Dr. rer. nat. Falko Baustian
CITlab, Scientific Lead SPOC-AI-M3
SPOC-AI-M3
The main objective of the project SPOC-AI is the development of an AI assistance system for the automatic processing of complex document-related tasks. We study current methods of machine learning:
- Agentic AI, multi-agent-systems
- Parameter-efficient fine-tuning of LLMs
- Utilization of external resources with RAG systems and knowledge graphs
- Hallucination detection for LLMs
- Explainable AI
Research
My main research interest are current methods of machine learning that we study in the SPOC-AI project. As a AI researcher at Planet AI, I already worked on fine-tuning and benchmarking for LLMs.
I was a research assistant at the chair of applied analysis of Prof. Dr. Peter Takáč and studied applications of partial differential equations in finance and basis properties of function systems.
Publications
- Basis properties of Fučík eigenfunctions for the Neumann Laplacian with V. Bobkov, Journal of Mathematical Analysis and Applications, Volume 516 (1), 2022.
DOI: 10.1016/j.jmaa.2022.126466 - Basisness of Fučík eigenfunctions for the Dirichlet Laplacian with V. Bobkov, 2021 UNC Greensboro PDE Conference, Electronic Journal of Differential Equations, Conference 26, pp. 33-43, 2022.
ISSN: 1072-6691 - Basis properties of Fučík eigenfunctions with V. Bobkov, Analysis Mathematica, Volume 48 (3), pp. 619-648, 2022.
DOI: 10.1007/s10476-022-0127-9 - A note on a PDE approach to option pricing under xVA with M. Fencl, J. Pospíšil, and V. Švígler, Wilmott, Volume 2022 (118), pp. 60-69, 2022.
DOI: 10.1002/wilm.11004 - Seasonality of salmonid parasites from flow-through aquaculture in northern Germany: Emphasis on pathogenicity of Diplostomum spp. metacercaria with P. Unger, J. Suthar, X. Neitemeier-Duventester, S. Kleinertz und H. W. Palm, Aquaculture, Fish and Fisheries, Volume 2 (1), pp. 1-11, 2022.
DOI: 10.1002/aff2.25 - Space-time analyticity of weak solutions to semilinear parabolic systems with variable coeffcients with P. Takáč, Electronic Journal of Differential Equations, Special Issue 01, pp. 23-89, 2021.
ISSN: 1072-6691 - Solution of option pricing equations using orthogonal polynomial expansion with K. Filipová and J. Pospíšil, Applications of Mathematics, Volume 66 (4), pp. 553-582, 2021.
DOI: 10.21136/AM.2021.0361-19 - On asymptotic behaviour of Dirichlet inverse with V. Bobkov, International Journal of Number Theory, Volume 16 (6), pp. 1337-1354, 2020.
DOI: 10.1142/S1793042120500700 - Unifying pricing formula for several stochastic volatility models with jumps with M. Mrázek, J. Pospíšil, and T. Sobotka, Applied Stochastic Models in Business and Industry, Volume 33 (4), pp. 422-442, 2017.
DOI: 10.1002/asmb.2248 - Analyticity in time and space for a semilinear Cauchy problem, Dissertation, University of Rostock, 2016.
Preprints
- Monontone iteration scheme for nonlinear PDEs in risk models with J. Pospíšil and V. Švígler.
arXiv: 2306.17320
Book chapter
- An application to mathematical finance: one-integral formulas for option pricing, accepted for publication.
Talks
10/2025 - Forschung trifft Kommune: Das Verbundprojekt SPOC-AI at the Bürgermeister*innendialog of the Rostock region in Teterow
Talks
2025
- Forschung trifft Kommune: Das Verbundprojekt SPOC-AI at the Bürgermeister*innendialog of the Rostock region in Teterow
2023
- Fučík systems for Dirichlet and Neumann boundary conditions at the 2nd UNC Greensboro Partial Differential Equations Conference (Virtual Conference) of the University of North Carolina in Greensboro (North Carolina, U.S.A.)
- Basis properties of Fučík eigenfunctions for Dirichlet and Neumann boundary conditions at the Marseille-Toulouse-Rostock Meetings on PDE's at CIRM in Toulouse (France)
- Pricing options with self-financing portfolios - a heuristic approach at the University of West Bohemia in Pilsen (Czech Republic)
2022
- The PDE approach in Stochastic Finance at the University of West Bohemia in Pilsen (Czech Republic)
2021
- PDEs in Mathematical Finance in the Seminar of the Institute of Mathematics at the Ufa Federal Research Centre (Russia)
- Fučík systems and their basis properties in the Seminar on Complex and Harmonic Analysis at the Ufa Federal Research Centre (Russia)
- Basis properties of Fučík eigenfunctions at the UNC Greensboro Partial Differential Equations Conference (Virtual Conference) of the University of North Carolina in Greensboro (North Carolina, U.S.A.)
- Das Pascalsche Dreieck at the 16th Day of Mathematics at the University of Rostock
- Basis properties of Fučík eigenfunctions in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
2020
- A Galerkin-based method in weighted Sobolev spaces at the 13th AIMS Conference on Dynamical Systems, Differential Equations and Applications in Atlanta (Georgia, U.S.A.) - postponed!
- Das Pascalsche Dreieck at the 16th Day of Mathematics at the University of Rostock - postponed!
- Solution of option pricing equations using polynomial expansion in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
2019
- Polynomial approximation for the Heston model at the Conference in honor of Peter Takáč 's birthday at the Université Toulouse 1 Capitole in Toulouse (France)
2018
- Complex Analysis in Finance in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
- A Galerkin-based pricing approach for financial derivatives at the conference Variational and Topological Methods: Theory, Methods and Numerical Simulations at the Northern Arizona University in Flagstaff (Arizona, U.S.A.)
2017
- Analyticity in time an space for a semilinear Cauchy problem in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
- Analyticity in time an space for a semilinear Cauchy problem at the 8th International Conference on Differential and Functional Differential Equations in the International Workshop: Differential Equations and Interdisciplinary Investigations at the People's Friendship University of Russia in Moscow (Russia)
- Analyticity in time an space for a semilinear Cauchy problem at the defense of the dissertation at the University of Rostock
2016
- Analyticity in time for an abstract nonlinear evolutionary problem at the 11th AIMS Conference on Dynamical Systems, Differential Equations and Applications in Orlando (Florida, U.S.A.)
- Analyticity in time and space for a system of semilinear evolution equations with variable coefficients at the same conference
- Analyticity in time and space for a semilinear evolution equation at the conference XXX Seminar in Differential Equations in Ostrov (Czech Republic)
2015
- A unifying formula for stochastic volatility models with jumps in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
- A unifying formula for stochastic volatility models with jumps in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock
2014
- Analyticity for a semilinear evolution equation with variable coefficients at the 10th MSU Conference on Partial Differential Equations and Computational Simulations at the Mississippi State University in Starkville (Mississippi, U.S.A.)
2013
- Analyticity for bounded solutions of a semilinear evolution equation in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock
- Analyticity for a semilinear evolution equation at the Séminaire du CeReMath at the Université Toulouse 1 Capitole in Toulouse (France)
2012
- Pricing American options as a free boundary problem and regularity results at the 9th MSU-UAB Conference on Partial Differential Equations and Computational Simulations at the Mississippi State University in Starkville (Mississippi, U.S.A.)
- Pricing American options as a free boundary problem and regularity results at the Twelfth International Conference Zaragoza-Pau on Mathematics in the Residencia Universitaria de Jaca in Jaca (Spain)
- Analyticity of European options and market completion at the conference Rencontre des jeunes chercheurs Pau-Rostock-Toulouse an der Université Toulouse 1 Capitole in Toulouse (France)
- Transformation of the continuation region for American options in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock
2011
- Pricing American options as a free boundary problem in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock
Teaching
I don't have any teaching at the moment.
Supervised theses
Master theses
- Colin Buttchereit: Monotones Iterationsschema in Risikomodellen, 2024.
- Jan Raßfeld: Spektraleigenschaften des Hamiltonoperators für den harmonischen Oszillator in der Quantenmechanik, 2022.
- Jan Philipp Payonk: Nichtlineare Erweiterung des Black-Scholes-Modells unter Berücksichtigung von beidseitigen Ausfallrisiken und Finanzierungskosten, joint supervison with Prof. Dr. Peter Takáč, 2021.
- Erik Böning: Das Spektraltheorem für normale und kompakte Operatoren, joint supervison with Prof. Dr. Peter Takáč, 2020.
- Katarina Filipova: Solution of Option Pricing Equations Using Orthogonal Polynomal Expansion, joint supervison with Dr. Jan Pospíšil (University of West Bohemia), 2019.
- Cornelia Schmidt: Analytizität der Lösung der Black-Scholes-Gleichung und das Verhältnis zwischen Aktien- und Optionspreis, joint supervison with Prof. Dr. Peter Takáč, 2018.
Bachelor theses
- Raphael Demko: Basiseigenschaften von Fučíkeigenfunktionen, 2023.
- Colin Buttchereit: Das Goodwin-Modell des Konjunkturzyklus, 2022.
- Stefan Jedrzejak: Das Newton'sche Nährungsverfahren und die Variationsrechnung, joint supervison with Prof. Dr. Peter Takáč, 2019.
- Jan Raßfeld: Rieszscher Darstellungssatz, joint supervison with Prof. Dr. Peter Takáč, 2019.
- Jan Philipp Payonk: Konvolutionen in Lebesgue-Räumen und ihre Glättungseigenschaften, joint supervison with Prof. Dr. Peter Takáč, 2019.
- Anne-Marie Toparkus: Differentiation von Lebesgue-Integralen, joint supervison with Prof. Dr. Peter Takáč, 2019.
- Jette Hubinger: L^p-Räume und ihre Anwendung in der Biomathematik, joint supervison with Prof. Dr. Peter Takáč, 2019.
- Orell Trautmann: The Hardy Spaces of Holomorphic Functions on a Disc, joint supervison with Prof. Dr. Peter Takáč, 2019.
Teacher theses
- Jakub Lukasz Fröhlich: Darstellung quadratintegrierbarer Funktionen durch Fourierreihen und Rechteckschwingungen, 2019.
- Axel Meier: Die Hermiteschen und Laguerreschen Polynome und ihre Anwendungen in der Physik, 2018.
Teaching
Winter term 2023/24
- Analysis I: Functions of one variable - Tutorials
- Integration theory - as assistant
Summer term 2023
- Analysis II: Functions of several variables (for Bachelor Mathematics) - Tutorials
- Analysis II: Functions of several variables (for Teaching and Physics) - Tutorials
Winter term 2022/23
- Analysis I: Functions of one variable - Tutorials
- Elementary partial differential equations - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Summer term 2022
- Complex analysis - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Winter term 2021/22
- Mathematics 3 for Engineers
- Analysis I: Functions of one variable - Tutorials
- Integration theory - as assistant
Summer term 2021
- Analysis II: Functions of several variables - Tutorials
Winter term 2020/21
- Analysis I: Functions of one variable - Tutorials
- Parabolic evolution equations - as assistant
Summer term 2020
- Parabolic differential equations in mathematical finance
with two guest lectures by J. Pospíšil (University of West Bohemia)
Winter term 2019/20
- Functional analysis - Tutorials
- Analysis I: Functions of one variable - Tutorials
- Elementary partial differential equations - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Summer term 2019
- Analysis II: Functions of several variables - Tutorials
Winter term 2018/19
- Analysis I: Functions of one variable - Tutorials
- Variational calculus and continuum mechanics - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Summer term 2018
- Differential equations - Tutorials
- Analysis IV: Distributions, partial differential equations (for Physicists) - Tutorials
- Integration theory - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Winter term 2017/18
- Analysis I: Functions of one variable - Tutorials
- Elementary partial differential equations - as assistant
- Complex analysis - als Hilfskraft
Summer term 2017
- Analysis II: Functions of several variables - Tutorials
- Analysis IV: Distributions, partial differential equations (for Physicists) - Tutorials
- Elementary partial differential equations (in Englisch) - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Winter term 2016/17
- Analysis I: Functions of one variable - Tutorials
Summer term 2016
- Differential equations - Tutorials
- Analysis IV: Distributions, partial differential equations (for Physicists) - Tutorials
Winter term 2015/16
- Analysis I: Functions of one variable - Tutorials
- Mathematics for Engineers III - Tutorials
- Elementary partial differential equations - as assistant
- Complex analysis - as assistant
- Teaching mobility (Erasmus+) at the University of West Bohemia
Summer term 2015
- Analysis IV: Distributions, partial differential equations (for Physicists) - Tutorials
- Mathematics for Engineers II - Tutorials
Winter term 2014/15
- Mathematics for Engineers III - Tutorials
Summer term 2014
- Analysis IV: Distributions, partial differential equations (for Physicists) - Tutorials
- Mathematics for Engineers II - Tutorials
- Evolution equations - diffusion and waves - as assistant
Winter term 2013/14
- Mathematics für Engineers I - Tutorials
- Partial differential equations - as assistant
- Complex analysis - as assistant
Summer term 2013
- Analysis IV: Distributions, partial differential equations (for Physicists) - Tutorials
- Mathematics for Engineers II - Tutorials
Winter term 2012/13
- Complex analysis and Laplace transform (for Engineers) - Tutorials
- Partial differential equations - as assistant
Summer term 2012
- Mathematics for computer scientists II - Tutorials
Winter term 2011/12
- Complex analysis and Laplace Transform (for Engineers) - Tutorials
- Complex analysis - as assistant
Summer term 2011
- Analysis II - Tutorials
As student assistant
Summer term 2010
- Introduction to C++ - Tutorials
Winter term 2009/10
- Introduction to Maple - Tutorials
Summer term 2009
- Introduction to C++ - Tutorials
Winter term 2008/09
- Introduction to Maple - Tutorials
- Introduction to Maple (for Physcists) - Block seminar
Winter term 2007/08
- Introduction to Maple - Tutorials
- Introduction to Maple (for Physcists) - Block seminar
Contact
Institute of Mathematics
University of Rostock
House 3, Room 226
Ulmenstraße 69
18057 Rostock
Telephone: +49 (0)381 - 498 6633
E-Mail:
