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Andrea Barth

Prof. Dr.

Head of Group
Institute of Applied Analysis and Numerical Simulation
Research Group for Computational Methods for Uncertainty Quantification

Allmandring 5b
70569 Stuttgart
Germany
Room: 01.034

Current and previous lectures can be found here.

Supervision of highly qualified personnel

PhD theses:

O. König: Uncertainty Quantification for data-limited Bayesian Inverse Problems, since 2022
F. Musco: Deep Learning for Random Partial Differential Equations, since 2021
C. Beschle: Continuous Level Monte Carlo Methods, since 2020
R. Merkle: Analysis and Simulation of Lévy Random Fields, 2019 - 2022
L. Brencher: Analysis of Stochastic Partial Differential Equations and their efficient Simulation, 2018 - 2022
A. Stein: Approximations of Stochastic Partial Differential Equations with Lévy-Noise, 2016 - 2020

Possible topics for Bachelor's and Master's theses can be chosen from the following topics:

Excerpt of completed theses:

Bachelor's:

Numerical Simulations on Momentum Coupling and Orbit Modification in Laser-Debris Removal
Central Limit Theorems with finite and infinite Variance
About Bayesian Inversion Theory for Parabolic Partial Differential Equations
Exit Time Problems and Multilevel Monte-Carlo Methods
The Dividend Problem: An Overview

Master's:

Simulation of infinite dimensional Lévy fields
Multilevel Monte Carlo Methods for Wong-Zakai Approximations
Optimal dividend distribution under stochastic refinancing costs
Application of the Functional Ito Calculus on Weak Convergence Problems for SDEs
Supervised deep learning for stochastic lid-driven cavity flow
Using Deep Neural Networks to price Basket and Rainbow Options
Weak convergence of Galerkin Finite Element approximations of Lévy SPDEs
Probability density approximation by the Monte Carlo Maximum Entropy method

More information can be found here.

since 08/2017	W3-Professor for Computational Methods for Uncertainty Quantification at the Excellence Cluster for Simulation Technology, IANS, University of Stuttgart, Germany
12/2013 -08/2017	Juniorprofessor at the Excellence Cluster for Simulation Technology, University of Stuttgart, Germany
01/2010 - 11/2013	Lecturer and postdoctoral researcher at the Seminar for Applied Mathematics, ETH Zürich, Switzerland
09/2006 -12/2009	Ph.D. student in Mathematics at the Center of Mathematics for Applications, University of Oslo, Norway Thesis: Stochastic Partial Differential Equations: Approximations and Applications Supervisors: Prof. Dr. Fred Espen Benth, Center of Mathematics for Applications, University of Oslo, Norway Prof. Dr. Jürgen Potthoff, University of Mannheim, Germany

2019 - 2025	Principal Investigator: ExC 2075 "Data-Integrated Simulation Science"
2019 - 2023	Principal Investigator: SFB/TRR 161 "Quantitative Methods for Visual Computing"
2018 - 2021	Doctorate Project from the SC SimTech (ExC 310 / ExC 2075), funded by the DFG: Simulation of Lévy-type stochastic partial differential equations
2018 - 2019	Post-doctoral Project from RISC, funded by the MWK: Polynomial Chaos for Lévy fields
2016 - 2017	Doctorate Project from the SRC SimTech, funded by the DFG: Elliptic Equations with Lévy field coefficients
2014 - 2017	Doctorate Project from the Juniorprofessorship-Program Baden-Württemberg: New Methods for Weak Approximations of Stochastic Partial Differential Equations with Lévy-Noise
2014 - 2017	Doctorate Project from the SRC SimTech, funded by the DFG: Random field solutions of hyperbolic partial differential equations

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