© Prof. Dr. Eberle
Prof. Dr. Andreas Eberle
Zugehörigkeiten
- Institute for Applied Mathematics
Forschungsschwerpunkte
- Probability Theory
- Differential Equations
- Functional Analysis
- Geometry
- Numerical Analysis
My research is based on the combination of methods from probability theory and other branches of mathematics, including differential equations and functional analysis, numerical analysis, geometry, and mathematical physics. A current focus is on coupling methods for stochastic processes on continuous state spaces. Here, a common goal is to quantify stability properties and convergence to equilibrium, for example for stochastic differential equations, systems with mean-field interactions, numerical approximations, and both Markov Chain Monte Carlo and sequential Monte Carlo methods. Recently, I am particularly interested in Hamiltonian Monte Carlo methods and (kinetic) Langevin dynamics on high and infinite dimensional state spaces.
© Prof. Dr. Eberle
Prof. Dr. Andreas Eberle