• Postal Address
• Institut für Numerische Mathematik
• Universität Ulm
• 89069 Ulm
• Germany

• Sebastian Kestler
• Helmholtzstraße 20
• Raum 1.22
• 89081 Ulm
• Telefon +49 (0)731 50-23935
• Telefax +49 (0)731 50-23548

• Office hours:
Tuesday, 12:00-14:00

• Adaptive Tensor Product Wavelet Galerkin Methods
• Numerical Finance

Journal Articles

• S. Kestler and K. Urban. Adaptive Wavelet Methods on Unbounded Domains. Journal of Scientific Computing, 53(2):342-376, 2012. doi: 10.1007/s10915-011-9573-4
• S. Kestler and R. Stevenson. An efficient approximate residual evaluation in the adaptive tensor product wavelet method. Journal of Scientific Computing, 55(3):439-463, 2013. doi: 10.1007/s10915-013-9712-1
• S. Kestler and R. Stevenson. Fast Evaluation of System Matrices w.r.t. Multi-Tree Collections of Tensor Product Refinable Basis Functions. Journal of Computational and Applied Mathematics, 260:103-116, 2014. doi: 10.1016/j.cam.2013.09.015

Conference Proceedings

• S. Kestler. A Special Multiwavelet Basis for Unbounded Product Domains. In Numerical Mathematics and Advanced Applications, Proceedings of ENUMATH 2011, pages 183-190. Springer, 2013.

Preprints

• S. Kestler, K. Steih and K. Urban. An efficient space-time adaptive wavelet Galerkin method for time-periodic parabolic partial differential equations. Preprint (submitted), 2013.

PhD Thesis

• S. Kestler. On the Adaptive Tensor Product Wavelet Galerkin Method with Applications in Finance. Universität Ulm, 2013.

• Workshop: Nonlinear and Adaptive Approximation, Reisensburg, 30.09.2009-03.10.2009

• Workshop: Numerical Solution of SPDEs, Turin, 10.05.2010-14.05.2010

• Workshop: Nonlinear Approximation, Marburg, 27.05.2010-28.05.2010

• Summer school: Sparse Tensor Discretization of High-Dimensional Problem, Zürich, 23.08.2010-27.08.2010

• Conference: ENUMATH 2011, Leicester, 05.09.2011-09.09.2011, Talk about Adaptive Wavelet Methods on Unbounded Domains

• Talk: Numerical Mathematics Colloquium, Amsterdam, Wavelet Methods in Finance

• Workshop: Sparse Grids and Applications, Munich 02.07.2012-06.07.2012

• Workskop: Wavelet Methods in Scientific Computing, Vienna 12.11.2012-16.11.2012, Talk

• Conference: ENUMATH 2013, Lausanne, 26.08.2013-30.08.2013, Talk about On the adaptive tensor product wavelet Galerkin method in view of recent quantitative improvements

• Horbach award for an excellent diploma thesis (title: "Wavelet Methods for High-Dimensional Problems in Financial Mathematics")

06/2012 - 09/2013

Teaching assistant at the Institute for Numerical Mathematics.

06/2009 - 05/2012

PhD scholarship in the DFG Research Training Group 1100.

04/2003 - 05/2009

Studies of Mathematics and Economics at the University of Ulm.
Thesis: Wavelet Methods for High-Dimensional Problems in Financial Mathematics.
Degree: Dipl.-Math. oec.

09/2006 - 05/2007

Studies of Informatics, Mathematics and their Applications at the University of La Rochelle (France)
ERASMUS Exchange Program