T. Kossaczká, M. Ehrhardt and M. Günther, "Enhanced fifth order WENO shock-capturing schemes with deep learning", Results in Applied Mathematics, vol. 12, pp. 100201, 2021. Elsevier.

C. Hachtel, A. Bartel, M. Günther and A. Sandu, "Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1", Journal of Computational and Applied Mathematics, vol. 387, pp. 112499, 2021. North-Holland.

M. Günther, A. Sandu and A. Zanna, "Symplectic GARK methods for Hamiltonian systems", Preprint, 2021.

M. Ehrhardt, "Pricing basket default swaps using quasi-analytic techniques", Decisions in Economics and Finance, vol. 44, pp. 241–267, 2021. Springer Verlag Italia.

M. Bannenberg and A. Ciccazzo, "Reduced order multirate schemes for coupled differential-algebraic systems", Applied Numerical Mathematics, vol. 168, pp. 104–114, 2021. North-Holland.

M. Ehrhardt, "Reflectionless propagation of Manakov solitons on a line: A model based on the concept of transparent boundary conditions", Physical Review E, vol. 103, no. 4, pp. 043305, 2021. American Physical Society.

Rosenbrock-Wanner-Type Methods: Theory and Applications. .... Springer Cham, 2021.

M. Günther, A. Sandu, K. Schäfers and A. Zanna, "Symplectic GARK methods for partitioned Hamiltonian systems", Preprint, 2021.

L. Teng, "The Heston model with time-dependent correlation driven by isospectral flows", Mathematics, vol. 9, no. 9, 2021. MDPI.

J. Backhaus, M. Bolten, O. Tanil Doganay, M. Ehrhardt, B. Engel, C. Frey, H. Gottschalk, M. Günther, C. Hahn, J. Jäschke and others, "GivEn - Shape optimization for gas turbines in volatile energy networks", Mathematical Modeling, Simulation and Optimization for Power Engineering and Management, pp. 71–106, 2021. Springer Cham.

A. Araújo and M. Ehrhardt, "Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics: Effects on health, society, industry, economics and technology", Journal of Mathematics in Industry, vol. 11, pp. 1–2, 2021. Springer Verlag.

E. Viviani, L. Di Persio and M. Ehrhardt, "Energy markets forecasting. From inferential statistics to machine learning: The German case", Energies, vol. 14, no. 2, pp. 364, 2021. MDPI.

A. Clevenhaus, M. Ehrhardt and M. Günther, "A parallel sparse grid combination technique using the Parareal Algorithm", Preprint IMACM, 2021. Bergische Universität Wuppertal.

M. Bannenberg and A. Ciccazzo, "A Combination of Model Order Reduction and Multirate Techniques for Coupled Dynamical Systems" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, Springer International Publishing, 2021, pp. 191–199.

A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A gradient descent algorithm for the Heston model", Preprint IMACM, 2021. Bergische Universität Wuppertal.

J. Kühn, A. Bartel and P. Putek, "A hysteresis loss model for Tellinen’s scalar hysteresis model" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, van Beurden, Martijn and Budko, Neil and Schilders, Wil, Eds. Springer Cham, 2021, pp. 241–250.

L. Kapllani, L. Teng and M. Ehrhardt, "A multistep scheme to solve backward stochastic differential equations for option pricing on GPUs" in Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019, Dimov, Ivan and Fidanova, Stefka, Eds. Springer Cham, 2021, pp. 196–208.

F. Klass, A. Gabbana and A. Bartel, "A non-equilibrium bounce-back boundary condition for thermal multispeed LBM", Journal of Computational Science, vol. 53, pp. 101364, 2021. Elsevier.

M. Felpel, J. Kienitz and T. A. McWalter, "Effective stochastic volatility: applications to ZABR-type models", Quantitative Finance, vol. 21, no. 5, pp. 837–852, 2021. Routledge.

L. Teng, "A review of tree-based approaches to solve forward-backward stochastic differential equations", Journal of Computational Finance, vol. 25, no. 3, pp. 125–159, 2021. Incisive Media.