Frank Schäfer

Frank Schäfer

PhD candidate in Physics

Bruder group, University of Basel

Biography

I am a PhD candidate in physics within the “Quantum Computing and Quantum Technology” PhD school at the University of Basel. Currently, I am participating in the Google Summer of Code 2020 program. My project focuses on the implementation of “High weak order stochastic differential equation solvers and their utility in neural stochastic differential equations” in Julia. The project is carried in collaboration with my mentors Chris Rackauckas, Moritz Schauer, and Yingbo Ma.

Interests

  • Scientific machine learning
  • Quantum optics
  • Many-body physics of ultracold atoms
  • Multiple scattering theory

Education

  • PhD candidate under the supervision of Prof. Dr. Christoph Bruder, 2018 - present

    Department of Physics, University of Basel

  • MSc in Physics under the supervision of Prof. Dr. Andreas Buchleitner, 2018

    Department of Physics, Albert-Ludwigs-Universität Freiburg

  • BSc in Physics under the supervision of PD Dr. Thomas Wellens, 2015

    Department of Physics, Albert-Ludwigs-Universität Freiburg

Posts

High weak order solvers and adjoint sensitivity analysis for stochastic differential equations

Project summary In this project, we have implemented new promising tools within the SciML organization which are relevant for tasks such as optimal control or parameter estimation for stochastic differential equations.

High weak order SDE solvers

This post summarizes our new high weak order methods for the SciML ecosystem, as implemented within the Google Summer of Code 2020 project. After an introductory part highlighting the differences between the strong and the weak approximation for stochastic differential equations, we look into the convergence and performance properties of a few representative new methods in case of a non-commutative noise process.

GSoC 2020: High weak order SDE solvers and their utility in neural SDEs

First and foremost, I would like to thank my mentors Chris Rackauckas, Moritz Schauer, and Yingbo Ma for their willingness to supervise me in this Google Summer of Code project. Although we are still at the very beginning of the project, we already had plenty of very inspiring discussion.

Projects