Professor als Juniorprofessor

Sebastian Krumscheid

Lehrstuhl für Mathematics for Uncertainty Quantification


Building: 1953

Room: 158

Pontdriesch 14-16

52062 Aachen


Phone: +49 241 80 99201

About me

I have been Junior Professor (assistant professor) of Mathematics for Uncertainty Quantification at RWTH's Faculty of Mathematics, Computer Science and Natural Sciences since September 2019. His research focuses on the development of efficient methods for the quantification of uncertainties in mathematical models as well as data-driven modeling.

I am a member of the management board of the newly established Collaborative Research Centre Sparsity and Singular Structures (SFB 1481). Together with Prof. C. Melcher, I am moreover leading the integrated research training group of the SFB 1481.


Research Interests

  • Uncertainty quantification for differential equation models
  • Hierarchical sampling methods
  • Monte Carlo methods
  • Bayesian inference
  • Inverse problems
  • Multiscale methods
  • Data-driven modelling
  • Data assimilation


Regularizing neural network classification using random perturbations (2022 - )

Robust data-driven coarse-graining for surrogate modeling (2022 - )


Open Positions

In the context of the Collaborative Research Center Sparsity and Singular Structures (SFB 1481), we are currently seeking to fill several PhD and postdoc positions related to the subprojects of the CRC. These research projects fall into the areas of mathematical foundations of machine learning and signal processing, analysis, numerical analysis, optimization, probability theory and algebra. The current call for applications and further details can be found here.



Source Author(s)
[Journal Article]
Novel series connection concept for thin film solar modules
In: Progress in photovoltaics, 21 (5), 972-979, 2013
[DOI: 10.1002/pip.2188]
Haas, S.
Krumscheid, Sebastian
Bauer, A.
Lambertz, A.
Rau, U.
[Journal Article]
Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions
In: Multiscale modeling & simulation, 11 (2), 442-473, 2013
[DOI: 10.1137/110854485]
Krumscheid, Sebastian
Pavliotis, G. A.
Kalliadasis, S.
[Journal Article]
A new framework for extracting coarse-grained models from time series with multiscale structure
In: Journal of computational physics, 296, 314-328, 2015
[DOI: 10.1016/]
Kalliadasis, S.
Krumscheid, Sebastian
Pavliotis, G. A.
[Journal Article]
Data-driven coarse-graining in action: Modeling and prediction of complex systems
In: Physical review / E, 92 (4), 042139, 2015
[DOI: 10.1103/PhysRevE.92.042139]
Krumscheid, Sebastian
Pradas, M.
Pavliotis, G. A.
Kalliadasis, S.
[Journal Article]
Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
In: Mathematical models and methods in applied sciences (M 3 AS), 28 (8), 1565-1597, 2018
[DOI: 10.1142/S0218202518500434]
Krumscheid, Sebastian
[Journal Article]
Multilevel Monte Carlo Approximation of Functions
In: SIAM/ASA Journal on Uncertainty Quantification, 6 (3), 1256-1293, 2018
[DOI: 10.1137/17M1135566]
Krumscheid, Sebastian
Nobile, F.
[Journal Article]
Central limit theorems for multilevel Monte Carlo methods
In: Journal of complexity, 54, 101407, 2019
[DOI: 10.1016/j.jco.2019.05.001]
Hoel, H. (Corresponding author)
Krumscheid, Sebastian
[Journal Article]
Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method
In: International journal of engineering science : IJES, 138, 50-64, 2019
[DOI: 10.1016/j.ijengsci.2019.02.003]
Rey, V. (Corresponding author)
Krumscheid, Sebastian
Nobile, F.
[Journal Article]
Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation
In: Journal of computational physics, 414, 109466, 2020
[DOI: 10.1016/]
Krumscheid, Sebastian (Corresponding author)
Nobile, F.
Pisaroni, M.
[Journal Article]
Detecting Regime Transitions of the Nocturnal and Polar Near-Surface Temperature Inversion
In: Journal of the atmospheric sciences, 77 (8), 2921-2940, 2020
[DOI: 10.1175/JAS-D-19-0287.1]
Kaiser, Amandine
Faranda, Davide
Krumscheid, Sebastian
Belušić, Danijel
Vercauteren, Nikki (Corresponding author)
[Journal Article]
Cardiorespiratory, metabolic and perceived responses to electrical stimulation of upper-body muscles while performing arm cycling
In: Journal of human kinetics, 77, 117-123, 2021
[DOI: 10.2478/hukin-2021-0016]
Zinner, Christoph (Corresponding author)
Matzka, Manuel
Krumscheid, Sebastian
Holmberg, Hans-Christer
Sperlich, Billy
[Journal Article]
Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters
In: Mathematical modelling and numerical analysis = Modélisation mathématique et analyse numérique, 55 (4), 1599-1633, 2021
[DOI: 10.1051/m2an/2021025]
Martin, Matthieu (Corresponding author)
Krumscheid, Sebastian
Nobile, Fabio