Für weitere Informationen über den Bereich Computational Stochastics wechseln Sie bitte auf die englischsprachigen Seiten der Arbeitsgruppe.
Extraction of Quantifiable Information from Complex Systems (more), DFG Priority Program 1324, steering committee
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (more), within DFG Priority Program 1324
Adaptive Wavelet Methods for Stochastic Partial Differential Equations, within DFG Priority Program 1324
Hardware Assisted Acceleration for Monte Carlo Simulations in Financial Mathematics with a Particular Emphasis on Option Pricing (HOPP), within Center for Mathematical and Computational Modelling (CM 2)
Stochastic Modelling and Approximation of Turbulent Spinning Processes (more), within Fraunhofer Innovation Center Applied System Modelling
Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation, jointly with Fraunhofer ITWM, Department of Flow and Material Simulation
We have been involved in a number of projects on problems in applied stochastics with well-known industrial partners.
The list of projects includes:
- Sales Forecasting for Food Retailers (more), in cooperaton with REWE-Informationssysteme and Mathematical Stochastics (Universität Passau)
- Optimal Loading Strategies for Large Systems of Cash Points (more), in cooperation with Wincor-Nixdorf and Discrete Optimization (TU Darmstadt)
- Estimation of Vehicle-Pedestrian Collision Risk (more), in cooperation with Continental Safety Engineering
- Weather Data in Sales Forecasting, in cooperation with REWE-Informationssysteme and Mathematical Stochastics (Universität Passau)
- Modelling and Prediction for Cash Recyclers, in cooperation with Wincor-Nixdorf
- Modelling and Analysis of Pharmacological Production Processes (more), in cooperation with Merck, Fraunhofer ITWM and Mathematical Stochastics (Universität Passau)
- Deterministic and Stochastic SIR-Modelling (more), in cooperation with Boehringer Ingelheim