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University of Cologne


Faculty of Mathematics and Natural Sciences

Math. Institute, Group Prof. Dr. Caren Tischendorf


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Dr. Thorsten Sickenberger
Dipl. Math.

University of Cologne
Department of Mathematics
Research Group of Prof. Dr. Caren Tischendorf


   I have moved to Heriot-Watt University Edinburgh.
> Please follow this link:
   http://www.ma.hw.ac.uk/~ts117/

    OfficeBuilding 158, Room 1.01, Fraunhofer-Institut für Algorithmen und Wissenschaftliches Rechnen SCAI, Außenstelle Köln, Gyrhofstraße 8b, 50931 Cologne, Germany (travel directions)
    Office BerlinJohann-von-Neumann Haus, Room 2.419, Humboldt-University at Berlin, Rudower Chaussee 25, 12489 Berlin-Adlershof, Germany (Google map)
Mail University of Cologne, Math. Institute, Weyertal 86-90, D-50931 Köln, Germany
E-Mailsickεηbεrgεr@math.uni-koeln.de
Phone+49 - (0)221 - 470 6079 (office)
+49 - (0)30 - 2093 5448 (office Berlin)
+49 - (0)221 - 470 6081 (secretary)
Fax+49 - (0)221 - 470 6076
ProjectsICESTARS - Integrated Circuit/EM Simulation and design Technologies for Advances Radio Systems-on-chip:
  EM Analysis and Coupled EM-Cicuit Analysis (ongoing)
  supported by EU within the 7th Research Framework Programme (FP7): Information and Communication Technologies (ICT)
• Multiscale systems in microelectronics and optoelectronics: Efficient transient noise analysis in circuit simulation (completed)
  supported by BMBF Mathprogram "Math & Industry" (project 03RONAVN)
Research
Interests
• Numerical methods for stochastic differential equations (SDE) and stochastic differential algebraic equations (SDAE)
• Error estimation and step-size control
• Circuit simulation
• Computational mathematical finance
Theses Efficient Transient Noise Analysis in Circuit Simulation
  Doctoral thesis (≈ PhD thesis), Humboldt Universität zu Berlin, under supervision of Prof. Dr. Werner Römisch,
  submitted Januar 08, 2008; defended April 25, 2008; published July 2008 by Logos Verlag Berlin, Germany,
  ISBN 978-3-8325-1954-4, 160 pages. [order or download]

Sparse Grid Methods for Weak Approximation of SDEs [in german]
  Diploma thesis (≈ Master thesis), Technische Universität Darmstadt, under supervision of Prof. Dr. Klaus Ritter,
  submitted and reviewed Sept. 2004; not published

Papers








• Thorsten Sickenberger and Renate Winkler:
  Stochastic oscillations in circuit simulation,
  Submitted to PAMM, Proceedings of the 6th International Congress on Industrial and Applied Mathematics (ICIAM), Zurich.

• Georg Denk, Werner Römisch, Thorsten Sickenberger, and Renate Winkler:
  Efficient transient noise analysis in circuit simulation
  In W. Jäger and H.-J. Krebs (Eds.): Mathematics - Key Technology for the Future, pp. 39-49, Springer, Berlin, 2008.
  ISBN: 978-3-540-77202-6, [springer.de, amazon.de, amazon.com]

• Thorsten Sickenberger and Renate Winkler:
  Adaptive Methods for Transient Noise Analysis,
  In G. Ciuprina, D. Ioan (Eds.), Scientific Computing in Electrical Engineering SCEE 2006, pp. 403-410.
  ISBN: 978-3-540-71979-3, [springer.de, amazon.de, amazon.com]

• Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler:
  Local error estimates for moderately smooth problems: Part I - ODEs and DAEs, (Preprint 06-01),
  In BIT Numerical Mathematics vol. 47(1) (2007), pp. 157 - 187. Springer, Berlin, 2007.

• Thorsten Sickenberger:
  Mean-square convergence of stochastic multi-step methods with variable step-size, (Preprint 05-20)
  In J. Comput. Appl. Math., vol. 212(2) (2008), pp. 300 - 319.

• Prof. Dr. Werner Römisch, Thorsten Sickenberger und Dr. Renate Winkler:
  Mathematik - Grips für Chips: Effiziente transiente Rauschanalyse in der Schaltungssimulation [german],
  in Der Schlüssel zur Hochtechnologie - Mathematik für Innovationen in Industrie und Diensteistungen, BMBF, 2007.

• Thorsten Sickenberger and Renate Winkler:
  Efficient transient noise analysis in circuit simulation,
  Proceedings on Applied Mathematics and Mechanics (PAMM), GAMM Annual Meeting 2006 - Berlin, vol. 6(1) (2006), pp. 55-58.

Preprints • Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler:
  Local error estimates for moderately smooth problems: Part II - SDEs and SDAEs,
  Preprint 07-07, Institut für Mathematik, Humboldt-Universität zu Berlin, 2007, and submitted.

• Thorsten Sickenberger, Ewa Weinmüller and Renate Winkler:
  Local error estimates for moderately smooth ODEs and DAEs,
  Preprint 06-01, Institut für Mathematik, Humboldt-Universität zu Berlin, 2006. Published in BIT Numerical Mathematics.

• Thorsten Sickenberger:
  Mean-square convergence of stochastic multi-step methods with variable step-size,
  Preprint 05-20, Institut für Mathematik, Humboldt-Universität zu Berlin, 2005. Published in JCAM.

Events...upcoming... SCEE 2008,
  28.09. - 03.10.2008, Helsinki University of Technology, Espoo, Finland.

...upcoming... Workshop on SPDEs: Computations and Applications,
  29.09. - 01.10.2008, ICMS, Edinburgh, UK.

Modeling week,
  01.06. - 06.06.2008, Lambrecht

NASPDE 2008,
  16.05. - 17.05.2008, ETH, Zurich, Switzerland.

ICESTARS Kick-Off Meeting,
  21.02. - 22.02.2008, NXP, High Tech Campus, Eindhoven, the Netherland

Talk Arbeitsgemeinschaft Numerische Simulation,
  20.02.2008, University of Cologne, Math. Institute.

Int. Workshop on Stochastic Evolutionary Problems: Theory, Modelling and Numerics,
  31.10. - 02.11.2007, University of Chester, Chester, UK.

Visit and TechTalk @ Qimonda,
  17. - 21.09.2007, Qimonda AG, Munich, Germany.

6th International Congress on Industrial and Applied Mathematics (ICIAM) 2007,
  16. - 20.07.2007, ETH, Zurich, Switzerland.

Int. Conf. on SCIentific Computation And Differential Equations (SCICADE) 2007,
  9. - 13.07.2007, Le Palais du Grand Large, Saint-Malo, France.

Gemeinsame Jahrestagung DMV und GDM 2007,
  25. - 30.03.2007, Institut für Mathematik, Humboldt-Universität zu Berlin.

Int. Conf. SEMIC 2007 and 1st CoMSON demonstrator platform course,
  05. - 07.02.2007 & 07.02.2007 - 09.02.2007, Bergische Univeristät Wuppertal.

BMBF Statusseminar "Mathematik für Innovationen in Industrie und Dienstleistungen",
  13. - 14.12.2006, Forschungszentrum Jülich, Jülich.

Int. Workshop on "Numerics and Theory for Stochastic Evolution Equations",
  22. - 24.11.2006, Bielefeld University, Department of Mathematics, Bielefeld.

6th International Conference of "Scientific Computing in Electrical Engineering" (SCEE) 2006,
  17. - 22.09.2006, Sinaia, Romania.

Int. Workshop on Securitization of Weather and Climate Risk,
  31.08. - 02.09.2006, Humboldt-Universität zu Berlin.

Annual Meeting of "Gesellschaft für Angewandte Mathematik und Mechanik e.V. (GAMM) 2006",
  27. - 31.03.2006, Technische Universität Berlin.

Berliner Workshop 2006 "Numerische Simulation von Multiskalenmodellen für HF-Schaltungen im Zeitbereich",
  16. - 17.01.2006, Technische Universität Berlin.

Int. Workshop on "Computational Stochastic Differential Equations",
  19. - 24.09.2005, Bedlewo, Poland.

7. Workshop über Deskriptorsysteme,
  15. - 18.03.2005, Liborianum Paderborn.

Wuppertaler Workshop 2004 "Multiskalensysteme in Mikro- und Optoelektronik",
  25. - 26.11.2004, Bergische Universität Wuppertal.


 



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