Dr. Claudine von Hallern

Photo: A. Wedemeyer
Post-doctoral Researcher
Numerical Methods in Geosciences
Address
Universität Hamburg
Faculty of Mathematics, Informatics and Natural Sciences
Dept. of Mathematics/CEN
Grindelberg 5
20144 Hamburg
Office
Room: G409
Contact
Tel: +49 40 42838-7748
Research Interest
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.
Publications
- Claudine von Hallern and Andreas Rößler, A Derivative-Free Milstein Type Approximation Method
for SPDEs covering the Non-Commutative Noise case, ArXiv e-prints, arXiv:2006.08275, 2020,
submitted - Claudine von Hallern and Andreas Rößler: An Analysis of the Milstein Scheme for SPDEs
without a Commutative Noise Condition. In: Tuffin B., L’Ecuyer P. (eds) Monte Carlo and Quasi-
Monte Carlo Methods. MCQMC 2018. Springer Proceedings in Mathematics & Statistics, vol
324. Springer, Cham, 2020.
doi: 10.1007/978-3-030-43465-6_25 - Claudine Leonhard and Andreas Rößler, Iterated Stochastic Integrals in Infinite Dimensions:
Approximation and Error Estimates. 2019, Stoch PDE: Anal Comp., 7(2), 209–239.
doi: 10.1007/s40072-018-0126-9. - Volkmar Sauerland, Ulrike Löptien, Claudine Leonhard, Andreas Oschlies, and Anand Srivas-
tav, Error assessment of biogeochemical models by lower bound methods. 2018, Geosci.
Model Dev., 11, 1181-1198.
doi: 10.5194/gmd-11-1181-2018 - Claudine Leonhard and Andreas Rößler, Enhacing the order of the Milstein scheme for SPDEs
with commutative noise. 2018, SIAM J. Numer. Anal., 56(4), 2585–2622.
doi: 10.1137/16M1094087 - Britta Kubera, Claudine Leonhard, Andreas Rößler, Achim Peters, Stress-related changes in
body shape – Results from the Whitehall II study. 2017, Obesity, 25: 1625–1632.
doi: 10.1002/oby.21928