Research

Research groups

Mathematical statistics

Mathematical statistics is, in the present context, a term in the Swedish academic system meaning probability and statistics. These scientific disciplines both deal with variation and randomness, and provide tools to deal with these concepts in a systematic and coherent way. Since variation appears in almost any other discipline, probability and statistics have applications as good as anywhere.
Probability generally concerns the study and construction of mathematical theories and models for random phenomena and systems, whereas statistics takes its starting point in data, with the aim to understand, quantify and model variation in the data. Often a goal is to separate random variation from systematic differences between say different disease therapies, production processes, etc.
The research in probability and statistics at the KTH covers theoretical probability topics such as stochastic processes and stochastic control, applied probabilistic modelling for financial markets and insurance, but also
theoretical statistics and applications to e.g. life sciences.

Mathematical statistics

Numerical analysis

The NA group is concerned with the development of numerical algorithms, their theoretical justification, and their efficient implementation on serial and parallel computers. The areas of research include non-linear conservation laws, computational electromagnetics, stochastic differential equations, and applications. There is a close cooperation with PDC , and the KTH centers KCSE, FLOW and CIAM.

Numerical analysis

Optimization and systems theory

Optimization and systems theory...

Optimization and systems theory