If you are interested in doing a Semester or a Master project @ CSQI, please don’t hesitate to contact us.
Here is a list (incomplete) of topics for the Fall semester 2024:
- Dynamical low rank methods for data assimilation in hemodynamic applications
- Variational inference and low rank dynamics to sample from target distributions
- Dynamical Low Rank Approximations for Black-Scholes equations with uncertain volatility
- Numerical methods for integro-differential equations with application to option pricing
- Smooth bounded invertible neural networks for approximation of Fokker-Planck equations
- PINNs with approximate derivative computations for approximation of nonlinear PDEs
- SDE model for electricity consumption in domestic buildings; calibration from discretely observed data
- Discontinuous Galerkin methods for Hamilton-Jacobi-Bellman equations