Institute of Applied Mathematics and Interdisciplinary Center for Scientific Computing
Ekaterina Kostina is a Professor in Numerical Optimization at Heidelberg University. She was a senior scientist at the Institute of Mathematics after obtaining a diploma in applied mathematics at the Byelorussian State University in Minsk and a PhD in Mathematics from the Institute of Mathematics, National Academy of Sciences of Belarus. In 1997 she moved to Germany, where she first was an assistant professor at the IWR, Heidelberg University. Between 2006 and 2015 Ekaterina Kostina held a Professorship in Numerical Optimization at Marburg University, where she also was a co-initiator and a principal investigator of the Hessian research center on “Synthetic Microbiology”. She has published over 60 research publications, mostly in numerical optimization and process control, and is a member of the editorial board of “Optimization and Engineering”. She is also one of the founding members of the national “Committee for Mathematical Modelling, Simulation and Optimization (KOMSO)”. She has worked in many industrial optimization projects (among others with BASF, ESA, Degussa, Daimler, Battenberg ROBOTIC, Deutsche Flugsicherung (DFS)) in areas such as chemical, biochemical and biological process engineering, aerospace and mechanical engineering and robotics. Presently, she is one of the principle investigators in the collaborative research project on Scientific Computing for Improved Diagnosis and Therapy of Sepsis, funded by the Klaus Tschira Foundation. Together with colleagues from other disciplines, she engages herself in setting up the Heidelberg Center for Industrial Optimization at the Interdisciplinary Center for Scientific Computing (IWR).
Ekaterina Kostina has numerous international cooperations, e.g. with Professor Richard Longman, Mechanical Engineering Department, Columbia University, New York; Professor Olga Kostyukova, Institute of Mathematics, Academy of Sciences of Belarus, Minsk; Professor Michael Osborne, Mathematical Sciences Institute, Australian National University, Canberra; Professor Michael Saunders, Department of Management Science and Engineering, Stanford University, Stanford; Professor Marija Ilic, MIT, Boston.
Principal Investigator | Supervisor
- Theory, numerical methods and applications of nonlinear optimization and optimal control of complex dynamic processes which are modelled, e.g., by systems of nonlinear DAE or PDE.
- Forward and inverse sensitivity analysis of optimal solutions.
- Inverse problems of model validation such as parameter estimation, model discrimination and the design of optimal experiments and data acquisition for dynamic processes.
- Modelling and analysis of processes under uncertainties and their numerical optimization.
- Robust techniques to handle data corrupted by outliers, sparse parameter recovery.
- Treatment of switching phenomena caused by modelling fast time scales.
Field of Expertise
- Applied Mathematics
- Kostina E.A., Nattermann M.: Second-Order Sensitivity Analysis of Parameter Estimation Problems, International Journal for Uncertainty Quantification, 5 (3), 209–231, 2015
- Bock H.G., Kostina E.A., Schlöder J.P.: Direct Multiple Shooting and Generalized Gauss-Newton Method for Parameter Estimation Problems in ODE Models, in: in: Multiple Shooting and Time Domain Decomposition Methods, Springer-verlag, 2015
- Binder T., Kostina E.A.: Parameter Estimation in Dynamic Processes based on Huber Estimator, in: Modelling, Simulation and Optimization of Complex Processes, Springer-Verlag, 2011
- Bock H.G., Kostina E.A., Schlöder J.P.: Numerical Methods for Parameter Estimation in Nonlinear Differential Algebraic Equations. GAMM Mitteilungen, 30, Issue 2, 376 – 408, 2007
- Kostina E. A.: Robust Parameter Estimation in Dynamic Systems. Optimization and Engineering, 5(4), 461-484, 2004
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