Applied and Computational Mathematics (ACM)

Publikationen



2008
J. Ankudinova and M. Ehrhardt, "Fixed domain transformations and split-step finite difference schemes for Nonlinear {Black-Scholes} equations for {A}merican Options" in Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, M. Ehrhardt, Eds. Nova Science, Hauppauge, NY, 2008, pp. 243--273.
A. Bartel, M. Günther, H. De Gersem and S. Schöps, "Coupling and Simulation of Lumped Electric Circuits Refined by 3-D Magnetoquasistatic Conductor Models Using MNA and FIT", 2008.
M. Ehrhardt, "Nonlinear models in option pricing: an introduction" , 2008.
S. Knorr, R. Pulch and M. G\"unther, "Wavelet-collocation of multirate {PDAEs} for the simulation of radio frequency circuits" in Mathematics - Key Technology for the Future - Joint Projects between Universities and Industry 2004-2007, J\"ager, W. and Krebs, H.-J., Eds. Springer, Berlin, 2008, pp. 19--28.
M. Ehrhardt, J. Fuhrmann, E. Holzbecher and A. Linke, "Mathematical Modeling of Channel - Porous Layer Interfaces in {PEM} Fuel Cells" in Proceedings of FDFC2008 - Fundamentals and Developments of Fuel Cell Conference 2008, Nancy, France, December 10-12, 2008, 2008.
M. Ehrhardt, J. Fuhrmann, E. Holzbecher and A. Linke, "Mathematical modeling of channel-porous layer interfaces in PEM fuel cells" , 2008.
T. Voss, A. Verhoeven, T. Bechtold and J. Maten, "Model Order Reduction for Nonlinear Differential Algebraic Equations in Circuit Simulation" in Progress in Industrial Mathematics at {ECMI} 2006, L. L. Bonilla and M. Moscoso and G. Platero and J. M. Vega, Eds. Springer Berlin Heidelberg, 2008, pp. 518--523.
M. Günther, R. Wegener and F. Olawsky, "Modeling and simulation of non-woven processes" in Progress in Industrial Mathematics at ECMI 2006, 2008, pp. 691--696.
T. Bechtold, M. Striebel, K. Mohaghegh and E. J. W. Maten, "Nonlinear Model Order Reduction in Nanoelectronics: Combination of {POD} and {TPWL}", {PAMM}, vol. 8, no. 1, pp. 10057--10060, Dez. 2008. Wiley.
M. Ehrhardt, "Nonlinear models in mathematical finance: new research trends in option pricing", (No Title), 2008. Nova Science Publishers, Inc., Hauppauge, NY 11788.

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, M. Ehrhardt, Eds. Nova Science, Hauppauge, NY, 2008, pp. 1--19.
S. Knorr, R. Pulch and M. Günther, "Wavelet-Collocation of Multirate PDAEs for the Simulation of Radio Frequency Circuits", Mathematics--Key Technology for the Future: Joint Projects Between Universities and Industry 2004--2007, pp. 19--28, 2008. Springer Berlin Heidelberg.
A. Arnold, M. Ehrhardt and M. Schulte, "Numerical simulation of quantum waveguides" , Nova Science, Hauppauge, NY, VLSI and Computer Architecture, 2008.
M. Ehrhardt, H. Han and C. Zheng, "Numerical simulation of waves in periodic structures" , 2008.
J. Ankudinova and M. Ehrhardt, "On the numerical solution of nonlinear {Black-Scholes} equations", Comput. Math. Appl., vol. 56, no. 3, pp. 799--812, 2008.
J. Ankudinova and M. Ehrhardt, "On the numerical solution of nonlinear Black--Scholes equations", Computers & Mathematics with Applications, vol. 56, no. 3, pp. 799--812, 2008. Pergamon.
T. Sickenberger and R. Winkler, "Stochastic oscillations in circuit simulation", PAMM, vol. 7, no. 1, pp. 4050023-–4050024, 2008.
2007
R. Pulch, M. Guenther and S. Knorr, "Multirate partial differential algebraic equations for simulating radio frequency signals", European Journal of Applied Mathematics, vol. 18, no. 6, pp. 709--743, 2007. Cambridge University Press.
T. Sickenberger and R. Winkler, "Adaptive Methods for Transient Noise Analysis" in Scientific Computing in Electrical Engineering at SCEE 2006, Ciuprina, G. and Ioan, D., Eds. 2007, pp. 403-410.
X. Antoine, A. Arnold, C. Besse, M. Ehrhardt and A. Schädle, "A Review of artificial boundary conditions for the Schrödinger equation" in PAMM: Proceedings in Applied Mathematics and Mechanics, 2007, pp. 1023201--1023202.
Z. Ilievski, H. Xu, A. Verhoeven, E. J. W. Maten, W. H. A. Schilders and R. M. M. Mattheij, "Adjoint Transient Sensitivity Analysis in Circuit Simulation" in Scientific Computing in Electrical Engineering at SCEE2006, G. Ciuprina and D. Ioan, Eds. Springer Berlin Heidelberg, 2007, pp. 183--189.
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 Pub Incorporated.
T. Bechtold, A. Verhoeven, E. J. W. Maten and T. Voss, "Model order reduction: and advanced, efficient and automated computational tool for microsystems" in Applied and Industrial Mathematics in Italy II, Selected contributions from the 8th SIMAI conference, V. Cutello and G. Fotia and L. Puccio, Eds. World Scientific Publishing Co. Pte. Ltd., Singapore, Aug. 2007, pp. 113-124.
E. Buckwar and R. Winkler, "Multi-step {Maruyama} methods for stochastic delay differential equations", Stoch. Anal. Appl., vol. 25, no. 5, pp. 933-959, 2007.
L. Sumichrast and M. Ehrhardt, "On the three formulations of transparent boundaries for the beam propagation method" in Proceedings of AMTEE 2007 - Advanced Methods of the Theory of Electrical Engineering (Applied to Power Systems), Pilsen, Czech Republic, September, 10-12, 2007, 2007.

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