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.
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
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