Automatisiertes Fahren sicherer machen: Projekt RELiABEL gestartet
Automatisiertes Fahren sicherer machen: Projekt RELiABEL gestartet
Publikationen
- 2022
- M. Hutzenthaler, A. Jentzen, T. Kruse and T. A. Nguyen, "Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations", Journal of Numerical Mathematics, 2022. De Gruyter.
- M. Hutzenthaler, T. Kruse and T. A. Nguyen, "Multilevel Picard approximations for McKean-Vlasov stochastic differential equations", Journal of Mathematical Analysis and Applications, vol. 507, no. 1, pp. 125761, 2022. Academic Press.
- F. Klass, A. Gabbana and A. Bartel, "A non-reflecting boundary condition for multispeed lattice Boltzmann methods" in Accepted at Progress in Industrial Mathematics at ECMI 2021, M. Ehrhardt and M. Günther, Eds. Springer-Verlag, Berlin, 2022.
ISBN: 978-3-031-11817-3
- M. H. Maamar, M. Ehrhardt and L. Tabharit, "A Nonstandard Finite Difference Scheme for a Time-Fractional Model of Zika Virus Transmission", 2022.
- S. Treibert, H. Brunner and M. Ehrhardt, "A nonstandard finite difference scheme for the SVICDR model to predict COVID-19 dynamics", Math. Biosci. Eng, vol. 19, no. 2, pp. 1213--1238, 2022.
- S. Berkhahn and M. Ehrhardt, "A physics-informed neural network to model COVID-19 infection and hospitalization scenarios", Advances in Continuous and Discrete Models, vol. 2022, no. 1, pp. 61, 2022. Springer International Publishing Cham.
- J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "A port-Hamiltonian formulation of coupled heat transfer", Mathematical and Computer Modelling of Dynamical Systems, vol. 28, no. 1, pp. 78--94, 2022. Taylor & Francis.
- J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "A Two-Dimensional Port-Hamiltonian Model for Coupled Heat Transfer", Mathematics, vol. 10, no. 24, pp. 4635, 2022. MDPI.
- Z. Zheng, G. Pang, M. Ehrhardt and B. Liu, "An efficient second-order method for the linearized Benjamin-Bona-Mahony equation with artificial boundary conditions", 2022.
- T. Sch\"afers and L. Teng, "Asymmetry in stochastic volatility models with threshold and time-dependent correlation", Studies in Nonlinear Dynamics \& Econometrics, 2022.
- M. Muniz, M. Ehrhardt and M. Günther, "Correlation Matrices Driven by Stochastic Isospectral Flows" in Progress in Industrial Mathematics at ECMI 2021, Springer International Publishing Cham, 2022, pp. 455--461.
- J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "Discrete port-Hamiltonian coupled heat transfer" in Progress in Industrial Mathematics at ECMI 2021, Springer International Publishing Cham, 2022, pp. 439--445.
- J. Kienitz, G. Lee, N. Nowaczyk and N. Geng, "Dynamically Controlled Kernel Estimation", RISK, vol. 1, 2022.
- M. Felpel, J. Kienitz and T. A. McWalter, "Effective Markovian projection: application to CMS spread options and mid-curve swaptions", Quantitative Finance, vol. 22, no. 6, pp. 1169-1192, 2022. Routledge.
- M. Clemens, M. Henkel, F. Kasolis, M. Günther, H. De Gersem and S. Schöps, "Electromagnetic Quasistatic Field Formulations of Darwin Type", arXiv preprint arXiv:2204.06286, 2022.
- L. Teng, "Gradient boosting-based numerical methods for high dimensional backward stochastic differential equations", Appl. Math. Comput., vol. 426, pp. 127119, 2022.
- T. Kossaczká, M. Ehrhardt and M. Günther, "A deep smoothness WENO method with applications in option pricing" in Progress in Industrial Mathematics at ECMI 2021, Springer International Publishing Cham, 2022, pp. 417--423.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher Strong Order Methods for linear {Itô} {SDEs} on matrix {Lie} Groups", BIT Numer. Math., Jan. 2022. Springer.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher strong order methods for linear It{\^o} SDEs on matrix Lie groups", BIT Numerical Mathematics, pp. 1--25, 2022. Springer Netherlands Dordrecht.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher strong order methods for linear Itô SDEs on matrix Lie groups", BIT Numerical Mathematics, pp. 1--25, 2022. Springer Netherlands Dordrecht.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher strong order methods for linear Ito SDEs on matrix Lie groups (Jan, 10.1007/s10543-021-00905-9, 2022)", BIT Numerical Mathematics, vol. 62, no. 3, pp. 1093--1093, 2022. SPRINGER VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS.
- N. Nowaczyk, J. Kienitz, S. K. Acar and Q. Liang, "How deep is your model? Network topology selection from a model validation perspective", JMI, vol. 12 (1), 2022.
- M. Henkel, F. Kasolis, M. Clemens, M. Günther and S. Schöps, "Implicit Gauging of Electromagneto-Quasistatic Field Formulations", IEEE Transactions on Magnetics, vol. 58, no. 9, pp. 1--4, 2022. IEEE.
- J. Ackermann, T. Kruse and L. Overbeck, "Inhomogeneous affine Volterra processes", Stochastic Processes and their Applications, vol. 150, pp. 250--279, 2022. North-Holland.
- L. Agasthya, A. Bartel, L. Biferale, M. Ehrhardt and F. Toschi, "Lagrangian instabilities in thermal convection with", 2022.
