PhD student position (f/m/d)

Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin

The Weierstrass Institute for Applied Analysis and Stochastics (WIAS) is an institute of the Forschungsverbund Berlin e.V. (FVB). The FVB comprises seven non-university research institutes in Berlin which are funded by the federal and state governments. The research institutes are members of the Leibniz Association.

WIAS invites applications for a 

PhD student position (f/m/d)

(Ref. 21/27)

starting at April 1st, 2021.

The position is tied to the MATH+ Cluster of excellence project AA4-9: "Volatile Electricity Markets and Battery Storage: A model based approach for optimal control" headed by Dr. Ch. Bayer (WIAS), Dr. M. Landstorfer (WIAS), and Prof. Dr. D. Kreher (Humboldt Universität zu Berlin). One of the project’s PIs will also serve as PhD supervisor.

The project aims to develop a mathematical tool for optimal charging and discharging of a stationary battery on a volatile electricity market. This is based on a stochastic optimal control problem with continuous time-dependent charging and discharging of a virtual battery which is dependent on (i) the electricity price market (ii) forecast indicators (stochastic wind speed or forward price models) and (iii) side conditions for the battery e.g. degradation effects. A hierarchy of model approaches will be developed, implemented and validated with real world data. 

We are looking for candidates with a master’s degree in mathematics or a related field (e.g., physics, or theoretical engineering) and a strong background in applied mathematics or stochastics. Due to the highly interdisciplinary nature of the project, we expect interest to learn the required methods and theoretical background for all aspects of the project, including battery chemistry and stochastic optimal control.

Prior programming skills in Python (or Matlab) are required, while knowledge on data analysis, stochastic modeling, continuum mechanics, or optimal control theory are beneficial.

Please direct scientific queries to M. Landstorfer (landstor(at)wias-berlin.de), Ch. Bayer (christian.bayer(at)wias-berlin.de), or D. Kreher (kreher(at)math.hu-berlin.de).

The appointment is for 36 months until 31.03.2025. The reduced work schedule is 29,25 hours per week, and the salary is according to the German TVoeD Bund scale.

The Weierstrass Institute is an equal opportunity employer. We explicitly encourage female researchers to apply for the offered position. Among equally qualified applicants, disabled candidates will be given preference.

Please upload complete application documents including a cover letter, curriculum vitae and photocopies of relevant certificates as soon as possible and no later than 31.12.2021 via our online job-application facility using the button “Apply online”.

We are looking forward to your application!