Applied and Computational Mathematics (ACM)

Publikationen



2023
M. Ehrhardt, T. Kruse and A. Tordeux, "The Collective Dynamics of a Stochastic Port-Hamiltonian Self-Driven Agent Model in One Dimension", arXiv preprint arXiv:2303.14735, 2023.
K. Schäfers, M. Günther and A. Sandu, "Symplectic multirate generalized additive Runge-Kutta methods for Hamiltonian systems", 2023.
M. Soroking, P. Petrov, M. Budyansky, P. Fayman, A. Didov, A. Golov and Y. Morgunov, "On the effect of horizontal refraction caused by an anticyclonic eddy in the case of long-range sound propagation in the Sea of Japan", J. Marine Sci. Eng. , vol. 11, no. 9, 2023.
M. Günther, B. Jacob and C. Totzeck, "Structure-preserving identification of port-Hamiltonian systems--a sensitivity-based approach", arXiv preprint arXiv:2301.02019, 2023.
M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Strong stochastic Runge-Kutta–Munthe-Kaas methods for nonlinear Itô SDEs on manifolds", Applied Numerical Mathematics, 2023.
K. Schäfers, A. Bartel, M. Günther and C. Hachtel, "Spline-oriented inter/extrapolation-based multirate schemes of higher order", Applied Mathematics Letters, vol. 136, pp. 108464, 2023. Pergamon.
M. Günther, A. Sandu, K. Schäfers and A. Zanna, "Symplectic GARK methods for partitioned Hamiltonian systems", 2023.
A. Bartel, M. Clemens, M. Günther, B. Jacob and T. Reis, "Port-Hamiltonian Systems Modelling in Electrical Engineering", arXiv preprint arXiv:2301.02024, 2023.
A. Bartel, M. Clemens, M. Günther, B. Jacob and T. Reis, "Port-{H}amiltonian Systems Modelling in Electrical Engineering", arXiv preprint arXiv:2301.02024, 2023.
F. Heldmann, S. Berkhahn, M. Ehrhardt and K. Klamroth, "PINN training using biobjective optimization: The trade-off between data loss and residual loss", arXiv preprint arXiv:2302.01810, 2023.
A. Frommer, M. Günther, B. Liljegren-Sailer and N. Marheineke, "Operator splitting for port-Hamiltonian systems", arXiv preprint arXiv:2304.01766, 2023.
A. Bartel, M. Günther, B. Jacob and T. Reis, "Operator splitting based dynamic iteration for linear differential-algebraic port-Hamiltonian systems", Accepted at Numerische Mathematik, 2023.
2022
J. Kienitz, "Semi-Analytic Conditional Expectations", RISK, vol. 7, 2022.
S. Ankirchner, T. Kruse, W. Löhr and M. Urusov, "Properties of the EMCEL scheme for approximating irregular diffusions", Journal of Mathematical Analysis and Applications, vol. 509, no. 1, pp. 125931, 2022. Academic Press.
M. W. Bannenberg, A. Ciccazzo and M. Günther, "Reduced order multirate schemes in industrial circuit simulation", Journal of Mathematics in Industry, vol. 12, no. 1, pp. 1--13, 2022. SpringerOpen.
J. Ackermann, T. Kruse and M. Urusov, "Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems", arXiv preprint arXiv:2206.03772, 2022.
J. Ackermann, T. Kruse and M. Urusov, "Self-exciting price impact via negative resilience in stochastic order books", Annals of Operations Research, pp. 1--23, 2022. Springer.
A. Clevenhaus, M. Ehrhardt and M. Günther, "The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model" in Progress in Industrial Mathematics at ECMI 2021, Springer International Publishing Cham, 2022, pp. 477--483.
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.
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, "A combined method for stability analysis of linear time invariant and nonlinear continuous-time control systems based on the Hermite-Fujiwara matrix and Cholesky decomposition", 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. North-Holland.
M. Hutzenthaler, A. Jentzen and T. Kruse, "Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities", Foundations of Computational Mathematics, vol. 22, no. 4, pp. 905--966, 2022. Springer US New York.
M. Ehrhardt and M. Günther, Progress in Industrial Mathematics at ECMI 2021, 2022.
F. Klass, A. Gabbana and A. Bartel, "A Characteristic Boundary Condition for Multispeed Lattice Boltzmann Methods", Accepted at Commun. Comput. Phys., 2022.

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