Presentations

22.04.2016

Cheap arbitrary high order methods for single integrand SDEs
37th Northern German Colloquium on Applied Analysis and Numerical Mathematics (Noko 2016), Lübeck, Germany

18.09.2015

Deterministic approximations of PDEs via SDE approximations, the Feynman-Kac formula, and interpolation
Minisymposium “Numerical methods for stochastic differential equations”, International Conference on Scientific Computation and Differential Equations (SciCADE) 2015, Potsdam , Germany (invited talk)

08.09.2015

High order finite difference schemes for obstacle problems with application to pricing of American options
Seminar NUMDIFF 14, Halle (Saale), Germany

26.05.2015

Numerical Analysis of Hamilton Jacobi Bellman problems
Workshop on “Models and Numerics in Financial Mathematics”, Lorentz Center, Leiden, Netherlands (invited talk)

20.06.2014

Einschrittverfahren für stochastische Differentialgleichungen mit Anwendung auf parabolische Gleichungen
Colloquium on the occasion of the 80th birthday of Prof. Dr. Karl Strehmel, Institute for Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale), Germany

16.01.2014

Stochastic B-series and applications
Laboratoire de Probabilités et Modèles Aléatoires, University Paris Diderot - Paris 7, France

19.09.2013

Monotone approximation schemes for linear parabolic PDEs by weak SDE approximation methods
Minisymposium “Numerical solution of stochastic differential equations”, International Conference on Scientific Computation and Differential Equations (SciCADE) 2013, Valladolid, Spain

26.08.2013

Higher order monotone approximations for Hamilton-Jacobi-Bellman equations
Minisymposium “Numerical methods for fully nonlinear PDE’s”, European Conference on Numerical Mathematics and Advanced Applications (ENUMATH) 2013, Lausanne, Switzerland (invited talk)

04.06.2013

On global error estimation and control of finite difference solutions for parabolic equations
Minisymposium “Error Estimation and Adaptivity for Nonlinear Time-Dependent Problems”, VIth International Conference on Adaptive Modelling and Simulation (ADMOS 2013), Lisboa, Portugal (invited talk)

07.01.2013

Convergence of one-step methods for SDEs
École Nationale Supérieure de Techniques Avancées (ENSTA) ParisTech, Palaiseau, France

11.09.2012

Semi-Lagrangian schemes for Hamilton-Jacobi-Bellman equations
Minisymposium “Numerical methods for large stiff systems ” of the seminar NUMDIFF 13, Halle (Saale), Germany (invited talk)

24.08.2012

Semi-Lagrangian schemes for Hamilton-Jacobi-Bellman equations
BIT Circus 2012, Kgs. Lyngby, Denmark

11.07.2012

Semi-Lagrangian schemes for Hamilton-Jacobi-Bellman equations
International Congress on Computational and Applied Mathematics ICCAM 2012, Ghent, Belgium

28.06.2012

Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations
Fourteenth International Conference devoted to Theory, Numerics and Applications of Hyperbolic Problems - HYP2012, Padua, Italy (invited section talk)

16.03.2012

Numerical simulation of time-dependent/dynamical systems
Workshop “Molecules and Health”, University of Southern Denmark, Denmark

21.10.2011

Modellierung und Simulation chemischer Reaktionen
Department of Mathematics, Technische Universität Darmstadt, Germany

20.07.2011

Monotone approximation schemes for Hamilton-Jacobi-Bellman equations
International Workshop on Numerical Algorithms in Computational Finance, Frankfurt am Main, Germany (invited talk)

09.06.2011

Butcher series analysis of stochastic Runge-Kutta and Taylor methods
Laboratoire de Mathématiques et de leurs Application, Université de Valenciennes, France

27.05.2011

Numerical analysis of multilevel Monte Carlo simulations using the Milstein discretisation and Monotone approximation schemes for Hamilton-Jacobi-Bellman equations
School of Business Informatics and Mathematics, University of Mannheim, Germany

16.05.2011

Konsistenz stochastischer Runge-Kutta- und Taylor-Verfahren
Colloquium of the Institute of Mathematics of the University of Mannheim

11.02.2011

A unified B-series approach for stochastic Runge-Kutta and Taylor methods and its application to weak third order approximation and iterated methods
Department of Mathematics and Computer Science, University of Southern Denmark, Odense, Denmark

17.01.2011

Konsistenz stochastischer Runge-Kutta- und Taylor-Verfahren
Institute for Applied Mathematics, University of Heidelberg, Germany

14.01.2011

Convergence of accelerated Monte Carlo simulation of SDEs
International Workshop on Multiscale simulation of heterogeneous materials and coupling of thermodynamic models, Leuven, Belgium

12.01.2011

A micro/macro algorithm to accelerate Monte Carlo simulation of stochastic differential equations
Poster presentation at the International Workshop on Multiscale simulation of heterogeneous materials and coupling of thermodynamic models, Leuven, Belgium

10.12.2010

A micro/macro algorithm to accelerate Monte Carlo simulation of stochastic differential equations
International Workshop on Multi-Scale Methods in Computational Engineering, Darmstadt, Germany

29.10.2010

A micro/macro algorithm to accelerate Monte Carlo simulation of stochastic differential equations
Workshop “Innovative Integrators”, Innsbruck, Austria

07.10.2010

Accelerated Monte Carlo simulation of SDEs
Poster presentation at the Thirty-fifth Conference of the Dutch-Flemish Numerical Analysis Communities, Woudschoten, Zeist, Netherlands

08.07.2010

Numerical analysis of multilevel Monte Carlo path simulation using the Milstein discretisation
International Congress on Computational and Applied Mathematics ICCAM 2010, Leuven, Belgium

02.06.2010

Runge-Kutta- und Taylor-Verfahren für stochastische Differentialgleichungen
Institute for Numerical Simulation, University of Bonn, Germany

31.05.2010

Multilevel Monte Carlo path simulation using the Milstein discretisation for option prizing
Poster presentation at the DYSCO (Dynamical systems, control and optimization) Study Day, Gent, Belgium

17.02.2010

Consistency of stochastic Runge-Kutta and Taylor methods
Institute for Numerical Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale), Germany

10.12.2009

Runge-Kutta and Taylor methods for stochastic differential equations
Scientific Computing Research Group, Katholieke Universiteit Leuven, Belgium

15.09.2009

On global error control for parabolic PDEs
Minisymposium “Adaptivity in Space and Time” of the seminar NUMDIFF 12, Halle (Saale), Germany (invited talk)

09.07.2009

Butcher series analysis of stochastic Runge-Kutta and Taylor methods
Research Group Stochastics, Technische Universität Darmstadt, Germany

08.10.2008

On global error control for parabolic PDEs
DIFTA (Differential equations in theory and applications) seminar, Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway

17.06.2008

A unifying B-series approach for the analysis of stochastic Runge-Kutta methods
Institute for Numerical Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale), Germany

27.09.2007

Runge-Kutta methods for stochastic differential equations
DIFTA (Differential equations in theory and applications) seminar, Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway

09.07.2007

Convergence of stochastic Runge-Kutta methods that use an iterative scheme to compute their internal stage values
International Conference on Scientific Computation and Differential Equations SciCADE 2007, Saint-Malo, France

04.09.2006

Continuous extension of stochastic Runge-Kutta methods for the weak approximation of SDEs
Seminar NUMDIFF 11, Halle (Saale), Germany

18.06.2004

Numerische Behandlung linearer und semilinearer partieller differentiell-algebraischer Systeme mit Runge-Kutta-Methoden
Institute for Numerical Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale), Germany

15.12.2003

Runge-Kutta Zeitdiskretisierungen für partielle differentiell-algebraische Systeme und ihre Konvergenzordnung
Institute for Numerical Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale), Germany

09.09.2003

Runge-Kutta methods for semi-linear partial differential-algebraic equations
Minisymposium “Partial Differential Algebraic Equations” of the seminar NUMDIFF 10, Halle (Saale), Germany (invited talk)

19.09.2002

Konvergenz von Runge-Kutta-Verfahren bei Anwendung auf partielle differentiell-algebraische Gleichungen
DMV conference, Halle (Saale), Germany

26.04.2002

Numerische Behandlung von linearen partiellen differentiell-algebraischen Gleichungssystemen mit Runge-Kutta-Verfahren
8th Southeast German colloquium on numerical mathematics, Dresden, Germany

26.03.2002

Numerical treatment of linear partial differential-algebraic equations with Runge-Kutta methods
GAMM Annual Conference, Augsburg, Germany

10.06.2001

Der vituelle Artikulator. Eine computerunterstützte mathematische Simulation mechanischer Artikulatoren
Poster presentation with A. Szentpétery at the 2. Wissenschaftliche Jahrestagung des Arbeitskreises der DGZMK für Angewandte Informatik in der Zahn-, Mund- und Kieferheilkunde, ICC Berlin

21.09.2000

Lineare partielle differentiell-algebraische Systeme und ihre numerische Behandlung
DMV student conference, Dresden, Germany

03.05.2000

Konvergenz- und Störungsuntersuchungen zu linearen partiellen differentiell-algebraischen Systemen
6th Southeast German colloquium on numerical mathematics, Chemnitz, Germany

August 1997

SL2()
Summer academy of the German National Academic Foundation, Alpbach, Austria