DFG Collaborative Research Centers
 | SFB 1114: Scaling Cascades in Complex Systems |
| Materials with discontinuities on many scales (>> more) Project Head: M. Heida, M. Thomas July 1, 2022 - June 30, 2026 | |
| Interface dynamics: Bridging stochastic and hydrodynamic descriptions (>> more) Project Head: M. Thomas, R. Netz (FU Berlin) July 1, 2022 - June 30, 2026 | |
 | SFB 1294: Data Assimilation - The Seamless Integration of Data and Models |
| Approximative Bayesian inference and model selection for stochastic differential equations (SDEs) (>> more) Project Head: V. Spokoiny, M. Opper (TU Berlin), S. Reich (Universität Potsdam) July 1, 2017 - June 30, 2025 | |
 | SFB/TRR 154: Mathematical Modelling, Simulation and Optimization Using the Example of Gas Networks |
| Multicriteria optimization subject to equilibrium constraints using the example of gas markets (>> more) Project Head: C. Geiersbach, M. Hintermüller July 1, 2022 - June 30, 2026 | |
| Stochastic gradient methods for almost sure state constraints for optimal control of gas flow under uncertainty (>> more) Project Head: M. Hintermüller July 1, 2022 - June 30, 2026 | |
| Probabilistic constraints in gas market models (>> more) Project Head: R. Henrion October 15, 2014 - June 30, 2026 | |
| CRC/TRR 388: Rough Analysis, Stochastic Dynamics and Related Fields | |
| Optimal transport meets rough analysis Project Head: P. Friz, M. Liero October 1, 2024 - June 30, 2028 | |
| Statistical learning from path observations Project Head: Ch. Bayer, M. Reiss (HU Berlin) October 1, 2024 - September 30, 2028 | |
| Microstructural foundations of rough volatility models Project Head: Ch. Bayer, U. Horst (HU Berlin) October 1, 2024 - June 30, 2028 | |
| Signature methods for optimal control in finance Project Head: Ch. Bayer, P. Bank (TU Berlin) October 1, 2024 - June 30, 2028 | |
| Bayesian inference and mean field approximation for nonlinear (S)PDE Project Head: V. Spokoiny, S. Wang (HU Berlin) October 1, 2024 - June 30, 2028 | |