Research Topics of Andreas Rößler
- Numerical methods for stochastic differential equations (SDEs)
- Stochastic Runge-Kutta (SRK) methods
- Stability analysis
- Step size control for stochastic differential equations
- Numerical methods for stochastic differential algebraic equations (SDAEs)
- Computational finance
- Multi level Monte Carlo methods
- Numerical methods for stochastic partial differential equations (SPDEs)