Applied and Computational Mathematics (ACM)



2024
L. Kapllani and L. Teng, "{A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations}", 2024.
J. Silva, J. Maten, M. Günther and M. Ehrhardt, "Model Order Reduction Techniques for Basket Option Pricing".
M. Günther, "Einführung in die Finanzmathematik".
G. Al{\i}, A. Bartel and M. Günther, "Electrical RLC networks and diodes".
E. Gjonaj, C. R. Bahls, B. Bandlow, A. Bartel, S. Baumanns, F. Belzen, G. Benderskaya, P. Benner, M. Beurden, A. Blaszczyk and others, "Feldmann, Uwe, 143 Feng, Lihong, 515 De Gersem, Herbert, 341 Gim, Sebasti{\'a}n, 45, 333", MATHEMATICS IN INDUSTRY 14, pp. 587.
M. Ehrhardt and C. Zheng, "für Angewandte Analysis und Stochastik".
M. Ehrhardt, M. Günther and M. Striebel, "Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations".
C. Hendricks, M. Ehrhardt and M. Günther, "High order tensor product interpolation in the Combination Technique", preprint, vol. 14, pp. 25.
C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite difference/pseudospectral methods for stochastic volatility models" in 19th European Conference on Mathematics for Industry. pp. 388.
I. Ambartsumyan, E. Khattatov, I. Yotov, P. Zunino, A. Arnold, M. Ehrhardt, A. Ashyralyev, P. Csomós, I. Faragó, I. Fekete and others, "Invited Papers".
M. Günther and I. Kossaczk{\`y}, "Lab Exercises for Numerical Analysis and Simulation I: ODEs".
M. Ehrhardt, M. Günther, H. Brunner and A. Dalhoff, "Mathematical Modelling of Dengue Fever Epidemics".
M. Ehrhardt and H. Brunner, "Mathematical Modelling of Monkeypox Epidemics".
M. Ehrhardt, M. Günther and H. Brunner, "Mathematical Study of Grossman's model of investment in health capital".
M. Ehrhardt, M. Günther and P. D. A. Bartel, "Mathematische Modellierung in Anwendungen".
M. Ehrhardt and M. Günther, "Modelling Stochastic Correlations in Finance".
2024
P. S. Petrov, M. Ehrhardt and S. B. Kozitskiy, "A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide", Journal of Sound and Vibration, pp. 118304, 2024. Elsevier.
M. Ehrhardt, M. Günther, B. Jacob, P. D. A. Bartel and J. Maten, "Modelling, Analysis and Simulation with Port-Hamiltonian Systems".
E. J. W. Maten and M. Ehrhardt, "MS40: Computational methods for finance and energy markets" in 19th European Conference on Mathematics for Industry. pp. 377.
P. Putek, P. PAPLICKI, R. Pulch, J. Maten, M. Günther and R. PA{\L}KA, "NONLINEAR MULTIOBJECTIVE TOPOLOGY OPTIMIZATION AND MULTIPHYSICS ANALYSIS OF A PERMANENT-MAGNET EXCITED SYNCHRONOUS MACHINE".
M. Günther and D. M. M. Wandelt, "Numerical Analysis and Simulation I: ODEs".
M. Ehrhardt and M. Günther, "Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model".
M. Ehrhardt and M. Günther, "Numerical Pricing of Game (Israeli) Options".
M. Ehrhardt, B. Farkas, M. Günther, B. Jacob and P. D. A. Bartel, "Operator Splitting and Multirate Schemes".
M. Calvo-Garrido, M. Ehrhardt and C. Vázquez, "PDE modeling and numerical methods for swing option pricing in electricity markets" in 19th European Conference on Mathematics for Industry. pp. 390.

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