Dr. Claudine von Hallern

My research focus is the numerical analysis of stochastic differential equations, particularly, stochastic partial differential equations (SPDEs). I develop and analyze numerical methods for this class of equations and I am especially concerned with higher order schemes that are free of derivatives.

Moreover, I am motivated by particular applications – Uncertainty is an important factor in the ocean sciences. Therefore, I investigate the impact of uncertainties in ocean models and work on numerical schemes for the specific SPDEs that are involved.