Stockholm Mathematics Centre Prizes for Excellent Doctoral Dissertations and Master Theses 2021/2022
Excellent Master Theses
Fair Dynamic Valuation of Insurance Liabilities
Advisor: Filip Lindskog
Erik Alpsten is awarded the SMC prize for his excellent master thesis. In his thesis, Alpsten combines techniques from financial and actuarial mathematics to derive a procedure for the construction of a fair dynamic valuation of insurance liabilities. The thesis gives a clear presentation of the underlying theory, and proceeds to implement the valuation procedure using Least-Square Monte Carlo methods. Finally, the modelling choices are evaluated via a numerical analysis, which allows the author to draw conclusions of best practices.
Erik Alpsten's master thesis
C*-simplicity of discrete groups and étale groupoids
Advisor: Sven Raum
Jonathan Krook is awarded the SMC prize for his excellent master thesis. Krook’s thesis is well-written and leads the reader to the current state of the art in a deep and challenging area of mathematics. The topic lies on the edge between analysis and algebra, namely the area of operator algebras. After reviewing the theory behind a recent breakthrough-result on the characterization of so-called C*-simplicity of groups, Krook starts working on a current research problem on C*-simplicity of groupoids. His thesis shows a strong potential for future research progress in this direction.
Jonathan Krook's master thesis
A Physics-Informed Deep Learning Framework for Solving Inverse Problems in Epidemiology
Advisors: Disa Hansson and Tobias Fasth (Folkhälsomyndigheten)
Magnus Tronstad is awarded the SMC prize for his excellent master thesis. Tronstad's thesis concerns the spread of infectious diseases, and aims to understand their dynamics by estimating parameters, such as the basic reproduction number \(R_0\), from data for daily new infections. Tronstad uses physics-informed neural networks (PINN), where the network is fitted not only to the available data, but also to a compartmental epidemic model based on ordinary differential equations. The approach and methods are very clearly explained and motivated. Their practical effectiveness is demonstrated in an application to data from the Covid-19 pandemic.
Magnus Tronstad's master thesis on DiVA
Excellent Doctoral Dissertations
Graph-structured multi-marginal optimal transport
Advisor: Johan Karlsson
Isabel Haasler is awarded the SMC prize for her excellent doctoral dissertation, which develops a unified framework, methods and applications for multi-marginal optimal transport problems where the cost function decouples according to an underlying graph.
Isabel Haasler's doctoral dissertation on DiVA
Energy-conservative finite element methods for nonlinear Schrödinger equations
Advisor: Patrick Henning
Johan Wärnegård is awarded the SMC prize for his excellent doctoral dissertation, where he develops theory and efficient numerical methods that can preserve time invariants in the setting of the nonlinear Schrödinger equation when solved with the finite element method.
Johan Wärnegård's doctoral dissertation on DiVA