Applied and Computational Mathematics (ACM)

Publikationen



2012
H. Kammeyer and J. Kienitz, "The {Heston–Hull–White} Model Part {I}: Finance and Analytics", Wilmott, vol. 2012, no. 57, pp. 46-53, 2012.
H. Kammeyer and J. Kienitz, "The Heston-Hull-White Model Part III: Design and Implementation", Wilmott, vol. 2012, no. 59, pp. 44-49, 2012.
H. Kammeyer and J. Kienitz, "The Heston–Hull–White Model Part II: Numerics and Examples", Wilmott, vol. 2012, no. 58, pp. 34-45, 2012.
V. Savcenco, B. Haut, E. J. W. Maten and R. M. M. Mattheij, "Time Domain Simulation of Power Systems with Different Time Scales" in {Scientific Computing in Electrical Engineering at {SCEE} 2010}, B. Michielsen and J.-R. Poirier, Eds. Springer Berlin Heidelberg, 2012, pp. 313--320.
2011
M. Striebel, M. Günther, F. Knechtli and M. Wandelt, "Accuracy of symmetric partitioned Runge-Kutta methods for differential equations on Lie-groups", arXiv preprint arXiv:1112.4336, 2011.
A. Mezentsev, A. Pomelnikov and M. Ehrhardt, "Efficient numerical valuation of continuous installment options", Advances in Applied Mathematics and Mechanics, vol. 3, no. 2, pp. 141--164, 2011. Cambridge University Press.
M. Ehrhardt, "Beharrlichkeit 'zahlt' sich aus" in Zum 25 jährigen Jubiläum, Bergische Blätter, 2011.
M. Beitz, M. Ehrhardt and others, "A new method for stress testing on investment products", The Risk of Investment Products: From Product Innovation to Risk Compliance, pp. 225, 2011. World Scientific.
M. Clemens, S. Sch\"ops, H. de Gersem and A. Bartel, "Decomposition and Regularization of Nonlinear Anisotropic Curl-Curl DAEs", COMPEL, vol. 30, no. 6, pp. 1701--1714, 2011.
P. Klein, X. Antoine, C. Besse and M. Ehrhardt, "Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities", Communications in Computational Physics, vol. 10, no. 5, pp. 1280--1304, 2011. Cambridge University Press.
D. Shcherbakov and M. Ehrhardt, "Geometric Numerical Integration Structure-Preserving Algorithms for QCD Simulations" in Proceedings of the XXIX International Symposium on Lattice Field Theory (Lattice 2011). July 10-16, 2011, pp. 327.
H. Brachtendorf, T. Tinttunen, W. Schoenmaker, C. Tischendorf, H. Janssen, K. Bittner, E. Dautbegovic, M. Günther, R. Winkler, R. Pulch and others, "ICESTARS: integrated circuit/EM simulation and design technologies for advanced radio systems-on-chip", CASA-report, vol. 1119, 2011. Technische Universiteit Eindhoven.
E. J. W. Maten, O. Wittich, A. D. Bucchianico, T. S. Doorn and T. G. J. Beelen, "Importance Sampling for Determining {SRAM} Yield and Optimization with Statistical Constraint" in {Scientific Computing in Electrical Engineering at {SCEE} 2010}, B. Michielsen and J.-R. Poirier, Eds. Springer Berlin Heidelberg, 2011, pp. 39--47.
Q. A. Dang, M. Ehrhardt, G. L. Tran and D. Le, "Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution", Environmental Modeling \& Assessment, vol. 17, no. 3, pp. 275-288, 2011.
Model Reduction for Circuit Simulation. .... Springer Verlag, 2011.

ISBN: 9400700881

A. Bartel, S. Baumanns and S. Schöps, "Structural analysis of electrical circuits including magnetoquasistatic devices", Applied Numerical Mathematics, vol. 61, no. 12, pp. 1257--1270, 2011. North-Holland.
M. Striebel, M. Günther, F. Knechtli and M. Wandelt, "Symmetric Partitioned Runge-Kutta Methods for Differential Equations on Lie-Groups" in Proceedings of the XXIX International Symposium on Lattice Field Theory (Lattice 2011). July 10-16, 2011, pp. 49.
2010
M. Ehrhardt, "Die Asymptotik der Schokoladen-Diät (The asymptotics of the chocolate diet)" in Besser als Mathe - Moderne angewandte Mathematik aus dem Matheon zum Mitmachen, 2010, pp. 238-248.
S. Schöps, H. De Gersem and A. Bartel, "A cosimulation framework for multirate time integration of field/circuit coupled problems", IEEE Transactions on Magnetics, vol. 46, no. 8, pp. 3233--3236, 2010. IEEE.
E. Dremkova and M. Ehrhardt, "A high-order compact method for nonlinear Black-Scholes option pricing equations of American Options", 2010.
M. Ehrhardt, "Absorbing Boundary Conditions for Hyperbolic Systems", Numer. Math. Theo. Meth. Appl., vol. 3, no. 3, pp. 295--337, 2010.
M. Ehrhardt, "An Introduction to Fluid-Porous Interface Coupling", vol. 2, 2010. Bentham Science.
G. Al{\`\i}, A. Bartel, M. Culpo and C. Falco, "Analysis of a PDE thermal element model for electrothermal circuit simulation" in Scientific Computing in Electrical Engineering SCEE 2008, J. Roos and L.R.J. Costa, Eds. Springer, 2010, pp. 273--280.
T. G. J. Beelen, E. J. W. Maten, H. J. Sihaloho and S. J. L. Eijndhoven, "Behavioral modeling of the dominant dynamics in input-output transfer of linear(ized) circuits", Procedia Computer Science, vol. 1, no. 1, pp. 347--355, 2010. Elsevier {BV}.
S. Schöps, A. Bartel, H. De Gersem and M. Günther, "DAE-index and convergence analysis of lumped electric circuits refined by 3-d magnetoquasistatic conductor models" in Scientific Computing in Electrical Engineering SCEE 2008, Springer Berlin Heidelberg Berlin, Heidelberg, 2010, pp. 341--348.

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