Nadhir Ben Rached

Nadhir Ben Rached serves as a Lecturer at the School of Mathematics, University of Leeds, specializing in stochastic simulation methodologies with applications spanning wireless communications and stochastic differential equations.

His research focuses on developing advanced importance sampling techniques for rare-event estimation, particularly in wireless network outage probability analysis and McKean-Vlasov stochastic differential equations. Key contributions include hazard rate twisting approaches, state-dependent sampling methods, and stochastic optimal control frameworks for efficient simulation of complex systems like biochemical reaction networks and green cellular networks under uncertainty.

Recent publications (2023-2025) reveal a concentrated research trajectory toward integrating optimal control theory with Monte Carlo methods for rare-event probability estimation, alongside significant work on renewable energy integration in wireless networks. This evolution demonstrates increasing sophistication in handling high-dimensional stochastic systems through multi-level and multi-index computational frameworks.

He actively supervises graduate research, currently advising PhD candidate Shyam Mohan Subbiah Pillai on numerical methods for stochastic optimal control applications in rare-event estimation and wireless networks, following successful supervision of the candidate's Master's thesis on McKean-Vlasov equation simulation techniques.