Head of the group
Raphael Kruse
Professor · Head of the group
Prof. Dr Raphael Kruse works on numerical methods and stochastic analysis for stochastic differential and evolution equations, as well as Monte Carlo methods.
Contact details
- Room: 1.16.0, Georg-Cantor-Haus
- Phone: +49 345 55 24658
- Fax: +49 345 55 27004
- Email: raphael.kruse@mathematik.uni-halle.de
- OpenPGP: Public key
Online presence
ORCID, Google Scholar, MathSciNet and Publons.
Office hours
The regular office hour is on Thursdays from 15:00 to 16:00. Please enquire by email if you prefer a virtual appointment.
Postal address
Prof. Dr Raphael Kruse
Martin Luther University Halle-Wittenberg
Institute of Mathematics
06099 Halle (Saale), Germany
Short curriculum vitae
| Period | Position | Institution |
|---|---|---|
| 2003–2008 | Diploma studies in Mathematics | Bielefeld University |
| 2008–2012 | Doctoral studies in Mathematics | Bielefeld University |
| 2012–2014 | Postdoctoral Research Fellow | ETH Zurich |
| 2014–2019 | Head of the Junior Research Group “Uncertainty Quantification” | TU Berlin |
| Since 2019 | Professor of Numerics of Stochastic Differential Equations | MLU Halle-Wittenberg |
Awards
- 2013: Dr Klaus Körper Prize of GAMM (doctoral award)
- 2013: Doctoral award of the Westfälisch-Lippische Universitätsgesellschaft (WLUG)
Memberships
Related publications
21Preprint
Error Bound and Stability Analysis for a Randomized Singly Diagonally Implicit Runge-Kutta Method
arXiv preprint arXiv:2607.18928
Journal article
Application of randomized quadrature formulas to the finite element method for elliptic equations
BIT Numerical Mathematics, vol. 66, no. 2, article 31
Journal article
The BDF2-Maruyama method for the stochastic Allen–Cahn equation with multiplicative noise
Journal of Computational and Applied Mathematics, vol. 419, article 114634
Journal article
A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients
Discrete & Continuous Dynamical Systems - Ser. B, vol. 24(8), 3475-3502