Claudio Bierig

Institut für Mathematik
Carl von Ossietzky Universität Oldenburg
D-26111 Oldenburg

+49-441-798 3226

claudio.bierig(at)uni-oldenburg.de

Campus Oldenburg-Wechloy,
Carl von Ossietzky Straße, W1 2-226

Recent Teaching

In Oldenburg

WS 15/16

SS 2015

 

mat597 Numerische Methoden für partielle Differenzialgleichungen mit Unsicherheiten (Master) - Tutor

mat595 Numerik partieller Differentialgleichungen (Bachelor / Master) - Tutor

In Reading

Spring 2015ICM299 Numerical Methods for Financial Engineering (MSc Financial Eng., ICMA & Henley BS) - Tutor
Autumn 2014MA3NA2 Numerical Analysis II (BSc Mathematics) - Tutor
Spring 2014ICM293 Numerical Methods for Finance (MSc Financial Eng., ICMA & Henley Business School) - Tutor

Research Interests

  • Numerical methods for uncertainty quantification in problems with random parameters
  • Numerical methods for contact and obstacle problems

Publications

  • C. Bierig and A. Chernov, Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method, 2015, Submitted, Preprint
  • C. Bierig and A. Chernov, Estimation of arbitrary order central statistical moments by the Multilevel Monte Carlo Method, Stochastic Partial Differential Equations: Analysis and Computations (2015), DOI: 10.1007/s40072-015-0063-9
  • C. Bierig and A. Chernov, Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems, Numer. Math. 130 (2015), no. 4, 579–613, DOI: 10.1007/s00211-014-0676-3
  • C. Bierig, Numerische Lösung von stochastischen variationellen Ungleichungen - Masterarbeit Universität Bonn, January 2012.

CV

  • since 2015 PhD student, supervision Prof. Alexey Chernov (Universität Oldenburg)
  • 2013-2015 PhD student, supervision Prof. Alexey Chernov (University of Reading, UK)
  • 2012-2013 PhD student, supervision Prof. Alexey Chernov (Universität Bonn)
  • 12/2011 Master of Science in Mathematics (Universität Bonn)
  • 07/2009 Bachelor of Science in Mathematics (Universität Konstanz)