If you are interested in writing your thesis at our chair, please have a look at the list of topics at open thesis.

Ph.D. Theses

• Schöps, Sebastian (2011):
  Multiscale Modeling and Multirate Time-Integration of Field/Circuit Coupled Problems
• Mohaghegh, Kasra (2010):
  Linear and Nonlinear Model Order Reduction for Numerical Simulation of Electric Circuits
• Massimiliano Culpo (2009):
  Numerical Algorithms for System Level Electro-Thermal Simulation
• Tappe, Kai (2008) :
  Ordinary and Levy Copulas in Finance - Models, Methods and Tools for Risk Management and Option Pricing
• Cathrin van Emmerich (2007):
  A Square Root Process for Modelling Correlation
• Stephanie Knorr (May 2007):
  Wavelet-Based Simulation of Multirate Partial Differential-Algebraic Systems in Radio Frequency Applications.
• Christian Kahl (February 2007):
  Modelling and Simulation of Stochastic Volatility in Finance.
• Michael Striebel (April 2006):
  Hierarchical Mixed Multirating for Distributed Integration of DAE Network Equations in Chip Design.
• Andreas Bartel (November 2003):
  Partial Differential-Algebraic Models in Chip Design - Thermal and Semiconductor Problems.
• Roland Pulch (June 2003):
  PDAE Methoden zur numerischen Simulation quasiperiodischer Grenzzyklen von Oszillatorschaltungen.

Master Theses

• Daniel Heubes (September 2010):
  Lattice Boltzmann Method in Theory and in Application to Coupled Problems
  
• Michele Wandelt (April 2010):
  Implicit partitioned Runge-Kutta integrators for simulations of gauge theories
  
• Christof Kaufmann (March 2010):
  Identification of Electrical Circuits for Realization of Sparsity Preserving Reduced Order Models
• Christian Jelenowski (Feburary 2010):
  Differential-Algebraic Equations and Mathematical Modelling of Electrical Circuits for Radio Frequency Applications
• Frank Wächter (January 2010):
  Determination of driving cycle relevant operation points to estimate fcuel consumption
• Philipp Werneburg (October 2008):
  Determination of the Price-Load Curve Using Smoothing Splines Under Tension.
• Daniel Wetterau (May 2008):
  Theoretische und numerische Untersuchungen des Heston-Modells erweitert um eine zeitabhängige Langzeitvarianz
• Sven Herzberg (March 2008):
  Electric-Thermal Modeling in Comson Demonstrator Platform
• Sebastian Schöps (January 2008):
  Coupling and Simulation of Lumped Electric Circuits Refined by 3-D Magnetoquasistatic Conductor Models Using MNA and FIT.
• Katrin General (August 2007):
  Eine Untersuchung zur semi-analytischen Berechnung eines europäischen Calls unter dem Variance-Gamma-Modell
• Kasra Mohaghegh (December 2006):
  Numerical solution for consolidation process with FEMLAB.
• Massimiliano Culpo (October 2006):
  Heterogeneous ODE/PDE Coupling for Charge Transport in Semiconductors.
  Italian version (10MB):
  Accoppiamento eterogeneo ODE/PDE per il trasporto di carica nei semiconduttori.
• Kai Tappe (June 2006):
  Optimal Strategies for Hedging Basis Risk in the Weather Market.
• Patrick Deuß (May 2006):
  Portfolio Optimization. The Martingale Approach.
• Julia Greb (April 2006):
  Optimale Simulation von frequenzmodulierten Signalen
• Tanja Dicke (September 2005):
  Bewertung von Bermudan Bond-Optionen. Der Algorithmus von Longstaff und Schwartz im Vergleich zur Binomialbaummethode.
• Thomas Voß (July 2005):
  Model reduction for nonlinear differential-algebraic equations for circuit simulation
• Cathrin van Emmerich (February 2005):
  Modelling and Simulating of Rain Derivatives.
• Christian Kahl (September 2004):
  Positive Numerical Integration of Stochastic Differential Equations.
• Stephanie Knorr (October 2002):
  Multirate-Verfahren in der Co-Simulation gekoppelter dynamischer Systeme mit Anwendung in der Fahrzeugindustrie.
• Michael Striebel (May 2002):
  Multirate-Verfahren für Differential-Algebraische Netzwerkgleichungen.
• Roland Pulch (December 1999):
  Numerische Simulation von PDE-Modellen in der Analyse von RF-Schaltungen.