Peter E. Kloeden

Peter Eris Kloeden (born 12 January 1949) is an Australian-born German mathematician specializing in dynamical systems, stochastic analysis, and numerical analysis. He is known for his contributions to the theory of nonautonomous and random dynamical systems, particularly the development of pullback attractors, and for co-authoring a foundational text on the numerical solution of stochastic differential equations. He is a Fellow of the Society for Industrial and Applied Mathematics (SIAM) and a recipient of the W. T. and Idalia Reid Prize.

Early life and education Kloeden was born in Ringwood, Victoria, Australia. He earned a Bachelor of Arts in Mathematics with first-class honours from Macquarie University in 1972. He completed his PhD in mathematics at the University of Queensland in 1975 under the supervision of Rudolf Výborný, with a thesis titled On General Semi-Dynamical Systems. He has supervised numerous masters and PhD students and collaborated with scholars from Australia, Brazil, China, Hungary, Germany, Greece, Israel, Japan, Moldova, Poland, Russia, Spain, UK, USA and Vietnam.

Research Kloeden's research spans pure and applied analysis, probability, and numerical analysis, with a focus on differential equations and dynamical systems. Kloeden has an h-index of 72 on Google Scholar.

Stochastic numerics Together with Eckhard Platen, Kloeden authored Numerical Solution of Stochastic Differential Equations (Springer, 1992). The book is widely cited as a seminal reference in the numerical analysis of stochastic processes and has been influential in areas such as computational finance. He co-authored the monograph Nonautonomous Dynamical Systems (AMS, 2011) with Martin Rasmussen, which systematically develops this theory.

Other contributions Early in his career, Kloeden worked on problems in mathematical meteorology, including the well-posedness of the quasi-geostrophic equations. More recently, he coauthored Attractors of Caputo Fractional Differential Equations with Thai Son Doan and Hoang The Tuan (Springer, 2025).

Awards and honours Fellow of the Society for Industrial and Applied Mathematics (SIAM) (2009), cited for "contributions to stochastic and non-autonomous dynamical systems" W. T. and Idalia Reid Prize (2006), awarded by SIAM for fundamental contributions to the theoretical and computational analysis of differential equations Fellow of the Australian Mathematical Society (1995) Thousand Talents Plan Award (China, 2014) Nelder Visiting Fellowship, Imperial College London (2013)

Selected publications Selected Books

Selected articles Cheban, D.; Kloeden, P. E.; Schmalfuss, B. (2002). "The relationship between pullback, forwards and global attractors of nonautonomous dynamical systems". Nonlinear Dynamics & Systems Theory, 9–28. Hutzenthaler, M.; Jentzen, A.; Kloeden, P. E. (2011). "Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients". Proceedings of the Royal Society A, 467 (2130): 1563–1576.

Personal life Kloeden has a severe hearing impairment that has been alleviated by a cochlear implant. He was married to Karin Wahl-Kloeden, who died of cancer in 2016.