Publikationen
- 2023
- M. Ehrhardt and S. B. Kozitskiy, "On a generalization of the split-step Padé method to the case of unknown vector-functions", Preprint IMACM, 2023. Bergische Universität Wuppertal.
- M. Ehrhardt, "Transparent boundary conditions for the nonlocal nonlinear Schrödinger equation: A model for reflectionless propagation of PT-symmetric solitons", Physics Letters, Section A, vol. 459, pp. 128611, 2023. North-Holland.
- J. Jäschke, N. Skrepek and M. Ehrhardt, "Mixed-dimensional geometric coupling of port-Hamiltonian systems", Applied Mathematics Letters, vol. 137, pp. 108508, 2023. Pergamon.
- T. Kossaczká, M. Ehrhardt and M. Günther, "Deep FDM: Enhanced finite difference methods by deep learning", Franklin Open, vol. 4, pp. 100039, 2023. Elsevier.
- K. S. Matyokubov and M. Ehrhardt, "Manakov system on metric graphs: Modeling the reflectionless propagation of vector solitons in networks", Physics Letters, Section A, vol. 479, pp. 128928, 2023. North-Holland.
- F. Klass, A. Gabbana and A. Bartel, "A characteristic boundary condition for multispeed lattice Boltzmann methods", Communications in Computational Physics, vol. 33, no. 1, pp. 101–117, 2023. Global Science Press.
- M. Ehrhardt, "3D Modeling of sound field hologram of moving source in presence of internal waves causing horizontal refraction.", Preprint IMACM, 2023. Bergische Universität Wuppertal.
- H. Fatoorehchi and M. Ehrhardt, "A combined method for stability analysis of linear time invariant control systems based on Hermite-Fujiwara matrix and Cholesky decomposition", The Canadian Journal of Chemical Engineering, vol. 101, no. 12, pp. 7043–7052, 2023. John Wiley & Sons.
- T. Schäfers and L. Teng, "Asymmetry in stochastic volatility models with threshold and time-dependent correlation", Studies in Nonlinear Dynamics & Econometrics, vol. 27, no. 2, pp. 131–146, 2023. De Gruyter.
- H. Fatoorehchi and M. Ehrhardt, "A new method for stability analysis of linear time-invariant systems and continuous-time nonlinear systems with application to process dynamics and control", Preprint IMACM, 2023.
- T. Kossaczká, M. Ehrhardt and M. Günther, "Deep finite difference method for solving Asian option pricing problems", Preprint IMACM, 2023. Bergische Universität Wuppertal.
- J. Ackermann, A. Jentzen, T. Kruse, B. Kuckuck and J. L. Padgett, "Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the Lp-sense", Preprint, 2023.
- M. Ehrhardt and K. S. Matyokubov, "Driven transparent quantum graphs", Preprint, 2023.
- M. Felpel, J. Kienitz and T. McWalter, "Effective stochastic local volatility models", Quantitative Finance, vol. 23, no. 12, pp. 1731–1750, 2023. Routledge.
- L. Di Persio and M. Ehrhardt, "Electricity price forecasting via statistical and deep learning approaches: The German case", AppliedMath, vol. 3, no. 2, pp. 316–342, 2023. MDPI.
- M. Ehrhardt, "Experimental observation and theoretical analysis of the low-frequency source interferogram and hologram in shallow water", Journal of Sound and Vibration, vol. 544, pp. 117388, 2023. Academic Press.
- J. Kienitz, "Hedging in the age of statistical learning", Wilmott, vol. 2023, no. 126, pp. 94–102, 2023. Wilmott Magazine.
- 2022
- M. Hutzenthaler, A. Jentzen and T. Kruse, "Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities", Foundations of Computational Mathematics, vol. 22, no. 4, pp. 905–966, 2022. Springer New York.
- M. Hutzenthaler, T. Kruse and T. A. Nguyen, "Multilevel Picard approximations for McKean-Vlasov stochastic differential equations", Journal of Mathematical Analysis and Applications, vol. 507, no. 1, pp. 125761, 2022. Academic Press.
- M. Günther and A. Sandu, "Multirate linearly-implicit GARK schemes", BIT Numerical Mathematics, pp. 869–901, 2022. Springer Netherlands.
