2015. Available as arXiv preprint arXiv:1506.04694.

- M. Gunzburger, A.L. Teckentrup. Computing Approximate Optimal Point Sets for Total Degree Polynomial Interpolation in Moderate Dimensions. Submitted, 11 July 2014. Available as arXiv preprint arXiv:1407.3291. Interpolation points computed in this paper are available in the MATLAB scripts points_cube.m (for the unit cube) and points_ball.m (for the unit ball).


- A.M. Stuart, A.L. Teckentrup. Posterior Consistency for Gaussian Process Approximations of Bayesian Posterior Distributions . Available as arXiv preprint arXiv:1603.02004. To appear in Mathematics of Computation.

- R. Scheichl, A.M. Stuart, A.L. Teckentrup. Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems. Available as arXiv preprint arXiv:1602.04704. To appear in SIAM/ASA Journal on Uncertainty Quantification.

- A.L. Teckentrup, P. Jantsch, C.G. Webster, M. Gunzburger. A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM/ASA Journal on Uncertainty Quantification, 3(1), 1046–1074, 2015. Available as arXiv preprint arXiv:1404.2647.

- T.J. Dodwell, C. Ketelsen, R. Scheichl, A.L. Teckentrup. A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. SIAM/ASA Journal on Uncertainty Quantification 3(1):1075-1108, 2015. Available as arXiv preprint arXiv:1303:7343.

- A.L. Teckentrup, R. Scheichl, M.B. Giles, E. Ullmann. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik, 125(3):569-600, 2013. Available as arXiv preprint arXiv:1204:3476.

- J. Charrier, R.Scheichl, A.L. Teckentrup. Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and its Application to Multilevel Monte Carlo Methods. SIAM Journal on Numerical Analysis, 51(1):322-352, 2013. BICS preprint 2/11, available here.

- A.L. Teckentrup. Multilevel Monte Carlo methods for highly heterogeneous media. Proceedings of the Winter Simulation Conference 2012. Available at Available as arXiv preprint arXiv:1206:1479.

- K.A. Cliffe, M.B. Giles, R. Scheichl, A.L. Teckentrup. Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients. Computing and Visualization in Science, 14(1):3-15, 2011. BICS preprint 1/11, available here.


- A.L. Teckentrup. Multilevel Monte Carlo methods and uncertainty quantification. PhD thesis, University of Bath (UK), June 2013. PDF available online here.

Upcoming events and conferences:

- LMS/Turing Workshop on Inverse Problems and Data Science, Edinburgh (UK), 8-10 May 2017

- LMS Short course on Introduction to the Bayesian approach to Inverse Problems, Edinburgh (UK), 11 May 2017

- NASPDE '17, Linz (Austria), 21-22 June 2017

- 27th Biennial Numerical Analysis Conference, University of Strathclyde (UK), 27-30 June 2017

- LMS-EPSRC Durham Symposium on Model Order Reduction, Durham (UK), 7-17 August 2017

- SciCADE 2017, University of Bath (UK), 11-15 September 2017

- Newton Institute Programme on Uncertainty Quantification for complex systems: theory and methodologies, Cambridge (UK), 3 January - 29 June 2018