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Assistant professor (biträdande universitetslektor) at the Centre for Mathematical Sciences, Lund University, Sweden. Position funded by WASP.

Previously: postdoc at the MPI Magdeburg, Germany. (CSC group)


Contact information

CVPreprintsPublicationsThesisPeer reviewSoftware

I am a numerical analyst; I construct, analyze and implement numerical methods for approximating the solutions to various problems, typically partial differential equations. Most of my work concerns different types of splitting schemes, which can be applied to a large number of problem classes to great effect. During the last few years, I have been working on large-scale (differential) Riccati equations, which are used in optimal control problems. Recently, I have also become interested in numerical methods for machine learning in the context of artificial intelligence.

Short CV
Born on February 13, 1986, in Myckleby, Sweden.

Education: Academic employment:


  1. with M. Williamson:
    SRKCD: a stabilized Runge-Kutta method for stochastic optimization
  2. with M. Eisenmann:
    Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space
  3. with M. Eisenmann, M. Williamson:
    Sub-linear convergence for a stochastic proximal iteration method in Hilbert space
  4. Convergence analysis for the exponential Lie splitting scheme applied to the abstract differential Riccati equation


  1. with P. Benner, C. Trautwein:
    A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
    IMA J. Numer. Anal. (2021)
  2. with H. Mena, L.-M. Pfurtscheller:
    GPU acceleration of splitting schemes applied to differential matrix equations
    Numer. Algor. 83 (2020), pp. 395--419
    [offprint] [journal]
  3. Singular value decay of operator-valued differential Lyapunov and Riccati equations
    SIAM J. Control Optim. 56(5) (2018), pp. 3598–3618
    [offprint] [journal]
  4. with A. Målqvist, A. Persson:
    Multiscale differential Riccati equations for linear quadratic regulator problems
    SIAM J. Sci. Comput. 40(4) (2018), pp. A2406–A2426
    [offprint] [journal]
  5. Adaptive high-order splitting schemes for large-scale differential Riccati equations
    Numer. Algor. 78(4) (2018), pp. 1129–1151
    [offprint] [journal]
  6. with T. Damm, H. Mena:
    Numerical Solution of the Finite Horizon Stochastic Linear Quadratic Control Problem
    Numer. Linear Algebra Appl. 24(4) (2017), e2091
    [preprint] [journal]
  7. with A. Målqvist:
    Finite element convergence analysis for the thermoviscoelastic Joule heating problem
    BIT 57(3) (2017), pp.787-810
    [preprint] [journal]
  8. Low-rank second-order splitting of large-scale differential Riccati equations
    IEEE Trans. Automat. Control 60(10) (2015), pp. 2791-2796
    [preprint] [journal]
  9. with E. Hansen:
    Convergence analysis for splitting of the abstract differential Riccati equation
    SIAM J. Numer. Anal. 52(6) (2014), pp. 3128-3139
    [preprint] [journal]
  10. with E. Hansen:
    Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay
    BIT 54(3) (2014), pp. 673-689
    [preprint] [journal]
  11. with E. Hansen:
    Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations
    Math. Comp. 82(284) (2013), pp. 1975-1985
    [preprint] [journal]


Peer review
I have refereed papers in the following journals:


Other links

Detailed contact information

Postal address:
  Centre for Mathematical Sciences
  Lund University
  Box 118
  SE-22100 Lund
Office: room MH:562E
Email: my first name dot my surname at math dot lth dot se
Phone: +46 46 222 4451 (office)