Applied and Computational Mathematics (ACM)

Publikationen Prof. Dr. Matthias Ehrhardt



2009
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.
M. Ehrhardt, "Numerical simulation of quantum wave guides" in VLSI and Computer Architecture, Watanabe, K., Eds. Nova Science Publishers, 2009, pp. 115–138.
M. Ehrhardt, "Numerical simulation of waves in periodic structures", Communications in Computational Physics, vol. 5, no. 5, pp. 849–870, 2009. Global Science Press.
L. Šumichrast and M. Ehrhardt, "On the Transparent Boundary Conditions (TBC) for the parabolic wave equation" in ISTET 2009 - VXV International Symposium on Theoretical Engineering, VDE Verlag, 2009, pp. 1–1.
2008
M. Ehrhardt, "A discrete Adomian decomposition method for the discrete nonlinear Schrödinger equation", Applied Mathematics and Computation, vol. 197, no. 1, pp. 190–205, 2008. Elsevier.
M. Ehrhardt, "A fast, stable and accurate numerical method for the Black-Scholes equation of American options", International Journal of Theoretical and Applied Finance, vol. 11, no. 05, pp. 471–501, 2008. World Scientific Publishing.
M. Ehrhardt, "A review of transparent and artificial boundary conditions techniques for linear and nonlinear Schrödinger equations", Communications in Computational Physics, vol. 4, no. 4, pp. 729–796, 2008. Global Science Press.
M. Ehrhardt, "Discrete artificial boundary conditions for nonlinear Schrödinger equations", Mathematical and Computer Modelling, vol. 47, no. 11-12, pp. 1264–1283, 2008. Pergamon.
M. Ehrhardt, "Discrete models for the cube-root differential equation", Neural, Parallel and Scientific Computations, vol. 16, no. 2, pp. 179–188, 2008. Dynamic Publishers.
M. Ehrhardt, "Discrete transparent boundary conditions for Schrödinger-type equations for non-compactly supported initial data", Applied Numerical Mathematics, vol. 58, no. 5, pp. 660–673, 2008. Elsevier.
M. Ehrhardt, "Evaluation of exact boundary mappings for one-dimensional semi-infinite periodic arrays", Preprint WIAS, no. 1358, 2008. Weierstraß-Institut für Angewandte Analysis und Stochastik.
M. Ehrhardt, "Exact artificial boundary conditions for problems with periodic structures", Journal of Computational Physics, vol. 227, no. 14, pp. 6877–6894, 2008. Academic Press.
M. Ehrhardt, "Mathematical modeling of channel-porous layer interfaces in PEM fuel cells" in Proceedings of FDFC2008 - Fundamentals and Developments of Fuel Cell Conference 2008, 2008.
Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, 2008.

ISBN: 978-1-60456-931-5

M. Ehrhardt, "Nonlinear models in option pricing: An introduction" in Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, Ehrhardt, Matthias, Eds. Nova Science Publishers, 2008, pp. 1–19.
M. Ehrhardt, "On the numerical solution of nonlinear Black-Scholes equations", Computers & Mathematics with Applications, vol. 56, no. 3, pp. 799–812, 2008. Pergamon.
2007
M. Ehrhardt, "A review of artificial boundary conditions for the Schrödinger equation", PAMM: Proceedings in Applied Mathematics and Mechanics, vol. 7, no. 1, pp. 1023201–1023202, 2007. WILEY-VCH Verlag.
M. Ehrhardt, "Discrete non-local boundary conditions for split-step Padé approximations of the one-way Helmholtz equation", Journal of Computational and Applied Mathematics, vol. 200, no. 2, pp. 471–490, 2007. North-Holland.
Q. A. Dang, M. Ehrhardt, G. L. Tran and D. Le, "On the numerical solution of some problems of environmental pollution", Air pollution research advances, pp. 171–200, 2007. Nova Science Publishers.
L. Šumichrast and M. Ehrhardt, "On the three formulations of trans-parent boundaries for the beam propagation method" in AMTEE'07: 8th International Conference on Advanced Methods in the Theory of Electrical Engineering, University of West Bohemia, 2007.
2006
Q. A. Dang and M. Ehrhardt, "Adequate numerical solution of air pollution problems by positive difference schemes on unbounded domains", Mathematical and Computer Modelling, vol. 44, no. 9-10, pp. 834–856, 2006. Pergamon.
M. Ehrhardt, "Discrete artificial boundary conditions for the Black-Scholes equation of American options", Preprint, Research Center Matheon, pp. 1–25, 2006. Technische Universität Berlin.
M. Ehrhardt, "Discrete transparent boundary conditions for parabolic systems", Mathematical and Computer Modelling, vol. 43, no. 3-4, pp. 294–309, 2006. Pergamon.
M. Ehrhardt, "Discrete transparent boundary conditions for the two dimensional Schrödinger equation", Preprint, Research Center Matheon, pp. 1–24, 2006. Technische Universität Berlin.
M. Ehrhardt, "Fast calculation of energy and mass preserving solutions of Schrödinger-Poisson systems on unbounded domains", Journal of Computational and Applied Mathematics, vol. 187, no. 1, pp. 1–28, 2006. North-Holland.