Publikationen Prof. Dr. Michael Günther
- 2016
- C. Hendricks, M. Ehrhardt and M. Günther, "Integrated forecasting of day-ahead prices in the German electricity market" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 333–339.
- C. Hachtel, A. Bartel and M. Günther, "Interface reduction for multirate ODE-Solver" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 185–193.
- C. Hachtel, M. Günther and A. Bartel, "Model order reduction for multirate ODE-Solvers in a multiphysics application" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 473–480.
- L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–18, 2016. Springer Verlag.
- L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation with modified Ornstein-Uhlenbeck process" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 113–120.
- I. Kossaczkỳ, M. Ehrhardt and M. Günther, "Modifications of the PCPT method for HJB equations" in 8th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’16, American Institute of Physics, 2016, pp. 030002.
- F. Knechtli, M. Günther and M. Peardon, "Monte Carlo methods" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 35–53.
- M. Günther, C. Hachtel and A. Sandu, "Multirate GARK schemes for multiphysics problems" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 115–121.
- M. Günther and A. Sandu, "Multirate generalized additive Runge Kutta methods", Numerische Mathematik, vol. 133, no. 3, pp. 497–524, 2016. Springer New York.
- E. J. W. Maten, P. A. Putek, M. Günther, R. Pulch, C. Tischendorf, C. Strohm, W. Schoenmaker, P. Meuris, B. D. Smedt, P. Benner, L. Feng, N. Banagaaya, Y. Yue, R. Janssen, J. J. Dohmen, B. Tasic, F. Deleu, R. Gillon, A. Wieers, H. Brachtendorf, K. Bittner, T. Kratochvíl, J. Petřzela, R. Sotner, T. Götthans, J. Dřínovský, S. Schöps, D. J. D. Guerra, T. Casper, H. D. Gersem, U. Römer, P. Reynier, P. Barroul, D. Masliah and B. Rousseau, "Nanoelectronic COupled problems solutions - nanoCOPS: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation", Journal of Mathematics in Industry, vol. 7, no. 1, pp. 1–19, 2016. Springer Verlag.
- L. Teng, M. Ehrhardt and M. Günther, "On the Heston model with stochastic correlation", International Journal of Theoretical and Applied Finance, vol. 19, no. 06, pp. 1650033, 2016. World Scientific Publishing.
- I. Kossaczky, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for HJB equations", Applied Mathematics Letters, vol. 52, pp. 53–57, 2016. Pergamon.
- I. Kossaczky, M. Ehrhardt and M. Günther, "Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations", Preprint IMACM, 2016. Bergische Universität Wuppertal.
- E. J. W. Maten, M. Günther and M. Ehrhardt, "Proper orthogonal decomposition in option pricing: Basket options and Heston model" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 217–227.
- F. Knechtli, M. Günther and M. Peardon, "Quantum Field Theory (QFT) on the Lattice" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 1–34.
- P. Putek, K. Gausling, A. Bartel, K. M. Gawrylczyk, R. Pulch and M. Günther, "Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 233–242.
- Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014. Springer Cham, 2016.
ISBN: 978-3-319-30398-7
- P. Putek, R. Pulch, A. Bartel, E. J. W. Maten, M. Günther and K. M. Gawrylczyk, "Shape and topology optimization of a permanent-magnet machine under uncertainties", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–19, 2016. Springer Verlag.
- P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, M. Günther, W. Schoenmaker, F. Deleu and A. Wieers, "Shape optimization of a power MOS device under uncertainties" in 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE), IEEE, 2016, pp. 319–324.
- C. Hachtel, A. Bartel and M. Günther, "Stability and Error Analysis for Coupled Multirate-MOR Methods", Preprint IMACM, 2016. Bergische Universität Wuppertal.
- L. Teng, M. Ehrhardt and M. Günther, "The dynamic correlation model and its application to the Heston model" in Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation, Glau, Kathrin and Grbac, Zorana and Scherer, Matthias and Zags, Rudi, Eds. Springer Cham, 2016, pp. 437–449.
- M. Wandelt, F. Knechtli and M. Günther, "The Wilson flow and the finite temperature phase transition", Journal of High Energy Physics, vol. 2016, no. 10, 2016. Springer Verlag.
- P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, W. Schoenmaker and M. Günther, "Uncertainty quantification for robust topology optimization of power transistor devices", IEEE Transactions on Magnetics, vol. 52, no. 3, pp. 1–4, 2016. IEEE.
- 2015
- A. Sandu and M. Günther, "A generalized-structure approach to dditive Runge-Kutta methods", SIAM Journal on Numerical Analysis, vol. 53, no. 1, pp. 17–42, 2015. Society for Industrial and Applied Mathematics.
- L. Teng, M. Ehrhardt and M. Günther, "A versatile approach for stochastic correlation using hyperbolic functions", International Journal of Computer Mathematics, vol. 93, no. 3, pp. 524–539, 2015. Taylor & Francis.