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Computational Stochastics

In Kaiserslautern different aspects of stochastics are represented in the research groups Functional Analysis and Stochastic Analysis, Computational Stochastics, Financial Mathematics, and Statistics.

Research in Computational Stochastics is focused on computational problems that arise for stochastic processes, in particular, for stochastic (partial) differential equations. This includes the construction and analysis of new algorithms as well as the study of the intrinsic difficulty of the computational problem within the framework of information-based complexity.

We have been involved in a number of projects on problems in applied stochastics with well-known industrial partners. Topics include incorporating weather data in sales forecasting and modelling and analysis of pharmaceutical production processes.

The Computational Stochastics Group is part of the Felix-Klein-Zentrum für Mathematik, and together with the research groups Functional Analysis and Stochastic Analysis and Image Analysis we form the Schwerpunkt Analysis und Stochastik at the Department of Mathematics.