Dr. Akwum Onwunta

Dr. Akwum Onwunta

Dr. Akwum Onwunta

Phone:

  • +49 391 6110 808

Email:

Room:

S1.05

Main Focus

Uncertainty  quantification

PDEs with  stochastic coefficients

Optimal control problems with random inputs

Numerical  linear algebra

Tensor-based algorithms for high-dimensional systems

Quantitative credit risk modeling

Curriculum Vitae

Selected publications:

Benner, P., Dolgov, S., Onwunta, A. and  Stoll, M. (2016): Lifting the curse of dimensionality: Optimization of Navier-Stokes equations  with uncertain inputs. In preparation.

Benner, P., Dolgov, S., Onwunta, A. and Stoll, M. (2016): Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data,   Computer Methods in Applied Mechanics and Engineering, 304,  pp. 26 - 54

Benner, P., Onwunta, A. and Stoll, M. (2016): Block-diagonal preconditioning for optimal control  problems constrained by PDEs with uncertain inputs,  SIAM Journal  on Matrix Analysis and Applications, 37 (2), pp. 491-518.

Benner, P., Onwunta, A. and Stoll, M. (2015): Low-rank solution of unsteady diffusion equations with stochastic coefficients, SIAM/ASA Journal on Uncertainty Quantification, 3 (1), pp. 622 - 649.

Lyra, M., Onwunta, A. and Winker, P. (2015): Threshold Accepting for credit risk assessment and validation, Journal of Banking Regulation, 16 (2) pp. 130 - 145.

Onwunta, A. (2011): Contributions to credit portfolio modeling and optimization. Peter Lang AG - International Academic Publishers, Frankfurt, Germany.

Kalkbrener, M. and Onwunta, A. (2010). Validating structural credit portfolio models,  In  Roesch, D. and Scheule, H. (eds.), Model Risk: Identification, Measurement and Management, pp. 233 - 261, Risk Books, London.

Onwunta, A. (2016): Low-rank iterative solvers for large-scale stochastic Galerkin linear systems.  Ph.D  Thesis in Applied Mathematics, Otto von Guericke University, Magdeburg, Germany.


Organizational Unit (Department, Group, Facility):

  • Computational Methods in Systems and Control Theory
  • Max Planck Institute for Dynamics of Complex Technical Systems
 
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