1 PhD Research position in Numerical methods for infinite-dimensional integrals in Belgium | KU Leuven

Infinite-dimensional problems occur naturally in many engineering applications whenever a continuous process needs to be discretized. This project focuses on such problems where the dependent variable of the continuous process appears in an expectation, turning the problem into approximating an infinite-dimensional integral.

Computational and algorithmic approaches for such infinite-dimensional integrals have been emerging and are currently a hot topic. In this project you will study and develop algorithms that take into account the optimal information cost and optimal convergence. Application areas are stochastic differential equations (e.g., as they occur in financial engineering) and stochastic multiscale calculations in physics and material engineering.

Your Profile

You should have an MSc degree in Mathematics, Applied Mathematics or Computer Science with a strong background in Numerical Analysis and Computational Mathematics. We expect a high motivation for doing research in the field of Numerical Methods.

Good knowledge of the English language, both spoken and written, is essential.

Our offer

We offer a tax-free PhD grant (which gets extended to 4 years after a positive evaluation of the year) to work in an interdisciplinary environment.