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: