Inget foto av Monika Eisenmann

Monika Eisenmann

Universitetslektor, biträdande

Personlig profil

Forskning

My research focuses on stochastic numerical analysis, a field at the intersection of numerical analysis and probability theory. Stochastic elements can influence problems from various angles. First, stochasticity can arise within the model itself, accounting for uncertainties in parameters, natural variability, or external noise. This leads to stochastic differential equations, where random influences like Wiener processes drive the system.

Alternatively, randomness can be introduced through the numerical methods used to solve certain problems. Monte Carlo algorithms, for example, are effective in high-dimensional and low-regularity settings where traditional deterministic methods may struggle. Randomization also plays a crucial role in optimization, particularly in machine learning frameworks. Stochastic optimization offers key advantages, such as faster function evaluations and a reduced risk of getting stuck in local minima.

In summary, my research is centered on the numerical approximation of stochastic processes—such as solving stochastic (partial) differential equations—and on developing randomized algorithms for applications in time-stepping methods and optimization problems.

Ämnesklassifikation (UKÄ)

  • Beräkningsmatematik
  • Matematisk analys
  • Sannolikhetsteori och statistik

Fingeravtryck

Utforska forskningsämnen där Monika Eisenmann är aktiv. Dessa ämnesetiketter kommer från personens arbeten. Tillsammans bildar de ett unikt fingeravtryck.
  • 1 Liknande profiler

Samarbeten under de senaste fem åren

Externa samarbeten med länder/områden de senaste 5 åren
  • Marvin Jans

    Eisenmann, M. (Första/primär/huvudhandledare) & Hansen, E. (Andra handledare)

    2023 sep. 12028 aug. 31

    Aktivitet: Examination och handledarskapHandledning av forskarstuderande

  • Måns Williamson

    Stillfjord, T. (Första/primär/huvudhandledare), Hansen, E. (Delad andra handledare) & Eisenmann, M. (Delad andra handledare)

    2019 dec. 12025 jan. 31

    Aktivitet: Examination och handledarskapHandledning av forskarstuderande