Humboldt-Universität zu Berlin
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Dr. Thorsten Sickenberger
Dipl. Math.

Humboldt-Universität zu Berlin
Department of Mathematics
Research Group of Prof. Dr. W. Römisch

   I have moved to Cologne University.
> Please visit me at my new website:
   http://www.mi.uni-koeln.de/~sickenbe

deutsch

OfficeJohann-von-Neumann Haus, Room 2.419, Rudower Chaussee 25, 12489 Berlin-Adlershof, Germany (Google map)
MailHumboldt-University Berlin, Department of Mathematics, 10099 Berlin, Germany
E-Mailsickenberger@math.hu-berlin.de
Phone+49 - (0)30 - 2093 5448 (office)
+49 - (0)30 - 2093 2353 (secretary)
Fax+49 - (0)30 - 2093 2232
ProjectMultiscale systems in microelectronics and optoelectronics: Efficient transient noise analysis in circuit simulation
supported by BMBF Mathprogram "Math & Industry"
Research
Interests
• Numerical methods for stochastic differential equations (SDE) and stochastic differential algebraic equations (SDAE)
• Error estimation and step-size control
• Circuit simulation
• Computational mathematical finance

Theses Efficient Transient Noise Analysis in Circuit Simulation
  Doctoral thesis (≈ PhD thesis), Humboldt Universität zu Berlin, under supervision of Prof. Dr. Werner Römisch,
  submitted Januar 08, 2008; defended April 25, 2008; published July 2008 by Logos Verlag Berlin, Germany,
  ISBN 978-3-8325-1954-4, 160 pages. [order or download]

Sparse Grid Methods for Weak Approximation of SDEs [in german]
  Diploma thesis (≈ Master thesis), Technische Universität Darmstadt, under supervision of Prof. Dr. Klaus Ritter,
  submitted and reviewed Sept 2004; not published.

Papers • Thorsten Sickenberger and Renate Winkler:
  Stochastic oscillations in circuit simulation,
  Submitted to PAMM, Proceedings of the 6th International Congress on Industrial and Applied Mathematics (ICIAM), Zurich.

• Georg Denk, Werner Römisch, Thorsten Sickenberger, and Renate Winkler:
  Efficient transient noise analysis in circuit simulation
  In W. Jäger and H.-J. Krebs (Eds.): Mathematics - Key Technology for the Future. Springer, Berlin, 2008.
  ISBN: 978-3-540-77202-6, date of publication: February 13, 2008.

• Thorsten Sickenberger and Renate Winkler:
  Adaptive Methods for Transient Noise Analysis,
  In G. Ciuprina, D. Ioan (Eds.), Scientific Computing in Electrical Engineering SCEE 2006, pp. 403-410.

• Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler:
  Local error estimates for moderately smooth problems: Part I - ODEs and DAEs, (Preprint 06-01),
  In BIT Numerical Mathematics vol. 47(1) (2007), pp. 157 - 187. Springer, Berlin, 2007.

• Thorsten Sickenberger:
  Mean-square convergence of stochastic multi-step methods with variable step-size, (Preprint 05-20)
  In J. Comput. Appl. Math., vol. 212(2) (2008), pp. 300 - 319.

• Prof. Dr. Werner Römisch, Thorsten Sickenberger und Dr. Renate Winkler:
  Mathematik - Grips f�r Chips: Effiziente transiente Rauschanalyse in der Schaltungssimulation [german],
  in Der Schl�ssel zur Hochtechnologie - Mathematik für Innovationen in Industrie und Diensteistungen, BMBF, 2007.

• Thorsten Sickenberger and Renate Winkler:
  Efficient transient noise analysis in circuit simulation,
  Proceedings on Applied Mathematics and Mechanics (PAMM), GAMM Annual Meeting 2006 - Berlin, vol. 6(1) (2006), pp. 55-58.

Preprints • Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler:
  Local error estimates for moderately smooth problems: Part II - SDEs and SDAEs,
  Preprint 07-07, Institut für Mathematik, Humboldt-Universität zu Berlin, 2007, and submitted.

• Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler:
  Local error estimates for moderately smooth ODEs and DAEs,
  Preprint 06-01, Institut für Mathematik, Humboldt-Universität zu Berlin, 2006. Published in BIT Numerical Mathematics.

• Thorsten Sickenberger:
  Mean-square convergence of stochastic multi-step methods with variable step-size,
  Preprint 05-20, Institut für Mathematik, Humboldt-Universität zu Berlin, 2005. Published in JCAM.

EventsInt. Workshop on Stochastic Evolutionary Problems: Theory, Modelling and Numerics,
  31.10. - 02.11.2007, University of Chester, Chester, UK.

Visit and TechTalk @ Qimonda,
  17. - 21.09.2007, Qimonda AG, Munich, Germany.

6th International Congress on Industrial and Applied Mathematics (ICIAM) 2007,
  16. - 20.07.2007, ETH, Zurich, Switzerland.

Int. Conf. on SCIentific Computation And Differential Equations (SCICADE) 2007,
  9. - 13.07.2007, Le Palais du Grand Large, Saint-Malo, France.

Gemeinsame Jahrestagung DMV und GDM 2007,
  25. - 30.03.2007, Institut f�r Mathematik, Humboldt-Universit�t zu Berlin.

Int. Conf. SEMIC 2007 and 1st CoMSON demonstrator platform course,
  05. - 07.02.2007 & 07.02.2007 - 09.02.2007, Bergische Univerist�t Wuppertal.

BMBF Statusseminar "Mathematik f�r Innovationen in Industrie und Dienstleistungen",
  13. - 14.12.2006, Forschungszentrum J�lich, J�lich.

Int. Workshop on "Numerics and Theory for Stochastic Evolution Equations",
  22. - 24.11.2006, Bielefeld University, Department of Mathematics, Bielefeld.

6th International Conference of "Scientific Computing in Electrical Engineering" (SCEE) 2006,
  17. - 22.09.2006, Sinaia, Romania.

Int. Workshop on Securitization of Weather and Climate Risk,
  31.08. - 02.09.2006, Humboldt-Universit�t zu Berlin.

Annual Meeting of "Gesellschaft f�r Angewandte Mathematik und Mechanik e.V. (GAMM) 2006",
  27. - 31.03.2006, Technische Universit�t Berlin.

Berliner Workshop 2006 "Numerische Simulation von Multiskalenmodellen f�r HF-Schaltungen im Zeitbereich",
  16. - 17.01.2006, Technische Universit�t Berlin.

Int. Workshop on "Computational Stochastic Differential Equations",
  19. - 24.09.2005, Bedlewo, Poland.

7. Workshop �ber Deskriptorsysteme,
  15. - 18.03.2005, Liborianum Paderborn.

Wuppertaler Workshop 2004 "Multiskalensysteme in Mikro- und Optoelektronik",
  25. - 26.11.2004, Bergische Universit�t Wuppertal.