M. Muniz, M. Ehrhardt and M. Günther, "Approximating Correlation Matrices Using Stochastic Lie Group Methods", Mathematics, vol. 9, no. 1, pp. 94, Jan. 2021. MDPI AG.

K. K. Sabirov, J. R. Yusupov, M. M. Aripov, M. Ehrhardt and D. U. Matrasulov, "Reflectionless propagation of {Manakov} solitons on a line: A model based on the concept of transparent boundary conditions", Phys. Rev. E, vol. 103, no. 4, pp. 043305, 2021. APS.

J. Kühn, A. Bartel and P. Putek, "A Hysteresis Loss Model for Tellinen’s Scalar Hysteresis Model" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, Springer International Publishing Cham, 2021, pp. 241--250.

M. Bannenberg, A. Ciccazzo and M. Günther, "Reduced order multirate schemes for coupled differential-algebraic systems", Applied Numerical Mathematics, vol. 168, pp. 104--114, 2021. North-Holland.

N. Umeorah, P. Mashele and M. Ehrhardt, "Pricing basket default swaps using quasi-analytic techniques", Decisions in Economics and Finance, vol. 44, pp. 241--267, 2021. Springer International Publishing.

J. Ackermann, T. Kruse and M. Urusov, "Optimal trade execution in an order book model with stochastic liquidity parameters", SIAM Journal on Financial Mathematics, vol. 12, no. 2, pp. 788--822, 2021. Society for Industrial and Applied Mathematics.

M. Günther and A. Sandu, "Multirate linearly-implicit GARK schemes", BIT Numerical Mathematics, pp. 1--33, 2021. Springer Netherlands.

C. Hachtel, A. Bartel, M. Günther and A. Sandu, "Multirate implicit Euler schemes for a class of differential--algebraic equations of index-1", Journal of Computational and Applied Mathematics, vol. 387, pp. 112499, 2021. North-Holland.

M. Bannenberg, A. Ciccazzo and M. Günther, "A Combination of Model Order Reduction and Multirate Techniques for Coupled Dynamical Systems" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, Springer International Publishing Cham, 2021, pp. 191--199.

A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A Gradient Descent Algorithm for the Heston model", arXiv preprint arXiv:2110.14370, 2021.

L. Kapllani, L. Teng and M. Ehrhardt, "A multistep scheme to solve backward stochastic differential equations for option pricing on gpus" in Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019, 2021, pp. 196--208.

M. Hutzenthaler, A. Jentzen, T. Kruse and others, "Multilevel Picard iterations for solving smooth semilinear parabolic heat equations", Partial Differential Equations and Applications, vol. 2, no. 6, pp. 1--31, 2021. Springer.

F. Klass, A. Gabbana and A. Bartel, "A non-equilibrium bounce-back boundary condition for thermal multispeed LBM", J. Comput. Sci., vol. 53, pp. 101364, 2021. Elsevier {BV}.

A. Clevenhaus, M. Ehrhardt and M. Günther, "A parallel Sparse Grid Combination Technique using the Parareal Algorithm", 2021.

L. Teng, "A review of tree-based approaches to solve forward-backward stochastic differential equations", JCF, vol. 25, no. 3, pp. 125--159, 2021.

J. Kühn, A. Bartel and P. Putek, "A thermal extension and loss model for Tellinen’s hysteresis model", COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, vol. 40, no. 2, pp. 126--141, 2021. Emerald Publishing Limited.

M. Clemens, F. Kasolis, M. Henkel, B. Kähne and M. Günther, "A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations", IEEE Transactions on Magnetics, vol. 57, no. 6, pp. 1--4, 2021. IEEE.

A. Clevenhaus, M. Ehrhardt and M. Günther, "An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model", ADVANCES IN APPLIED MATHEMATICS AND MECHANICS, vol. 13, no. 6, pp. 1384--1397, 2021. GLOBAL SCIENCE PRESS Office B, 9/F, Kings Wing Plaza2, No. 1 On Kwan St~….

S. Treibert and M. Ehrhardt, "An Unsupervised Physics-Informed Neural Network to Model COVID-19 Infection and Hospitalization Scenarios", 2021.

P. S. Petrov, M. Ehrhardt, A. G. Tyshchenko and P. N. Petrov, "Wide-angle mode parabolic equations for the modelling of horizontal refraction in underwater acoustics and their numerical solution on unbounded domains", Journal of Sound and Vibration, vol. 484, pp. 115526, 2020. Academic Press.

N. Umeorah, P. Mashele and M. Ehrhardt, "Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives", Journal of Credit Risk, 2020.

N. Umeorah, M. Ehrhardt and P. Mashele, "Valuation of basket credit default swaps under stochastic default intensity models", Advances in Applied Mathematics and Mechanics, vol. 12, no. 5, pp. 1301--1326, 2020. Global Science Press.

L. Agasthya, L. Biferale, A. Bartel, M. Ehrhardt and F. Toschi, "Modulation of Rayleigh-Benard Convection by Lagrangian Thermal Forcing" in APS Division of Fluid Dynamics Meeting Abstracts, 2020, pp. T01--008.

C. Günther, M. Günther and D. Günther, "Tracing contacts to control the COVID-19 pandemic", arXiv preprint arXiv:2004.00517, 2020.

P. Putek, A. Bartel, E. J. W. t. Maten and M. Günther, "Shape Optimization of a PM Synchronous Machine Under Probabilistic Constraints" in Scientific Computing in Electrical Engineering: SCEE 2018, Taormina, Italy, September 2018 12, 2020, pp. 243--253.