SIAM Chapter Seminar

Get to know what your fellow Ph.D students are working on!

Time: 29.06.22 at 4pm

Place: House 9, Room 0.17 . Details are announced via mailing list "SIAM-chapter-list", or ask Franziska or Florian.

Speaker: Jan Martin Nicolaus

Topic: Stochastic differential equations - application, simulation and parameter estimation


Differential equations are ubiquitous throughout most topics of applied mathematics, physics and engineering.

The study of stochastic differential equations (SDEs) enables the modeling and thorough investigation of non-deterministic systems such as option pricing, surface growth by vapor deposition or the evolution of some population influenced by random effects.

This talk will provide a brief application-oriented survey of SDEs. After a short theoretical introduction a simulation method is introduced. Based on this framework two methods for parameter estimation are presented. The talk is concluded by a comparison between both methods.

Social Event

We are happy to announce that our next SIAM-chapter seminar on the 27th of April at 4pm will take place on-site in Golm

We are planning to have an informal social event outside behind the small gym (house 11), if the weather permits. We will try to organize ping-pong bats and some board-games. You are welcome to contribute with any of those as well as some small snacks and drinks for yourself or to share. In case of rain, we will switch to the coffee room ( in the math building (house 9).


A plan of Golm campus is provided here:


We hope to see you at the seminar!

Potsdam SIAM Student Chapter

We are happy to announce that we founded a SIAM Student Chapter in Potsdam in February 2021. See here for general information about SIAM student chapters.

The Student Chapter is an association of students at the University of Potsdam.

What are the benefits of being organised as a SIAM Student Chapter?

  • student members of the Chapter can get free SIAM membership
  • networking and collaboration opportunities with other Chapters
  • funded participation in SIAM Annual Meetings
  • funding for local activities like lunch discussions or lectures by guest speakers

Who can become a member?

  • the chapter is open to everyone who is interested
  • we especially encourage Master's students and PhD students to join

How to become a member?

  • subscribe to our mailing list here: subscribe to our mailing list here or join one of our meetings
  • there are no costs or duties for members.

General information:

  • President: Florian
  • Vice-President: Franziska
  • Secretary: Guiseppe
  • Tresurer: Josie
  • EMail addresse: siamchapter[at]uni-potsdam[dot]de
  • You want to stay up to date? Then subscribe to our mailing list here.

If you have any questions feel free to ask the PhD representatives Undine and Florian. The faculty advisor of this Chapter is Prof. Dr. Melina Freitag.

Previous Events


Can you summarize the content of your research in 3 minutes? Can you do it in an entertaining way? Then our SIAM Slam might be for you!

As a joint initiative of our SIAM Chapter and the SIAM Chapters of Aachen, Heidelberg and Magdeburg, we would like to invite you to SIAM Slam. There, different participants will present their theses or other scientific findings in a very short amount of time. The audience will choose the most entertaining and informative presentation.

The event will take place via zoom on the 10th of June at 18:00. Feel free to ask Florian for the login data.

Each participant will have exactly 3 minutes for their presentation. A slideshow is allowed, however, we advise reducing the number of slides. There will be a prize for the best presentation.

If you just want to be a spectator, you are welcome to join as well. Then, no registration is needed. In the second part of the event, we will run a short quiz based on the presentations. Here, the winner will also get a small prize. We plan to close the event with an opportunity to together play games online.

If you always wanted to try your hand at being a science communicator, this is your time. Who knows, maybe you are the next Richard Feynman or Stephen Hawking? :)