| E-Mail: | gerstner ins.uni-bonn.de |
| See also: | http://www.math.uni-frankfurt.de/~gerstner/ |
| URL: | http://wissrech.ins.uni-bonn.de/people/gerstner.html |
 |
BMBF support program: Mathematik für Innovationen in Industrie und Dienstleistungen FIDEUM: Modellierung und Bewertung von Finanzderivaten in unvollständigen Märkten Cooperation with DZ Bank, Theta Engineering, TU München, Universität Heidelberg, Zürich Gruppe |
 |
BMBF support program: Mathematik für Innovationen in Industrie und Dienstleistungen Numerische Simulation für Asset/Liability Management im Versicherungswesen Cooperation with Deutscher Herold, Zürich Gruppe |
 |
Cluster of Excellence:
Hausdorff Center for Mathematics Project Area H: Stochastic market models and aggregation |
|
|
Cluster of Excellence:
Hausdorff Center for Mathematics Project Area J: High-dimensional problems and multi-scale methods |
|
ESF Program:
Advanced Mathematical Methods for Finance (AMaMeF) Adaptive numerical valuation methods for Bermudean options |
|
|
ESF Program:
Advanced Mathematical Methods for Finance (AMaMeF) Sparse grid discretizations for jump diffusion processes |
|
 |
SFB 611:
Singular phenomena and scaling in mathematical models Project C1: Wavelet Methods for Systems of Operator Equations |
 |
SFB 611:
Singular phenomena and scaling in mathematical models Project C2: Adaptive and robust multigrid methods for space time discretizations |
 |
Compression of Large-Scale Spatial Data
Efficient in-memory data compression, pointer-less representation of hierarchical data structures, space-filling curves, interactive visualization of global topographic data. |
 |
Fractal Landscape Classification
Hierarchical fractals, computation of fractal exponents, fast inverse data fitting, artificial terrain generation. |
 |
Hierarchical Terrain Representation
Digital elevation models, adaptive hierarchical triangulations, recursive bisection, wavelets on triangulations, constrained triangulations, preservation of topography. |
 |
Medical Imaging
Interactive volume visualization, slicing, parallel isosurface extraction, handling of large MRI and CT data sets. |
 |
Meteorological Data Analysis
Weather radar measurements, meteorological visualization systems, volume rendering, data dependency modelling, neural networks. |
 |
Molecular Visualization
Fast multiresolution display of transparent isosurfaces, electron densities, visualization of bonds and atomic positions, data exploration. |
 |
Multiresolution Isosurface Extraction
Adaptive hierarchical tetrahedral meshes, recursive bisection, fast extraction algorithms, error indicators, topology preservation, controlled topology simplification. |
 |
Numerical Quadrature in Finance
Pricing of contingent claims, path- and performance-dependent options, Brownian bridge construction, principal component analysis, adaptive sparse grids, dimension reduction. |
 |
Progressive Image and Video Transmission
Tree and tree-front image coding, space-filling curves, hierarchical triangulations, quality of service, video conferencing. |
 |
Sparse Grids
Numerical interpolation and integration on sparse grids, hierarchical tensor-product bases, combination technique, curse of dimensionality. |
 |
REMO: Complex Retrieval and Monitoring Scenarios in Science and Engineering initiative of the University of Bonn Trend Prediction of Exchange Rate with Regularization Networks on Dimension-Adaptive Sparse Grids |
Publications |
Talks |
Teaching |