Our Research Projects

Sparse Probabilistic Richardson Extrapolation for Large-Scale Scientific Computing

This is a project which is currently making use of HPC facilities at Newcastle University. It is active.

Project Contacts

For further information about this project, please contact:


Project Description

This project aims to develop probabilistic numerical methods for large-scale scientific computing, with a focus on sparse probabilistic Richardson extrapolation (SPRE). The goal is to accelerate high-fidelity numerical solvers and provide calibrated uncertainty quantification for complex physical simulation models. This work is geared towards large-scale differential equation solvers and multi-fidelity simulation workflows, aiming to build reliable and efficient computational processes for practical scientific applications.


Software or Compute Methods

We will use Python and scientific computing software including NumPy, SciPy, JAX, PyTorch and scikit-learn.