Research at the Institute of Mathematics

The research of our institute concentrates on the mathematical modelling and analysis of complex systems, from pure Mathematics to Operations Research. Typical applications can be found in natural sciences, economics, business and industry. On this page, you can find an overview of the individual research groups at the institute and a brief description of their research.

Chairs at the institute

Credit: Leonie Kopetzki

Chair of Stochastic Numerics

Prof. Dr. Andreas Neuenkirch

The chair’s main research focus is on stochastic numerics. We are currently exploring numerical methods for stochastic differential equations relating to the (fractional) Brownian motion. Many of these equations can be applied in the natural sciences, mathematical finance or other areas.

Credit: Emilie Orgler

Chair of Geometric Analysis

Prof. Dr. Martin Schmidt

The chair’s main research focus is on geometric analysis. We are currently examining spectral curves of periodic differential operators and the geometric analysis of surfaces in three-dimensional spaces, with special emphasis on surfaces with constant mean curvature.

Credit: Emilie Orgler

Chair of Applied Analysis

Prof. boshi. Li Chen

The chair’s main research focus is on applied analysis, with a special focus on partial differential equations and their applications. Our current topics of research include kinetic and diffusion equations, singular limits in partial differential equations, and the derivation of effective single-particle equations for multi-particle systems.

Credit: Emilie Orgler

Chair of Stochastics

Prof. Dr. Leif Döring

The chair’s main research focus is on theoretical and statistical questions for stochastic processes, such as stochastic differential equations (with jumps), Lévy processes, branching processes, and self-similar Markov processes. Processes of this kind have various applications in mathematical finance and insurance mathematics as well as other fields.

Credit: Emilie Orgler

Chair of Algebraic Geometry

Prof. Dr. Claus Hertling

The chair’s main research focus is on algebraic geometry. We explore singularities in analytic and algebraic geometry. Other topics include Frobenius manifolds, Painlevé equations, meromorphic relations and differential equations, moduli spaces, and period mappings.

Credit: Emilie Orgler

Chair of Applied Stochastics

Prof. Dr. Martin Schlather

The chair’s main research focus is on computational statistics and data science, extreme value theory, geostatistics, and stochastic geometry. The topics we examine have multiple applications, for instance in ecology, finance, forestry, genetics, marketing, and meteorology.

Credit: Emilie Orgler

Chair of Scientific Computing

Prof. Dr. Simone Göttlich

The chair’s main research focus is on mathematical modeling, numerical simulation, and optimizing dynamic processes. The topics we examine have multiple applications, for instance in manufacturing systems, traffic flow models, and energy networks.

Chair of Mathematical Optimization

Prof. Dr. Mathias Staudigl

The chair’s main research focus is on the modelling and optiimisation of complex systems. Numerical methods for large scale optimisation are developed using tools from deterministic and stochastic optimisation. The topics we examine have multiple applications, mainly within machine learning, control theory and engineering.

Credit: Nikoletta Babynets

Chair of Mathematical Finance

Prof. Dr. David Prömel

Our main research focus is on mathematical finance and stochastic analysis. Current areas of research include in particular model-free mathematical finance, pathwise stochastic calculus (e.g. rough paths and regularity structures) and stochastic (partial) differential equations, which serve as a basis for mathematical modeling in different areas.

verschwommenes Bild von einer Glasfassade eines Gebäudes

Chair of Pure Mathematics

Apl.-Prof. Dr. Wolfgang K. Seiler

The chair’s main research focus is on moduli and deformations of algebraic surfaces, Galois superpositions of affine lines, and applications of algebraic geometry, with a special focus on constructive methods for solving nonlinear systems of equations, and applications in cryptology.

Credit: Emilie Orgler

Distinguished Retired Professor for Insurance Mathematics

Prof. Dr. Klaus D. Schmidt

Research interests include non-life actuarial mathematics (especially risk models, tariffication, loss reserving and reinsurance) and related areas of probability theory and statistics (with emphasis on linear models, copulas and measures of concordance).

Research at the Institute of Mathematics

Chairs at the institute

Chair of Stochastic Numerics

Chair of Geometric Analysis

Chair of Applied Analysis

Chair of Stochastics

Chair of Algebraic Geometry

Chair of Applied Stochastics

Chair of Scientific Computing

Chair of Mathematical Optimization

Chair of Mathematical Finance

Chair of Pure Mathematics

Distinguished Retired Professor for Insurance Mathematics

Dean's Office School of Business Informatics and Mathematics

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