A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A gradient descent algorithm for the Heston model", Preprint IMACM, 2021. Bergische Universität Wuppertal.

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, van Beurden, Martijn and Budko, Neil and Schilders, Wil, Eds. Springer Cham, 2021, pp. 241–250.

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, Dimov, Ivan and Fidanova, Stefka, Eds. Springer Cham, 2021, pp. 196–208.

F. Klass, A. Gabbana and A. Bartel, "A non-equilibrium bounce-back boundary condition for thermal multispeed LBM", Journal of Computational Science, vol. 53, pp. 101364, 2021. Elsevier.

A. Clevenhaus, M. Ehrhardt and M. Günther, "A parallel sparse grid combination technique using the Parareal Algorithm", Preprint IMACM, 2021. Bergische Universität Wuppertal.

L. Teng, "A review of tree-based approaches to solve forward-backward stochastic differential equations", Journal of Computational Finance, vol. 25, no. 3, pp. 125–159, 2021. Incisive Media.

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 Group Publishing.

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.

M. Muniz, M. Ehrhardt and M. Günther, "Approximating correlation matrices using stochastic Lie group methods", Mathematics, vol. 9, no. 1, pp. 94, 2021. MDPI.

M. Bannenberg, A. Ciccazzo and M. Günther, "Coupling of model order reduction and multirate techniques for coupled dynamical systems", Applied Mathematics Letters, vol. 112, pp. 106780, 2021. Elsevier.

M. Günther, A. Bartel, B. Jacob and T. Reis, "Dynamic iteration schemes and port-Hamiltonian formulation in coupled differential-algebraic equation circuit simulation", International Journal of Circuit Theory and Applications, vol. 49, no. 2, pp. 430–452, 2021. John Wiley & Sons.

M. Felpel, J. Kienitz and T. A. McWalter, "Effective stochastic volatility: applications to ZABR-type models", Quantitative Finance, vol. 21, no. 5, pp. 837–852, 2021. Routledge.

E. Viviani, L. Di Persio and M. Ehrhardt, "Energy markets forecasting. From inferential statistics to machine learning: The German case", Energies, vol. 14, no. 2, pp. 364, 2021. MDPI.

T. Kossaczká, M. Ehrhardt and M. Günther, "Enhanced fifth order WENO shock-capturing schemes with deep learning", Results in Applied Mathematics, vol. 12, pp. 100201, 2021. Elsevier.

J. Backhaus, M. Bolten, O. Tanil Doganay, M. Ehrhardt, B. Engel, C. Frey, H. Gottschalk, M. Günther, C. Hahn, J. Jäschke and others, "GivEn - Shape optimization for gas turbines in volatile energy networks", Mathematical Modeling, Simulation and Optimization for Power Engineering and Management, pp. 71–106, 2021. Springer Cham.

L. Teng and W. Zhao, "High-order combined multi-step scheme for solving forward backward stochastic differential equations", Journal of Scientific Computing, vol. 87, no. 3, pp. 1–25, 2021. Springer New York.

A. Sandu, M. Günther and S. Roberts, "Linearly implicit GARK schemes", Applied Numerical Mathematics, vol. 161, pp. 286–310, 2021. Elsevier.

A. Araújo and M. Ehrhardt, "Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics: Effects on health, society, industry, economics and technology", Journal of Mathematics in Industry, vol. 11, pp. 1–2, 2021. Springer Verlag.

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.