Ph.D. / PostDoc position in stochastic optimization

The University of Konstanz is one of eleven Universities of Excellence in Germany. Since 2007 it has been successful in the German Excellence Initiative and its follow-up program, the Excellence Strategy.

Since January 2021, the Deutsche Forschungsgemeinschaft (German Research Foundation) finances the Collaborative Research Centre (CRC 1432) Fluctuations and Nonlinearities in Classical and Quantum Matter beyond Equilibrium (see https://www.sfb1432.uni-konstanz.de). Within the CRC 1432, the Department of Mathematics and Statistics at the University of Konstanz offers a three-years (plus possible extension by one year)

Doctoral Position (part-time 75%, E 13 TV-L) or Postdoctoral Position (full-time 100%, E 13 TV-L)

for the CRC-project Optimal design and control of models governed by stochastic differential equations with memory starting from January 1, 2025.

The calibration of nonlinear coupling terms in equations of motion with additive noise is of great interest in physical applications. Furthermore, the practice-oriented question arises which noise model (e.g., Gaussian versus non-Gaussian, Brownian versus fractional Brownian motion) is the right one to explain the experimental results sufficiently accurate by parametrized stochastic differential equations (SDEs). In the CRC-project these tasks are investigated. For that purpose, the calibration process is formulated mathematically as a constrained nonlinear optimization problem, where the constraints mainly consist of parametrized nonlinear SDEs and bilateral bounds for the optimization variables. The aim is to minimize a cost functional, the form of which being given by physical applications arising in the CRC 1432.

For the postdoc position, a low teaching commitment teaching (one hours per week) is included in the present position. 

Applicants should have an excellent Master of Science Mathematics or Applied Mathematics. In particular, the applicants should have good knowledge in stochastic analysis and in numerical optimization.

Interested applicants please contact Prof. Dr. Robert Denk (robert.denk@uni-konstanz.de) and Prof. Dr. Stefan Volkwein (stefan.volkwein@uni-konstanz.de) by sending a curriculum vitae and a motivation letter.