Optimal design and control of models governed by stochastic differential equations with memory (C04)

• Subject Area: Mathematics
• Term: since 2021
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 425217212

Project C04 studies nonlinear optimization problems where the constraints mainly consist of parametrized nonlinear stochastic differential equations (SDEs). We focus on cost functionals of calibration type and on SDEs driven by non-Markovian noise, in particular fractional Brownian motion. For such optimization problems, certified and, therefore, reliable algorithms will be developed, which allow for an efficient implementation. The applications will come from other CRC projects, including colloidal particles in viscoelastic baths, stochastic dynamics for a parametrically driven resonator network, and nanostring resonators.

• DFG Programme: Collaborative Research Centres
• Subproject of: SFB 1432: Fluctuations and Nonlinearities in Classical and Quantum Matter beyond Equilibrium
• Applicant Institution: Universität Konstanz
• Project Heads: Professor Dr. Gabriele Ciaramella, until 3/2021; Professor Dr. Robert Denk; Professor Dr. Stefan Volkwein