# Martin Redmann - Personal Homepage

I worked within the research group Stochastic Algorithms and Nonparametric Statistics at the Weierstraß Institute for Applied Analysis and Stochastics. I was a member of the DFG Research Unit - Rough Paths, Stochastic Partial Differential Equations and Related Topics and I was a postdoctoral researcher within the subproject Numerical Analysis of Rough PDEs. I was also a part of the research group Quantitative analysis of stochastic and rough systems.

From August 2018 to January 2019 I worked as an Interim Professor at the University of Southern Denmark. Since January 2020 I am the Head of the Chair for Applied Stochastics at the Martin Luther University of Halle-Wittenberg.

## Job Offers

- We are offering a PhD position at the university of Halle. The focus will be on model order reduction and efficient numerical solutions to high dimensional problems arising in the field of stochastic (partial) differential equations. Besides interesting topics at the interface of stochastic and numerical analysis, we provide good working conditions including an intense supervision and a family friendly atmosphere. Moreover, Halle is a student city and nice place to live. There are a lot of parks, a beautiful old town, great bars and restaurants and affordable rents. For more details on the position, see:
- We are offering a Postdoctoral position in the field of numerics for stochastic differential equations:
- Numerical Approximations to Rough (P)DEs
- Lévy Processes
- Stochastic Ordinary Differential Equations
- Stochastic Evolution Equations
- Model Reduction for Stochastic Systems
- Balanced Truncation for Linear Controlled Stochastic Differential Equations with Lévy Noise
- Singular Perturbation Approximation for Linear Controlled Stochastic Differential Equations with Lévy Noise
- Error Bound and Stability Analysis for Model Order Reduction Methods for Stochastic Systems
- Galerkin Schemes for Controlled Stochastic Partial Differential Equations with Lévy Noise
**since 01/2020**Martin Luther University of Halle-Wittenberg, Assistant Professor (W1 with Tenure Track to W2) for Applied Stochastics (Head of the Chair)**08/2018 − 01/2019**University of Southern Denmark (Odense): Department of Mathematics and Computer Science, Interim Professor**07/2016 − 12/2019**Weierstraß Institute for Applied Analysis and Stochastics in Berlin, Postdoctoral researcher in mathematics**06/2012 − 06/2016**Max Planck Institute for Dynamics of Complex Technical Systems in Magdeburg, Ph.D. student in mathematics, Ph.D. thesis:*Model Order Reduction Techniques Applied to Evolution Equations with Lévy Noise***10/2009 − 04/2012**Martin Luther University of Halle-Wittenberg, Studies in Mathematics (major) and Economics (minor) with main focus on stochastics, Degree: Master of Science, Masters' thesis: Zur Stochastischen Analysis Hilbertraum-wertiger Lévy-Prozesse (The Stochastic Analysis of Hilbert Space-valued Lévy Processes)**10/2006 − 09/2009**Martin Luther University of Halle-Wittenberg, Studies in Mathematics (major) and Economics (minor), Degree: Bachelor of Science, Bachelor thesis: Ein zeitdiskretes fraktales Filterproblem (A Time Discrete Fractional Filtering Problem)- M. Redmann, S. Riedel,
*Runge-Kutta methods for rough differential equations*, Submitted 2020 - M. Redmann, C. Bayer, P. Goyal,
*Low-dimensional approximations of high-dimensional asset price models*, Submitted 2020 - S. Becker, C. Hartmann, M. Redmann, L. Richter,
*Feedback control theory and Model order reduction for stochastic equations*, Submitted 2020 - M. Redmann,
*The missing link between the output and the H*, Submitted 2019_{2}-norm of bilinear systems - C. Bayer, D. Belomestny, M. Redmann, S. Riedel, J. Schoenmakers,
*Solving linear parabolic rough partial differential equations*, Journal of Mathematical Analysis and Applications, 2020 - M. Redmann,
*A new type of singular perturbation approximation for stochastic bilinear systems*, Mathematics of Control, Signals, and Systems, 2020 - C. Bayer, M. Redmann, J. Schoenmakers,
*Dynamic programming for optimal stopping via pseudo-regression*, Quantitative Finance, Accepted 2020 - M. Redmann,
*An L*, Systems and Control Letters, 2020^{2}_{T}-error bound for time-limited balanced truncation - P. Goyal, M. Redmann,
*Time-Limited H*, Applied Mathematics and Computation, 2019_{2}-Optimal Model Order Reduction - M. Redmann,
*Energy estimates and model order reduction for stochastic bilinear systems*, International Journal of Control, 2018 - M. Freitag and M. Redmann,
*Balanced Model Order Reduction for Linear Random Dynamical Systems Driven by Lévy Noise*, Journal of Computational Dynamics, 2018 - P. Kürschner, M. Redmann,
*An Output Error Bound for Time-Limited Balanced Truncation*, Systems and Control Letters, 2018 - M. Redmann,
*Type II balanced truncation for deterministic bilinear control systems*, SIAM Journal on Control and Optimization, 2018 - M. Redmann,
*Type II singular perturbation approximation for linear systems with Lévy Noise*, SIAM Journal on Control and Optimization, 2018 - P. Benner and M. Redmann,
*Singular Perturbation Approximation for Linear Systems with Lévy Noise*, Stochastics and Dynamics, 2017 - P. Benner and M. Redmann,
*An H*, Systems and Control Letters, 2017_{2}-Type Error Bound for Balancing-Related Model Order Reduction of Linear Systems with Lévy Noise - P. Benner, P. Goyal, and M. Redmann,
*Truncated Gramians for Bilinear Systems and their Advantages in Model Order Reduction*, Model Reduction of Parametrized Systems,*MS&A - Modeling, Simulation and Applications*, Springer International Publishing, 2017 - P. Benner and M. Redmann,
*Approximation and Model Order Reduction for Second Order Systems with Lévy-Noise*, AIMS Proceedings, 2015 - P. Benner and M. Redmann,
*Model Reduction for Stochastic Systems*, Stochastic Partial Differential Equations: Analysis and Computations, 2015 - P. Benner, T. Damm, M. Redmann, and Y. R. Rodriguez Cruz,
, Linear Algebra and its Applications, 2014*Positive Operators and Stable Truncation* - P. Benner and M. Redmann,
, Proc. Appl. Math. Mech., 2013*Reachability and Observability**Concepts for Stochastic Systems* - C. Bayer, W. König, M. Redmann, J. Schoenmakers, W. van Zuijlen,
*Modern Methods for Stochastic Differential Equations*, Scientific Highlight Article, WIAS Annual Research Report, 2018 **Stochastic Differential Equations - Applications and Efficient Solutions;***Mathematical Colloquium at the University of Cottbus*(invited talk); Cottbus; March 2020**Energy estimates and model order reduction for bilinear systems with Lévy noise;***European Numerical Mathematics and Advanced Applications Conference*(invited talk); Egmond aan Zee; October 2019**Model Reduction for Stochastic Bilinear Systems;***International Congress on Industrial and Applied Mathematics*; Valencia; July 2019**Numerical approximations for RDEs and SDEs;***Seminar talk at the University of Dresden*(invited talk); Dresden; April 2019**Numerical approximations for RDEs and SDEs;***Seminar talk at the University of Freiberg*(invited talk); Freiberg (Germany); April 2019**Energy estimates and model order reduction for stochastic bilinear systems;***12th International Workshop on Stochastic Models and Control*; Cottbus; March 2019**Numerical approximations for RDEs and SDEs;***Seminar talk at the University of Halle*(invited talk); Halle; December 2018**Numerical approximations for RDEs and SDEs;***Seminar talk at the University of Potsdam*(invited talk); Potsdam; December 2018**Numerical approximations for rough and stochastic differential equations;***Seminar talk at the University of Aachen*(invited talk); Aachen; October 2018**Numerical approximations of parabolic rough PDEs;***Harmonic Analysis for Stochastic PDEs*; Delft; July 2018**Solving parabolic rough partial differential equations using regression;***13th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing*(invited talk); Rennes; July 2018**Solving stochastic (partial) differential equations;***Seminar talk at the University of Greifswald*(invited talk); Greifswald (Germany); April 2018**Numerical approximations of parabolic rough PDEs;***13th German Probability and Statistics Days*; Freiburg; March 2018**Beyond the theory of ordinary differential equations;***Seminar talk at the Department of Mathematics and Computer Science*(invited talk); Odense (Denmark); February 2018**Type II singular perturbation approximation for linear systems with Lévy noise;***EPSRC Durham Symposium on Model Order Reduction*(invited talk); Durham (UK); August 2017**A regression method to solve parabolic rough PDEs;***Ninth Workshop on Random Dynamical Systems*(invited talk); Bielefeld; June 2017**A regression method to solve parabolic rough PDEs;***7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis*(invited talk); Berlin; May 2017**Model reduction for stochastic differential equations;***Stochastic Analysis Seminar in Oxford*(invited by Prof. Terry Lyons); Oxford; October 2016**Low Order Approximations to Linear SPDEs with Lévy Noise;***5th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis*(invited talk); Berlin; August 2016**Alternative Approaches to "Standard" Balanced Truncation for Linear Systems Driven by Lévy Noise;***CSC/NDS Workshop on Computational Methods for High-Dimensional Problems*; Schloss Ringberg (Tegernsee); May 2016**Model Order Reduction for Linear Controlled SDEs with Lévy Noise;***Joint DMV and GAMM Annual Meeting*; Braunschweig; March 2016**An Overview of Balancing Related Model Order Reduction for Systems with Lévy Noise;***12th German Probability and Statistics Days*; Bochum; March 2016**Model Order Reduction for Linear Controlled SDEs with Lévy Noise;***Numerical Analysis Seminar at the University of Bath*(invited by Dr. Melina Freitag); Bath; December 2015**Balancing Related Model Order Reduction Applied to Linear Controlled SPDEs with Lévy Noise;**; Halle; October 2015**Singular Perturbation Approximation Applied to SPDEs;***ENUMATH Conference*; Ankara; September 2015**Singular Perturbation Approximation (SPA) angewendet auf SPDEs;***Stochastic Analysis Seminar at the University of Halle*(invited by Prof. Wilfried Grecksch); Halle, Germany; May 2015**Singular Perturbation Approximation Applied to SPDEs;***Winter School on Stochastic Analysis of Spatially Extended Models*; Darmstadt; March 2015**Balancing Related Model Order Reduction Applied to SPDEs;***Seminar talk at the University of Warwick (invited by Prof. Andrew Stuart)*; Coventry; February 2015**Stochastic PDEs - Approximation and MOR;***10th AIMS Conference on Dynamical Systems, Differential Equations and Applications*; Madrid; July 25, 2014**Model Order Reduction for Stochastic Systems;***Seminar talk at the University of Kaiserslautern (invited by Prof. Tobias Damm)*; Kaiserslautern; March 2014**Model Order Reduction for Linear Stochastic Differential Equations with Lévy Noise;***11th German Probability and Statistics Days*; Ulm; March 4, 2014**Modellreduktion für lineare stochastische Evolutionsgleichungen mit Lévy-Rauschen;***Stochastic Analysis Seminar at the University of Halle*(invited by Prof. Wilfried Grecksch); Halle, Germany; November 28, 2013**Projektionsmethoden zur Lösung stochastischer Evolutionsgleichungen;***9th Workshop for Doctoral Students of the Probability and Statistics Group*; Göttingen, Germany; August 2, 2013**Balanced Truncation for Stochastic Linear Systems with Lévy Noise;***84th GAMM Annual Meeting;*Novi Sad, Serbia; March 21, 2013**Balanced Truncation for Stochastic Differential Equations with L****évy Noise;***Elgersburg Workshop, February 11 - 14, 2013*; Elgersburg, Germany; February 13, 2013

* PhD position in applied stochastics*

* Postdoctoral position in the group of numerics for stochastic differential equations*