Projects per year
Personal profile
Biography
Dr Eric Hall is a Baxter Fellow and Lecturer in Applied Mathematics in the School of Science and Engineering at the University of Dundee. Originally from Philadelphia, Eric graduated with a B.A. in Mathematics from the University of Pennsylvania and earned a PhD in Mathematics (Probability and Stochastic Analysis) at the University of Edinburgh. Subsequently, he was a Göran Gustafsson Postdoctoral Fellow in Numerical Analysis at KTH Stockholm, a Visiting Assistant Professor in Applied Math at the University of Massachusetts Amherst, and a Research Scientist in the Chair of Mathematics for Uncertainty Quantification at RWTH Aachen University.
Dr Hall is a Fellow of the Institute of Mathematics and its Applications and sits on the General Committee (Trustee) of the Edinburgh Mathematical Society. He is a member of the Society for Industrial and Applied Mathematics and the American Mathematical Society.
Research interests
Dr. Hall is an applied mathematician who specializes in the mathematical aspects of data science. His research focuses on predictive modelling, stochastic simulation, and uncertainty quantification for complex systems. Recently, Dr. Hall has developed domain-aware surrogate models and accompanying sensitivity analysis techniques for scientific machine learning. His work has considered various application areas, including multi-scale/-physics systems in materials science (energy materials), non-Markovian models in finance and biology, and sparse data problems in subsurface flow in geophysics.
Teaching
Dr Hall teaches the MA22004 Statistics 2 and MA33001 Mathematics Work Placement modules. He also supervises undergraduate mathematics honours projects in statistics, applied probability, and data science, including scientific machine learning.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
PGCert, Academic Practice In Higher Education (PGCAPHE), University of Dundee, University of Dundee
Sept 2021 → Jun 2023
Award Date: 23 Jun 2023
Doctor of Philosophy, Accelerated Numerical Schemes for Deterministic and Stochastic Partial Differential Equations of Parabolic Type, University of Edinburgh
Sept 2008 → Jul 2013
Award Date: 1 Jul 2013
Bachelor of Arts, Mathematics (major), Computer and Information Science (minor), University of Pennsylvania
Sept 2004 → May 2008
Award Date: 19 May 2008
External positions
Edinburgh Mathematical Society Meetings and Membership Secretary / Trustee
Oct 2024 → …
Edinburgh Mathematical Society Trustee / General Committee Member
Oct 2021 → Oct 2024
Keywords
- Q Science (General)
- mathematics
- uncertainty quantification
- stochastic
- simulation
- statistics
- predictive modelling
- numerical analysis
- data science
- physics-informed machine learning
- applied mathematics
Fingerprint
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Collaborations and top research areas from the last five years
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Heilbronn Focused Research Group - UQ For SciML
Hall, E. J. (Investigator)
1/05/22 → 31/05/22
Project: Research
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EMS Student Research Bursaries - Predictive Uncertainty In Solar Physics - Student Research Bursaries
Hall, E. J. (Investigator)
Project: Research
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STFC PhD Scientific Machine Learning For Solar Physics
Hall, E. J. (Investigator) & Meyer, K. (Investigator)
Project: Research
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Persistence and Burn-in in Solar Coronal Magnetic Field Simulations
Hall, E. J. (Lead / Corresponding author), Meyer, K. & Yeates, A. R., 20 Jan 2025, In: The Astrophysical Journal. 979, 1, 19 p., 88.Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Downloads (Pure) -
Weak error rates for option pricing under linear rough volatility
Bayer, C., Hall, E. J. (Lead / Corresponding author) & Tempone, R., 19 Jan 2023, In: International Journal of Theoretical and Applied Finance. 25, 7-8, 2250029.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)74 Downloads (Pure) -
GINNs: Graph-Informed Neural Networks for Multiscale Physics
Hall, E. J. (Lead / Corresponding author), Taverniers, S., Katsoulakis, M. A. & Tartakovsky, D. M. (Lead / Corresponding author), 15 May 2021, In: Journal of Computational Physics. 433, 20 p., 110192.Research output: Contribution to journal › Article › peer-review
Open AccessFile27 Citations (Scopus)227 Downloads (Pure) -
Mutual information for explainable deep learning of multiscale systems
Taverniers, S., Hall, E. J., Katsoulakis, M. A. & Tartakovsky, D. M. (Lead / Corresponding author), 1 Nov 2021, In: Journal of Computational Physics. 444, 19 p., 110551.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Citations (Scopus)114 Downloads (Pure) -
Causality and Bayesian Network PDEs for multiscale representations of porous media
Um, K., Hall, E. J. (Lead / Corresponding author), Katsoulakis, M. A. & Tartakovsky, D. M. (Lead / Corresponding author), 1 Oct 2019, In: Journal of Computational Physics. 394, p. 658-678 21 p.Research output: Contribution to journal › Article › peer-review
13 Citations (Scopus)
Prizes
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Dundee Difference Awards 2025 - Innovation of the Year
Hall, E. J. (Recipient), 31 Jan 2025
Prize: Prize (including medals and awards)
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Fellow of the Institute of Mathematics and its Applications
Hall, E. J. (Recipient), 4 Nov 2022
Prize: Election to learned society
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Science and Engineering Staff Awards - Innovation in Teaching
Hall, E. J. (Recipient), 10 Jun 2022
Prize: Prize (including medals and awards)
Activities
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Knowledge Exchange Hub for Mathematical Sciences (External organisation)
Hall, E. J. (Member)
5 Dec 2023 → …Activity: Membership types › Membership of forum
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Edinburgh Mathematical Society (External organisation)
Hall, E. J. (Trustee)
Oct 2024 → Sept 2027Activity: Membership types › Membership of committee
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Institute of Mathematics & its Applications (External organisation)
Hall, E. J. (Member)
Nov 2022 → …Activity: Membership types › Membership of group
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King Abdullah University of Science and Technology
Hall, E. J. (Visiting researcher)
17 May 2025 → 27 May 2025Activity: Visiting an external institution types › Visiting an external academic institution
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Numerical Modelling of Nonlinear Stochastic Systems
Hall, E. J. (Participant)
7 Apr 2025 → 11 Apr 2025Activity: Participating in or organising an event types › Participation in conference