27 Apr 2023

PhD student position (f/m/d) on Stochastic gradient methods for almost sure state constraints for optimal control of gas flow under uncertainty (Ref. 22/29) at WIAS, Berlin, Germany

WIAS invites applications for a

PhD student position (f/m/d)
(Ref. 22/29)

in the Research Group
“Nonsmooth Variational Problems and Operator Equations”
(Head: Prof. Dr. M. Hintermüller) starting as soon as possible.

The position is tied to project:
“Stochastic gradient methods for almost sure state constraints for optimal control of gas flow under uncertainty”,
a subproject of the collaborative research center TRR 154: Mathematical Modeling, Simulation and Optimization Using the Example of Gas Networks. The collaborative research center is an interdisciplinary endeavor between the Weierstrass Institute, Humboldt University of Berlin, Technical University of Berlin, Technical University of Darmstadt, and Friedrich-Alexander University in Erlangen Nuremberg.

The goal of this project is the development of stochastic gradient methods for the treatment of almost sure state constraints. Such constraints arise for example in the nomination validation of gas networks under uncertain demands but also play a role in the transition towards future hydrogen networks. A focus of the project is the consideration of sequences of relaxed problems intertwined with the stochastic gradient method and a rigorous mathematical convergence analysis of the resulting methods.

We are looking for candidates with a master’s degree in mathematics or a closely related field with a strong background in optimization and partial differential equations. Prior knowledge in stochastic optimization, optimal control, or stochastic analysis is beneficial.
Please direct scientific queries to Prof. Dr. M. Hintermüeller (Michael.Hintermueller@wias-berlin.de).

The appointment is limited until 30.06.2026. The reduced work schedule is 29.25 hours per week, and the salary is according to the German TVoeD Bund scale.

The Weierstrass Institute is an equal opportunity employer. We explicitly encourage female researchers to apply for the offered position. Among equally qualified applicants, disabled candidates will be given preference.

Please apply here on the TRR 154 website and select sub-project C08.
We are looking forward to your application!

See here for more information using subprojet C08: https://www.trr154.fau.de/stellenangebote/