Address

Max-Planck-Institut für Dynamik komplexer technischer Systeme

Dr. Martin Redmann

Dr. Martin Redmann

Dr. Martin Redmann
Dr. Martin Redmann
Computational Methods in Systems and Control Theory

Max Planck Institute for Dynamics of Complex Technical Systems

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

 
loading content
Go to Editor View