Mathematisches Institut
Universität Tübingen
Auf der Morgenstelle 10
D-72076 Tübingen
Room C2A32, building C phone: +49 7071 29 76073 mail: majee (at) na.uni-tuebingen.de
Office hours
by appointment (e-mail)
Interests
Well-posedness theory for stochastic perturbation of nonlinear balance laws in entropy solution framework
Stochastic control in Ferromagnetism
Numerical analysis and its quantitative properties (convergence, rate of convergence)
Large deviation principle for stochastic PDEs
Preprints and Publications
Stochastic conservation laws: Weak-in-time formulation and strong entropy condition, with Imran H. Biswas: Journal of Functional Analysis 267 (2014) 2199-2252.
pdf
Conservation laws driven by Lévy white noise, with Imran H. Biswas and Kenneth H. Karlsen:
Journal of Hyperbolic Differential Equation: Vol. 12, No. 3 (2015) 581–654. pdf
Continuous dependence estimate for conservation laws with Lévy noise, with Imran H. Biswas and Ujjwal Koley: Journal of Differential Equations 259 (2015) 4683-4706.
pdf
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise, with Ujjwal Koley and Guy Vallet: Stochastics and Partial Differential
Equations: Analysis and Computations 5 (2017), no. 2, 145-191. pdf
A finite difference scheme for conservation laws driven by Lévy noise, with Ujjwal Koley and Guy Vallet: IMA Journal of Numerical Analysis (2018) 38, 998-1050.
pdf
Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise, with Andreas Prohl: Computational Methods in Applied Mathematics 2018; 18(2): 297-311.
(to appear). pdf
On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise, with Imran H. Biswas and Guy Vallet, Advances in Nonlinear Analysis (to appear). pdf
Stochastic optimal control in Ferromagnetism, with Thomas Dunst, Andreas Prohl and Guy Vallet, submitted. pdf
Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise: Applied mathematics and computation (to appear). pdf
Convergence of a fully discrete monotone finite volume scheme for Lévy driven balance laws, submitted. pdf
In Preparation
Dynamic Programming for Finite Ensembles of Nanomagnetic Particles, with Max Jensen and Andreas Prohl.
Teaching assistant
`Optimierung mit Differentialgleichungen', October, 2016 - February, 2017 at Mathematisches Institut, U. Tübingen.
Seminar (`Nichtlineare Optimierung'), October, 2016 - February, 2017 at Mathematisches Institut, U. Tübingen.
`Nichtlineare Optimierung', April- July, 2016 at Mathematisches Institut, U. Tübingen.
Proseminar (`Stochastische Modelle'), April- July, 2016 at Mathematisches Institut, U. Tübingen.
`Stochastische Differentialgleichungen', October, 2015 - February, 2016 at Mathematisches Institut, U. Tübingen.
Master course on `Probability Theory', January- May, 2013 at TIFR-CAM.