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Matthias Heinkenschloss

Noah Harding Chair and Professor, Computational Applied Mathematics & Operations Research

 

Contact Information

Matthias Heinkenschloss
Department of Computational Applied Mathematics & Operations Research
Rice University
MS-134
6100 Main
Houston, Texas 77005-1827

heinken _at_ rice.edu
cmor-faculty.rice.edu/~heinken
Phone: 713-348-5176
Fax: 713-348-5318

Office: Duncan Hall, Room 3088
Maps-Directions

Research Group

Current Members

Graduate Students

  • Jonathan R. Cangelosi
    MA, Computational Applied Mathematics and Operations Research, Rice University, December 2022.
    Title: Trajectory Optimization of Hypersonic Vehicles via a Radau Pseudospectral Method.
  • Alejandro Diaz (2021 National Defense Science and Engineering Graduate (NDSEG) Fellowship; 2021 Honorable Mention NSF Graduate Research Fellowship)
    MA, Computational and Applied Mathematics, Rice University, November 2021.
    Title: Limits of the Quadratic-Bilinear Loewner Framework Applied to Burgers' Equation.
  • Dane S. Grundvig (2022 National Defense Science and Engineering Graduate (NDSEG) Fellowship)
    MA, Computational Applied Mathematics and Operations Research, Rice University, February 2023.
    Title: Line-Search Based Optimization using Function Approximations with Tunable Accuracy.
  • Anwar Khaddaj
  • John Steinman

Prospective Students

I am always looking for excellent, motivated students to work with.
Graduate Students: In the Department of Computational Applied Mathematics and Operations Research (CMOR), we admit graduate students into the department (not into individual research groups). CMOR graduate studies start in the fall semester. Please visit CMOR Graduate Programs and CMOR Graduate Admission for more information about our programs, the application process, and application deadlines.
Undergraduate Students: I always have interesting undergraduate research projects. These projects typically require a solid understanding of the material taught in CAAM 334/335, CAAM 336, and CAAM 378.

Former Members

    Graduate Students

  • Nathaniel J. Kroeger (2019 NSF Graduate Research Fellowship)
    PhD, Computational and Applied Mathematics, Rice University, August 2023. Title: ADMM and Diagonalization Based Parallel-in-Time Methods for Optimal Control Problems.
    Position after graduation: Postdoc, Biostatistics for Cancer Research, Department of Statistics, Rice University.
  • Mae Markowski (2019 Honorable Mention NSF Graduate Research Fellowship)
    PhD, Computational and Applied Mathematics, Rice University, August 2022.
    Title: Efficient Solution of Smoothed Risk-Averse PDE-Constrained Optimization Problems.
    Position after graduation: Mathworks.

  • Shengchao Lin
    PhD, Computational and Applied Mathematics, Rice University, May 2022.
    Title: Multilevel-in-Time Methods for Optimal Control of PDEs and Training of Recurrent Neural Networks.
    Position after graduation: Mathworks.

  • Peter Geldermans (2017 NSF Graduate Research Fellowship)
    MA, Computational and Applied Mathematics, Rice University, November 2017. Jointly supervised with Prof. Adrianna Gillman.
    Title: Extending the Hierarchical Poincaré-Steklov Method to the Optimization Setting.
    Position after graduation: Continued in PhD program, working with Prof. Gillman.

  • Timur Takhtaganov
    PhD, Computational and Applied Mathematics, Rice University, August 2017.
    Title: Efficient Estimation of Coherent Risk Measures for Risk-Averse Optimization Problems Governed by Partial Differential Equations with Random Inputs.
    Position after graduation: Postdoc Rice University; Computational Research Division, Lawrence Berkeley National Laboratory.

  • Xiaodi Deng
    PhD, Computational and Applied Mathematics, Rice University, May 2017.
    Title: A Parallel-In-Time Gradient-Type Method for Optimal Control Problems.
    Position after graduation: Quantlab.

  • Caleb Magruder
    PhD, Computational and Applied Mathematics, Rice University, May 2017.
    Title: Projection-Based Model Reduction in the Context of Optimization with Implicit PDE Constraints.
    Position after graduation: Norbert Wiener Assistant Professor, Department of Mathematics at Tufts University, then at MathWorks.

  • Jedidiah (Jed) Gohlke
    MA, Computational and Applied Mathematics, Rice University, December 2013.
    Title: Reduced Order Modeling for Optimization of Large Scale Dynamical Systems.
    Position after graduation: Palantir.

  • Drew Kouri
    PhD, Computational and Applied Mathematics, Rice University, May 2012.
    Title: An Approach for the Adaptive Solution of Optimization Problems Governed by Partial Differential Equations with Uncertain Coefficients.
    Position after graduation: Wilkinson Fellow, Argonne National Laboratory, IL; Senior Member of the Technical Staff at Sandia National Laboratories, NM.

  • Millie Mays
    MA, Computational and Applied Mathematics, Rice University, May 2012.
    Title: Discrete Search Optimization for Real-Time Path Planning in Satellites.
    Position after graduation: Officer in the US AirForce.

  • Sean Hardesty
    PhD, Computational and Applied Mathematics, Rice University, May 2010.
    Title: Optimization of Shell Structure Acoustics.
    Position after graduation: PostDoc Rice University; Z-Terra Inc. Houston.
    Sean's research on computational modeling and optimization of violins is the described in the recent Rice News article turning math into music and video.

  • Klaus Wiegand
    MA, Computational and Applied Mathematics, Rice University, May 2010.
    Title: A Numerical Study of an Adjoint Based Method for Reservoir Optimization.
    Position after graduation: ExxonMobil Upstream Research Company, Houston

  • Eelco Nederkoorn
    MA, Computational and Applied Mathematics, Rice University, May 2010.
    Title: Adaptive Finite Element Methods for Linear-Quadratic Convection Dominated Elliptic Optimal Control Problems.
    Available as CAAM Technical Report, TR 09-27.
    Position after graduation: DotX, Amsterdam, The Netherlands.

  • Jonah Reeger
    MA, Computational and Applied Mathematics, Rice University, May 2009.
    Title: A Comparison of Transcription Techniques for the Optimal Control of the International Space Station.
    Position after graduation: Officer in the US AirForce.

  • Kary Green
    MA, Computational and Applied Mathematics, Rice University, August 2006.
    Title: Optimal Sensor Placement for Parameter Identification.
    Position after graduation: Petroleum Geo-Services. Houston, TX.

  • Patricia Howard
    MA, Computational and Applied Mathematics, Rice University, August 2006.
    Title: Multigrid Methods for Elliptic Optimal Control Problems.
    Available as CAAM Technical Report, TR 06-14.
    Position after graduation: Areté Associates, CA.

  • Denis Ridzal
    PhD, Computational and Applied Mathematics, Rice University, April 2006.
    Title: Trust-Region SQP Methods with Inexact Linear System Solves for Large-Scale Optimization.
    Available as CAAM Technical Report, TR 06-02.
    Position after graduation: von Neumann Fellow, Sandia National Laboratories, NM; Senior Member of the Technical Staff at Sandia National Laboratories, NM.

  • Agata Comas
    PhD, Computational and Applied Mathematics, Rice University, December 2005.
    Title: Time-Domain Decomposition Preconditioners for the Solution of Discretized Parabolic Optimal Control Problems.
    Available as CAAM Technical Report, TR 06-01.
    Position after graduation: Veritas DSG Inc., Houston.

  • Hoang Q. Nguyen
    PhD, Computational and Applied Mathematics, Rice University, August 2004.
    Title: Domain Decomposition Methods for Linear-Quadratic Elliptic Optimal Control Problems.
    Available as CAAM Technical Report, TR04-16.
    Position after graduation: Software Development, Biostatistics and Applied Mathematics Department, MD Anderson, Houston.

  • Zhen Wang
    PhD, Computational and Applied Mathematics, Rice University, December 2003.
    Title: A Generalized Trust Region SQP Algorithm for Equality Constrained Optimization.
    Available as CAAM Technical Report, TR03-18.
    Position after graduation: Assistant Professor of Mathematics at the Beijing University Of Technology.

  • Jesse A. Pietz
    MA, Computational and Applied Mathematics, Rice University, May 2003.
    Title: Pseudospectral Collocation Methods for the Direct Transcription of Optimal Control Problems.
    Available as CAAM Technical Report, TR03-10.
    Position after graduation: Officer in the US AirForce.

PostDocs

  • Timur Takhtaganov (Oct 2017 - Dec. 2017)
    Position after postdoc: Computational Research Division, Lawrence Berkeley National Laboratory.

  • Sean Hardesty (June 2010 - Dec. 2012)
    Sean's research on computational modeling and optimization of violins is the described in the recent Rice News article turning math into music and video. Position after postdoc: Z-Terra, Houston.

  • Harbir Antil (Jan. 2010 - Dec. 2010)
    Position after Rice PostDoc: Research PostDoc., Department of Mathematics, University of Maryland; Assistant Professor, Department of Mathematical Sciences, George Mason University.

  • Dmitriy Leykekhman ( Aug. 2005 - July 2007; Pfeiffer-VIGRE Post-Doctoral Associate)
    Position after postdoc: Assistant Professor, Department of Mathematics, University of Connecticut.

  • Kaveh Ghayour (Spring 2000 - Summer 2002, jointly with S. S. Collis)
    Position after postdoc: US Filter.

  • Mary Beth Hribar ((Fall 1997 - Summer 1998, jointly with J. E. Dennis)
    Position after postdoc: Cray Inc

Undergraduate Students

  • Cade Ballew, Ricky Morse (Spring 2019--Summer 2020; both worked on parameter identification problems in time dependent Pinsky-Rinzel model). Alex Bluestein, Mark Kessler (Spring 2019--Summer 2020; both worked on model reduction of time dependent partial differential equations).
  • Takuya Kurihana University of Tsukuba, Japan (summer 2016) through the 2016 Nakatani RIES Fellowship for Japanese students. After completing his BS (Meteorology) at the University of Tsukuba, Japan, Takuya joined the PhD program in the Department of Computer Science at the University of Chicago.
  • Xianda Rui (summer 2013). After completing his undergraduate degree at Rice U., Xianda joined Columbia University, NY, where he earned a Master's Degree in Financial Engineering.
  • Tianlai Lu (summer 2006, supported through an NSF REU grant). Tianlai completed his undergraduate degree at Rice U. and began his career in industry.
  • Faisal Amlani (summer 2005, supported through an NSF REU grant). After finishing his undergraduate degree, Faisal Amlani joined the PhD program in Applied Mathematics at CalTech.
  • James R. Noll (summer 2002, supported from a Brown Undergraduate Research Grant, Rice U.).
    After finishing his undergraduate degree, James Noll joined the Southwest Research Institute, San Antonio.
  • Scott Harrison (summer 1999, supported by the W. M. Keck Center for Computational & Structural Biology).
    After finishing his undergraduate degree, Scott Harrison pursued his PhD in Chemical Engineering at the University of Texas, Austin.

Visitors

Past long term visitors included Lilian Caroline Kramer Biasi (UNICAMP), Prof. Dr. Michael Herty, Dr. Helke Karen Hesse (IWR, Uni.Heidelberg), Prof. Dr. Michael Hintermüller, Dr. Dörte Jando (née Beigel) (IWR, Uni.Heidelberg), Prof. Dr. Florian Jarre, Dr. Andreas Potschka, Prof. Dr. Timo Reis, Prof. Dr. Michael Ulbrich, Prof. Dr. Stefan Ulbrich, Prof. Dr. Luís Nunes Vicente, Dr. Heiko Weichelt.