Leader of

• C05 project "Stochastic pHS and applications to stochastic optimal control" (with T. Kruse)
• MGK project "Integrated Research Training Group" (with A. Frommer & J. Glück)

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)

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)

Leader of the bilateral German-Portuguese Project Pricing of Financial Instruments in Emission Markets, financed by the DAAD (05/2024-04/2026)

Leader of the bilateral German-Slovakian Project Bratislava-Wuppertal research group on mathematical modelling in finance, financed by the DAAD (01/2023-12/2024)

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)

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)

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)

Member of Grant of the Major Research Instrumentation Programme as per Art. 91b GG, financed by the DFG (09/2019-)

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)

Leader of the bilateral German-Portuguese Project FRActional models and CompuTationAL Finance, financed by the DAAD (01/2019-12/2020)

Member of the bilateral German-Hungarian Project Coupled Systems and Innovative Time Integrators, financed by the DAAD (01/2019-12/2020)

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)

Leader of the bilateral German-Uzbek Project Absorbing boundary conditions for quantum graphs, financed by the DAAD (09/2018)

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)

Leader of the bilateral German-Slovakian Project Efficient Numerical Approximation of Nonlinear Equations in Financial Applications, financed by the DAAD (01/2018-12/2019)

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)

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)

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)

External Partner in WP4 Advanced Numerical Methods of Bulgarian project Efficient Parallel Algorithms for Large-Scale Computational Problems (01/2015-12/2016)

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)

Leader of the bilateral German-Spanish Project High Performance Calibration and Computation in Finance, financed by the DAAD (01/2014-12/2015)

Leader of beneficiary Wuppertal in the EU TEMPUS Project ACES - Applied Computing in Engineering and Science (12/2013-10/2016), extended to 10/2017.

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"

Leader of the bilateral German-Slovakian Project Numerical Solution of Nonlinear Black-Scholes Equations, financed by the DAAD (01/2013-12/2014)

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)

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)

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)

Leader of

• ESR project "Structure-Preserving Projection Methods for Hamiltonian Systems"

Member of Project Far field boundary conditions for linear hyperbolic systems, financed by a DAAD scholarship for Tareq Amro (06/2010-08/2010)

Member of the Leibniz Group 1 COupled Fluid Flow in Energy and Environmental research, financed by the Leibniz Association (03/2008-09/2009)

Leader of the bilateral German-Slovakian Project Finite Differences for Financial derivative models, financed by the DAAD (01/2007-12/2008)

Leader of the bilateral German-Norwegian Project Transparent Boundary Conditions for the Equations in Meteorology, financed by the DAAD (01/2006-12/2007)

Head of Project D11 (Junior Research Group) of the DFG Research Center Mathematics for Key Technologies (11/2002-05/2006)

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)

Leader of the bilateral German-Greek Project New Mathematical and Numerical Techniques in Underwater Acoustics, financed by the DAAD (01/2004-12/2005)

Member of the working group 2 of the COST Action 2100 - Pervasive Mobile & Ambient Wireless Communication (started 12/2006)

Member of Team-D1 of European Research Training Network Hyperbolic and Kinetic Equations: Asymptotics, Numerics, Analysis (08/2002-07/2005)

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)