Address

Max-Planck-Institut für Dynamik komplexer technischer Systeme

M. Sc. Martin Redmann

M. Sc. Martin Redmann

M. Sc. Martin Redmann

M. Sc. Martin Redmann

Email:

Room:

S3.09

Main Focus

  • Numerical Approximations to Rough (P)DEs
  • Lévy Processes
  • Stochastic Ordinary Differential Equations
  • Stochastic Evolution Equations
  • Model Reduction for Stochastic Systems
    • Balanced Truncation for Linear Controlled Stochastic Differential Equations with Lévy Noise
    • Singular Perturbation Approximation for Linear Controlled Stochastic Differential Equations with Lévy Noise
    • Error Bound and Stability Analysis for Model Order Reduction Methods for Stochastic Systems
  • Galerkin Schemes for Controlled Stochastic Partial Differential Equations with Lévy Noise




Curriculum Vitae

  • since 07/2016 Weierstraß Institute for Applied Analysis and Stochastics in Berlin, Postdoctoral researcher in mathematics
  • 06/2012 – 06/2016 Max Planck Institute for Dynamics of Complex Technical Systems in Magdeburg, Ph.D. student in mathematics, research interest:  Model Order Reduction Techniques Applied to Evolution Equations with Lévy Noise
  • 10/2009 – 04/2012 Martin-Luther-Universität Halle-Wittenberg, Studies in Mathematics (major) and Economics (minor) with main focus on stochastics, Degree: Master of Science, Masters’ thesis: Zur Stochastischen Analysis Hilbertraum-wertiger Lévy-Prozesse (The Stochastic Analysis of Hilbert Space-valued Lévy Processes)
  • 10/2006 – 09/2009 Martin-Luther-Universität Halle-Wittenberg, Studies in Mathematics (major) and Economics (minor), Degree: Bachelor of Science, Bachelor thesis: Ein zeitdiskretes fraktales Filterproblem (A Time Discrete Fractional Filtering Problem)

Preprints

Publications

Talks

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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