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Departement of mathematics and computer science |
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Optimization and Financial mathematics
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Main areas of research
- Calculus of variations and partial differential equations
- Optimization and control theory
- Stochastic analysis and financial mathematics
Chairs
| Discrete mathematics and Financial mathematics: | |
| Optimization: | |
News
Details can be found at news and current events .
Members of the group
| Frey , Rüdiger | Prof. Dr. | Phone: +49 - 341- 97 32181 |
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| Götz , Claudia (Secretary) | Phone: +49 - 341- 97 32180 |
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| Kripfganz , Anita | Dr. | Phone: +49 - 341- 97 32146 |
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| Luckhaus , Stephan (Leader) | Prof. Dr. | Phone: +49 - 341- 97 32108 |
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| Rietz , Karla (Secretary) | Phone: +49 - 341- 97 32194 |
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| Rodriguez Hernandéz , Laura | Dr. | Phone: +49 - 341- 97 32105 |
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Schmidt
, Thorsten (Junior professor) |
Dr. | Phone: +49 - 341- 97 32141 |
Current projects
Calculus of variations and partial differential equations:
- A Generalisation of the Navier-Stokes Equation to Two-Phase Flow
- Mathematische Modellierung von Diffusionsinduzierter Segregation
- A Mathematical Model for Phase Transitions in Crystals
Optimization and control theory:
- Methods of Optimization und Optimal Control in Plane Geometry
- Solution Branching in Partitioning Problems
Stochastic analysis and financial mathematics:
- (Credit)Risk Management and Dependence Modelling
- Risk Management for Derivatives under Market Frictions
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Photo of the Group |
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home | 
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Claudia Götz, Claudia.Go...@math.uni-leipzig.de |
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