Hi, I'm Aaron — a scientific computing person who studied applied math at Brown, where I got into terahertz optics and leaky waveguides before pivoting to graduate work at MIT. There I spent a lot of time making PDEs behave themselves and convincing neural networks to refine finite element meshes and adaptively reduce the rank of numerical solutions to deterministic and stochastic differential equations. Mixed results across the board.
These days I work as a quant at IMC Trading in Chicago, applying the same mathematical thinking to problems that move considerably faster than ocean waves. It's a different kind of uncertainty quantification.
My academic research sat at the intersection of numerical linear algebra, model-order reduction, and time integration along nonlinear manifolds. These days my interests have drifted toward statistical machine learning and optimization. Also the occasional ill-advised research rabbit hole.