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Office | Johann-von-Neumann Haus, Room 2.419, Rudower Chaussee 25, 12489 Berlin-Adlershof, Germany (Google map) | |
Humboldt-University Berlin, Department of Mathematics, 10099 Berlin, Germany | ||
sickenberger@math.hu-berlin.de | ||
Phone | +49 - (0)30 - 2093 5448 (office) | |
+49 - (0)30 - 2093 2353 (secretary) | ||
Fax | +49 - (0)30 - 2093 2232 | |
Project | Multiscale 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. | |
Events |
• Int. 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. |