September 05, 2021

New FWF stand-alone project for Ass.Prof. Dr. Mate Gerencser

Prof. Mate Gerencser was granted an FWF stand-alone project for his proposal on the Regularisation by noise in discrete and continuous systems (FWF grant P34992).

The project Regularisation by noise in discrete and continuous systems lies on the interface of stochastic analysis, PDEs, and numerical analysis. Its goal is to study ill-behaved dynamics that, upon some random perturbation, exhibit much better properties. One may think of the classical example of the grainy picture on an old TV screen, which is suddenly fixed if one "perturbs" the TV device with an appropriately placed hit

In a stochastic analytical context, the role of these hits is played by stochastic processes. The more oscillatory they are, the more they can force to wiggle around the dynamics enough to turn "bad" differential equations into "good" ones. The project aims to:

  • develop the theoretical foundations and further the understanding of how various stochastic processes provide regularisation;
  • analyse the interplay between numerical methods and these regularisation effects, leveraging the randomness for computational efficiency.

Mate Gerencser obtained his PhD degree in 2016 at the University of Edinburgh under the supervision of Istvan Gyongy. He had postdoctoral positions at the University of Warwick with Martin Hairer and at IST Austria in the group of Jan Maas, and was appointed to TU Wien in 2019. Since 2020 he is an assistant professor at the Institute of Analysis and Scientific Computing of TU Wien.

The Institute of Analysis and Scientific Computing congratulates Mate on securing this grant.

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