Prof. PhD

Andrea Barth

Principal Investigator (EXC)
Institute of Applied Analysis and Numerical Simulation
Professor for Computational Methods for Uncertainty Quantification

Contact

+49 711 685-60121

Website

Allmandring 5b
70569 Stuttgart
Germany
Room: 01.034

Subject

  • Computational mathematics
  • Uncertainty quantification
  • Stochastic analysis

Selected Publications

  1. A. Barth and T. Stüwe. “Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise”. In: Mathematics and Computers in Simulation 143 (2018), pp. 215–225.
  2. A. Barth, B. Harrach, N. Hyvönen, and L. Mustonen. “Detecting stochastic inclusions in electrical impedance tomography”. In: Inverse Problems 33.11 (2017), p. 115012.
  3. A. Barth and F. G. Fuchs. “Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields”. In: SIAM Journal on Scientific Computing 38.4 (2016), A2209–A2231.
  4. A. Barth, C. Schwab, and J. Šukys. “Multilevel Monte Carlo simulation of statistical solutions to the Navier-Stokes equations”. In: Monte Carlo and quasi-Monte Carlo methods (Proceedings of MCQMC 2014). Springer, 2016, pp. 209–227.
  5. A. Barth and F. E. Benth. “The forward dynamics in energy markets – infinite-dimensional modelling and simulation”. In: Stochastics 86.6 (2014), pp. 932–966.
  6. A. Abdulle, A. Barth, and C. Schwab. “Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs”. In: Multiscale Modeling & Simulation 11.4 (2013), pp. 1033–1070.
  7. A. Barth and A. Lang. “Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations”. In: Stochastic Processes and their Applications 123.5 (2013), pp. 1563–1587.
  8. A. Barth and A. Lang. “Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises”. In: Applied Mathematics and Optimization 66.3 (2012), pp. 387–413.
  9. A. Barth, C. Schwab, and N. Zollinger. “Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients”. In: Numerische Mathematik 119.1 (2011), pp. 123–161.
  10. A. Barth. “A finite element method for martingale-driven stochastic partial differential equations”. In: Communications on Stochastic Analysis 4.3 (2010), pp. 355–375.

Education

Sep 2006 - Dec 2009
Ph.D. in Mathematics at the Center of Mathematics for Applications, University of Oslo, Norway; Thesis: Stochastic Partial Differential Equations: Approximations and Applications; Supervisors: Prof. Dr. Fred Espen Benth, Center of Mathematics for Applications, University of Oslo, Norway; Prof. Dr. Jurgen Potthoff, University of Mannheim, Germany

Oct 2000 - Dec 2005
Master in Mathematics and Computer Sciences at the University of Mannheim, Germany; Graduated with a Diplom in Mathematics; Thesis: Distribution of the first rendezvous time of two geometric Brownian motions; Supervisor: Prof. Dr. Jurgen Potthoff, University of Mannheim, Germany

Sep 2000
University entrance diploma at the Grammar school Ernst Bloch Ludwigshafen, Germany

Working Experience

since 09/2017
Professor at the Excellence Cluster for Simulation Technology, University of Stuttgart, Germany

12/2013 - 08/2017
Juniorprofessor at the Excellence Cluster for Simulation Technology, University of Stuttgart, Germany

01/2010 - 11/2013
Lecturer and postdoctoral researcher at the Seminar for Applied Mathematics, ETH Zürich, Switzerland

09/2006 - 12/2009
Ph.D. student in Mathematics at the Centre of Mathematics for Applications, University of Oslo, Norway

12/2005 - 09/2006
Graduate Assistant at the Chair of Mathematics 5, University of Mannheim, Germany

10/2004 - 12/2004
Internship at the Landesbank Baden-Württemberg, Stuttgart, Germany
Overview: Pricing a CDO with Basis correlations

04/2003 - 12/2005
Undergraduate Assistant at the Centre for European Economioc Research (ZEW) in Mannheim, Germany

  • 2017 Offer for a W3-professorship in Stochastics at the University of Ulm (declined)
  • Invited Participations: GSSI Workshop “UQ and Hyperbolic Equations” (2017), Oberwolfach; Workshop “Stochastic Differential Equations” (2017); Mittag-Leffler Workshop “Stochastic Partial Differential Equations” (2017)
  • Invited Speaker: NASPDE (2017), Stochastic Evolution Equations (2016), SAA (2016), MCM (2015), NASPDE (2014)
  • Scientific Reviewer for various international journals including SISC, SIAM SPDE, SIAM UQ, Annals of Operations Research, Stochastics
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