If you are interested in doing a Semester or a Master project @ CSQI, please don’t hesitate to contact us.
Here is a list (incomplete) of topics for the Spring semester 2024:
- Multilevel Dynamical Low Rank Approximations
- Time continuous optimization methods and interacting particle systems
- Adaptive Monte Carlo simulations
- Comparison of numerical methods for stochastic differential equations with degenerate diffusion
- Discontinuous Galerkin methods for Hamilton-Jacobi-Bellman equations