Imperial College London

DrSergeiKucherenko

Faculty of EngineeringDepartment of Chemical Engineering

Research Fellow
 
 
 
//

Contact

 

+44 (0)20 7594 6624s.kucherenko Website

 
 
//

Location

 

Centre for Process Systems(C505)Roderic Hill BuildingSouth Kensington Campus

//

Summary

 

Summary

My research interests include finite difference, finite element and variational methods, nonlinear partial differential equations, global optimization problems, MC and QMC methods, advanced Global Senstivity Analysis techniques and stochastic differential equations.

Publications

Journals

Kucherenko S, Song S, Quantile based global sensitivity measures

Kucherenko S, Song S, 2017, Different numerical estimators for main effect global sensitivity indices, Reliability Engineering & System Safety, Vol:165, ISSN:0951-8320, Pages:222-238

Molkenthin C, Scherbaum F, Griewank A, et al., 2017, Derivative-Based Global Sensitivity Analysis: Upper Bounding of Sensitivities in Seismic-Hazard Assessment Using Automatic Differentiation, Bulletin of the Seismological Society of America, Vol:107, ISSN:0037-1106, Pages:984-1004

Scoleri S, Bianchetti M, Kucherenko S, 2017, Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks

More Publications