Würzburg - Wroclaw Center for Stochastic Computing

The Hugo Steinhaus Center at the Institute of Mathematics and Computer Science (Director: Prof. Dr. Aleksander Weron) of the Wroclaw University of Technology and the Chair of Scientific Computing (Head: Prof. Dr. Alfio Borzì) at the Institute for Mathematics of the University of Würzburg are the co-founder of the «Würzburg - Wroclaw Center for Stochastic Computing» (WWCSC) that provides an organizational and scientific platform to support scientific cooperation and to encourage exchange of students between the above mentioned scientific groups and between the corresponding Institutes. A main focus of the WWCSC is to support a number of Master and PhD works based on joint research efforts with the possibility of co-supervision.

The expertise of the research groups involved in the WWCSC boosts a successful long-term collaboration in the area of numerical and stochastic modeling, simulation, calibration, and control of stochastic systems with present and foreseen applications in natural sciences, engineering, and medicine.

The WWCSC initiative results from ongoing research collaboration on specific topics and mutual visits and seminars of the Members of the two groups at the two Universities. In particular, these topics cover various aspects of financial engineering, FARIMA modeling, testing ergodicity breaking in experimental data, fractional Fokker-Planck modeling, Fokker-Planck control strategies for stochastic Ito processes and piecewise deterministic processes, and anomalous transport in biological cells. In addition, a particular effort will be put in combining image processing methods and stochastic analysis techniques to analyze and model the dynamics of microbiological entities (e.g., proteins and telomeres marked with fluorescence) observed in 4D microscopy.

The group in Wroclaw has very high international visibility in the field of statistical analysis of experimental data, anomalous diffusion and identification of stochastic models. Recently, the Wroclaw group was granted a MAESTRO project on «Anomalous Dynamics of Complex Physical and Biological Systems». On the other hand, the group in Würzburg is well recognized for contributions in the field of Fokker-Planck models and their use for controlling and calibrating of stochastic processes. Recently, the Würzburg group successfully started the EU Marie Curie Multi-ITN STRIKE Project «Novel Methods in Computational Finance».

Related links:

Hugo Steinhaus Center for Stochastic Methods

Institute of Mathematics and Computer Science, Wrocław University of Technology

Chair of Mathematics IX 'Scientific Computing', Julius-Maximilians-Universität Würzburg

Lohse Research Group "Receptor Signaling", Rudolf Virchow Center for Experimental Biomedicine

Würzburg-Wroclaw Nanophotonics Center

Mathematics and Digital Science

Links for students:

International Office University of Würzburg