The study of wave phenomena by means of mathematical models often leads to a certain class of nonlinear partial differential equations referred to as integrable systems. My main area of research deals ...

I am interested in spatial stochastic models, in particular in diffusions, branching diffusions, superprocesses, and processes in random media. Certain linear and nonlinear partial differential ...

Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...