Freie Universität Berlin - Fachbereich Mathematik und Informatik - Institut für Mathematik AG AG Numerical Analysis of stochastic and deterministic partial differential equations – TRR 388/1 B08 TRR 388/B08
SFB/Transregio 388 investigates the interplay between rough analysis and stochastic dynamics. Central aspects include rough paths and subsequent developments for nonlinear stochastic partial differential equations. The theory of signatures and rough volatility also provides important connections to algebra, statistics, and financial mathematics.
Website: https://sites.google.com/view/trr388/
The group ‘Numerical analysis of stochastic and deterministic partial differential equations’ at Freie Universität Berlin (https://www.mi.fu-berlin.de/math/groups/naspde ) focuses on applied and computational mathematics, in particular optimization, inverse problems and uncertainty quantification.
Research assistant (praedoc) (m/f/d)
with 75%part-time job
limited to 30.06.2028 for the duration of the project
salary grade (Entgeltgruppe) 13 TV-L FU
reference code: TRR 388 TP B08
Working field:
This project aims to provide a new perspective on the classical theory of Bayesian methods for solving complex problems, such as parameter identification of SDE/PDE, nonlinear regression, and inverse problems. Bayesian methods offer a unified framework for addressing these issues through the posterior distribution and are used in many applications. However, rigorous theoretical justification and validation proofs are limited to special cases. The general goal of this project is to extend the existing theory to a broader class of models, including stochastic and rough path systems. The focus is on discretely observed multidimensional SDEs and McKean-Vlasov SDEs. The third-party funded research project provides an opportunity to do a doctorate.
Requirements:
A completed scientific university degree (master’s degree) in mathematics or a closely related field is required.
Desirable:
Solid mathematics education (focus on numerical analysis, functional analysis or stochastic analysis), programming experience.
How to apply:
For further information, please contact Prof. Dr. Claudia Schillings (c.schillings@fu-berlin.de / +4930-83875803).
Applications should be sent by e-mail, together with significant documents, indicating the reference code, no later than September 16th, 2024 in PDF format (preferably as one document) to Prof. Dr. Claudia Schillings: c.schillings@fu-berlin.de or postal to
Freie Universität Berlin
Fachbereich Mathematik und Informatik
Institut für Mathematik
AG AG Numerical Analysis of stochastic and deterministic partial differential equations – TRR 388/1 B08 TRR 388/B08
Prof. Dr. Claudia Schillings
Arnimallee 6
14195 Berlin (Dahlem)
With an electronic application, you acknowledge that FU Berlin saves and processes your data. FU Berlin cannot guarantee the security of your personal data if you send your application over an unencrypted connection.
Freie Universität Berlin is an equal opportunity employer
Facts
ID: 187040
- Site:
-
- Berlin (Berlin, Germany)
- Type:
- Research assistant
- Duration:
- limited to 30.06.2028
- Part-/Full-time:
- with 75%part-time job
- Starting date (earliest):
- At the earliest possible
- Remuneration:
- salary grade (Entgeltgruppe) 13 TV-L FU
- Scope:
- Mathematics
- Natural Sciences
- Field of studies:
- Natural sciences and mathematics
- Mathematics
- Level of education:
- completed scientific university degree
- Working language and expected level:
-
- German (Fluent in speech and writing)
Actions
Apply
- Closing date:
- 16/09/24
- Reference number:
- TRR 388 TP B08
- Contact person:
- Prof. Dr. Claudia Schillings
- Contact phone:
- +4930- 83875803
- By post:
- Freie Universität Berlin
Fachbereich Mathematik und Informatik
Institut für Mathematik
AG AG Numerical Analysis of stochastic and deterministic partial differential equations – TRR 388/1 B08 TRR 388/B08
Prof. Dr. Claudia Schillings
Arnimallee 6
14195 Berlin (Dahlem) - By email:
- c.schillings@fu-berlin.de