Applied and Computational Mathematics (ACM)

Publikationen



scheduled 2023
M. Ehrhardt and M. Günther, Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft. .... Springer, scheduled 2023.
2022
M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds" , IMACM preprint 22/14, 2022.
H. Fatoorehchi and M. Ehrhardt, "Numerical and semi-nume\-rical solutions of a modified Thévenin model for calculating terminal voltage of battery cells" , J. Energy Storage, vol. 45, pp. 103746, 2022. Elsevier.
{. S. Petrov, M. Ehrhardt and {. Y. Trofimov, "On the decomposition of the fundamental solution of the {Helmholtz} equation via solutions of iterative parabolic equations" , Asymptotic Analysis, vol. 126, no. 3-4, pp. 215--228, 2022. IOS Press.
F. Heldmann, S. Treibert, M. Ehrhardt and K. Klamroth, "PINN Training using Biobjective Optimization: The Trade-off between Data Loss and Residual Loss" , IMACM preprint 22/13, 2022.
J. Kienitz, "Semi-Analytic Conditional Expectations" , RISK, vol. 7, 2022.
K. Schäfers, A. Bartel, M. Günther and C. Hachtel, "Spline-oriented inter/extrapolation-based multirate schemes of higher order" , Applied Mathematics Letters, 2022. Elsevier.
M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies" , AAMM, vol. 14, no. 2, pp. 528--538, 2022.
K. Sabirov, J. Yusupov, M. Ehrhardt and D. Matrasulov, "Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line" , Physics Letters A, vol. 423, pp. 127822, 2022. Elsevier.
A. Bartel and M. Günther, "Multirate Schemes -- An Answer of Numerical Analysis to a Demand from Applications" in Novel Mathematics Inspired by Industrial Challenges,Michael Günther and Wil Schilders, Eds. Springer, 2022, pp. 5--27.
L. Teng, M. Ehrhardt and M. G\"unther, Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance. .... World Scientific, scheduled 2023.
D. {Duffy and J. Kienitz, Monte Carlo Frameworks - Building Customisable and High-performance C++ Applications. .... {John Wiley \& Sons, Chichester}.
J. {Kienitz, "Stochastic Processes in Finance I" , {Wilmott Magazine}.
J. {Kienitz, "Stochastic Processes in Finance II" , {Wilmott Magazine}, vol. {6}.
J. {Kienitz, "Stochastic Processes in Finance III" , {Wilmott Magazine}.
{2009}
P. {Beyer and J. Kienitz, "{Pricing {F}orward {S}tart {O}ption in {M}odels based on {L}évy {P}rocesses}" , {The Icfai University Journal of Derivatives Markets}, vol. {6(2)}, pp. {7--23}, {2009}.
L. Kapllani and L. Teng, "Multistep schemes for solving backward stochastic differential equations on {GPU}" , JMI, vol. 12, no. 5, 2022.
J. {Kienitz, "{The {CGMY} model}" , {The Encyclopedia of Quantitative Finance (ed. Cont), Wiley}, {2009}.
J. Jäschke, N. Skrepek and M. Ehrhardt, "Mixed-Dimensional Geometric Coupling of Port-{Hamiltonian} Systems" , IMACM preprint 22/04, 2022.
T. Sch\"afers and L. Teng, "Asymmetry in stochastic volatility models with threshold and time-dependent correlation" , Studies in Nonlinear Dynamics \& Econometrics, 2022.
F. Klass, A. Gabbana and A. Bartel, "A non-reflecting boundary condition for multispeed lattice Boltzmann methods" in Accepted at Progress in Industrial Mathematics at ECMI 2021,M. Ehrhardt and M. Günther, Eds. Springer-Verlag, Berlin, 2022.

ISBN: 978-3-031-11817-3

S. Treibert, H. Brunner and M. Ehrhardt, "A nonstandard finite difference scheme for the SVICDR model to predict COVID-19 dynamics" , Math. Biosci. Eng., vol. 19, pp. 1213--1238, 2022.
S. Treibert and M. Ehrhardt, "A Physics-Informed Neural Network to Model COVID-19 Epidemic Scenarios" , IMACM preprint 22/11, 2022.
M. E. J.R. Yusupov and D. Matrasulov, "Manakov system on metric graphs: Modeling the reflectionless propagation of vector solitons in networks" , IMACM preprint 22/12, 2022.
J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "A port-{Hamiltonian} formulation of coupled heat transfer" , Math. Comput. Modell. Dynam. Syst., vol. 28, no. 1, pp. 78--94, 2022. Taylor \& Francis.

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