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Andrea Barth

Mrs.  Prof. Dr.
Andrea  Barth
Professor for Computational Methods for Uncertainty Quantification

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				Andrea Barth
Phone 0049 711 685-60121
Room 01.034
Email address
Address
University of Stuttgart
Institute of Applied Analysis and Numerical Simulation, Working Group Computational Methods for Uncertainty Quantification
Allmandring 5b
70569  Stuttgart
Deutschland


Curriculum vitae

Here is my CV (link will open in a new window)

Preprints

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

Köppel, M.; Franzelin, F.; Kröker, I.; Oladyshkin, S.; Santin, G.; Wittwar, D.; Barth, A.; Haasdonk, B.; Nowak, W.; Pflüger, D. & Rohde, C.: Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario, 2017. Zeige BibTex Zeige Abstract

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

Publications

Barth, A. & Stüwe, T.: Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise, Math. Comput. Simulation, 2018, 143, 215-225. Zeige BibTex

Barth, A. & Fuchs, F. G.: Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients, Appl. Numer. Math., 2017, 121, 38-51. Zeige BibTex

Barth, A.; Harrach, B.; Hyvönen, N. & Mustonen, L.: Detecting stochastic inclusions in electrical impedance tomography, Inv. Prob., 2017, 33, 115012. Zeige BibTex

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, Computers & Chemical Engineering , 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.: 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. & 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.; 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

Theses

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


Teaching

Master-, Bachelor- and Semestertheses:

  • G. Prestipino: "Numerical methods for parabolic PDEs with time-dependent random-field-coefficients" (Masterthesis)
  • S. Herrmann: "Multilevel Monte Carlo Methods and Wong--Zakai Approximations" (Masterthesis)
  • S. Daas: "Optimal dividend distribution under stochastic refinancing costs" (Masterthesis)
  • B. Sunjic: "Multilevel Monte Carlo methods of Wong-Zakai Approximations" (Masterthesis)
  • L. Brencher: "Time-parallel multilevel Monte Carlo methods" (Masterthesis)
  • T. Cataltepe: "Statistical modeling of the system bounds for position estimation in highly automated driving" (Masterthesis)
  • J. Abendschein: "Density estimation with Multilevel Monte Carlo methods" (Masterthesis)
  • L. Brencher: "Time-parallel reduced-order models via forecasting" (Bachelorthesis)
  • V. Scheffold: "Review on dividend distribution models" (Bachelorthesis)
  • B. Sunjic: "Optimal dividend distribution in bond-financed models" (Bachelorthesis)
  • P. Schroth: "Approximation and Simulation of infinite dimensional Levy-processes" (Bachelorthesis)
  • A. Gross: "Optimal dividend distribution under stochastic refinancing possibilities" (Bachelorthesis)
  • P. Oduro: "First exit-time problems and multilevel Monte Carlo methods" (Bachelorthesis)
  • A. Wörner: "Uncertainty Quantification for electric motors" (Bachelorthesis)
  • L. Eisert: "Simulationen zur gepulsten Laserbestrahlung für die Beseitigung von Weltraumschrott" (Bachelorthesis)
  • C. Michalkowski: "Multilevel Monte Carlo methods to speed up PTRW simulations for advective-dispersive transport through porous media" (Semesterproject)
  • N. Wildt: "Optimized multilevel Monte Carlo methods for Particle--Tracking Random Walk simulations" (Semesterproject)
  • T. Brünette: "Wong--Zakai approximations for first hitting time problems" (Semesterproject)
  • C. Proissl: "Optimal Markov Chain Monte Carlo methods for non-Gaussian random fields" (Semesterproject)
  • M. Schmidgall: "Uncertainty quantification with multi-resolution and multi-wavelet discretisations" (Semesterproject)
  • L. Mauch: "Modeling of groundwater flow with elliptic equations containing discontinuous random coeffcients" (Semesterproject)