M.Sc. Kerstin Lux

Contact
Research Assistant
A5, Room B103
klux(at)mail.uni-mannheim.de
Tel.: +49 (0)621 181-2472
Fax: +49 (0)621 181-3577
Office hour: by appointment

Teaching

  • FSS 2017: Modellierung und Simulation (Master Seminar)

Research Interests

  • Stochastic optimization with PDE constraints
  • Stochastic simulation

Resume

06/09: Graduated from Gymnasium am Stefansberg, Merzig (Abitur)
08/09 - 03/16: Studies in Business Mathematics, University of Mannheim
09/11 - 02/12: Erasmus stay at Université Nice Sophia Antipolis, Nice, France
02/13: B.Sc in Business Mathematics, University of Mannheim
03/16: M.Sc in Business Mathematics, University of Mannheim
Since 06/16: Research Assistant, School of Business Informatics and Mathemathics, University of Mannheim

Publications

Journal Publications

  1. S. Göttlich, K. Lux, A. Neuenkirch - The Euler scheme for stochastic differential equations with discontinuous drift coefficient: A numerical study of the convergence rate - submitted, May 2017.

Thesis

  1. K. Lux - The Euler scheme for stochastic differential equations with discontinuous drift coefficient: analysis and simulations - Master Thesis, Dept. of Mathematics, University of Mannheim, March 2016 (Werner-Oettli-Preis for best master thesis 2015/16).
  2. K. Lux - Optimale Portfolioliquidierungsstrategien mit stochastischer Liquidität - Bachelor Thesis, Dept. of Mathematics, University of Mannheim, Februrary 2013.

Conferences/Workshops

  • KoMSO Modellierungstag, April 2017, Mannheim
  • Spring School 2017: From Particle Dynamics to Gradient Flows, March 2017, Kaiserslautern
  • Fair "E-world energy & water", February 2017, Essen
  • 28th meeting of the Rhein-Main Arbeitskreis, January 2017, Marburg; Talk: Simulation studies on stochastic differential equations with discontinuous drift coefficient
  • Grid Science Winter School & Conference, January 2017, Santa Fe (NM), USA; Poster presentation: Inflow control in supply systems with uncertain demands; funded by Los Alamos National Laboratory
  • Research stay at RWTH Aachen University, November 2016, Aachen
  • Südwestworkshop Operations Research, October 2016, Kaiserslautern
  • Autumn School Algorithmic Optimization, September 2016, Trier
  • Students conference of the German Mathematical Society (DMV), July 2016, Berlin; Talk: The Euler scheme for Stochastic Differential Equations with discontinuous drift coefficient (talk awarded a 1st price of the German Mathematical Society)
  • 7th European Congress of Mathematics, July 2016, Berlin