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Office | Building 158, Room 1.01, Fraunhofer-Institut für Algorithmen und Wissenschaftliches Rechnen SCAI, Außenstelle Köln, Gyrhofstraße 8b, 50931 Cologne, Germany (travel directions) | ||
Office Berlin | Johann-von-Neumann Haus, Room 2.419, Humboldt-University at Berlin, Rudower Chaussee 25, 12489 Berlin-Adlershof, Germany (Google map) | ||
University of Cologne, Math. Institute, Weyertal 86-90, D-50931 Köln, Germany | |||
sickεηbεrgεr@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 | ||
Projects |
• ICESTARS - 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. |