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Anders Szepessy

Profile picture of Anders Szepessy

PROFESSOR

Details

Address
LINDSTEDTSVÄGEN 25
RUM 3528

About me

I am professor in mathematics and in numerical analysis at the department of mathematics at KTH.  My research is focused on analysis of partial differential equations and construction of numerical methods for differential equations.

I have for instance worked on how molecular dynamics approximate solutions to the Schrodinger equation, how Hamilton-Jacobi-Bellman equations can be used for optimal control of differential equations in high dimension, how good adaptive approximation of both stochastic and partial differential equations can be constructed and how conservation laws can be approximated by finite element methods.
 


Courses

Analytical and Numerical Methods for Partial Differential Equations and Transforms (SF1693), course responsible, teacher | Course web

Classical Papers in Applied Mathematics (FSF3950), examiner, course responsible, teacher | Course web

Computational Methods for Stochastic Differential Equations (FSF3581), examiner, course responsible, teacher | Course web

Computational Methods for Stochastic Differential Equations and Machine Learning (SF2525), examiner, course responsible, teacher | Course web

Degree Project in Mathematics, Second Cycle (SF279X), examiner | Course web

Degree Project in Mathematics, Second Cycle (SF278X), examiner | Course web

Numerical Solutions of Differential Equations (FSF3567), examiner | Course web

Optimization (SF1811), examiner, course responsible, teacher | Course web


Profile picture of Anders Szepessy