Ernesto Esteves Prudencio
Computational Mathematics
Biography
Ernesto has been working at Sandia since November of 2022. He is a computational mathematician with professional experience in industry (IBM/Brazil and Schlumberger/USA), academia (UT Austin), and national laboratories (ANL as summer student, SLAC, Sandia-NM). His background involves (i) linear algebra (domain decomposition and multigrid preconditioners; PETSc and Trilinos packages), (ii) PDE-constrained optimization, (iii) UQ (MCMC, Bayesian analysis of physical models, model calibration, optimal experiment design, information gain, filtering, Gaussian processes, QOI predictions), (iv) HPC (MPI, multithreading, GPUs), and (v) software design and development (Linux, C++, DevOps). He is also interested on expanding his expertise to the areas of (vi) machine learning and (vii) model order reduction.
Education
Ernesto has a BSc on electronics engineering from ITA / Brazil (jan/1986 – dec/1990), a MSc on applied mathematics from UNICAMP / Brazil (aug/1999 – jan/2001), and a PhD on computer science from CU Boulder (jan/2001 – mar/2005).
Publications
Virtual model validation of complex multiscale systems: applications to nonlinear elastostatics, JT Oden, EE Prudencio, PT Bauman, Computer Methods in Applied Mechanics and Engineering 266, 162-184
Parallel adaptive multilevel sampling algorithms for the Bayesian analysis of mathematical models, E Prudencio, SH Cheung, International Journal for Uncertainty Quantification 2 (3)
Bayesian uncertainty analysis with applications to turbulence modeling, SH Cheung, TA Oliver, EE Prudencio, S Prudhomme, RD Moser, Reliability Engineering & System Safety 96 (9), 1137-1149
Parallel multilevel restricted Schwarz preconditioners with pollution removing for PDE-constrained optimization, EE Prudencio, XC Cai, SIAM Journal on Scientific Computing 29 (3), 964-985