Andrea Barth | Arbeitsgruppe Barth: Computational Methods for Uncertainty Quantification | Universität Stuttgart

 

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Andrea Barth

Frau  Prof. Dr.
Andrea  Barth
SimTech-Juniorprofessorin für Computational Methods for Uncertainty Quantification

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				Andrea Barth
Telefon 0049 711 685-60121
Raum 02.035
E-Mail
Adresse
Universität Stuttgart
Institut für Angewandte Analysis und numerische Simulation, Lehrstuhl für Angewandte Mathematik
Pfaffenwaldring 5a
70569  Stuttgart
Deutschland


Lebenslauf

Hier ist mein CV (Link öffnet ein neues Fenster).

Preprints

Barth, A. & Stein, A.: A study of elliptic partial differential equations with jump diffusion coefficients, 2017. Zeige BibTex

Barth, A.; Harrach, B.; Hyvönen, N. & Mustonen, L.: Detecting stochastic inclusions in electrical impedance tomography, Arxiv, 2016. Zeige BibTex

Barth, A. & Stüwe, T.: Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise, Arxiv, 2016. Zeige BibTex

Barth, A. & Stein, A.: Approximation and simulation of infinite-dimensional Lévy processes, Arxiv, 2016. Zeige BibTex

Carlberg, K.; Brencher, L.; Haasdonk, B. & Barth, A.: Data-driven time parallelism via forecasting, 2016. Zeige BibTex

Publikationen

Barth, A.; Bürger, R.; Kröker, I. & Rohde, C.: Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach , Comput. Chem. Eng., 2016, 89, 11 - 26. Zeige BibTex

Barth, A. & Fuchs, F. G.: Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields, SIAM J. Sci. Comput., 2016, 38, A2209-A2231. Zeige BibTex

Barth, A. & Kröker, I.: Finite volume methods for hyperbolic partial differential equations with spatial noise, Springer International Publishing, 2016, submitted. Zeige BibTex

Barth, A.; Moreno-Bromberg, S. & Reichmann, O.: A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting, Comp. Economics, 2016, 47, 447-472. Zeige BibTex

Barth, A.; Schwab, C. & Sukys, J.: Multilevel Monte Carlo simulation of statistical solutions to the Navier-Stokes equations, Monte Carlo and quasi-Monte Carlo methods, Springer, [Cham], 2016, 163, 209-227. Zeige BibTex

Barth, A. & Benth, F. E.: The forward dynamics in energy markets -- infinite-dimensional modelling and simulation, Stochastics, 2014, 86, 932-966. Zeige BibTex

Barth, A. & Moreno-Bromberg, S.: Optimal risk and liquidity management with costly refinancing opportunities, Insurance Math. Econom., 2014, 57, 31-45. Zeige BibTex

Abdulle, A.; Barth, A. & Schwab, C.: Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs, Multiscale Model. Simul., 2013, 11, 1033-1070. Zeige BibTex

Barth, A. & Lang, A.: L^p and almost sure convergence of a Milstein scheme for stochastic partial differential equations, Stochastic Process. Appl., 2013, 123, 1563-1587. Zeige BibTex

Barth, A.; Lang, A. & Schwab, C.: Multilevel Monte Carlo method for parabolic stochastic partial differential equations, BIT, 2013, 53, 3-27. Zeige BibTex

Barth, A. & Lang, A.: Multilevel Monte Carlo method with applications to stochastic partial differential equations, Int. J. Comput. Math., 2012, 89, 2479-2498. Zeige BibTex

Barth, A. & Lang, A.: Simulation of stochastic partial differential equations using finite element methods, Stochastics, 2012, 84, 217-231. Zeige BibTex

Barth, A. & Lang, A.: Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises, Appl. Math. Optim., 2012, 66, 387-413. Zeige BibTex

Barth, A.; Benth, F. E. & Potthoff, J.: Hedging of spatial temperature risk with market-traded futures, Appl. Math. Finance, 2011, 18, 93-117. Zeige BibTex

Barth, A.; Schwab, C. & Zollinger, N.: Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients, Numer. Math., 2011, 119, 123-161. Zeige BibTex

Barth, A.: A finite element method for martingale-driven stochastic partial differential equations, Commun. Stoch. Anal., 2010, 4, 355-375. Zeige BibTex

Dissertation und Diplomarbeit

Barth, A.: Stochastic Partial Differential Equations: Approximations and Applications, University of Oslo, CMA, 2009. Zeige BibTex

Barth, A.: Distribution of the First Rendezvous Time of Two Geometric Brownian Motions, University of Mannheim, 2006. Zeige BibTex


Lehre

Vorlesungen:

Seminare:

Master-, Bachelor- und Semesterarbeiten:

  • G. Prestipino: "Numerical methods for parabolic PDEs with time-dependent random-field-coefficients" (Masterarbeit)
  • S. Herrmann: "Multilevel Monte Carlo Methods and Wong--Zakai Approximations" (Masterarbeit)
  • L. Brencher: "Time-parallel reduced-order models via forecasting" (Bachelorarbeit)
  • V. Scheffold: "Review on dividend distribution models" (Bachelorarbeit)
  • B. Sunjic: "Optimal dividend distribution in bond-financed models" (Bachelorarbeit)
  • P. Schroth: "Approximation and Simulation of infinite dimensional Levy-processes" (Bachelorarbeit)
  • C. Michalkowski: "Multilevel Monte Carlo methods to speed up PTRW simulations for advective-dispersive transport through porous media" (Projektarbeit)
  • T. Brünette: "Wong--Zakai approximations for first hitting time problems" (Projektarbeit)
  • M. Schmidgall: "Uncertainty quantification with multi-resolution and multi-wavelet discretisations" (Projektarbeit)
  • K. Kraschewski: "Optimal liability structure in a liquidity management model" (Projektarbeit)