HGS MathComp - Where Methods Meet Applications
The Heidelberg Graduate School of Mathematical and Computational Methods for the Sciences (HGS MathComp) at Heidelberg University is one of the leading graduate schools in Germany focusing on the complex topic of Scientific Computing. Located in a vibrant research environment, the school offers a structured interdisciplinary education for PhD students. The program supports students in pursuing innovative PhD projects with a strong application-oriented focus, ranging from mathematics, computer science, bio/life-sciences, physics, and chemical engineering sciences to cultural heritage. A strong focus is put on the mathematical and computational foundations: the theoretical underpinnings and computational abstraction and conception.
HGS MathComp Principal Investigators are leading experts in their fields, working on projects that combine mathematical and computational methodology with topical research issues. Individual mentoring for PhD candidates and career development programs ensure that graduates are fully equipped to take up top positions in industry and academia.
News & Current Opportunities
Guest Program
Call for proposals for the Romberg Visiting Professor and Romberg Visiting Scholar 2026
Deadline: June 15, 2025
Mentoring Program
Call for applications for the SSC Fellows Program 2025
Deadline: June 15, 2025
09:00 - 17:00
Location: Präsenz in Heidelberg
Registration: Please register on the event website
Organizer: Graduate Academy
The latest information and a registration link are available on the course website (log in with Uni-ID).
HGS MathComp fellows can get a reimbursement of the course fees. Please submit your proof of payment and certificate of participation to hgs@iwr.uni-heidelberg.de.
How can I make an impact in professional contexts such as small-talk situations at conferences? What can help me in situations where I face an international crowd and how can I connect to an interdisciplinary audience? The workshop Make an Impact! offers the opportunity to enhance overall effective communication (verbal and non-verbal), as well as interpersonal settings, in order to improve networking and self-promotion opportunities.
Description:
Throughout the workshop, participants will be guided through interactive exercises to improve their communication, as well as focus on the quality of their language content and physical expression. The aim is to develop strategies to make a lasting and positive impact on groups, colleagues, and significant contact persons (networking).
Trainer input will provide the opportunity to gain new insights in effective communication and learn how to present themselves more effectively and to make the best impression and strongest impact.
Contents:
• Self-marketing: effectively promoting oneself (verbal business cards)
• Spontaneous small talk: informal chatting with a purpose
• Developing awareness skills
• Concise and effective introductions: make an impact!
• Body language focus
Methods:
• Theoretical sessions to highlight key aspects and strategies
• Role-play scenarios
• Hands-on exercises for practicing
• Both group and individual feedback
10:00 - 15:00
Location: Mathematikon • Seminar Room 12, 5th floor • Im Neuenheimer Feld 205, 69120 Heidelberg
Registration: Please register here
Organizer: HGS MathComp
Students enrolling in this course should have a solid background in the following mathematical topics:
• Mathematical Analysis
• Probability Theory
• Ordinary and Partial Differential Equations (ODEs & PDEs) - Note: the content will be made accessible for non-maths participants who do not have a strong background in ODEs/PDEs
• Numerical Methods for ODEs
Familiarity with at least one of the following programming languages is also required:
• Python
• MATLAB
• MATHEMATICA
1. Monte Carlo simulations, a probabilistic approach to estimating derivative prices.
2. The partial differential equation (PDE) approach, including applications of the Feynman-Kac theorem in pricing futures and options.
The course will focus on the Black-Scholes model and the Heston stochastic volatility model, which are essential for understanding modern financial markets.
Course Topics
• Introduction to Ito processes and their applications
• Stochastic differential equations (SDEs)
• Numerical methods for solving SDEs
• Monte Carlo (MC) simulations for financial modeling
• The Black-Scholes and Heston stochastic volatility models
• Computing futures and option prices using MC simulations
• Pricing derivatives using the PDE approach and the Feynman-Kac theorem
• Comparison of Monte Carlo simulations and the PDE approach
This course provides both theoretical foundations and practical implementations, making it ideal for students interested in stochastic processes, numerical methods, and financial mathematics.
16:15
Location: Mathematikon • Conference Room, Room 5/104, 5th Floor • Im Neuenheimer Feld 205 • 69120 Heidelberg
Registration: No registration required
Organizer: Interdisciplinary Center for Scientific Computing (IWR)
The IWR Colloquium will be held as an in-person event at the Mathematikon. In addition it will be streamed via Zoom. For more information please visit the website of the colloquium.