Numerical Algorithms for Stochastic Differential Equations

open position for a doctoral candidate (m/f):
Numerical Algorithms for Stochastic Differential Equations
About this project
This project focuses on the development and analysis of numerical algorithms for stochastic
differential equations with possible applications to neuroscience. The aim is to numerically
solve stochastic differential equations that arise for example as a model in neuroscience by
developing, analyzing and implementing new algorithms that are highly efficient.
Computational neuroscience is an active field of current research becoming increasingly
important for medical applications.
We are looking for a candidate (m/f) with a strong background in stochastic processes,
stochastic differential equations or numerics for partial differential equations, and preferably a
combination of these topics. Candidates are expected to hold an excellent university MSc
degree in mathematics.
Further, candidates need to be willing to work in a multidisciplinary field of
mathematics, neuroscience and medicine. They possess a strong interest in stochastic
processes, numerical mathematics and computational neuroscience.
Supervisors in this project
Prof. Dr. rer. nat. Andreas Rößler
Institute of Mathematics
Universität zu Lübeck
Starting date
The earliest starting date is November 1st, 2016. The Scholarship shall start not later than
January 1st, 2017.
Please address your application to:
Prof. Dr. A. Rößler, Universität zu Lübeck, Institut für Mathematik, Ratzeburger Allee 160,
23562 Lübeck.
e-mail: [email protected] (online applications are prefered!)
Graduate School:
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Closing date
Deadline for applications is October 15th, 2016.