APMANA-EAREC: Advanced Pricing Models and Numerical Approaches
for Emission Allowances and Renewable Energy Certificates
|
|
Leader of the bilateral German-Spanish Project
Advanced Pricing Models and Numerical Approaches
for Emission Allowances and Renewable Energy Certificates,
financed by the AEI and DFG (12/2024-01/2028)
|
MATHS-DISC: Mathematical Modelling, Simulation and Data Science for Industrial and Societal Challenges
|
|
Principal Investigator of the European ERASMUS Mundus Joint Masters Project
Mathematical Modelling, Simulation and Data Science for Industrial and Societal Challenges,
financed by the EU, within the call ERASMUS-ERASMUS-EDU-2024-PEX-EMJM-MOB (01/2025-12/2031)
|
PRISEMA: Pricing of Financial Instruments in Emission Markets
|
|
Leader of the bilateral German-Portuguese Project
Pricing of Financial Instruments in Emission Markets,
financed by the DAAD (05/2024-04/2026)
|
BraWu: Bratislava-Wuppertal research group on mathematical modelling in finance
|
|
Leader of the bilateral German-Slovakian Project
Bratislava-Wuppertal research group on mathematical modelling in finance,
financed by the DAAD (01/2023-12/2024)
|
NIMROD: Numerical methods for inverse problems in evolutionary differential equations with applications
to mathematical finance, heat-mass transfer, honeybee population and environmental pollution
|
|
External Partner in WP4 Advanced Numerical Methods of Bulgarian project
Numerical methods for inverse problems in evolutionary differential equations with applications
to mathematical finance, heat-mass transfer, honeybee population and environmental pollution,
financed by National Science Fund Bulgaria (01/2023-12/2027)
|
MAT-DYN-NET: Mathematical models for interacting dynamics on networks
|
|
Member of working group 5
WG5 : Numerical methods and applications,
of the COST Action 18232, Mathematical models for interacting dynamics on networks,
financed by the EU (2019-2022)
|
MATTHIAS: Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman
equations in finance and Innovative Approach to their Solution
|
|
Leader of the bilateral German-Slovakian Project
Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman
equations in finance and Innovative Approach to their Solution,
financed by the DAAD (01/2020-12/2021)
|
Major Research Instrumentation Programme as per Art. 91b GG
|
|
Member of Grant of the
Major Research Instrumentation Programme as per Art. 91b GG,
financed by the DFG (09/2019-)
|
WAMPUS: Wide-Angle Mode Parabolic equations in Underwater acoustics: derivation and numerical Solutions
|
|
Leader of the bilateral German-Russian Project
Wide-Angle Mode Parabolic equations in Underwater acoustics: derivation and numerical Solutions,
financed by the Heinrich Hertz Stiftung (10/2019-12/2019)
|
FRACTAL: FRActional models and CompuTationAL Finance
|
|
Leader of the bilateral German-Portuguese Project
FRActional models and CompuTationAL Finance,
financed by the DAAD (01/2019-12/2020)
|
CSITI - Coupled Systems and Innovative Time Integrators
|
|
Member of the bilateral German-Hungarian Project
Coupled Systems and Innovative Time Integrators,
financed by the DAAD (01/2019-12/2020)
|
STIMULATE - SimulaTIon in MUltiscaLe physicAl and biological sysTEms
|
|
Leader of
- ESR 10 project "Algorithms for Relativistic Lattice Boltzmann" (with Ferrara & Cyprus Institute)
- ESR 11 project "Two way coupling in turbulence flow: modulating turbulence by preferential concentration of particles" (with Rome Tor Vergata & Cyprus Institute)
in Horizon 2020 MSCA-ITN-2017-EJD Project
STIMULATE - SimulaTIon in MUltiscaLe physicAl and biological sysTEms (04/2018-03/2022)
|
AQUAGRAPH: Absorbing boundary conditions for quantum graphs
|
|
Leader of the bilateral German-Uzbek Project
Absorbing boundary conditions for quantum graphs,
financed by the DAAD (09/2018)
|
IMPROVE: Interest rate Modelling with Applications to Pricing of Swaptions and Barrier Options
|
|
Leader of the bilateral German-South African Project
Interest rate Modelling with Applications to Pricing of Swaptions and Barrier Options,
financed by the DAAD (04/2018-09/2018)
|
ENANEFA: Efficient Numerical Approximation of Nonlinear Equations in Financial Applications
|
|
Leader of the bilateral German-Slovakian Project
Efficient Numerical Approximation of Nonlinear Equations in Financial Applications,
financed by the DAAD (01/2018-12/2019)
|
GIVEN: Shape Optimization for Gas Turbines in Volatile Energy Networks
|
|
Principal Investigator of the Task Mathematical Modelling of Heat Transfer and Turbine Blade Cooling
in the Project
GIVEN: Shape Optimization for Gas Turbines in Volatile Energy Networks,
financed by the BMBF (09/2017-12/2020)
|
HIsPANo: High-order iterative parabolic approximations for the nonlinear wave equations and their numerical implementation
|
|
Leader of the bilateral German-Russian Project
High-order iterative parabolic approximations for the nonlinear wave equations and their numerical implementation,
financed by the DAAD (09/2017-11/2017)
|
HPC-LEAP: High Performance Computing in Life Sciences, Engineering And Physics
|
|
Leader of
- ESR 1 project "Optimized implementations of the Lattice Boltzmann Method in 2 & 3D on highly parallel computing devices" (with Ferrara)
- ESR 9 project "Modelling Turbulence in LBM and implementing on GPUs" (with Rome Tor Vergata)
in Horizon 2020 MSCA-ITN-2014-EJD Project
HPC-LEAP - High Performance Computing in Life Sciences, Engineering And Physics (04/2015-03/2019)
|
EPALC: Efficient Parallel Algorithms for Large-Scale Computational Problems
|
|
External Partner in WP4 Advanced Numerical Methods of Bulgarian project
Efficient Parallel Algorithms for Large-Scale Computational Problems (01/2015-12/2016)
|
DTBC-PAHEWA: DTBCs for the parabolic approximations to the Helmholtz equation in underwater acoustics
|
|
Leader of the bilateral German-Russian Project
Discrete transparent boundary conditions
for the parabolic approximations to the Helmholtz equation in underwater acoustics,
financed by the DAAD (10/2014-11/2014)
|
HiPeCa: High Performance Calibration and Computation in Finance
|
|
Leader of the bilateral German-Spanish Project
High Performance Calibration and Computation in Finance,
financed by the DAAD (01/2014-12/2015)
|
ACES:
Applied Computing in Engineering and Science
|
|
Leader of beneficiary Wuppertal in the EU TEMPUS Project
ACES - Applied Computing in Engineering and Science (12/2013-10/2016), extended to 10/2017.
|
STRIKE:
Novel Methods for Computational Finance
|
|
Coordinator of the Marie Curie Multi-ITN
STRIKE - Novel Methods in Computational Finance (01/2013-12/2016)
Leader of
- ESR 1 project "Compact Finite Difference Methods on Special Meshes"
|
NL-BS: Numerical Solution of Nonlinear Black-Scholes Equations
|
|
Leader of the bilateral German-Slovakian Project
Numerical Solution of Nonlinear Black-Scholes Equations,
financed by the DAAD (01/2013-12/2014)
|
New numerical and computational methods for the solution of
differential equations with applications in environmental issues
|
|
Member of the Project
New numerical and computational methods for the solution of
differential equations with applications in environmental issues,
financed by The European Union & The Ministry of Education, Lifelong Learning and Religious Affairs of Greece
(01/2012-08/2014)
|
TRABS: Transformation Techniques and Artificial Boundary Conditions for
Black-Scholes Equations
|
|
Leader of the bilateral Bulgarian-German Project
Transformation Techniques and Artificial Boundary Conditions for Black-Scholes Equations,
financed by the European Social Fund (09/2013-10/2013)
|
OILPOLL: Mathematical Modelling and Numerical Algorithms for Oil Pollution
|
|
Leader of the bilateral German-Vietnamese Project
Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution,
financed by the IB of the BMBF
(10/2010-09/2012)
|
STRONGnet: Strong Interaction Supercomputing Training Network
|
|
Leader of
- ESR project "Structure-Preserving Projection Methods for Hamiltonian Systems"
in FP7 MSCA-ITN-2010-ITN Project
STRONGNet - Strong Interaction Supercomputing Training Network (01/2010-12/2013)
|
FBC-HYP: Far field boundary conditions for linear hyperbolic systems
|
|
Member of Project
Far field boundary conditions for linear hyperbolic systems,
financed by a DAAD scholarship for Tareq Amro (06/2010-08/2010)
|
COFFEE: COupled Fluid Flow in Energy and Environmental research
|
|
Member of the Leibniz Group 1
COupled Fluid Flow in Energy and Environmental research,
financed by the Leibniz Association (03/2008-09/2009)
|
Fin-Diff-Fin: Finite Differences for Financial derivative models
|
|
Leader of the bilateral German-Slovakian Project
Finite Differences for Financial derivative models,
financed by the DAAD (01/2007-12/2008)
|
TBC-MET: Transparent Boundary Conditions for the Equations in Meteorology
|
|
Leader of the bilateral German-Norwegian Project
Transparent Boundary Conditions for the Equations in Meteorology,
financed by the DAAD (01/2006-12/2007)
|
D11: Numerical Treatment of PDEs on unbounded Domains
|
|
Head of Project D11 (Junior Research Group)
of the DFG Research Center Mathematics for Key Technologies
(11/2002-05/2006)
|
AIRPOLL: Mathematical Modelling and Numerical Algorithms for Air & Water Pollution
|
|
Leader of the bilateral German-Vietnamese Initiation Project
Mathematical Modelling and Advanced Numerical Algorithms for Simulation of Air and Water Pollution,
financed by the IB of the BMBF
(04/2005-07/2005)
|
IKYDA: New Mathematical and Numerical Techniques in Underwater Acoustics
|
|
Leader of the bilateral German-Greek Project
New Mathematical and Numerical Techniques in Underwater Acoustics,
financed by the DAAD (01/2004-12/2005)
|
COST Action 2100 - Pervasive Mobile & Ambient Wireless Communication
|
|
Member of the working group 2 of the
COST Action 2100 - Pervasive Mobile & Ambient Wireless Communication
(started 12/2006)
|
HYKE: Hyperbolic and Kinetic Equations
|
|
Member of Team-D1
of European Research Training Network
Hyperbolic and Kinetic Equations: Asymptotics, Numerics, Analysis
(08/2002-07/2005)
|
Past Projects
|
|
Member of
TMR-Network Asymptotic Methods in Kinetic Theory (03/1998-12/2001)
Member of DFG-Project
Analysis und Numerik von kinetischen Quantentransportmodellen (07/1996-02/2001)
Member of DFG-Project
Quantenhydrodynamische Modelle - QHD (1993-1997)
Member of DAAD-Project (with Acciones Integradas-Spain)
Räumliche und zeitliche Strukturen in Halbleiter und Oszillator-Ensembles (1994-1998)
|