Publikationen Prof. Dr. Matthias Ehrhardt
- 2013
- M. Ehrhardt, "An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- M. Ehrhardt, "A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients", Applied Mathematics and Computation, vol. 219, no. 12, pp. 6591–6604, 2013. Elsevier.
- 2012
- M. Ehrhardt, "Optimized far field boundary conditions for hyperbolic systems", Preprint IMACM, 2012. Bergische Universität Wuppertal.
- Q. A. Dang, M. Ehrhardt, G. L. Tran and D. Le, "Mathematical modeling and numerical algorithms for simulation of oil pollution", Environmental Modeling & Assessment, vol. 17, no. 3, pp. 275–288, 2012. Springer Netherlands.
- M. Ehrhardt, "Modelling and numerical valuation of power derivatives in energy markets", Advances in Applied Mathematics and Mechanics, vol. 4, no. 3, pp. 259–293, 2012. Global Science Press.
- M. Ehrhardt, "Meshfree methods in option pricing" in 2012 Mediterranean Conference on Embedded Computing (MECO), IEEE, 2012, pp. 243–246.
- Q. A. Dang and M. Ehrhardt, "On Dirac delta sequences and their generating functions", Applied Mathematics Letters, vol. 25, no. 12, pp. 2385–2390, 2012. Pergamon.
- D. Shcherbakov and M. Ehrhardt, "Geometric numerical integration structure-preserving algorithms for QCD simulations" in Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011), 2012, pp. 327.
- M. Ehrhardt, "Absorbing boundary conditions for solving stationary Schrödinger equations" in Progress in Industrial Mathematics at ECMI 2010, Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael, Eds. Springer Berlin Heidelberg, 2012, pp. 635–641.
- M. Ehrhardt, "Discrete transparent boundary conditions for the Schrödinger equation on circular domains", Communications in Mathematical Sciences, vol. 10, no. 3, pp. 889–916, 2012. International Press of Boston.
- Coupled Fluid Flow in Energy, Biology and Environmental Research. Bentham Science Publishers, 2012.
ISBN: 978-1-60805-691-0
- M. Ehrhardt, "An introduction to fluid-porous interface coupling" in Coupled Fluid Flow in Energy, Biology and Environmental Research, Bentham Science Publishers, 2012, pp. 3–12.
- 2011
- M. Ehrhardt, "A high-order compact method for nonlinear Black-Scholes option pricing equations of American options", International Journal of Computer Mathematics, vol. 88, no. 13, pp. 2782–2797, 2011. Taylor & Francis.
- M. Ehrhardt, "A new method for stress testing on investment products" in The Risk of Investment Products: From Product Innovation to Risk Compliance, World Scientific Publishing, 2011, pp. 225–240.
- M. Ehrhardt, "Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities", Communications in Computational Physics, vol. 10, no. 5, pp. 1280–1304, 2011. Cambridge University Press.
- M. Ehrhardt, "Efficient numerical valuation of continuous installment options", Advances in Applied Mathematics and Mechanics, vol. 3, no. 2, pp. 141–164, 2011. Cambridge University Press.
- 2010
- M. Ehrhardt, "Modeling boundary conditions for solving stationary Schrödinger equations", Preprint IMACM, 2010. Bergische Universität Wuppertal.
- Wave Propagation in Periodic Media: Analysis, Numerical Techniques and practical Applications. Bentham Science Publishers, 2010.
ISBN: 9781608051502
- M. Ehrhardt, "Fixed domain transformations and split-step finite difference schemes for nonlinear Black-Scholes equations for American options" in Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, Ehrhardt, Matthias, Eds. Nova Science Publishers, 2010, pp. 243–273.
- M. Ehrhardt, "Fast numerical methods for waves in periodic media" in Wave Propagation in Periodic Media, Ehrhardt, Matthias, Eds. Bentham Science Publishers, 2010, pp. 135–166.
- M. Ehrhardt, "Absorbing boundary condition for hyperbolic systems", Numerical Mathematics: Theory, Methods and Applications, vol. 3, no. 3, pp. 295–337, 2010. Global Science Press.
- 2009
- M. Ehrhardt, "A model of an electrochemical flow cell with porous layer", Preprint WIAS, no. 1437, 2009. Weierstraß-Institut für Angewandte Analysis und Stochastik.
- M. Ehrhardt, "Comparison of the continuous, semi-discrete and fully-discrete Transparent Boundary Conditions (TBC) for the parabolic wave equation 1. Theory", Journal of Electrical Engineering, vol. 60, no. 6, pp. 301–312, 2009. FEI STU Bratislava.
- M. Ehrhardt, "Evaluation of scattering operators for semi-infinite periodic arrays", Communications in Mathematical Sciences, vol. 7, no. 2, pp. 347–364, 2009. International Press of Boston.
- M. Ehrhardt, "Implementing exact absorbing boundary condition for the linear one-dimensional Schrödinger problem with variable potential by Titchmarsh-Weyl theory", Preprint WIAS, no. 1426, 2009. Weierstraß-Institut für Angewandte Analysis und Stochastik.
