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info (at) thorsten - sickenberger . de | |||
Research Interests |
Computational stochastics: Numerical analysis and simulation of stochastic equations • Numerical methods for stochastic differential equations (SDE) and stochastic differential algebraic equations (SDAE) • Stochastic linear multi-step methods and Theta-Milstein methods • Mean-square stability analysis and small noise analysis • Local error estimation and step-size control • Applications in: Circuit simulation, production networks, and computational finance | ||
Projects |
• 2009 - 2010: postdoctoral Research Associate in the Department of Mathematics,
Heriot-Watt University Edinburgh, Scotland: Investigation of stability issues for SDEs and for numerical algorithms for SDEs, with Dr. Evelyn Buckwar, completed, supported by The Leverhulme Trust | ||
• 2008: Research Associate in the Mathematical Institute,
University of Cologne, Germany: ICESTARS - Integrated Circuit/EM Simulation and design Technologies for Advances Radio Systems-on-chip: EM Analysis and Coupled EM-Circuit Analysis, with Prof. Dr. Caren Tischendorf, dropped out (project is completed), supported by EU within the 7th Research Framework Programme (FP7): Information and Communication Technologies (ICT) | |||
• 2005 - 2007: Ph.D. student and Research Associate at the Department of Mathematics, Humboldt University of Berlin, Germany: Multiscale systems in microelectronics and optoelectronics: Efficient transient noise analysis in circuit simulation, with Prof. Dr. Werner Römisch, completed, supported by BMBF Mathprogram "Math & Industry" (project 03RONAVN) | |||
Teaching |
• Spring 2010: F19NB2 - Numerical Analysis B (Approximation and Interpolation,
Direct and Iterative Algorithms for Linear Systems, Eigenvalue Problems) Login to VISION, where learning materials can be found. | ||
Theses |
• Efficient Transient Noise
Analysis in Circuit Simulation Dissertation (≈ PhD thesis), Humboldt Universität zu Berlin, under supervision of Prof. Dr. Werner Römisch, submitted Januar 08, 2008; defended April 25, 2008; published July 2008 by Logos Verlag Berlin, Germany, ISBN 978-3-8325-1954-4, 160 pages. [order or download] • Sparse Grid Methods for Weak Approximation of SDEs [in german] Diploma thesis (≈ Master thesis), Technische Universität Darmstadt, under supervision of Prof. Dr. Klaus Ritter, submitted and reviewed Sept 2004; unpublished | ||
Papers |
• Evelyn Buckwar and Thorsten Sickenberger: A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems, [prepress, preprint HWM10-21] In Applied Numerical Mathematics (APNUM) vol. 62(7) (2012), pp. 842-859. Software (MATLAB® files) to perform that stability analysis can be downloaded here. • Simone Göttlich, Stephan Martin and Thorsten Sickenberger: Production Networks with Stochastic Machinery Default, [prepress] In M. G?nther, A. Bartel, M. Brunk, S. Sch?ps, M. Striebel (Eds.), Progress in Industrial Mathematics at ECMI 2010 (Wuppertal), pp. 247 - 254. Springer, Berlin, 2012. ISBN: 978-3-642-25099-6, [springer.de, amazon.de, amazon.com] • Evelyn Buckwar and Thorsten Sickenberger: A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods, [preprint HWM09-13, arxiv] In Mathematics and Computers in Simulation vol. 81(6) (2011), pp. 1110-1127. • Simone Göttlich, Stephan Martin and Thorsten Sickenberger: Time-continuous production networks with random breakdowns, [prepress, preprint HWM10-9] In Networks and Heterogeneous Media (NHM) vol. 6(4) (2011), pp. 695 - 714. • Simone Göttlich und Thorsten Sickenberger: Modelling the Storage Capacity of 2d Pixel Mosaics, In Juergen Maasz und John O?Donoghue (Eds.), Real-World Problems for Secondary School Mathematics Students, pp. 99-112. Springer, Berlin, 2011. ISBN: 978-9-460-91541-3 [springer.de, amazon.de, amazon.com] • Werner Römisch, Thorsten Sickenberger, and Renate Winkler: Simultaneous step-size and path control for efficient transient noise analysis, [prepress] In J. Roos, L.R. Costa (Eds.), Scientific Computing in Electrical Engineering SCEE 2008 (Helsinki), pp. 167-174. Springer, Berlin, 2010. ISBN: 978-3-642-12293-4, [springer.de, amazon.de, amazon.com] • Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler: Local error estimates for moderately smooth problems: Part II - SDEs and SDAEs with small noise, [preprint 07-07], In BIT Numerical Mathematics vol. 49(1) (2009), pp. 217 - 245. Springer, Berlin, 2009. • Christoph Ableitinger, Simone Göttlich und Thorsten Sickenberger: Can paper talk? A modeling problem on the topic "Storage capacity of 2D pixel mosaics" [in german], In Materialien für einen realitätsbezogenen Mathematikunterricht, ISTRON-Schriftenreihe Band 14, S. 113 - 123. Verlag Franzbecker, Hildesheim, Berlin, 2009. • Christoph Ableitinger, Simone Göttlich und Thorsten Sickenberger: A modeling task on the topic "Optimal capacity utilization of airplanes" [in german], In Materialien für einen realitätsbezogenen Mathematikunterricht, ISTRON-Schriftenreihe Band 14, S. 83 - 94. Verlag Franzbecker, Hildesheim, Berlin, 2009. • Thorsten Sickenberger and Renate Winkler: Stochastic oscillations in circuit simulation, [prepress] Proceedings on Applied Mathematics and Mechanics (PAMM), ICIAM07 and GAMM Annual Meeting, Zürich 2007, vol. 7(1) (2008), pp. 4050023-4050024. • Georg Denk, Werner Römisch, Thorsten Sickenberger, and Renate Winkler: Efficient transient noise analysis in circuit simulation, [prepress] In W. Jäger and H.-J. Krebs (Eds.): Mathematics - Key Technology for the Future, pp. 39-49. Springer, Berlin, 2008. ISBN: 978-3-540-77202-6, [springer.de, amazon.de, amazon.com] • Thorsten Sickenberger and Renate Winkler: Adaptive Methods for Transient Noise Analysis, [prepress] In G. Ciuprina, D. Ioan (Eds.), Scientific Computing in Electrical Engineering SCEE 2006, pp. 403-410. Springer, Berlin, 2007. ISBN: 978-3-540-71979-3, [springer.de, amazon.de, amazon.com] • Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler: Local error estimates for moderately smooth problems: Part I - ODEs and DAEs, [prepress, preprint 06-01], In BIT Numerical Mathematics vol. 47(1) (2007), pp. 157 - 187. Springer, Berlin, 2007. • Thorsten Sickenberger: Mean-square convergence of stochastic multi-step methods with variable step-size, [prepress, preprint 05-20] In J. Comput. Appl. Math., vol. 212(2) (2008), pp. 300 - 319. • Prof. Dr. Werner Römisch, Thorsten Sickenberger und Dr. Renate Winkler: Mathematik - Grips für Chips: Effiziente transiente Rauschanalyse in der Schaltungssimulation [in german], in Der Schlüssel zur Hochtechnologie - Mathematik für Innovationen in Industrie und Diensteistungen, BMBF, 2007. • Thorsten Sickenberger and Renate Winkler: Efficient transient noise analysis in circuit simulation, [prepress] Proceedings on Applied Mathematics and Mechanics (PAMM), GAMM Annual Meeting 2006 - Berlin, vol. 6(1) (2006), pp. 55-58. | ||
Posters |
• Poster on Asymptotic MS-Stability Analysis for Linear Systems of SDEs, presented at the Workshop on Stochastic Partial Differential Equations: Approximation, Asymptotics and Computation, 28.06 - 02.07.2010, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK. • Poster on Time-continuous Production Networks with Random Breakdowns, presented at the Workshop on Simulation of Stochastic Networks, 21. - 23.06.2010, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK. • Poster on Efficient Transient Noise Analysis in Circuit Simulation, presented at the Workshop on SPDEs: Computations and Applications, 29.09. - 01.10.2008, ICMS, Edinburgh, UK. | ||
Events |
• 16th European Conference on Mathematics for Industry (ECMI 2010), including a mini symposium on "Stochastic phenomena in modern applications: Modelling and numerical simulation" (part a, part b) Organizers: Simone G?ttlich and Thorsten Sickenberger 26. - 30.07.2010, Wuppertal, Germany. • Workshop on Stochastic Partial Differential Equations: Approximation, Asymptotics and Computation, part of the program "Stochastic Partial Differential Equations (SPDEs)", 28.06 - 02.07.2010, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK. • Workshops on Simulation and Statistics of Stochastic Networks, part of the program "Stochastic Processes in Communication Sciences", 21. - 25.06.2010, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK. • Modelling week with sixth formers, on the initiative of Felix Klein Zentrum für Mathematik Topic: Ash cloud modelling. 13. - 18.06.2010, DJH Kaub am Rhein, Germany. • edikt2010 Symposium - Using computing in your research, 28.04.2010, e-Science Institute, Edinburgh, UK. • Joint BMC/BAMC Meeting of 2010, including the Young Researchers' Event (Organizers: Nikola Popovic & TS), 06. - 09.04.2010, Maxwell Institute, Edinburgh, UK. • 33rd Conference on Stochastic Processes and Their Applications (SPA) 2009, 27. - 31.07.2009, TU Berlin, Germany. • Modelling week with sixth formers, on the initiative of Felix Klein Zentrum für Mathematik Coached Topic: Pitching and Putting - How to make the right golf club choice. 28.06. - 03.07.2009, Pfalzakademie, Lambrecht/Pfalz, Germany. • 23rd Biennial Numerical Analysis conference 2009, 23. - 26.06.2009, University of Strathclyde, Glasgow, Scotland, UK. • Int. Conf. on SCIentific Computation And Differential Equations (SCICADE) 2009, 25. - 29.05.2009, Beijing Friendship Hotel, Beijing, China. • Workshop on Numerical Analysis of Stochastic PDEs (NASPDE09), 11. - 12.05.2009, ICMS, Edinburgh, UK. • British Applied Mathematics Colloquium 2009 (BAMC09), 07. - 09.04.2009, University of Nottingham, Nottingham, UK. • Workshop on Adaptivity, robustness and complexity of multiscale algorithms, 30.03. - 03.04.2009, ICMS, Edinburgh, UK. • SIAM Conference on Computational Science and Engineering (CSE09) 01. - 06.03.2009, Miami Hilton Hotel, Miami, Florida, USA. • Workshop in Edinburgh: Molecular Dynamics, Thermostats and Convergence to Equilibrium 12. - 14.11.2008, ICMS, Edinburgh, UK. • SCEE 2008, 28.09. - 03.10.2008, Helsinki University of Technology, Espoo, Finland. • Workshop on SPDEs: Computations and Applications, 29.09. - 01.10.2008, ICMS, Edinburgh, UK. • 17th Annual Meeting of Scottish Computational Mathematics Symposium (SCMS), 10.09.2008, Heriot-Watt University Edinburgh, UK. • Modelling week with sixth formers, see Mathematik erleben [in german], Fraunhofer magazine, page 10. Coached Topic: The new world of pixel mosaics - Optimisation of QR Codes. 01.06. - 06.06.2008, Pfalzakademie, Lambrecht/Pfalz, Germany. • NASPDE 2008, 16.05. - 17.05.2008, ETH, Zurich, Switzerland. • ICESTARS Kick-Off Meeting, 21.02. - 22.02.2008, NXP, High Tech Campus, Eindhoven, the Netherland • Talk Arbeitsgemeinschaft Numerische Simulation, 20.02.2008, University of Cologne, Math. Institute. • Int. Workshop on Stochastic Evolutionary Problems: Theory, Modelling and Numerics, 31.10. - 02.11.2007, University of Chester, Chester, UK. • Visit and TechTalk @ Qimonda, 17. - 21.09.2007, Qimonda AG, Munich, Germany. • 6th International Congress on Industrial and Applied Mathematics (ICIAM) 2007, 16. - 20.07.2007, ETH, Zurich, Switzerland. • Int. Conf. on SCIentific Computation And Differential Equations (SCICADE) 2007, 9. - 13.07.2007, Le Palais du Grand Large, Saint-Malo, France. • Gemeinsame Jahrestagung DMV und GDM 2007, 25. - 30.03.2007, Institut für Mathematik, Humboldt-Universität zu Berlin. • Int. Conf. SEMIC 2007 and 1st CoMSON demonstrator platform course, 05. - 07.02.2007 & 07.02.2007 - 09.02.2007, Bergische Univeristät Wuppertal. • BMBF Statusseminar "Mathematik für Innovationen in Industrie und Dienstleistungen", 13. - 14.12.2006, Forschungszentrum Jülich, Jülich. • Int. Workshop on "Numerics and Theory for Stochastic Evolution Equations", 22. - 24.11.2006, Bielefeld University, Department of Mathematics, Bielefeld. • 6th International Conference of "Scientific Computing in Electrical Engineering" (SCEE) 2006, 17. - 22.09.2006, Sinaia, Romania. • Int. Workshop on Securitization of Weather and Climate Risk, 31.08. - 02.09.2006, Humboldt-Universität zu Berlin. • Annual Meeting of "Gesellschaft für Angewandte Mathematik und Mechanik e.V. (GAMM) 2006", 27. - 31.03.2006, Technische Universität Berlin. • Berliner Workshop 2006 "Numerische Simulation von Multiskalenmodellen für HF-Schaltungen im Zeitbereich", 16. - 17.01.2006, Technische Universität Berlin. • Int. Workshop on "Computational Stochastic Differential Equations", 19. - 24.09.2005, Bedlewo, Poland. • 7. Workshop über Deskriptorsysteme, 15. - 18.03.2005, Liborianum Paderborn. • Wuppertaler Workshop 2004 "Multiskalensysteme in Mikro- und Optoelektronik", 25. - 26.11.2004, Bergische Universität Wuppertal. |