An­ge­bot 239 von 635 vom 11.07.2018, 11:35


Tech­ni­sche Uni­ver­sität Ber­lin - Fac­ulty II - Insti­tute of Math­em­at­ics / Numer­ical Math­em­at­ics, Dif­fer­en­tial Equa­tions

Rese­arch Assist­ant - salary grade E13 TV-L Ber­liner Hoch­schu­len

part-time employ­ment may be pos­sible

ROM­SOC (Redu­ced Order Mod­el­ling, Sim­u­la­tion and Optim­iz­a­tion of Cou­p­led Sys­tems) is a Euro­pean Indus­trial Doc­tor­ate (EID) pro­ject in the pro­gramme Innov­at­ive Train­ing Net­works (ITN) and part of Marie Sklo­dow­ska Curie actions wit­hin the Hori­zon 2020 pro­gramme. The ROM­SOC EID Net­work brings toge­ther 15 inter­na­tio­nal aca­demic insti­tu­tions and 11 indus­try part­ners and sup­ports the recruit­ment of ele­ven early stage rese­arch­ers (ESRs). Each ESR will be work­ing on an indi­vidual rese­arch pro­ject in the host insti­tu­tion with second­ments rela­ted to their rese­arch in other aca­demic and indus­trial part­ners of the net­work. The rese­arch is focu­sed on three major top­ics: coup­ling meth­ods, model reduc­tion meth­ods, and optim­iz­a­tion meth­ods, for indus­trial app­lic­a­tions in well selec­ted areas, such as opti­cal and elec­tro­nic sys­tems, eco­nomic pro­ces­ses, and mater­i­als. The ROM­SOC EID Net­work offers a uni­que rese­arch envir­on­ment, where lead­ing aca­dem­ics and innov­at­ive indus­tries will integ­rate ESRs into their rese­arch teams for the train­ing period, pro­vid­ing an excel­lent struc­tured train­ing pro­gramme in mod­el­ling, sim­u­la­tion and optim­iz­a­tion of whole pro­ducts and pro­ces­ses.
We seek excel­lent open-min­ded and team-spir­ited PhD can­did­ates who will get uni­que inter­na­tio­nal, inter­dis­cip­lin­ary and inter-sec­toral train­ing in sci­ent­i­fic and trans­fer­able skills by dis­tin­guis­hed lead­ers from aca­demia and indus­try.
Wit­hin the ROM­SOC net­work we offer the fol­low­ing PhD pos­i­tion at Tech­nis­che Uni­ver­si­tät Ber­lin and Math­Con­sult GmbH: Model order reduc­tion for para­met­ric high dimen­sio­nal mod­els in the ana­lysis of fin­an­cial risk. Ref­er­ence num­ber: ROM­SOC-ESR06
In Com­pu­ta­tio­nal Fin­ance poten­tial devel­op­ments of assets and/or liab­il­it­ies are usu­ally
mode­led via Monte Carlo sim­u­la­tion of the under­ly­ing risk fac­tors. For the valu­ation of fin­an­cial
instru­ments, howe­ver, tech­niques based on dis­cret­ized con­vec­tion-dif­fu­sion-reac­tion PDEs are often super­ior. The solu­tion of these high-dimen­sio­nal prob­lems requi­res sparse rep­res­ent­a­tions in ten­sor for­mats and an adapt­a­tion of the iter­at­ive solv­ers to this for­mat.

Work­ing field:

The PhD can­did­ate shall deve­lop hier­arch­ical ten­sor rep­res­ent­a­tions MC and PDE meth­ods ari­sing in the valu­ation of fin­an­cial risk. The work com­pri­ses devel­op­ment of model order reduc­tion meth­ods for high-dimen­sio­nal sys­tems in ten­sor for­mat, the devel­op­ment of error estim­ates in model hier­archy and the imple­ment­a­tion of effi­cient algo­rithms. The PhD can­did­ate will spend second­ments for tech­nical and sci­ent­i­fic train­ing at Math­Con­sults (Aus­tria). PhD the­sis pre­par­a­tion is pos­sible.


  • Suc­cess­fully com­ple­ted uni­ver­sity degree (Mas­ter, Dip­lom or equi­val­ent) in Math­em­at­ics, Math­em­at­ical Engin­eer­ing, Math­em­at­ical Eco­nom­ics, Sci­ent­i­fic Com­put­ing or other rela­ted dis­cip­lines
  • Exper­i­ence in numer­ical solu­tion of dif­fer­en­tial equa­tions, ten­sor ana­lysis, and model order reduc­tion
  • Pro­gram­ming skills in object ori­ented lan­gua­ges as well as Python/Mat­lab
  • Strong inte­rest in inter­dis­cip­lin­ary sci­ent­i­fic work
  • Abil­ity to work inde­pend­ently and as part of a team
  • Strong motiv­a­tion to pur­sue a PhD degree
  • Pre­fer­red qual­i­fic­a­tions include excel­lent gra­des, rese­arch tal­ent (as pro­ven by the mas­ter the­sis), affin­ity with math­em­at­ical mod­el­ing and sim­u­la­tion in engin­eer­ing app­lic­a­tions, and per­sonal ambi­tion
  • Excel­lent com­mand of Eng­lish, toge­ther with good aca­demic writ­ing and pre­sent­a­tion skills

The can­did­ate recrui­ted in the ROM­SOC pro­ject must be in the first four years from the date when the can­did­ate obtai­ned the degree ent­it­ling him or her to embark on a doc­tor­ate (e.g.
Mas­ter degree). No doc­toral degree has been awar­ded dur­ing these four years. The can­did­ate must not have resi­ded or car­ried out her/his main activ­ity (work, stud­ies, etc.) in the host coun­try for more than 12 months in the 3 years imme­di­ately prior to the recruit­ment date. Com­puls­ory natio­nal ser­vice, short stays such as hol­i­days, and time spent as part of a pro­ced­ure for obtain­ing refu­gee sta­tus under the Geneva Con­ven­tion are not taken into account.
The can­did­ate must work exclus­ively for the pro­ject dur­ing the employ­ment con­tract. The can­did­ate must ful­fill the con­di­tions to be admit­ted in the PhD pro­gramme indic­ated in the job vacancy. Tui­tion fees will be cove­red by the fel­low­ship. These con­di­tions must be ful­fil­led at the start­ing date of the con­tract. The start­ing date for each pos­i­tion is tent­at­ive.

How to ap­ply:

Please send your writ­ten applic­a­tion with the ref­er­ence num­ber and the usual doc­u­ments (in par­tic­u­lar motivation letter, detailed CV, certificates, list of MSc courses and grades, copy of the master thesis, reference letter) to Tech­nis­che Uni­versität Ber­lin - Der Präsid­ent - Fakultät II, Institut für Mathematik, AG Modellierung, Numerik, Differentialgleichungen, Prof. Dr. Volker Mehrmann, Sekr. MA 4-5, Straße des 17. Juni 136, 10623 Berlin or by e-mail to

To ensure equal oppor­tu­nit­ies bet­ween women and men, app­li­ca­ti­ons by women with the requi­red qua­li­fi­ca­ti­ons are expli­citly desi­red.
Qua­li­fied indi­vi­du­als with disa­bi­li­ties will be favo­red. The TU Berlin values the diversity of its members and is committed to the goals of equal opportunities.

Please send cop­ies only. Ori­gi­nal docu­ments will not be retur­ned.