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% --- Timezone: CEST
% Creation date: 2023-02-05
% Creation time: 11:06:19
% --- Number of references
% 519
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@Book { EhrhardtGuentherBuch2020,
author = {Ehrhardt, M. and G{\"u}nther, M.},
title = {Numerik gew{\"o}hnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft},
year = {scheduled 2023},
publisher = {Springer}
}
@Book { Teng2020Book,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance},
year = {scheduled 2023},
publisher = {World Scientific}
}
@Article { BK09a,
author = {{Beyer, P. and Kienitz, J.}},
title = {{Pricing {F}orward {S}tart {O}ption in {M}odels based on {L}{\'e}vy {P}rocesses}},
year = {{2009}},
journal = {{The Icfai University Journal of Derivatives Markets}},
volume = {{6(2)}},
pages = {{7--23}}
}
@Article { K08b,
author = {{Kienitz, J.}},
title = {Stochastic Processes in Finance III},
journal = {{Wilmott Magazine}}
}
@Article { K08a,
author = {{Kienitz, J.}},
title = {Stochastic Processes in Finance II},
journal = {{Wilmott Magazine}},
volume = {{6}}
}
@Article { K07,
author = {{Kienitz, J.}},
title = {Stochastic Processes in Finance I},
journal = {{Wilmott Magazine}}
}
@Book { DK09,
author = {{Duffy, D. and Kienitz, J.}},
title = {Monte Carlo Frameworks - Building Customisable and High-performance C++ Applications},
publisher = {{John Wiley \& Sons, Chichester}}
}
@Article { Kienitz2009z,
author = {{Kienitz, J.}},
title = {{The {CGMY} model}},
year = {{2009}},
journal = {{The Encyclopedia of Quantitative Finance (ed. Cont), Wiley}}
}
@Article { TSchaefers_2022,
author = {Sch\"afers, Torben and Teng, Long},
title = {Asymmetry in stochastic volatility models with threshold and time-dependent correlation},
year = {2022},
DOI = {10.1515/snde-2021-0020},
journal = {Studies in Nonlinear Dynamics \& Econometrics}
}
@Article { treibert2022biobjective,
author = {Heldmann, F. and Treibert, S. and Ehrhardt, M. and Klamroth, K.},
title = {PINN Training using Biobjective Optimization: The Trade-off between Data Loss and Residual Loss},
year = {2022},
month = {June},
journal = {IMACM preprint 22/13}
}
@Article { klass2022charac,
author = {Klass, Friedemann and Gabbana, Alessandro and Bartel, Andreas},
title = {A Characteristic Boundary Condition for Multispeed Lattice Boltzmann Methods},
year = {2022},
journal = {Accepted at Commun. Comput. Phys.}
}
@Article { Kossaczka_2022,
author = {Kossaczká, Tatiana and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {A neural network enhanced weighted essentially non-oscillatory method for nonlinear degenerate parabolic equations},
year = {2022},
DOI = {10.1063/5.0078397},
journal = {Physics of Fluids},
volume = {34},
publisher = {AIP Publishing LLC},
pages = {026604},
number = {2}
}
@Incollection { klass2022nrbc,
author = {Klass, Friedemann and Gabbana, Alessandro and Bartel, Andreas},
title = {A non-reflecting boundary condition for multispeed lattice Boltzmann methods},
year = {2022},
isbn = {978-3-031-11817-3},
booktitle = {Accepted at Progress in Industrial Mathematics at ECMI 2021},
publisher = {Springer-Verlag, Berlin},
editor = {M. Ehrhardt and M. G{\"u}nther}
}
@Article { treibert2022nonstandard,
author = {Treibert, Sarah and Brunner, Helmut and Ehrhardt, Matthias},
title = {A nonstandard finite difference scheme for the SVICDR model to predict COVID-19 dynamics},
year = {2022},
DOI = {10.3934/mbe.2022056},
journal = {Math. Biosci. Eng.},
volume = {19},
pages = {1213--1238}
}
@Article { jaeschke2022port,
author = {J{\"a}schke, Jens and Ehrhardt, Matthias and G{\"u}nther, Michael and Jacob, Birgit},
title = {A port-{Hamiltonian} formulation of coupled heat transfer},
year = {2022},
DOI = {10.1080/13873954.2022.2038637},
journal = {Math. Comput. Modell. Dynam. Syst.},
volume = {28},
publisher = {Taylor \& Francis},
pages = {78--94},
number = {1}
}
@Article { treibert2022pinn,
author = {Treibert, S. and Ehrhardt, M.},
title = {A Physics-Informed Neural Network to Model COVID-19 Epidemic Scenarios},
year = {2022},
month = {May},
journal = {IMACM preprint 22/11}
}
@Article { Kienitz2022a,
author = {Kienitz, J. and Lee, G. and Nowaczyk, N. and Geng, N.},
title = {Dynamically Controlled Kernel Estimation},
year = {2022},
journal = {RISK},
volume = {1}
}
@Article { sabirov2022transparent,
author = {Sabirov, K.K. and Yusupov, J.R. and Ehrhardt, M. and Matrasulov, D.U.},
title = {Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line},
year = {2022},
DOI = {10.1016/j.physleta.2021.127822},
journal = {Physics Letters A},
volume = {423},
publisher = {Elsevier},
pages = {127822}
}
@Article { muniz2022strong,
author = {Muniz, M. and Ehrhardt, M. and G{\"u}nther, M. and Winkler, R.},
title = {Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds},
year = {2022},
month = {June},
journal = {IMACM preprint 22/14}
}
@Article { Muniz2022b,
author = {Muniz, Michelle and Ehrhardt, Matthias and G{\"u}nther, Michael and Winkler, Renate},
title = {Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies},
year = {2022},
issn = {2075-1354},
DOI = {10.4208/aamm.OA-2021-0176},
journal = {AAMM},
volume = {14},
pages = {528--538},
number = {2}
}
@Article { schafers2022spline,
author = {Sch{\"a}fers, Kevin and Bartel, Andreas and G{\"u}nther, Michael and Hachtel, Christoph},
title = {Spline-oriented inter/extrapolation-based multirate schemes of higher order},
year = {2022},
DOI = {10.1016/j.aml.2022.108464},
journal = {Applied Mathematics Letters},
publisher = {Elsevier}
}
@Article { Kienitz2022b,
author = {Kienitz, J.},
title = {Semi-Analytic Conditional Expectations},
year = {2022},
journal = {RISK},
volume = {7}
}
@Article { ackermann2022self,
author = {Ackermann, Julia and Kruse, Thomas and Urusov, Mikhail},
title = {Self-exciting price impact via negative resilience in stochastic order books},
year = {2022},
journal = {Annals of Operations Research},
publisher = {Springer},
pages = {1--23}
}
@Article { ackermann2022reducing,
author = {Ackermann, Julia and Kruse, Thomas and Urusov, Mikhail},
title = {Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems},
year = {2022},
journal = {arXiv preprint arXiv:2206.03772}
}
@Article { ankirchner2022properties,
author = {Ankirchner, Stefan and Kruse, Thomas and L{\"o}hr, Wolfgang and Urusov, Mikhail},
title = {Properties of the EMCEL scheme for approximating irregular diffusions},
year = {2022},
journal = {Journal of Mathematical Analysis and Applications},
volume = {509},
publisher = {Academic Press},
pages = {125931},
number = {1}
}
@Article { hutzenthaler2022overcoming,
author = {Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas and Nguyen, Tuan Anh},
title = {Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations},
year = {2022},
journal = {Journal of Numerical Mathematics},
publisher = {De Gruyter}
}
@Article { agasthya2022Lagrangian,
author = {Agasthya, L. and Bartel, A. and Biferale, L. and Ehrhardt, M. and Toschi, F.},
title = {Lagrangian instabilities in thermal convection with stable temperature profiles},
year = {2022},
month = {April},
journal = {IMACM preprint 22/10}
}
@Article { doi:10.1080/14697688.2022.2043558,
author = {Felpel, M. and Kienitz, J. and McWalter, T. A.},
title = {Effective Markovian projection: application to CMS spread options and mid-curve swaptions},
year = {2022},
DOI = {10.1080/14697688.2022.2043558},
journal = {Quantitative Finance},
volume = {22},
publisher = {Routledge},
pages = {1169-1192},
number = {6}
}
@Article { ehrhardt2022Shallow,
author = {Ehrhardt, M. and Pereselkov, S. and Kuz'kin, V. and Kaznacheev, I. and Rybyanets, P.},
title = {Experimental Observation and Theoretical Analysis of the Low-frequency Source Interferogram and Hologram in Shallow Water},
year = {2022},
month = {March},
journal = {IMACM preprint 22/08}
}
@Article { Teng_2022,
author = {Teng, Long},
title = {Gradient boosting-based numerical methods for high dimensional backward stochastic differential equations},
year = {2022},
DOI = {10.1016/j.amc.2022.127119},
journal = {Appl. Math. Comput.},
volume = {426},
pages = {127119}
}
@Article { Muniz2022a,
author = {Muniz, Michelle and Ehrhardt, Matthias and G{\"u}nther, Michael and Winkler, Renate},
title = {Higher Strong Order Methods for linear {Itô} {SDEs} on matrix {Lie} Groups},
year = {2022},
month = {1},
issn = {1572-9125},
DOI = {10.1007/s10543-021-00905-9},
journal = {BIT Numer. Math.},
publisher = {Springer}
}
@Article { Kienitz2022c,
author = {Nowaczyk, N. and Kienitz, J. and Acar, S. K. and Liang, Q.},
title = {How deep is your model? Network topology selection from a model validation perspective},
year = {2022},
DOI = {10.1186/s13362-021-00116-5},
journal = {JMI},
volume = {12 (1)}
}
@Article { hutzenthaler2022speed,
author = {Hutzenthaler, Martin and Kruse, Thomas and Nguyen, Tuan Anh},
title = {On the speed of convergence of Picard iterations of BSDEs},
year = {2022},
journal = {Probability, Uncertainty and Quantitative Risk},
volume = {7},
publisher = {American Institute of Mathematical Sciences},
number = {2}
}
@Article { ackermann2022inhomogeneous,
author = {Ackermann, Julia and Kruse, Thomas and Overbeck, Ludger},
title = {Inhomogeneous affine Volterra processes},
year = {2022},
journal = {Stochastic Processes and their Applications},
volume = {150},
publisher = {North-Holland},
pages = {250--279}
}
@Article { yusupov2022manakov,
author = {J.R. Yusupov, M. Ehrhardt and Matrasulov, D.U.},
title = {Manakov system on metric graphs: Modeling the reflectionless propagation of vector solitons in networks},
year = {2022},
month = {May},
journal = {IMACM preprint 22/12}
}
@Article { jaeschke2022geometric,
author = {J{\"a}schke, J. and Skrepek, N. and Ehrhardt, M.},
title = {Mixed-Dimensional Geometric Coupling of Port-{Hamiltonian} Systems},
year = {2022},
month = {February},
journal = {IMACM preprint 22/04}
}
@Article { hutzenthaler2022multilevel,
author = {Hutzenthaler, Martin and Kruse, Thomas and Nguyen, Tuan Anh},
title = {Multilevel Picard approximations for McKean-Vlasov stochastic differential equations},
year = {2022},
journal = {Journal of Mathematical Analysis and Applications},
volume = {507},
publisher = {Academic Press},
pages = {125761},
number = {1}
}
@Incollection { Bartel2022,
author = {Bartel, Andreas and G{\"u}nther, Michael},
title = {Multirate Schemes -- An Answer of Numerical Analysis to a Demand from Applications},
year = {2022},
booktitle = {Novel Mathematics Inspired by Industrial Challenges},
publisher = {Springer},
editor = {Michael G{\"u}nther and Wil Schilders},
pages = {5--27}
}
@Article { Kapllani_2022,
author = {Kapllani, Lorenc and Teng, Long},
title = {Multistep schemes for solving backward stochastic differential equations on {GPU}},
year = {2022},
DOI = {10.1186/s13362-021-00118-3},
journal = {JMI},
volume = {12},
number = {5}
}
@Article { fatoorehchi2022numerical,
author = {Fatoorehchi, Hooman and Ehrhardt, Matthias},
title = {Numerical and semi-nume\-rical solutions of a modified Th{\'e}venin model for calculating terminal voltage of battery cells},
year = {2022},
DOI = {10.1016/j.est.2021.103746},
journal = {J. Energy Storage},
volume = {45},
publisher = {Elsevier},
pages = {103746}
}
@Article { petrov2020decomposition,
author = {Petrov, {Pavel S.} and Ehrhardt, Matthias and Trofimov, {M. Yu.}},
title = {On the decomposition of the fundamental solution of the {Helmholtz} equation via solutions of iterative parabolic equations},
year = {2022},
DOI = {10.3233/ASY-211679},
journal = {Asymptotic Analysis},
volume = {126},
publisher = {IOS Press},
pages = {215--228},
number = {3-4}
}
@Article { Teng_2021b,
author = {Teng, Long and Zhao, Weidong},
title = {High-order combined multi-step scheme for solving forward backward stochastic differential equations},
year = {2021},
DOI = {10.1007/s10915-021-01505-z},
journal = {JSC},
volume = {87},
number = {81}
}
@Article { Teng_2021c,
author = {Teng, Long},
title = {The Heston model with time-dependent correlation driven by isospectral flows},
year = {2021},
DOI = {10.3390/math9090934},
journal = {Mathematics},
volume = {9},
pages = {934},
number = {9}
}
@Article { sabirov2021reflectionless,
author = {Sabirov, K.K. and Yusupov, J.R. and Aripov, M.M. and Ehrhardt, M. and Matrasulov, D.U.},
title = {Reflectionless propagation of {Manakov} solitons on a line: A model based on the concept of transparent boundary conditions},
year = {2021},
DOI = {10.1103/PhysRevE.103.043305},
journal = {Phys. Rev. E},
volume = {103},
publisher = {APS},
pages = {043305},
number = {4}
}
@Article { hutzenthaler2021overcoming,
author = {Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas},
title = {Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities},
year = {2021},
journal = {Foundations of Computational Mathematics},
publisher = {Springer US},
pages = {1--62}
}
@Article { ackermann2021optimal,
author = {Ackermann, Julia and Kruse, Thomas and Urusov, Mikhail},
title = {Optimal trade execution in an order book model with stochastic liquidity parameters},
year = {2021},
journal = {SIAM Journal on Financial Mathematics},
volume = {12},
publisher = {Society for Industrial and Applied Mathematics},
pages = {788--822},
number = {2}
}
@Article { hutzenthaler2021multilevel,
author = {Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas and others},
title = {Multilevel Picard iterations for solving smooth semilinear parabolic heat equations},
year = {2021},
journal = {Partial Differential Equations and Applications},
volume = {2},
publisher = {Springer},
pages = {1--31},
number = {6}
}
@Article { Viviani_2021,
author = {Viviani, Emma and Di Persio, Luca and Ehrhardt, Matthias},
title = {Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case},
year = {2021},
month = {1},
issn = {1996-1073},
DOI = {10.3390/en14020364},
journal = {Energies},
volume = {14},
publisher = {MDPI AG},
pages = {364},
number = {2}
}
@Article { Kossaczka_2021,
author = {Kossaczk{\'a}, Tatiana and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {Enhanced fifth order {WENO} shock-capturing schemes with deep learning},
year = {2021},
DOI = {10.1016/j.rinam.2021.100201},
journal = {Res. Appl. Math.},
volume = {12},
publisher = {Elsevier},
pages = {100201}
}
@Article { clevenhaus2021spacemapping,
author = {Clevenhaus, A. and Totzeck, C. and Ehrhardt, M.},
title = {A Gradient Descent Algorithm for the {Heston} Model},
year = {2021},
month = {October},
journal = {IMACM preprint 21/32}
}
@Article { Clevenhaus2021,
author = {Clevenhaus, Anna and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {An ADI Sparse Grid Method for Pricing Efficiently American Options under the Heston Model},
year = {2021},
issn = {2075-1354},
DOI = {10.4208/aamm.OA-2020-0317},
journal = {AAMM},
volume = {13},
pages = {1384--1397},
number = {6}
}
@Article { jaeschke20222dPHS,
author = {J{\"a}schke, J. and Ehrhardt, M. and G{\"u}nther, M. and Jacob, B.},
title = {A Two-Dimensional Port-{Hamiltonian} Model for Coupled Heat Transfer},
year = {2021},
month = {September},
journal = {IMACM preprint 21/28}
}
@Article { Teng_2021a,
author = {Teng, Long},
title = {A review of tree-based approaches to solve forward-backward stochastic differential equations},
year = {2021},
DOI = {10.21314/JCF.2021.010},
journal = {JCF},
volume = {25},
pages = {125--159},
number = {3}
}
@Article { clevenhaus2021parareal,
author = {Clevenhaus, A. and Ehrhardt, M. and G{\"u}nther, M.},
title = {A parallel Sparse Grid Combination Technique using the {Parareal} Algorithm},
year = {2021},
month = {June},
journal = {IMACM preprint 21/18}
}
@Article { klass2021noneq,
author = {Klass, Friedemann and Gabbana, Alessandro and Bartel, Andreas},
title = {A non-equilibrium bounce-back boundary condition for thermal multispeed {LBM}},
year = {2021},
DOI = {10.1016/j.jocs.2021.101364},
journal = {J. Comput. Sci.},
volume = {53},
publisher = {Elsevier {BV}},
pages = {101364}
}
@Book { Jax2020,
title = {{Rosenbrock}-{Wanner}-Type Methods: Theory and Applications},
year = {2021},
isbn = {978-3030768096},
publisher = {Springer},
editor = {T. Jax and A. Bartel and M. Ehrhardt and M. G{\"u}nther and G. Steinebach}
}
@Article { Muniz_2021,
author = {Muniz, Michelle and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {Approximating Correlation Matrices Using Stochastic {Lie} Group Methods},
year = {2021},
month = {1},
issn = {2227-7390},
journal = {Mathematics},
volume = {9},
publisher = {MDPI AG},
pages = {94},
number = {1}
}
@Article { ackermann2021cadlag,
author = {Ackermann, Julia and Kruse, Thomas and Urusov, Mikhail},
title = {C{\`a}dl{\`a}g semimartingale strategies for optimal trade execution in stochastic order book models},
year = {2021},
journal = {Finance and Stochastics},
volume = {25},
publisher = {Springer Berlin Heidelberg},
pages = {757--810},
number = {4}
}
@Article { Guenther2020,
author = {G{\"u}nther, Michael and Bartel, Andreas and Jacob, Birgit and Reis, Timo},
title = {Dynamic iteration schemes and port-Hamiltonian formulation in coupled {DAE} circuit simulation},
year = {2021},
DOI = {10.1002/cta.2870},
journal = {Int. J. Circ. Theo. Appl.},
volume = {49},
pages = {430-452},
keywords = {math.NA, cs.NA, math.DS, math.OC, 34A09, 37J05, 65L80, 94C05, 94C15}
}
@Article { FelpelKienitzMcwalter2020,
author = {Felpel, M. and Kienitz, J. and McWalter, T. A.},
title = {Effective stochastic volatility: Applications to {ZABR}-type models},
year = {2021},
DOI = {10.1080/14697688.2020.1814396},
journal = {Quantitative Finance},
volume = {21},
publisher = {Routledge},
pages = {837-852},
number = {5}
}
@Article { kruse2020optimal,
author = {Kruse, Thomas and Strack, Philipp},
title = {Optimal control of an epidemic through social distancing},
year = {2020},
journal = {Available at SSRN 3581295}
}
@Article { clevenhaus2020,
author = {Clevenhaus, Anna and Ehrhardt, Matthias and G{\"u}nther, Michael and Ševčovič, Daniel},
title = {Pricing {American} Options with a Non-Constant Penalty Parameter},
year = {2020},
month = {June},
DOI = {10.3390/jrfm13060124},
journal = {J. Risk Fin. Managem.},
volume = {13},
pages = {124},
number = {6},
keywords = {American Options; PDE option pricing; Penalty term; projected SOR; penalization strategy}
}
@Article { hutzenthaler2020overcoming,
author = {Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas and Anh Nguyen, Tuan and Wurstemberger, Philippe},
title = {Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations},
year = {2020},
journal = {Proceedings of the Royal Society A},
volume = {476},
publisher = {The Royal Society Publishing},
pages = {20190630},
number = {2244}
}
@Article { beck2020overcoming,
author = {Beck, Christian and Hornung, Fabian and Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas},
title = {Overcoming the curse of dimensionality in the numerical approximation of Allen--Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations},
year = {2020},
journal = {Journal of Numerical Mathematics},
volume = {28},
publisher = {De Gruyter},
pages = {197--222},
number = {4}
}
@Article { ankirchner2020optimal,
author = {Ankirchner, Stefan and Fromm, Alexander and Kruse, Thomas and Popier, Alexandre},
title = {Optimal position targeting via decoupling fields},
year = {2020},
journal = {The Annals of Applied Probability},
volume = {30},
publisher = {Institute of Mathematical Statistics},
pages = {644--672},
number = {2}
}
@Article { beck2020nonlinear,
author = {Beck, Christian and Jentzen, Arnulf and Kruse, Thomas},
title = {Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations},
year = {2020},
journal = {arXiv preprint arXiv:2009.13989}
}
@Article { Teng2020b,
author = {Teng, Long and Wu, Xueran and G{\"u}nther, Michael and Ehrhardt, Matthias},
title = {A new methodology to create valid time-dependent correlation matrices via isospectral flows},
year = {2020},
month = {feb},
DOI = {10.1051/m2an/2019064},
journal = {{ESAIM}: Mathematical Modelling and Numerical Analysis},
volume = {54},
publisher = {{EDP} Sciences},
pages = {361--371},
number = {2}
}
@Article { hutzenthaler2020multilevel,
author = {Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas and Nguyen, Tuan Anh},
title = {Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities},
year = {2020},
journal = {arXiv preprint arXiv:2009.02484}
}
@Incollection { Bartel2020,
author = {Bartel, Andreas and G{\"u}nther, Michael},
title = {Inter/extrapolation-based multirate schemes -- a dynamic-iteration perspective},
year = {2020},
DOI = {10.1007/978-3-030-53905-4_3},
publisher = {Springer},
editor = {Reis, Timo and Grundel, Sara and Sch{\"o}ps, Sebastian},
pages = {73--90},
keywords = {math.NA, cs.NA, 65L05, 65L80}
}
@Article { kapllani2020deep,
author = {Kapllani, Lorenc and Teng, Long},
title = {Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations},
year = {2020},
journal = {arXiv preprint arXiv:2010.01319}
}
@Article { Guenther2020b,
author = {G{\"u}nther, Michael and H{\"o}llwieser, Roman and Knechtli, Francesco},
title = {Constrained hybrid Monte Carlo algorithms for gauge{\textendash}Higgs models},
year = {2020},
month = {sep},
DOI = {10.1016/j.cpc.2020.107192},
journal = {Comput. Phys. Commun.},
volume = {254},
publisher = {Elsevier {BV}},
pages = {107192}
}
@Article { kruse2020toolkit,
author = {Kruse, Thomas and Schneider, Judith C and Schweizer, Nikolaus},
title = {A toolkit for robust risk assessment using F-divergences},
year = {2020},
journal = {Management Science},
publisher = {INFORMS Inst. for Operations Res. and the Management Sciences}
}
@Inproceedings { Kuehn2019,
author = {K{\"u}hn, J. and Bartel, A. and Putek, P.},
title = {A Thermal Extension of Tellinen's Scalar Hysteresis Model},
year = {2020},
booktitle = {Scientific Computing in Electrical Engineering SCEE 2018},
volume = {X},
publisher = {Springer, Berlin},
series = {Mathematics in Industry}
}
@Article { hutzenthaler2020proof,
author = {Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas and Nguyen, Tuan Anh},
title = {A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations},
year = {2020},
journal = {SN Partial Differential Equations and Applications},
volume = {1},
publisher = {Springer International Publishing},
pages = {1--34},
number = {2}
}
@Article { hutzenthaler2020multilevel,
author = {Hutzenthaler, Martin and Kruse, Thomas},
title = {Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities},
year = {2020},
journal = {SIAM Journal on Numerical Analysis},
volume = {58},
publisher = {SIAM},
pages = {929--961},
number = {2}
}
@Article { Teng2020,
author = {Teng, Long and Lapitckii, Aleksandr and G{\"u}nther, Michael},
title = {A multi-step scheme based on cubic spline for solving backward stochastic differential equations},
year = {2020},
month = {apr},
DOI = {10.1016/j.apnum.2019.09.016},
journal = {APNUM},
volume = {150},
publisher = {Elsevier {BV}},
pages = {117--138}
}
@Inproceedings { ankirchner2020functional,
author = {Ankirchner, Stefan and Kruse, Thomas and Urusov, Mikhail and others},
title = {A functional limit theorem for coin tossing Markov chains},
year = {2020},
organization = {Institut Henri Poincar{\'e}},
booktitle = {Annales de l'Institut Henri Poincar{\'e}, Probabilit{\'e}s et Statistiques},
volume = {56},
pages = {2996--3019},
number = {4}
}
@Inproceedings { Backhaus2020,
author = {Backhaus, Jan and Bolten, Matthias and Doganay, Onur Tanil and Ehrhardt, Matthias and Engel, Benedikt and Frey, Christian and Gottschalk, Hanno and G{\"u}nther, Michael and Hahn, Camilla and J{\"a}schke, Jens and Jaksch, Peter and Klamroth, Kathrin and Liefke, Alexander and Luft, Daniel and M{\"a}de, Lucas and Marciniak, Vincent and Reese, Marco and Schultes, Johanna and Schulz, Volker and Schmitz, Sebastian and Steiner, Johannes and Stiglmayr, Michael},
title = {{GivEn} -- Shape Optimization for Gas Turbines in Volatile Energy Networks},
year = {2020},
DOI = {10.1007/978-3-030-62732-4_4},
booktitle = {Mathematical MSO for Power Engineering and Management},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {S. G{\"o}ttlich and M. Herty and A. Milde},
keywords = {math.OC, cs.CE, G.1.6; G.3; G.1.8}
}
@Article { kruse2019joint,
author = {Kruse, Thomas and Schneider, Judith C and Schweizer, Nikolaus},
title = {The joint impact of F-divergences and reference models on the contents of uncertainty sets},
year = {2019},
journal = {Operations Research},
volume = {67},
publisher = {INFORMS},
pages = {428--435},
number = {2}
}
@Article { ankirchner2019stopping,
author = {Ankirchner, Stefan and Kazi-Tani, Nabil and Klein, Maike and Kruse, Thomas},
title = {Stopping with expectation constraints: 3 points suffice},
year = {2019},
journal = {Electronic Journal of Probability},
volume = {24},
publisher = {Institute of Mathematical Statistics and Bernoulli Society},
pages = {1--16}
}
@Article { weinan2019multilevel,
author = {Weinan, E and Hutzenthaler, Martin and Jentzen, Arnulf and Kruse, Thomas},
title = {On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations},
year = {2019},
journal = {Journal of Scientific Computing},
volume = {79},
publisher = {Springer},
pages = {1534--1571},
number = {3}
}
@Article { Kossaczky2019,
author = {Kossaczky, Igor and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {The Two-Dimensional Tree-Grid Method},
year = {2019},
DOI = {10.21314/JCF.2019.373},
journal = {JCF},
volume = {23},
pages = {29--57},
number = {2}
}
@Article { Yusupov2019,
author = {Yusupov, J. R. and Sabirov, K. K. and Ehrhardt, M. and Matrasulov, D. U.},
title = {Transparent Quantum Graphs},
year = {2019},
DOI = {10.1016/j.physleta.2019.04.059},
journal = {Physics Letters A},
volume = {383},
number = {20}
}
@Article { ankirchner2019wasserstein,
author = {Ankirchner, Stefan and Kruse, Thomas and Urusov, Mikhail},
title = {Wasserstein convergence rates for random bit approximations of continuous Markov processes},
year = {2019},
journal = {Journal of Mathematical Analysis and Applications},
volume = {493},
publisher = {Academic Press},
pages = {124543},
number = {2}
}
@Incollection { Putek2019,
author = {Putek, Piotr and Maten}, E. Jan W. {ter and G{\"u}nther, Michael and Bartel, Andreas and Pulch, Roland and Meuris, Peter and Schoenmaker, Wim},
title = {Robust Shape Optimization under Uncertainties in Device Materials, Geometry and Boundary Conditions},
year = {2019},
DOI = {10.1007/978-3-030-30726-4_10},
booktitle = {Mathematics in Industry},
publisher = {Springer International Publishing},
pages = {223--260}
}
@Article { Hachtel2019,
author = {Hachtel, Christoph and Bartel, Andreas and G{\"u}nther, Michael and Sandu, Adrian},
title = {Multirate implicit Euler schemes for a class of differential{\textendash}algebraic equations of index-1},
year = {2019},
month = {sep},
DOI = {10.1016/j.cam.2019.112499},
journal = {JCAM},
publisher = {Elsevier {BV}},
pages = {112499}
}
@Article { Putek_2019,
author = {Putek, Piotr},
title = {Nonlinear magnetoquasistatic interface problem in a perma\-nent-magnet machine with stochastic partial differential equation constraints},
year = {2019},
month = {mar},
DOI = {10.1080/0305215X.2019.1577403},
journal = {Engineering Optimization},
pages = {1--24}
}
@Incollection { Schoeps2019,
author = {Sch\"ops, Sebastian and Guerra, David J. Duque and Gersem, Herbert De and Bartel, Andreas and G{\"u}nther, Michael and Pulch, Roland},
title = {Non-Intrusive Methods for the Cosimulation of Coupled Problems},
year = {2019},
DOI = {10.1007/978-3-030-30726-4_7},
booktitle = {Mathematics in Industry},
publisher = {Springer International Publishing},
pages = {131--159}
}
@Article { ankirchner2019verification,
author = {Ankirchner, Stefan and Klein, Maike and Kruse, Thomas},
title = {A verification theorem for optimal stopping problems with expectation constraints},
year = {2019},
journal = {Applied Mathematics \& Optimization},
volume = {79},
publisher = {Springer},
pages = {145--177},
number = {1}
}
@Article { Teng_2019,
author = {Teng, Long and Clevenhaus, Anna},
title = {Accelerated implementation of the {ADI} schemes for the {Heston} model with stochastic correlation},
year = {2019},
issn = {1877-7503},
DOI = {10.1016/j.jocs.2019.07.009},
journal = {JCS},
volume = {36},
pages = {101022}
}
@Article { kruse2019inverse,
author = {Kruse, Thomas and Strack, Philipp},
title = {An inverse optimal stopping problem for diffusion processes},
year = {2019},
journal = {Mathematics of Operations Research},
volume = {44},
publisher = {INFORMS},
pages = {423--439},
number = {2}
}
@Article { kruse2019approximating,
author = {Kruse, Thomas and Urusov, Mikhail},
title = {Approximating exit times of continuous Markov processes},
year = {2019},
journal = {arXiv preprint arXiv:1904.04344}
}
@Article { sezer2019backward,
author = {Sezer, Ali Devin and Kruse, Thomas and Popier, Alexandre},
title = {Backward stochastic differential equations with non-Markovian singular terminal values},
year = {2019},
journal = {Stochastics and Dynamics},
volume = {19},
publisher = {World Scientific},
pages = {1950006},
number = {02}
}
@Article { Treibert2019,
author = {Treibert, S. and Brunner, H. and Ehrhardt, M.},
title = {Compartment Models for Vaccine Effectiveness and non-specific Effects for Tuberculosis},
year = {2019},
DOI = {10.13140/RG.2.2.25126.57927},
journal = {Math. Biosci. Eng.}
}
@Incollection { Dohmen2019,
author = {Dohmen, Jos J. and Tasic, Bratislav and Janssen, Rick and Maten}, E. Jan W. {ter and Beelen, Theo G. J. and Pulch, Roland and G{\"u}nther, Michael},
title = {Fast Fault Simulation for Detecting Erroneous Connections in {ICs}},
year = {2019},
DOI = {10.1007/978-3-030-30726-4_17},
booktitle = {Mathematics in Industry},
publisher = {Springer International Publishing},
pages = {381--400}
}
@Incollection { Chaudhury2019,
author = {Chaudhury, B. and Ehrhardt, M. and Bokil, V.},
title = {Finite Difference Methods: Recent Developments and Applications in Computational Science},
year = {2019},
booktitle = {Special Issue of Journal of Computational Science},
publisher = {Elsevier}
}
@Article { Wandelt2019,
author = {Wandelt, Mich{\`{e}}le and G{\"u}nther, Michael and Muniz, Michelle},
title = {Geometric integration on {Lie} groups using the {Cayley} transform with focus on Lattice {QCD}},
year = {2019},
month = {oct},
DOI = {10.1016/j.cam.2019.112495},
journal = {JCAM},
publisher = {Elsevier {BV}},
pages = {112495}
}
@Article { Calvo-Garrido2019,
author = {Calvo-Garrido, M. C. and Ehrhardt, M. and Vázquez, C.},
title = {Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations},
year = {2019},
DOI = {10.1016/j.apnum.2019.01.001},
journal = {APNUM},
volume = {139},
pages = {77--92}
}
@Inproceedings { kapllani2019multistep,
author = {Kapllani, Lorenc and Teng, Long and Ehrhardt, Matthias},
title = {A multistep scheme to solve backward stochastic differential equations for option pricing on {GPUs}},
year = {2019},
DOI = {10.1007/978-3-030-55347-0_17},
organization = {Springer, Cham},
booktitle = {Dimov, I., Fidanova, S. (eds) Advances in High Performance Computing. HPC 2019. Studies in Computational Intelligence},
volume = {902},
pages = {196--208}
}
@Book { Maten2019,
title = {Nanoelectronic Coupled Problems Solutions},
year = {2019},
volume = {29},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {ter Maten, E. J. W. and Brachtendorf, H.-G. and Pulch, R. and Schoenmaker, W. and De Gersem, H.}
}
@Article { Putek2018,
author = {Putek, Piotr A. and Maten, E. Jan W. and G{\"u}nther, Michael and Sykulski, Jan K.},
title = {Variance-Based Robust Optimization of a Permanent Magnet Synchronous Machine},
year = {2018},
month = {3},
DOI = {10.1109/tmag.2017.2750485},
journal = {{IEEE} Transactions on Magnetics},
volume = {54},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
pages = {1--4},
number = {3}
}
@Inproceedings { Petrov2018,
author = {Petrov, P. and Tyshchenko, A. G. and Ehrhardt, M.},
title = {Numerical solution of iterative parabolic equations approximating the nonlinear {Helmholtz} equation},
year = {2018},
booktitle = {Proceedings of the International Conference DAYS on DIFFRACTION 2018, St.Petersburg, Russia}
}
@Incollection { Putek2018a,
author = {Putek, Piotr and Janssen, Rick and Niehof, Jan and Maten, E. Jan W. and Pulch, Roland and G{\"u}nther, Michael and Tasi{\'{c}}, Bratislav},
title = {Robust Optimization of an {RFIC} Isolation Problem Under Uncertainties},
year = {2018},
DOI = {10.1007/978-3-319-75538-0_17},
booktitle = {Scientific Computing in Electrical Engineering},
publisher = {Springer International Publishing},
pages = {177--186}
}
@Article { doi:10.1080/14697688.2017.1402125,
author = {McWalter, T. A. and Rudd, R. and Kienitz, J. and Platen, E.},
title = {Recursive marginal quantization of higher-order schemes},
year = {2018},
DOI = {10.1080/14697688.2017.1402125},
journal = {Quantitative Finance},
volume = {18},
publisher = {Routledge},
pages = {693-706},
number = {4}
}
@Article { ankirchner2018certain,
author = {Ankirchner, Stefan and Klein, Maike and Kruse, Thomas and Urusov, Mikhail},
title = {On a certain local martingale in a general diffusion setting},
year = {2018}
}
@Incollection { Putek2018c,
author = {Putek, P. and Janssen, R. and Niehof, J. and Maten, E. J. W. and Pulch, R. and Tasic, B. and G{\"u}nther, M.},
title = {Nanoelectronic Coupled Problems Solutions: Uncertainty quantification of {RFIC} interference},
year = {2018},
booktitle = {Progress in Industrial Mathematics at ECMI 2016},
volume = {26},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {Quintela, P. and Barral, P. and Gómez, D. and Pena, F.J. and Rodr{\'i}guez, J. and Salgado, P. and Vázquez-Mend{\'e}z, M.E.},
pages = {271--279}
}
@Article { Putek_2018,
author = {Putek, Piotr and Janssen, Rick and Niehof, Jan and Maten, E. Jan W. and Pulch, Roland and Tasi{\'{c}}, Bratislav and G{\"u}nther, Michael},
title = {Nanoelectronic {COupled} Problems Solutions: uncertainty quantification for analysis and optimization of an {RFIC} interference problem},
year = {2018},
DOI = {10.1186/s13362-018-0054-3},
journal = {JMI},
volume = {8 (1)},
pages = {1-22}
}
@Article { Tauzin2018,
author = {Tauzin, G. and Biferale, L. and Sbragaglia, M. and Gupta, A. and Toschi, F. and Bartel, A. and Ehrhardt, M.},
title = {A numerical tool for the study of the hydrodynamic recovery of the Lattice {Boltzmann} Method},
year = {2018},
DOI = {10.1016/j.compfluid.2018.05.031},
journal = {Computers \& Fluids},
volume = {172},
pages = {241--250}
}
@Incollection { Pulch2018,
author = {Pulch, R. and Putek, P. and E.J.W. and Schoenmaker, W.},
title = {{IX: Uncertainty Quantification: Introduction and Implementations}},
year = {2018},
booktitle = {Nanoelectronic Coupled Problems Solutions},
publisher = {Springer},
editor = {ter Maten, E. J. W. and Brachtendorf H., G. and Pulch, R. and Schoenmaker, W.},
pages = {195--216}
}
@Article { Bartel2018,
author = {Bartel, Andreas and G{\"u}nther, Michael},
title = {{PDAEs} in Refined Electrical Network Modeling},
year = {2018},
month = {jan},
DOI = {10.1137/17m1113643},
journal = {{SIAM} Review},
volume = {60},
publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
pages = {56--91},
number = {1}
}
@Incollection { Pulch2018a,
author = {Pulch, R. and Putek, P. and de Gersem, H. and Gillon, R.},
title = {{XII: Inverse Modeling: Glue-Package-Die Problem}},
year = {2018},
booktitle = {Nanoelectronic Coupled Problems Solutions},
publisher = {Springer},
editor = {ter Maten, J. and Brachtendorf H., G. and Pulch, R. and Schoenmaker, W.},
pages = {261--271}
}
@Article { Kossaczky2018,
author = {Kossaczky, Igor and Ehrhardt, Matthias and G\"unther, Michael},
title = {A New Convergent Explicit Tree-Grid Method for {HJB} Equations in One Space Dimension},
year = {2018},
month = {jun},
DOI = {10.4208/nmtma.oa-2017-0066},
journal = {Numer. Math. Theo. Meth. Appl.},
volume = {11},
publisher = {Global Science Press},
pages = {1--29},
number = {1}
}
@Article { TENG_2018,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {{Quanto} Pricing in Stochastic Correlation Models},
year = {2018},
month = {Aug},
DOI = {10.1142/S0219024918500383},
journal = {IJTAF},
volume = {21 (5)},
number = {05}
}
@Inproceedings { Gausling2018,
author = {Gausling, K. and Bartel, A.},
title = {Density Estimation Techniques in Cosimulation using Spectral- and Kernel Methods},
year = {2018},
booktitle = {Scientific Computing in Electrical Engineering. Mathematics in Industry},
volume = {28},
publisher = {Springer},
editor = {Langer, U. and Amrhein, W. and Zulehner, W.},
pages = {81--89}
}
@Incollection { Beelen2018,
author = {Beelen, Theo G. J. and Dohmen, Jos J. and Maten, E. Jan W. and Tasi{\'{c}}, Bratislav},
title = {Fitting Generalized Gaussian Distributions for Process Capability Index},
year = {2018},
DOI = {10.1007/978-3-319-75538-0_16},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2016},
volume = {28},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {U. Langer and W. Amrhein and W. Zulehner},
pages = {169--176}
}
@Article { Hendricks2018,
author = {Hendricks, C. and Ehrhardt, M. and G{\"u}nther, M.},
title = {Hybrid finite difference / pseudospectral methods for the {Heston} and {Heston-Hull-White PDE}},
year = {2018},
DOI = {10.21314/JCF.2018.342},
journal = {JCF},
volume = {21},
pages = {1--33},
number = {5}
}
@Incollection { Pulch2018b,
author = {Pulch, R. and Putek, P. and de Gersem, H. and Gillon, R.},
title = {Identification of probabilistic input data for a glue-die-package problem},
year = {2018},
booktitle = {Progress in Industrial Mathematics at ECMI 2016},
publisher = {Springer,},
series = {Mathematics in Industry},
editor = {Quintela, P. and Barral, P. and Gómez, D. and Pena, F.J. and Rodr{\'i}guez, J. and Salgado, P. and Vázquez-Mend{\'e}z, M.E.},
pages = {255--262},
number = {26}
}
@Book { KienitzCaspers2018,
author = {Kienitz, J. and Caspers, P.},
title = {Interest Rate Derivatives Explained: Volume 2 Term Structure and Volatility Modelling},
year = {2018},
publisher = {Palgrave McMillan}
}
@Incollection { Hachtel2018,
author = {Hachtel, C. and Kerler-Back, J. and Bartel, A. and G{\"u}nther, M. and Stykel, T.},
title = {Multirate {DAE}/{ODE}-Simulation and Model Order Reduction for Coupled Field-Circuit Systems},
year = {2018},
DOI = {10.1007/978-3-319-75538-0_9},
booktitle = {Scientific Computing in Electrical Engineering},
publisher = {Springer International Publishing},
pages = {91--100}
}
@Inproceedings { Petrov2017,
author = {Petrov, P. and Ehrhardt, M. and Makarov, D. V.},
title = {Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory},
year = {2017},
DOI = {10.1016/j.procs.2017.05.085},
booktitle = {Proceedings of ICCS 2017 International Conference on Computational Science, Zurich, 12-14 June, 2017},
series = {Procedia Computer Science}
}
@Article { ankirchner2017wlln,
author = {Ankirchner, Stefan and Kruse, Thomas and Urusov, Mikhail},
title = {WLLN for arrays of nonnegative random variables},
year = {2017},
journal = {Statistics \& Probability Letters},
volume = {122},
publisher = {Elsevier},
pages = {73--78}
}
@Inproceedings { Kossaczky2017,
author = {Kossaczký, I. and Ehrhardt, M. and G{\"u}nther, M.},
title = {The Tree-Grid Method with Control-Independent Stencil},
year = {2017},
booktitle = {Proceedings of Equadiff 2017 Conference, Bratislava, July 24-28, 2017},
editor = {K. Mikula and D. Sevcovic and J. Urban},
pages = {79--88}
}
@Inproceedings { Heuer2017Toolbox,
author = {Heuer, C. and Pólvora, P. and Silva, J. and Ehrhardt, M. and G{\"u}nther, M. and Maten, E. J. W.},
title = {The {STRIKE} Computational Finance Toolbox},
year = {2017},
DOI = {10.1007/978-3-319-61282-9_30},
booktitle = {Novel Methods in Computational Finance},
volume = {25},
publisher = {Springer},
chapter = {30},
series = {Mathematics in Industry},
editor = {M. Ehrhardt and M. G{\"u}nther and E. J. W. ter Maten},
pages = {561--601}
}
@Incollection { Silva2017a,
author = {Silva, Jos{\'{e}} P. and Maten, E. Jan W. and G{\"u}nther, Michael and Ehrhardt, Matthias},
title = {Reduced Models in Option Pricing},
year = {2017},
DOI = {10.1007/978-3-319-63082-3_23},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2016},
publisher = {Springer International Publishing},
pages = {161--168}
}
@Inproceedings { Pulch2017,
author = {Pulch, R. and Bartel, A. and Sch\"ops, S.},
title = {Quadrature methods with adjusted grids for stochastic models of coupled problems},
year = {2017},
booktitle = {Progress in Industrial Mathematics at ECMI 2014},
volume = {22},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.}
}
@Inproceedings { Silva2017POD,
author = {Silva, J. P. and Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.},
title = {Proper Orthogonal Decomposition in Option Pricing},
year = {2017},
DOI = {10.1007/978-3-319-61282-9_24},
booktitle = {Novel Methods in Computational Finance},
publisher = {Springer},
editor = {M. Ehrhardt and M. G{\"u}nther and E. J. W. ter Maten},
pages = {441--452}
}
@Article { Calvo-Garrido2017,
author = {Calvo-Garrido, M. C. and Ehrhardt, M. and Vázquez, C.},
title = {Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach},
year = {2017},
journal = {JCF},
volume = {20},
pages = {81--107},
number = {3}
}
@Article { Teng_2017,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {Numerical Simulation of the {Heston} model with Stochastic Correlation},
year = {2017},
DOI = {10.3390/ijfs6010003},
journal = {International Journal of Financial Studies},
volume = {6 (1):3},
number = {1}
}
@Article { Teng2017,
author = {Teng, Long and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {Numerical Simulation of the {Heston} Model under Stochastic Correlation},
year = {2017},
month = {dec},
DOI = {10.3390/ijfs6010003},
journal = {International Journal of Financial Studies},
volume = {6},
publisher = {{MDPI} {AG}},
pages = {3},
number = {1}
}
@Article { Hendricks2017,
author = {Hendricks, Christian and Heuer, Christof and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {High-order {ADI} finite difference schemes for parabolic equations in the combination technique with application in finance},
year = {2017},
month = {may},
DOI = {10.1016/j.cam.2016.08.044},
journal = {Journal of Computational and Applied Mathematics},
volume = {316},
publisher = {Elsevier {BV}},
pages = {175--194}
}
@Incollection { Teng2017a,
author = {Teng, Long and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {Modelling and Calibration of Stochastic Correlation in Finance},
year = {2017},
DOI = {10.1007/978-3-319-61282-9_6},
booktitle = {Novel Methods in Computational Finance},
publisher = {Springer International Publishing},
editor = {M. Ehrhardt and M. G\"unther and E. Jan W. ter Maten},
pages = {83--105}
}
@Inproceedings { Gausling2017,
author = {Gausling, K. and Bartel, A.},
title = {Analysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit},
year = {2017},
booktitle = {Progress in Industrial Mathematics at ECMI 2014},
volume = {23},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.}
}
@Inproceedings { Coulon2017,
author = {Coulon, M. and Ehrhardt, M. and Grossinho, M. and Hout}, K. {In and Oosterlee, C. and Shiryaev, A. and Touzi, N. and (eds), C. Vázquez},
title = {{ICCF 2017} -- Novel Methods in Computational Finance},
year = {2017},
booktitle = {Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal},
journal = {Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance}
}
@Inproceedings { Hachtel2017,
author = {Hachtel, C. and G{\"u}nther, M. and Bartel, A.},
title = {Model Order Reduction for Multirate {ODE}-Solvers in a Multiphysics Application},
year = {2017},
booktitle = {Progress in Industrial Mathematics at ECMI 2014},
volume = {22},
series = {Mathematics in Industry},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.}
}
@Inproceedings { Espinoza2017,
author = {Espinoza, H. and Paredes, R. and Ehrhardt, M.},
title = {A New Two-Way Artificial Boundary Condition for Wave Propagation: Formulation and Benchmarking},
year = {2017},
booktitle = {23rd AIAA/CEAS Aeroacoustics Conference, AIAA Aviation and Aeronautics Forum and Exposition, Colorado, 5-9 June 2017}
}
@Article { Shcherbakov2017,
author = {Shcherbakov, Dmitry and Ehrhardt, Matthias and Finkenrath, Jacob and G{\"u}nther, Michael and Knechtli, Francesco and Peardon, Michael},
title = {Adapted Nested Force-Gradient Integrators: The Schwinger Model Case},
year = {2017},
month = {mar},
DOI = {10.4208/cicp.oa-2016-0048},
journal = {Communications in Computational Physics},
volume = {21},
publisher = {Global Science Press},
pages = {1141--1153},
number = {4}
}
@Inproceedings { Buckova2017ADE,
author = {Bučková, Z. and Ehrhardt, M. and G{\"u}nther, M. and Pólvora, P.},
title = {Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-dimensional {Black-Scholes} Models},
year = {2017},
booktitle = {Novel Methods in Computational Finance},
publisher = {Springer},
editor = {M. Ehrhardt and M. G{\"u}nther and E. J. W. ter Maten}
}
@Incollection { Buckova2017,
author = {Bu{\v{c}}kov{\'{a}}, Zuzana and Ehrhardt, Matthias and G{\"u}nther, Michael and P{\'{o}}lvora, Pedro},
title = {Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional {Black}-{Scholes} Models},
year = {2017},
DOI = {10.1007/978-3-319-61282-9_19},
booktitle = {Novel Methods in Computational Finance},
publisher = {Springer International Publishing},
pages = {333--371}
}
@Inproceedings { ankirchner2017functional,
author = {Ankirchner, Stefan and Kruse, Thomas and Urusov, Mikhail and others},
title = {A functional limit theorem for irregular SDEs},
year = {2017},
organization = {Institut Henri Poincar{\'e}},
booktitle = {Annales de l'Institut Henri Poincar{\'e}, Probabilit{\'e}s et Statistiques},
volume = {53},
pages = {1438--1457},
number = {3}
}
@Inproceedings { Ehrhardt2017Glueck,
author = {Ehrhardt, M.},
title = {Die Formel des Gl{\"u}cks (The Formula of Happiness)},
year = {2017},
booktitle = {Westdeutsche Zeitung, Wuppertal 21. Dezember 2017},
pages = {17}
}
@Article { Hendricks2017a,
author = {Hendricks, Christian and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {Error Splitting Preservation for High Order Finite Difference Schemes in the Combination Technique},
year = {2017},
month = {jun},
DOI = {10.4208/nmtma.2017.m1511},
journal = {Numer. Math. Theo. Meth. Appl.},
volume = {10},
publisher = {Global Science Press},
pages = {689--710},
number = {3}
}
@Inproceedings { Hendricks2017ADI,
author = {Hendricks, C. and Heuer, C. and Ehrhardt, M. and G{\"u}nther, M.},
title = {High-Order-Compact {ADI} schemes for pricing basket options in the combination technique},
year = {2017},
DOI = {10.1007/978-3-319-61282-9_21},
booktitle = {Novel Methods in Computational Finance},
publisher = {Springer},
editor = {M. Ehrhardt and M. G{\"u}nther and E. J. W. ter Maten},
pages = {399--405}
}
@Inproceedings { Lai2017,
author = {Lai, C. H. and Grossinho, M. and Ehrhardt, M. and Guerra, M. and Janela, J. and Sevcovic, D. and Vázquez, C.},
title = {ICCF 2017 - Novel Methods in Computational Finance},
year = {2017},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal}
}
@Book { Knechtli2017,
author = {Knechtli, Francesco and G{\"u}nther, Michael and Peardon, Michael},
title = {Lattice Quantum Chromodynamics},
year = {2017},
DOI = {10.1007/978-94-024-0999-4},
publisher = {Springer Netherlands}
}
@Article { kruse2017lp,
author = {Kruse, Thomas and Popier, Alexandre},
title = {Lp-solution for BSDEs with jumps in the case p< 2: Corrections to the paper ‘BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration’},
year = {2017},
journal = {Stochastics},
volume = {89},
publisher = {Taylor \& Francis},
pages = {1201--1227},
number = {8}
}
@Incollection { Maten2017,
author = {Maten, E. Jan W. and Ehrhardt, Matthias},
title = {Minisymposium: Computational Methods for Finance and Energy Markets},
year = {2017},
DOI = {10.1007/978-3-319-63082-3_20},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2016},
volume = {26},
publisher = {Springer International Publishing},
series = {Mathematics in Industry Vol},
editor = {P. Quintela and P. Barral and D. Gómez and F.J. Pena and J. Rodriguez and P. Salgado and M. E. Vázquez-M{\'e}ndez},
pages = {141--143}
}
@Article { Maten2016,
author = {Maten, E Jan W and Putek, Piotr A and G{\"u}nther, Michael and Pulch, Roland and Tischendorf, Caren and Strohm, Christian and Schoenmaker, Wim and Meuris, Peter and Smedt, Bart De and Benner, Peter and Feng, Lihong and Banagaaya, Nicodemus and Yue, Yao and Janssen, Rick and Dohmen, Jos J and Tasi{\'{c}}, Bratislav and Deleu, Frederik and Gillon, Renaud and Wieers, Aarnout and Brachtendorf, Hans-Georg and Bittner, Kai and Kratochv{\'{\i}}l, Tom{\'{a}}{\v{s}} and Pet{\v{r}}zela, Ji{\v{r}}{\'{\i}} and Sotner, Roman and G{\"o}tthans, Tom{\'{a}}{\v{s}} and D{\v{r}}{\'{\i}}novsk{\'{y}}, Ji{\v{r}}{\'{\i}} and Sch\"ops, Sebastian and Guerra, David J Duque and Casper, Thorben and Gersem, Herbert De and R{\"o}mer, Ulrich and Reynier, Pascal and Barroul, Patrice and Masliah, Denis and Rousseau, Beno{\^{\i}}t},
title = {Nanoelectronic {COupled} problems solutions - {nanoCOPS}: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation},
year = {2016},
month = {6},
DOI = {10.1186/s13362-016-0025-5},
journal = {JMI},
volume = {7},
publisher = {Springer Science and Business Media {LLC}},
number = {1}
}
@Article { Putek2016b,
author = {Putek, Piotr and Meuris, Peter and Pulch, Roland and Maten, E. Jan W. and Schoenmaker, Wim and G{\"u}nther, Michael},
title = {Uncertainty Quantification for Robust Topology Optimization of Power Transistor Devices},
year = {2016},
month = {3},
DOI = {10.1109/tmag.2015.2479361},
journal = {{IEEE} Transactions on Magnetics},
volume = {52},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
pages = {1--4},
number = {3}
}
@Article { Petrov2016,
author = {Petrov, P. and Makarov, D. V. and Ehrhardt, M.},
title = {Wide-angle parabolic approximations for the nonlinear {Helmholtz} equation in the {Kerr} media},
year = {2016},
journal = {EPL},
volume = {116}
}
@Article { Kossaczky2016a,
author = {Kossaczk{\'{y}}, Igor and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {On the non-existence of higher order monotone approximation schemes for {HJB} equations},
year = {2016},
month = {feb},
DOI = {10.1016/j.aml.2015.08.005},
journal = {Applied Mathematics Letters},
volume = {52},
publisher = {Elsevier {BV}},
pages = {53--57}
}
@Incollection { Janssen2016,
author = {Janssen, H. H. J. M. and Benner, P. and Bittner, K. and Brachtendorf, H.-G. and Feng, L. and Maten, E. J. W. and Pulch, R. and Schoenmaker, W. and Sch\"ops, S. and Tischendorf, C.},
title = {The European Project {nanoCOPS} for Nanoelectronic Coupled Problems Solutions},
year = {2016},
DOI = {10.1007/978-3-319-23413-7_116},
booktitle = {{Progress in Industrial Mathematics at ECMI 2014}},
volume = {22},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {G. Russo and V. Capasso and G. Nicosia and V. Romano},
pages = {835--842}
}
@Inproceedings { Teng2016,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {The Dynamic Correlation Model and Its Application to the {Heston} Model},
year = {2016},
booktitle = {Innovations in Derivatives Markets},
publisher = {Springer},
editor = {K. Glau and Z. Grbac and M. Scherer and R. Zagst},
pages = {437--449}
}
@Article { Wandelt2016,
author = {Wandelt, M. and Knechtli, F. and G{\"u}nther, M.},
title = {The {Wilson} flow and the finite temperature phase transition},
year = {2016},
month = {oct},
DOI = {10.1007/jhep10(2016)061},
journal = {J. High Energy Phys.},
volume = {2016},
publisher = {Springer Science and Business Media {LLC}},
number = {10}
}
@Article { Putek_2016,
author = {Putek, Piotr and Pulch, Roland and Bartel, Andreas and Maten}, E. Jan W. {ter and G{\"u}nther, Michael and Gawrylczyk, Konstanty M.},
title = {Shape and topology optimization of a permanent-magnet machine under uncertainties},
year = {2016},
DOI = {10.1186/s13362-016-0032-6},
journal = {JMI},
volume = {6 (11)},
publisher = {Springer Nature},
pages = {1-20}
}
@Book { Bartel2016,
title = {Scientific Computing in Electrical Engineering},
year = {2016},
DOI = {10.1007/978-3-319-30399-4},
publisher = {Springer International Publishing},
editor = {Andreas Bartel and Markus Clemens and Michael G{\"u}nther and E. Jan W. ter Maten}
}
@Incollection { Putek2016c,
author = {Putek, P. and Gausling, K. and Bartel, A. and Gawrylczyk, K. M. and Maten, E. J. W. and Pulch, R. and G{\"u}nther, M.},
title = {Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods},
year = {2016},
booktitle = {Scientific Computing in Electrical Engineering SCEE 2014},
volume = {23},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {Bartel, A. and Clemens, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
pages = {233--242}
}
@Incollection { Knechtli2016,
author = {Knechtli, Francesco and G{\"u}nther, Michael and Peardon, Michael},
title = {Quantum Field Theory ({QFT}) on the Lattice},
year = {2016},
month = {oct},
DOI = {10.1007/978-94-024-0999-4_1},
booktitle = {{SpringerBriefs} in Physics},
publisher = {Springer Netherlands},
pages = {1--34}
}
@Incollection { Silva2016,
author = {Silva, J. P. and Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.},
title = {Proper Orthogonal Decomposition in Option Pricing: Basket Options and {Heston} Model},
year = {2016},
DOI = {10.1007/978-3-319-23413-7_29},
booktitle = {{Progress in Industrial Mathematics at ECMI 2014}},
volume = {22},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {G. Russo and V. Capasso and G. Nicosia and V. Romano},
pages = {217--227}
}
@Article { Petrov2016a,
author = {Petrov, P. and Ehrhardt, M.},
title = {Transparent boundary conditions for iterative high-order parabolic equations},
year = {2016},
journal = {J. Comput. Phys.},
volume = {313},
pages = {144--158}
}
@Incollection { Maten2016a,
author = {Maten, E. J. W},
title = {{Part V: Uncertainty Quantification}},
year = {2016},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2014, Wuppertal},
volume = {23},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {A. Bartel and M. Clemens and M. G{\"u}nther and E. J. W. ter Maten},
pages = {153-154}
}
@Article { ankirchner2016numerical,
author = {Ankirchner, Stefan and Kruse, Thomas and Urusov, Mikhail},
title = {Numerical approximation of irregular SDEs via Skorokhod embeddings},
year = {2016},
journal = {Journal of Mathematical Analysis and Applications},
volume = {440},
publisher = {Elsevier},
pages = {692--715},
number = {2}
}
@Incollection { Knechtli2016a,
author = {Knechtli, Francesco and G{\"u}nther, Michael and Peardon, Michael},
title = {Handling Fermions on the Lattice},
year = {2016},
month = {oct},
DOI = {10.1007/978-94-024-0999-4_3},
booktitle = {{SpringerBriefs} in Physics},
publisher = {Springer Netherlands},
pages = {55--96}
}
@Article { kruse2016bsdes,
author = {Kruse, Thomas and Popier, Alexandre},
title = {BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration},
year = {2016},
journal = {Stochastics},
volume = {88},
publisher = {Taylor \& Francis},
pages = {491--539},
number = {4}
}
@Incollection { Knechtli2016c,
author = {Knechtli, Francesco and G{\"u}nther, Michael and Peardon, Michael},
title = {Calculating Observables of Quantum Fields},
year = {2016},
month = {oct},
DOI = {10.1007/978-94-024-0999-4_4},
booktitle = {{SpringerBriefs} in Physics},
publisher = {Springer Netherlands},
pages = {97--133}
}
@Article { Besse2016,
author = {Besse, C. and Ehrhardt, M. and Lacroix-Violet, I.},
title = {Discrete Artificial Boundary Conditions for the {Korteweg de Vries} equation},
year = {2016},
journal = {Numer. Meth. Part. Diff. Eqs.},
volume = {32},
pages = {1455--1484},
number = {5}
}
@Incollection { Tasic2016,
author = {Tasi{\'{c}}, B. and Dohmen, J. J. and Maten, E. J. W. and Beelen, T. G. J. and Janssen, H. H. J. M. and Schilders, W. H. A. and G{\"u}nther, M.},
title = {Fast Fault Simulation to Identify Subcircuits Involving Faulty Components},
year = {2016},
DOI = {10.1007/978-3-319-23413-7_49},
booktitle = {{Progress in Industrial Mathematics at ECMI 2014}},
volume = {22},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {G. Russo and V. Capasso and G. Nicosia and V. Romano},
pages = {369--376}
}
@Inproceedings { Tasic2016a,
author = {Tasi{\'{c}}, Bratislav and Dohmen, Jos J. and Janssen, Rick and Maten, E. Jan W. and Pulch, Roland and Beelen, Theo G. J.},
title = {Fast Time-Domain Simulation for Reliable Fault Detection},
year = {2016},
DOI = {10.3850/9783981537079_0994},
booktitle = {Proceedings of the 2016 Design, Automation {\&} Test in Europe Conference {\&} Exhibition ({DATE})},
publisher = {Research Publishing Services},
pages = {301-306}
}
@Incollection { Guenther2016,
author = {G{\"u}nther, Michael and Hachtel, Christoph and Sandu, Adrian},
title = {Multirate {GARK} Schemes for Multiphysics Problems},
year = {2016},
DOI = {10.1007/978-3-319-30399-4_12},
booktitle = {Scientific Computing in Electrical Engineering},
publisher = {Springer International Publishing},
pages = {115--121}
}
@Inproceedings { Gausling2016b,
author = {Gausling, K. and Bartel, A.},
title = {First Results for Uncertainty Quantification in Co-Simulation of Coupled Electric Circuits},
year = {2016},
booktitle = {Scientific Computing in Electrical Engineering},
volume = {23},
publisher = {Springer},
series = {Mathematics in Industry},
pages = {243--251}
}
@Article { Gausling2016a,
author = {Gausling, K. and Bartel, A.},
title = {Coupling Interfaces and Their Impact in Field/Circuit Co-Simulation},
year = {2016},
journal = {IEEE Trans. Magn.},
volume = {52},
pages = {1--4},
number = {3}
}
@Article { Hendricks2016,
author = {Hendricks, Christian and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {High-order {ADI} schemes for diffusion equations with mixed derivatives in the combination technique},
year = {2016},
month = {mar},
DOI = {10.1016/j.apnum.2015.11.003},
journal = {Applied Numerical Mathematics},
volume = {101},
publisher = {Elsevier {BV}},
pages = {36--52}
}
@Inproceedings { Hachtel2016,
author = {Hachtel, C. and G{\"u}nther, M. and Bartel, A.},
title = {Interface Reduction for Multirate ODE-Solvers},
year = {2016},
booktitle = {Scientific Computing in Electrical Engineering},
volume = {23},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {A. Bartel and M. Clemens and M. G{\"u}nther and J. ter Maten},
pages = {185--193}
}
@Article { kruse2016minimal,
author = {Kruse, Thomas and Popier, Alexandre},
title = {Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting},
year = {2016},
journal = {Stochastic Processes and their Applications},
volume = {126},
publisher = {Elsevier},
pages = {2554--2592},
number = {9}
}
@Article { Mohaghegh2016,
author = {Mohaghegh, Kasra and Pulch, Roland and Maten, Jan},
title = {Model order reduction using singularly perturbed systems},
year = {2016},
month = {may},
DOI = {10.1016/j.apnum.2016.01.002},
journal = {APNUM},
volume = {103},
publisher = {Elsevier {BV}},
pages = {72--87}
}
@Article { Teng2016c,
author = {Teng, Long and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {Modelling stochastic correlation},
year = {2016},
month = {mar},
DOI = {10.1186/s13362-016-0018-4},
journal = {JMI},
volume = {6},
publisher = {Springer Science and Business Media {LLC}},
pages = {1--18},
number = {1}
}
@Inproceedings { Kossaczky2016,
author = {Kossaczk{\'{y}}, I. and Ehrhardt, M. and G{\"u}nther, M.},
title = {Modifications of the {PCPT} method for {HJB} equations},
year = {2016},
DOI = {10.1063/1.4964962},
publisher = {Author(s)}
}
@Incollection { Knechtli2016b,
author = {Knechtli, Francesco and G{\"u}nther, Michael and Peardon, Michael},
title = {Monte Carlo Methods},
year = {2016},
month = {oct},
DOI = {10.1007/978-94-024-0999-4_2},
booktitle = {{SpringerBriefs} in Physics},
publisher = {Springer Netherlands},
pages = {35--53}
}
@Inproceedings { Buckova2016,
author = {Bu{\v{c}}kov{\'{a}}, Z. and P{\'{o}}lvora, P. and Ehrhardt, M. and G{\"u}nther, M.},
title = {Implementation of alternating direction explicit methods for higher dimensional {Black}-{Scholes} equations},
year = {2016},
DOI = {10.1063/1.4964961},
booktitle = {Proceedings of AMiTaNS'16 - Eighth Conference of the Euro-American Consortium for Promoting the Application of Mathematics in Technical and Natural Sciences, Albena, Bulgaria, June 22-27, 2016},
publisher = {AIP},
series = {AIP Conference proceedings Vol. 1773},
pages = {030001}
}
@Incollection { Harutyunyan2015a,
author = {Harutyunyan, D. and Rommes, J. and Maten, E. J. W. and Schilders, W. H. A.},
title = {Simulation of mutually coupled oscillators using nonlinear phase macromodels and model order reduction techniques},
year = {2015},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer},
chapter = {6.3},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {398--425 and 430--432}
}
@Article { kruse2015optimal,
author = {Kruse, Thomas and Strack, Philipp},
title = {Optimal stopping with private information},
year = {2015},
journal = {Journal of Economic Theory},
volume = {159},
publisher = {Elsevier},
pages = {702--727}
}
@Article { Teng_Acta2015,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {Option Pricing with Dynamically Correlated Stochastic Interest Rate},
year = {2015},
journal = {Acta Mathematica Universitatis Comenianae},
volume = {85 (2)}
}
@Incollection { Ciuprina2015,
author = {Ciuprina, Gabriela and Villena, Jorge Fern{\'{a}}ndez and Ioan, Daniel and Ilievski, Zoran and Kula, Sebastian and Maten, E. Jan W. and Mohaghegh, Kasra and Pulch, Roland and Schilders, Wil H. A. and Silveira, L. Miguel and {\c{S}}tef{\u{a}}nescu, Alexandra and Striebel, Michael},
title = {Parameterized Model Order Reduction},
year = {2015},
DOI = {10.1007/978-3-662-46672-8_5},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer Berlin Heidelberg},
chapter = {5},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {267--359}
}
@Article { Pulch2015,
author = {Pulch, Roland and Maten, E. Jan W. and Augustin, Florian},
title = {Sensitivity analysis and model order reduction for random linear dynamical systems},
year = {2015},
month = {may},
DOI = {10.1016/j.matcom.2015.01.003},
journal = {Math. Comput. Simul.},
volume = {111},
publisher = {Elsevier {BV}},
pages = {80--95}
}
@Incollection { Ali2015,
author = {Ali, G. and Bartel, Andreas and G{\"u}nther, Michael and Romano, Vittorio and Sch\"ops, Sebastian},
title = {Simulation of Coupled {PDAEs}: Dynamic Iteration and Multirate Simulation},
year = {2015},
DOI = {10.1007/978-3-662-46672-8_3},
booktitle = {Mathematics in Industry},
publisher = {Springer Berlin Heidelberg},
pages = {103--156}
}
@Inproceedings { Janssen2015,
author = {Janssen, R. and Maten, J. and Tischendorf, C. and Brachtendorf, H.-G. and Bittner, K. and Schoenmaker, W. and Benner, P. and Feng, L. and Pulch, R. and Deleu, F. and Wieers, A.},
title = {The nanoCOPS Project on Algorithms for Nanoelectronic Coupled Problems Solutions},
year = {2015},
isbn = {9788494392832},
booktitle = {Coupled problems 2015 proceedings of the VI International Conference on Coupled Problems in Science and Engineering, San Servolo, Venice, Italy, May 18-20 2015},
publisher = {International Center for Numerical Methods in Engineering (CIMNE},
address = {Barcelona},
editor = {B. Schrefler and E. O{\~{n}}ate and M. Papadrakakis},
pages = {1029-1036}
}
@Article { Pulch2015a,
author = {Pulch, Roland and Maten, E. Jan W.},
title = {Stochastic {Galerkin} methods and model order reduction for linear dynamical systems},
year = {2015},
DOI = {10.1615/int.j.uncertaintyquantification.2015010171},
journal = {International Journal for Uncertainty Quantification},
volume = {5},
publisher = {Begell House},
pages = {255--273},
number = {3}
}
@Inproceedings { Ehrhardt2015a,
author = {Ehrhardt, M. and Grossinho, M. and Sevcovic, D. and Shriyaev, A.},
title = {Stochastic and Computational Finance - From Academia to Industry},
year = {2015},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields, presented at the International Conference SCF 2015 - Stochastic and Computational Finance - From Academia to Industry, July 5-10, 2015, Lisbon, Portugal}
}
@Incollection { Guenther2015b,
author = {G{\"u}nther, Michael and Feldmann, Uwe},
title = {The {COMSON} Project},
year = {2015},
DOI = {10.1007/978-3-662-46672-8_1},
booktitle = {Mathematics in Industry},
publisher = {Springer Berlin Heidelberg},
pages = {3--12}
}
@Inproceedings { Petrov2015a,
author = {Petrov, P. and Ehrhardt, M.},
title = {Transparent boundary conditions for the high-order parabolic approximations},
year = {2015},
booktitle = {Proceedings of the International Conference DAYS on DIFFRACTION 2015, St.Petersburg, Russia, May 25-29, 2015}
}
@Article { Putek2015,
author = {Putek, Piotr and Meuris, Peter and G{\"u}nther, Michael and Maten, Jan and Pulch, Roland and Wieers, Aarnout and Schoenmaker, Wim},
title = {Uncertainty Quantification in Electro-Thermal Coupled Problems based on a Power Transistor Device},
year = {2015},
DOI = {10.1016/j.ifacol.2015.05.206},
journal = {{IFAC}-{PapersOnLine}},
volume = {48(1)},
publisher = {Elsevier {BV}},
pages = {938--939}
}
@Article { TENG_Heston2016,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {On the {Heston} model with Stochastic Correlation},
year = {2015},
month = {sep},
DOI = {10.1142/S0219024916500333},
journal = {IJTAF},
volume = {19},
number = {06}
}
@Article { ankirchner2015optimal,
author = {Ankirchner, Stefan and Kruse, Thomas},
title = {Optimal position targeting with stochastic linear-quadratic costs},
year = {2015},
journal = {Banach Center Publ},
volume = {104},
pages = {9--24},
number = {1}
}
@Article { Petrov2015,
author = {Petrov, P. and Ehrhardt, M.},
title = {On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation},
year = {2015},
journal = {Appl. Math. Lett.},
volume = {44},
pages = {45--49}
}
@Incollection { Striebel2015,
author = {Striebel, M. and Maten, E. J. W. and Mohaghegh, K. and Pulch, R.},
title = {Circuit simulation and model order reduction},
year = {2015},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer},
chapter = {4.1},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {163--192 and 257--260}
}
@Incollection { Guenther2015,
author = {G{\"u}nther, Michael},
title = {Electrical Circuits},
year = {2015},
DOI = {10.1007/978-3-540-70529-1_110},
booktitle = {Encyclopedia of Applied and Computational Mathematics},
publisher = {Springer Berlin Heidelberg},
pages = {411--417}
}
@Article { Sandu2015,
author = {Sandu, Adrian and G{\"u}nther, Michael},
title = {A Generalized-Structure Approach to Additive Runge-Kutta Methods},
year = {2015},
month = {jan},
DOI = {10.1137/130943224},
journal = {{SIAM} J. Numer. Anal.},
volume = {53},
publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
pages = {17--42},
number = {1}
}
@Inproceedings { Arnold2015,
author = {Arnold, A. and Ehrhardt, M.},
title = {A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics},
year = {2015},
booktitle = {Finite Difference Methods,Theory and Applications., FDM 2014},
volume = {9045},
publisher = {Springer},
series = {Lecture Notes in Computer Science},
editor = {I. Dimov and I. Farago and L. Vulkov},
pages = {15--24}
}
@Article { Teng2015,
author = {Teng, Long and Emmerich, Cathrin Van and Ehrhardt, Matthias and G{\"u}nther, Michael},
title = {A versatile approach for stochastic correlation using hyperbolic functions},
year = {2015},
month = {jan},
DOI = {10.1080/00207160.2014.1002779},
journal = {International Journal of Computer Mathematics},
volume = {93},
publisher = {Informa {UK} Limited},
pages = {524--539},
number = {3}
}
@Incollection { Harutyunyan2015,
author = {Harutyunyan, Davit and Ionutiu, Roxana and Maten, E. Jan W. and Rommes, Joost and Schilders, Wil H. A. and Striebel, Michael},
title = {Advanced Topics in Model Order Reduction},
year = {2015},
DOI = {10.1007/978-3-662-46672-8_6},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer Berlin Heidelberg},
chapter = {6},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {361--432}
}
@Article { Buckova2015,
author = {Bučková, Z. and Ehrhardt, M. and G{\"u}nther, M.},
title = {Alternating Direction Explicit Methods for Convection Diffusion Equations},
year = {2015},
journal = {Acta Math. Univ. Comenianae},
volume = {84},
pages = {309--325},
number = {2}
}
@Article { Guenther2015a,
author = {G{\"u}nther, Michael and Sandu, Adrian},
title = {Multirate generalized additive Runge Kutta methods},
year = {2015},
month = {aug},
DOI = {10.1007/s00211-015-0756-z},
journal = {Numerische Mathematik},
volume = {133},
publisher = {Springer Science and Business Media {LLC}},
pages = {497--524},
number = {3}
}
@Article { Heubes2015,
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.},
title = {Concept for a one-dimensional discrete artificial boundary condition for the lattice {Boltzmann} method},
year = {2015},
journal = {Comput. Math. Appl.},
volume = {70},
pages = {2316--2330},
number = {10}
}
@Book { Guenther2015c,
title = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
year = {2015},
DOI = {10.1007/978-3-662-46672-8},
publisher = {Springer Berlin Heidelberg},
editor = {Michael G{\"u}nther}
}
@Inproceedings { Heubes2015a,
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.},
title = {Discrete Artificial Boundary Conditions for the Lattice {Boltzmann} Method in 2D},
year = {2015},
booktitle = {ESAIM proceedings of DSFD-2014},
volume = {52},
pages = {47--65}
}
@Inproceedings { Buckova2015a,
author = {Bučková, Z. and Ehrhardt, M. and G{\"u}nther, M.},
title = {Fichera Theory and its Application in Finance},
year = {2015},
booktitle = {Proceedings of the 18th European Conference on Mathematics for Industry, June 9-13, 2014, Taormina, Italy},
publisher = {Springer, Berlin, Heidelberg}
}
@Article { Shcherbakov2015,
author = {Shcherbakov, Dmitry and Ehrhardt, Matthias and G{\"u}nther, Michael and Peardon, Michael},
title = {Force-gradient nested multirate methods for Hamiltonian systems},
year = {2015},
month = {feb},
DOI = {10.1016/j.cpc.2014.10.014},
journal = {Computer Physics Communications},
volume = {187},
publisher = {Elsevier {BV}},
pages = {91--97}
}
@Article { Hendricks2015,
author = {Hendricks, C. and Ehrhardt, M. and G{\"u}nther, M.},
title = {High Order Combination Technique for the efficient Pricing of Basket Options},
year = {2015},
journal = {Acta Math. Univ. Comenianae},
volume = {84},
pages = {243--253},
number = {2}
}
@Inproceedings { Hendricks2015b,
author = {Hendricks, C. and Ehrhardt, M. and G{\"u}nther, M.},
title = {Integrated Forecasting of day-ahead Prices in the German Electricity Market},
year = {2015},
booktitle = {Proceedings of the 18th European Conference on Mathematics for Industry, June 9-13, 2014, Taormina, Italy},
publisher = {Springer, Berlin, Heidelberg}
}
@Book { Ehrhardt2015,
title = {Mathematical Modelling and Numerical Simulation of Oil Pollution Problems},
year = {2015},
volume = {2},
publisher = {Springer},
series = {The Reacting Atmosphere},
editor = {M. Ehrhardt}
}
@Incollection { Striebel2015a,
author = {Striebel, M. and Pulch, R. and Maten, E. J. W. and Ilievski, Z. and Schilders, W. H. A.},
title = {Model order reduction and sensitivity analysis},
year = {2015},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer},
chapter = {5.3},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {319--341 and 355--358}
}
@Incollection { Striebel2015b,
author = {Striebel, M. and Maten, E. J. W.},
title = {Model order reduction for nonlinear network problems},
year = {2015},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer},
chapter = {6.1},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {362-380 and 426-428}
}
@Incollection { Antoulas2015,
author = {Antoulas, Athanasios C. and Ionutiu, Roxana and Martins, Nelson and Maten, E. Jan W. and Mohaghegh, Kasra and Pulch, Roland and Rommes, Joost and Saadvandi, Maryam and Striebel, Michael},
title = {Model Order Reduction: Methods, Concepts and Properties},
year = {2015},
DOI = {10.1007/978-3-662-46672-8_4},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer},
chapter = {4},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {159--265}
}
@Inproceedings { Teng2015proc,
author = {Teng, Long and Emmerich, Cathrin and Ehrhardt, Matthias and G\"unther, Michael},
title = {Modelling Stochastic Correlation with modified {Ornstein-Uhlenbeck} process},
year = {2015},
issn = {1612-3956},
organization = {18th European Conference on Mathematics for Industry, Taormina, Italy},
booktitle = {ECMI book subseries of Mathematics in Industry},
publisher = {Springer},
address = {Heidelberg}
}
@Incollection { Mohaghegh2015,
author = {Mohaghegh, K. and Pulch, R. and Maten, E. J. W.},
title = {MOR for singularly perturbed systems},
year = {2015},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
volume = {21},
publisher = {Springer},
chapter = {5.4},
series = {Mathematics in Industry},
editor = {G{\"u}nther, M.},
pages = {341--351 and 358--359}
}
@Article { DiBuccianico2014,
author = {Di Buccianico, A. and J. and Pulch, R. and Janssen, R. and Niehof, J. and Hanssen, M. and Kapora, S.},
title = {Robust and efficient uncertainty quantification and validation of {RFIC} isolation},
year = {2014},
DOI = {10.13164/re},
journal = {Radioengineering},
volume = {23},
publisher = {Brno University of Technology},
pages = {308-318},
number = {1}
}
@Inproceedings { Ehrhardt2014c,
author = {Ehrhardt, M. and Peco, M. and Tarazona, A.-C. and Villanueva, R.-J. and Villanueva-Oller, J.},
title = {Popular Support to Terrorist Organizations: A Short-Term Prediction based on a Dynamic Model applied to a Real Case},
year = {2014},
isbn = {978-1-63117-335-6},
booktitle = {Mathematical Modeling in Engineering \& Social Sciences},
publisher = {Nova Science},
editor = {J. C. Cort{\'e}s and L. Jodar Sánchez and R. J. Villanueva},
pages = {169--176}
}
@Book { Schoeps2014,
title = {Progress in Differential-Algebraic Equations - Deskriptor 2013},
year = {2014},
publisher = {Springer},
editor = {Sch\"ops, S. and Bartel, A. and G{\"u}nther, M. and ter Maten, E. J. W. and M{\"u}ller, P. C.}
}
@Book { Fontes2014,
title = {Progress in Industrial Mathematics at {ECMI} 2012},
year = {2014},
DOI = {10.1007/978-3-319-05365-3},
publisher = {Springer International Publishing},
editor = {Magnus Fontes and Michael G{\"u}nther and Nicole Marheineke}
}
@Article { Tasic2014,
author = {Tasi{\'{c}}, Bratislav and Dohmen, Jos J. and Maten, E. Jan W. and Beelen, Theo G.J. and Schilders, Wil H. A. and Vries, Alex and Beurden, Maikel},
title = {Robust {DC} and efficient time-domain fast fault simulation},
year = {2014},
month = {jul},
DOI = {10.1108/compel-12-2012-0364},
journal = {{COMPEL} - The international journal for computation and mathematics in electrical and electronic engineering},
volume = {33},
publisher = {Emerald},
pages = {1161--1174},
number = {4}
}
@Inproceedings { Ehrhardt2014b,
author = {Ehrhardt, M.},
title = {Nonstandard Finite Difference Schemes for the {Black-Scholes} Equation},
year = {2014},
booktitle = {Mathematics of Continuous and Discrete Dynamical Systems},
volume = {618},
publisher = {AMS (Contemporary Mathematics)},
editor = {A. Gumel},
pages = {217--228}
}
@Inproceedings { Buckova2014,
author = {Bučková, Z. and Ehrhardt, M.},
title = {Splitting Methods on Special Meshes},
year = {2014},
booktitle = {ECMI Newsletter 56},
pages = {71--72}
}
@Inproceedings { Teng2014,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {The Pricing of {Quanto} Options under Dynamic Correlation},
year = {2014},
month = {feb},
DOI = {10.1016/j.cam.2014.07.017},
booktitle = {Proceedings of the 14th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2014, July 3-7, 2014, Cadiz, Spain},
journal = {JCAM},
volume = {1},
publisher = {Elsevier {BV}},
editor = {J. Vigo-Aguiar},
pages = {1228--1238}
}
@Article { Kienitz2014,
author = {Kienitz, J.},
title = {Transforming Volatility - Multi Curve Cap and Swaption Volatilities -},
year = {2014},
journal = {Int. Rev. Appl. Fin. Issues Econ.},
volume = {5(1)}
}
@Incollection { Zisowsky2014,
author = {Zisowsky, A. and Arnold, A. and Ehrhardt, M. and Koprucki, Th.},
title = {Transient Simulation of {kp-Schr{\"o}dinger} Systems using Discrete Transparent Boundary Conditions},
year = {2014},
booktitle = {Advanced Mathematical Models and Numerical Techniques for Multiband Effective Mass Approximations},
publisher = {Springer, Heidelberg},
editor = {M. Ehrhardt and T. Koprucki},
pages = {247--272}
}
@Incollection { Putek2014,
author = {Putek, P. and Pulch, R. and Sch\"ops, S. and Maten, E. J. W. and Slodicka, M. and de Gersem, H. and G{\"u}nther, M.},
title = {Uncertainty Quantification of Field/Circuit coupled problems},
year = {2014},
booktitle = {ACOMEN 2014},
publisher = {6th International Conference on Advanced Computational Methods in Engineering, June 26, 2014, Ghent, Belgium}
}
@Article { Bartel2014a,
author = {Bartel, A. and Brunk, M. and Sch\"ops, S.},
title = {On the convergence rate of dynamic iteration for coupled problems with multiple subsystem},
year = {2014},
journal = {J. Comp. Appl. Math.},
volume = {262},
pages = {14--24}
}
@Incollection { Klindworth2014,
author = {Klindworth, D. and Ehrhardt, M. and Koprucki, Th.},
title = {Discrete Transparent Boundary Conditions for Multiband Effective Mass Approximations},
year = {2014},
booktitle = {Advanced Mathematical Models and Numerical Techniques for Multiband Effective Mass Approximations},
publisher = {Springer, Heidelberg},
editor = {M. Ehrhardt and Th. Koprucki},
pages = {273--318}
}
@Article { Cortes2014,
author = {Cort{\'e}s, J. C. and Ehrhardt, M. and Sánchez-Sánchez, A. and Santonja, F. J. and Villanueva, R. J.},
title = {Modelling the dynamics of the students academic performance in the {German} region of {North Rhine-Westphalia}: an epidemiological approach with uncertainty},
year = {2014},
journal = {Int. J. Comput. Math.},
volume = {91},
pages = {241--251},
number = {2}
}
@Inproceedings { Ehrhardt2014e,
author = {Ehrhardt, M. and G{\"u}nther, M. and Maten, E. J. W.},
title = {ECMI SIG on Computational Finance},
year = {2014},
booktitle = {ECMI Newsletter 56},
pages = {20--22}
}
@Article { Heubes2014a,
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.},
title = {Characteristic Boundary Conditions in the Lattice {Boltzmann} Method for Fluid and Gas dynamics},
year = {2014},
journal = {JCAM},
volume = {262},
pages = {51--61}
}
@Article { ankirchner2014bsdes,
author = {Ankirchner, Stefan and Jeanblanc, Monique and Kruse, Thomas},
title = {BSDEs with singular terminal condition and a control problem with constraints},
year = {2014},
journal = {SIAM Journal on Control and Optimization},
volume = {52},
publisher = {SIAM},
pages = {893--913},
number = {2}
}
@Book { Ehrhardt2014,
title = {Advanced Mathematical Models and Numerical Techniques for Multiband Effective Mass Approximations},
year = {2014},
volume = {94},
publisher = {Springer, Heidelberg},
series = {LNCSE},
editor = {M. Ehrhardt and Th. Koprucki}
}
@Inproceedings { Buckova2014a,
author = {Bučková, Z. and Silva, J. P. Campos Moreira and Ehrhardt, M. and G{\"u}nther, M. and Maten, E. J. W.},
title = {{STRIKE}: Novel Methods in Computational Finance - A European mathematical research training network},
year = {2014},
booktitle = {ECMI Newsletter 55},
pages = {9--11}
}
@Inproceedings { Maten2014a,
author = {Maten, E. J. W.},
title = {{Introduction Part I: Circuits and electromagnetic devices}},
year = {2014},
booktitle = {{Progress in Industrial Mathematics at ECMI 2012}},
volume = {19},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {M. Fontes and M. G{\"u}nther and N. Marheineke},
pages = {1-3}
}
@Inproceedings { Bartel2014c,
author = {Bartel, A. and G{\"u}nther, M. and Maten, J.},
title = {{Elektronische Industrie {--} Mathematics Inside. BUW}},
year = {2014},
booktitle = {Output Nr. 12, Forschungsmagazin der Bergischen Universit{\"a}t Wuppertal},
pages = {30-35}
}
@Article { Famelis2014,
author = {Famelis, I. and Galanis, G. and Ehrhardt, M. and Triantafyllou, D.},
title = {Classical and Quasi-Newton methods for a Meteorological Parameters Prediction Boundary Value Problem},
year = {2014},
journal = {Appl. Math. Inf. Sci.},
volume = {8},
pages = {1--11},
number = {6}
}
@Incollection { Kaufmann2014b,
author = {Kaufmann, Christof and G{\"u}nther, Michael and Klagges, Daniel and Richwin, Matthias and Sch\"ops, Sebastian and Maten, E. Jan W.},
title = {Coupled Heat-Electromagnetic Simulation of Inductive Charging Stations for Electric Vehicles},
year = {2014},
DOI = {10.1007/978-3-319-05365-3_5},
booktitle = {Mathematics in Industry},
publisher = {Springer International Publishing},
editor = {Fontes and et al.},
pages = {27--36}
}
@Incollection { Maten2014,
author = {Maten, E. Jan W. and Pulch, Roland and Schilders, Wil H. A. and Janssen, H. H. J. M.},
title = {Efficient Calculation of Uncertainty Quantification},
year = {2014},
DOI = {10.1007/978-3-319-05365-3_50},
booktitle = {{Progress in Industrial Mathematics at ECMI 2012}},
volume = {19},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {M. Fontes and M. G{\"u}nther and N. Marheineke},
pages = {361--370}
}
@Article { Kaufmann2014a,
author = {Kaufmann, Christof and G{\"u}nther, Michael and Klagges, Daniel and Knorrenschild, Michael and Richwin, Matthias and Sch\"ops, Sebastian and Maten, E},
title = {Efficient frequency-transient co-simulation of coupled heat-electromagnetic problems},
year = {2014},
DOI = {10.1186/2190-5983-4-1},
journal = {JMI},
volume = {4},
publisher = {Springer Science and Business Media {LLC}},
pages = {1},
number = {1}
}
@Article { Hendricks2014,
author = {Hendricks, C. and Ehrhardt, M.},
title = {Evaluating the Effects of Changing Market Parameters and Policy Implications in the German Electricity Market},
year = {2014},
journal = {The Journal of Energy Markets}
}
@Article { Heubes2014,
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.},
title = {Exact Artificial Boundary Conditions for a Lattice {Boltzmann} Method},
year = {2014},
journal = {Comput. Math. Appl.},
volume = {67},
pages = {2041--2054},
number = {11}
}
@Article { Huelsmann2014,
author = {H{\"u}lsmann, T. and Bartel, A. and Sch\"ops, S. and DeGersem, H.},
title = {Extended Brauer Model for Ferromagnetic Materials},
year = {2014},
journal = {Analysis \& Computation. Compel.},
volume = {33},
pages = {1251--1263},
number = {4}
}
@Article { Bartel2014,
author = {Bartel, A. and H{\"u}lsmann, T. and K{\"u}hn, J. and Pulch, R. and Sch\"ops, S.},
title = {Influence of Measurement Errors on Transformer Inrush Currents Using Different Material Models},
year = {2014},
journal = {IEEE Trans. on Magn.},
volume = {50},
pages = {485--488},
number = {2}
}
@Book { Kienitz2014b,
author = {Kienitz, J.},
title = {Interest Rate Derivatives Explained: Volume 1 Products and Markets},
year = {2014},
publisher = {Palgrave McMillan}
}
@Inproceedings { Bartel2014b,
author = {Bartel, A.},
title = {Methods (Chapter Introduction)},
year = {2014},
booktitle = {Progress in Industrial Mathematics at ECMI 2012},
publisher = {Springer},
editor = {Fontes, M. and G{\"u}nther, M. and Marheineke, N.}
}
@Inproceedings { Ehrhardt2014d,
author = {Ehrhardt, M. and G{\"u}nther, M. and Jacob, B.},
title = {Modelling and Numerical Simulation},
year = {2014},
booktitle = {Atmospheric Research From Different Perspectives, The Reacting Atmosphere 1},
publisher = {Springer},
editor = {R. Koppmann},
pages = {27-34}
}
@Article { Teng_2013,
author = {Teng, Long and Ehrhardt, Matthias and G\"unther, Michael},
title = {Numerical evaluation of complex logarithms in the {Cox-Ingersoll-Ross} model},
year = {2013},
month = {feb},
DOI = {10.1080/00207160.2012.749348},
journal = {Int. J. Comput. Math.},
volume = {90 (5)},
pages = {1083--1095},
number = {5}
}
@Article { Pulch2013,
author = {Pulch, Roland and Maten, E. Jan W. and Augustin, Florian},
title = {Sensitivity analysis of linear dynamical systems in uncertainty quantification},
year = {2013},
month = {nov},
DOI = {10.1002/pamm.201310246},
journal = {{PAMM}},
volume = {13},
publisher = {Wiley},
pages = {507--508},
number = {1}
}
@Article { Bartel2013a,
author = {Bartel, A. and de Gersem, H. and H{\"u}lsmann, T. and R{\"o}mer, U. and Sch\"ops, S. and Weiland, T.},
title = {Quantification of Uncertainty in the Field Quality of Magnets Originating from Material Measurements},
year = {2013},
journal = {IEEE Trans. on Magnetics},
volume = {49},
pages = {2367--2370},
number = {5}
}
@Article { ankirchner2013optimal,
author = {Ankirchner, Stefan and Kruse, Thomas},
title = {Optimal trade execution under price-sensitive risk preferences},
year = {2013},
journal = {Quantitative Finance},
volume = {13},
publisher = {Taylor \& Francis},
pages = {1395--1409},
number = {9}
}
@Inproceedings { Company2013,
author = {Company, R. and Ehrhardt, M. and Sánchez, L. Jodar},
title = {Novel Methods in Computational Finance},
year = {2013},
isbn = {3319612816},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the International Conference on Mathematical Modelling in Engineering \& Human Behaviour, September 4-6, 2013, Instituto Universitario de Matemática Multidisciplinar, Polytechnic City of Innovation in Valencia, Spain},
volume = {25},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.}
}
@Book { Ehrhardt2013,
title = {Novel Trends in Lattice-Boltzmann Methods - Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction},
year = {2013},
volume = {3},
publisher = {Bentham Science Publishers Ltd},
series = {Progress in Computational Physics},
editor = {M. Ehrhardt}
}
@Book { KienitzWetterau2012,
author = {Kienitz, J. and Wetterau, D.},
title = {Financial modelling: Theory, implementation and practice with {MATLAB} source},
year = {2013},
publisher = {John Wiley \& Sons}
}
@Article { Bartel2013,
author = {Bartel, A. and Brunk, M. and G\"unther, M. and Sch\"ops, S.},
title = {Dynamic Iteration for Coupled Problems ofElectric Circuits and Distributed Devices},
year = {2013},
journal = {SIAM J. Sci. Comput.},
volume = {35},
pages = {B315-–B335},
number = {2}
}
@Article { Ramirez-Espinoza2013,
author = {Ram{\'i}rez-Espinoza, G. I. and Ehrhardt, M.},
title = {Conservative and Finite Volume Methods for the convection-dominated Pricing Problem},
year = {2013},
journal = {Adv. Appl. Math. Mech.},
volume = {5},
pages = {759--790},
number = {6}
}
@Article { Teng2013,
author = {Teng, L. and Ehrhardt, M. and G\"unther, M.},
title = {Bilateral Counterparty Risk Valuation of CDS contracts with Simultaneous Defaults},
year = {2013},
journal = {Int. J. Theor. Appl. Finan.},
volume = {16},
editor = {G\"unther, M. and Langer, U. and {van Rienen}, U.},
pages = {1350040}
}
@Article { Schoeps2013,
author = {Sch\"ops, S. and Bartel, A. and G\"unther, M.},
title = {An Optimal p-Refinement Strategy for Dynamic Iteration of Ordinary and Differential Algebraic Equations},
year = {2013},
journal = {Proc. Appl. Math. Mech.},
volume = {13},
pages = {549--552}
}
@Inproceedings { Heubes2013,
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.},
title = {An Introduction to the Lattice {Boltzmann} Method for Coupled Problems},
year = {2013},
booktitle = {Novel trends in Lattice {Boltzmann} Methods},
publisher = {Bentham Science Publishers, Ebook Series},
editor = {Ehrhardt, M.},
pages = {3--30}
}
@Article { Ehrhardt2013a,
author = {Ehrhardt, M. and Mickens, R. E.},
title = {A Nonstandard Finite Difference Scheme for Convection-Diffusion Equations having Constant Coefficients},
year = {2013},
journal = {Appl. Math. Comput.},
volume = {219},
pages = {6591--6604},
number = {12}
}
@Inproceedings { Ehrhardt2013b,
author = {Ehrhardt, M.},
title = {A European Mathematics Network Against the Financial Crisis},
year = {2013},
booktitle = {Forschungsmagazin Research bulletin Nr.~9 der Bergischen Universit{\"a}t Wuppertal - Sommersemester},
series = {BUW Output},
pages = {18--23},
number = {31}
}
@Article { ankirchner2013hedging,
author = {Ankirchner, Stefan and Kratz, Peter and Kruse, Thomas},
title = {Hedging forward positions: Basis risk versus liquidity costs},
year = {2013},
journal = {SIAM Journal on Financial Mathematics},
volume = {4},
publisher = {SIAM},
pages = {668--696},
number = {1}
}
@Incollection { Boroujeni2011,
author = {Boroujeni, R. Mirzavand and Maten, E. J. W. and Beelen, T. G. J and Schilders, W. H. A. and Abdipour, A.},
title = {Robust Periodic Steady State Analysis of Autonomous Oscillators Based on Generalized Eigenvalues},
year = {2012},
month = {oct},
DOI = {10.1007/978-3-642-22453-9_31},
booktitle = {{Scientific Computing in Electrical Engineering at {SCEE} 2010}},
volume = {16},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {B. Michielsen and J.-R. Poirier},
pages = {293--302}
}
@Inproceedings { Ehrhardt2012a,
author = {M. Ehrhardt, L. J. Sánchez and Villanueva, R. J.},
title = {Numerical Methods and Mathematical Modelling in Biology, Medicine and Social Sciences},
year = {2012},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the International Conference on Mathematical Modelling in Engineering \& Human Behaviour, September 4-7, 2012, Instituto Universitario de Matemática Multidisciplinar, Polytechnic City of Innovation in Valencia, Spain}
}
@Article { Dang2012,
author = {Dang, Quang A and Ehrhardt, M.},
title = {On {Dirac} delta sequences and their generating functions},
year = {2012},
journal = {Appl. Math. Lett.},
volume = {25},
pages = {2385--2390},
number = {12}
}
@Book { Guenther2012,
author = {G{\"u}nther, Michael and Bartel, Andreas and Brunk, Markus and Sch{\"o}ps, Sebastian and Striebel, Michael},
title = {Progress in Industrial Mathematics at ECMI 2010},
year = {2012},
publisher = {Springer, Heidelberg}
}
@Incollection { Savcenco2012,
author = {Savcenco, Valeriu and Haut, Bertrand and Maten, E. Jan W. and Mattheij, Robert M. M.},
title = {Time Domain Simulation of Power Systems with Different Time Scales},
year = {2012},
month = {oct},
DOI = {10.1007/978-3-642-22453-9_33},
booktitle = {{Scientific Computing in Electrical Engineering at {SCEE} 2010}},
volume = {16},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {B. Michielsen and J.-R. Poirier},
pages = {313--320}
}
@Article { Wandelt2012,
author = {Wandelt, M. and G{\"u}nther, M. and Knechtli, F. and Striebel, M.},
title = {Symmetric partitioned {Runge}-{Kutta} methods for differential equations on {Lie} groups},
year = {2012},
month = {dec},
DOI = {10.1016/j.apnum.2012.06.029},
journal = {APNUM},
volume = {62},
publisher = {Elsevier {BV}},
pages = {1740--1748},
number = {12}
}
@Article { KammeyerKienitz2011a,
author = {Kammeyer, H. and Kienitz, J.},
title = {The {Heston–Hull–White} Model Part {I}: Finance and Analytics},
year = {2012},
DOI = {10.1002/wilm.10074},
journal = {Wilmott},
volume = {2012},
pages = {46-53},
number = {57}
}
@Article { KammeyerKienitz2011c,
author = {Kammeyer, H. and Kienitz, J.},
title = {The Heston-Hull-White Model Part III: Design and Implementation},
year = {2012},
DOI = {10.1002/wilm.10111},
journal = {Wilmott},
volume = {2012},
pages = {44-49},
number = {59}
}
@Incollection { Tommasi2012,
author = {Tommasi, Luciano De and Beelen, Theo G. J. and Sevat, Marcel F. and Rommes, Joost and Maten, E. Jan W.},
title = {Multi-Objective Optimization of {RF} Circuit Blocks via Surrogate Models and {NBI} and {SPEA}2 Methods},
year = {2012},
DOI = {10.1007/978-3-642-25100-9_23},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
volume = {17},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {M. G{\"u}nther and A. Bartel and M. Brunk and S. Sch\"ops and M. Striebel},
pages = {195--201}
}
@Article { KammeyerKienitz2011b,
author = {Kammeyer, H. and Kienitz, J.},
title = {The Heston–Hull–White Model Part II: Numerics and Examples},
year = {2012},
DOI = {10.1002/wilm.10091},
journal = {Wilmott},
volume = {2012},
pages = {34-45},
number = {58}
}
@Inproceedings { Schoeps2012b,
author = {Sch\"ops, S. and Bartel, A. and de Gersem, H.},
title = {Multirate Time Integration of Field/Circuit Coupled Problems by Schur Complements},
year = {2012},
booktitle = {Scientific Computing in Electrical Engineering, SCEE 2010},
publisher = {Springer},
editor = {M. Michielsen and J. R. Poirier},
pages = {243--251}
}
@Inproceedings { Striebel2012,
author = {Striebel, M. and Maten, E. J. W.},
title = {Dedicated and Versatile Methods},
year = {2012},
isbn = {3642250998},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
volume = {17},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {M. G{\"u}nther and A. Bartel and M. Brunk and S. Sch\"ops and M. Striebel},
pages = {569-571}
}
@Inproceedings { Cortes2012,
author = {Cort{\'e}s, J. C. and Ehrhardt, M. and Sánchez-Sánchez, A. and Santonja, F. J. and Villanueva, R. J.},
title = {Modelling the dynamics of the students academic performance in the German region of North Rhine-Westphalia},
year = {2012},
booktitle = {Proceedings of the CMMSE 2012 - 12th International Conference Computational and Mathematical Methods in Science and Engineering, July 2-5, La Manga-Murcia, Spain}
}
@Inproceedings { Heubes2012,
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.},
title = {An Introduction to Lattice-{Boltzmann} Methods},
year = {2012},
booktitle = {Novel Trends in Lattice-Boltzmann Methods - Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction},
volume = {3},
publisher = {Bentham Science},
series = {Progress in Computational Physics},
editor = {M. Ehrhardt}
}
@Article { FriesKienitz2012,
author = {Fries, C. and Kienitz, J.},
title = {{Monte-Carlo} Simulation with Boundary Conditions (with Applications to Sress Testing, {CEV} and {Variance-Gamma} Simulation)},
year = {2012},
journal = {Int. Rev. Appl. Fin. Issues Econ.},
volume = {4(3)}
}
@Inproceedings { Ali2012,
author = {Ali, G. and Bartel, A. and Brunk, M. and Sch\"ops, S.},
title = {A convergent iteration scheme for semi- conductor/circuit coupled problems},
year = {2012},
booktitle = {Scientific Computing in Electrical Engineering (SCEE 2010)},
publisher = {Springer},
editor = {M. Michielsen and J. R. Poirier},
pages = {233--241}
}
@Inproceedings { Doorn2012,
author = {Doorn, T. and Maten, J. and Bucchianico, A. Di and Beelen, T. and Janssen, R.},
title = {Access time optimization of SRAM memory with statistical yield constraint},
year = {2012},
isbn = {9788021444683},
booktitle = {Proceedings of 22nd International Conference Radioelektronika 2012 : Department of Radio Electronics, Brno University of Technology, April 17-18, 2012, Brno, Czech Republic},
publisher = {Dept. of Radio Electronics, Brno University of Technology},
address = {Brno, Czech Republic},
pages = {219-222}
}
@Inproceedings { Ehrhardt2012b,
author = {Ehrhardt, M. and Sánchez, L. Jodar and Villanueva, R. J.},
title = {Advanced Computational Engineering},
year = {2012},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the International Conference on Mathematical Modelling in Engineering \& Human Behaviour, September 4-7, 2012, Instituto Universitario de Matemática Multidisciplinar, Polytechnic City of Innovation in Valencia, Spain}
}
@Inproceedings { Ehrhardt2012c,
author = {Ehrhardt, M.},
title = {An Introduction to Fluid-Porous Interface Coupling},
year = {2012},
booktitle = {Coupled Fluid Flow in Energy, Biology and Environmental Research},
volume = {2},
publisher = {Bentham Science},
series = {Progress in Computational Physics},
editor = {M. Ehrhardt}
}
@Article { Nguyen2012,
author = {Nguyen, M. H. and Ehrhardt, M.},
title = {Modelling and Numerical Valuation of Power Derivatives in Energy Markets},
year = {2012},
journal = {Adv. Appl. Math. Mech.},
volume = {4},
pages = {259--293},
number = {3}
}
@Inproceedings { Ali2012a,
author = {Ali, G. and Bartel, A. and Rotundo, N.},
title = {An Existence Result for Index-2 {PDAE} System Arising in Semiconductor Modeling},
year = {2012},
booktitle = {Progress in Industrial Mathematics at ECMI 2010},
publisher = {Springer},
editor = {G{\"u}nther, M. and Bartel, A. and Brunk, M. and Sch\"ops, S. and Striebel, M.},
pages = {45--51}
}
@Book { Ehrhardt2012,
title = {Coupled Fluid Flow in Energy, Biology and Environmental Research},
year = {2012},
volume = {2},
publisher = {Bentham Science Publishers Ltd},
series = {Progress in Computational Physics},
editor = {M. Ehrhardt}
}
@Inproceedings { Maten2012,
author = {Maten, E. J. W. and Striebel, M.},
title = {Model order reduction for chip design},
year = {2012},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
volume = {17},
publisher = {Springer},
series = {Mathematics in Industry},
editor = {M. G{\"u}nther and A. Bartel and M. Brunk and S. Sch\"ops and M. Striebel},
pages = {125-129}
}
@Article { Arnold2012,
author = {Arnold, A. and Ehrhardt, M. and Schulte, M. and Sofronov, I.},
title = {Discrete transparent boundary conditions for the {Schr{\"o}dinger} equation on circular domains},
year = {2012},
journal = {Commun. Math. Sci.},
volume = {10},
pages = {889--916},
number = {3}
}
@Incollection { Virtanen2012,
author = {Virtanen, Jarmo and Maten, E. Jan W. and Beelen, Theo G. J. and Honkala, Mikko and Hulkkonen, Mikko},
title = {Initial Conditions and Robust {Newton-Raphson} for Harmonic Balance Analysis of Free-Running Oscillators},
year = {2012},
DOI = {10.1007/978-3-642-25100-9_4},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
volume = {17},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {M. G{\"u}nther and A. Bartel and M. Brunk and S. Sch\"ops and M. Striebel},
pages = {29--35}
}
@Article { Dang2012a,
author = {Dang, Quang A and Ehrhardt, M. and Tran, Gia Lich and Le, Duc},
title = {Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution},
year = {2012},
journal = {Environmental Modeling \& Assessment},
volume = {17},
pages = {275-288},
number = {3}
}
@Inproceedings { Belova2012,
author = {Belova, A. and Ehrhardt, M. and Shmidt, T.},
title = {Meshfree Methods in Option Pricing},
year = {2012},
booktitle = {Proceedings of the Mediterranean Conference on Embedded Computing, June 19-21, 2012, Bar, Montenegro},
volume = {1},
series = {Advances and Challenges in Embedded Computing},
pages = {242--245}
}
@Article { Schoeps2012a,
author = {Sch\"ops, S. and Bartel, A. and Clemens, M.},
title = {Higher Order Half-Explicit Time Integration of Eddy Current Problems Using Domain Substructuring},
year = {2012},
journal = {IEEE Trans. Magn.},
volume = {48},
pages = {623--626},
number = {2}
}
@Article { Schoeps2012,
author = {Sch\"ops, S. and DeGersem, H. and Bartel, A.},
title = {Higher-order co-simulation of field-circuit coupled eddy-current problems},
year = {2012},
journal = {IEEE Trans. Magn.},
volume = {48},
pages = {535--538},
number = {2}
}
@Article { Striebel:2011rh,
author = {Striebel, Michael and G{"u}nther, Michael and Knechtli, Francesco and Wandelt, Michèle},
title = {Accuracy of Symmetric Partitioned Runge-Kutta Methods for Differential Equations on {Lie}-Groups}},
year = {2011},
booktitle = {{Proceedings, 29th International Symposium on Lattice
field theory (Lattice 2011): Squaw Valley, Lake Tahoe,
USA, July 10-16, 2011}},
journal = {PoS},
volume = {LATTICE2011},
pages = {049}
}
@Article { Striebel2011,
author = {Striebel, Michael and G{\"u}nther, Michael and Knechtli, Francesco and Wandelt, Michèle},
title = {Accuracy of Symmetric Partitioned {Runge}-{Kutta} Methods for Differential Equations on {Lie}-Groups},
year = {2011},
DOI = {10.48550/arXiv.1112.4336},
keywords = {hep-lat, hep-th}
}
@Inproceedings { Ehrhardt2011,
author = {Ehrhardt, M.},
title = {Beharrlichkeit 'zahlt' sich aus},
year = {2011},
booktitle = {Zum 25 j{\"a}hrigen Jubil{\"a}um, Bergische Bl{\"a}tter}
}
@Inproceedings { Schoeps2011,
author = {Sch\"ops, S. and Bartel, A. and de Gersem, H. and G{\"u}nther, M.},
title = {{DAE}-index and convergence analysis of lumped electric circuits refined by 3-d {MQS} conductor models},
year = {2011},
booktitle = {Scientific Computing in Electrical Engineering (SCEE 2008)},
publisher = {Springer},
editor = {J. Roos and L. R. J. Costa},
pages = {341--350}
}
@Article { Dremkova2011,
author = {Dremkova, E. and Ehrhardt, M.},
title = {A high-order compact method for nonlinear {Black-Scholes} option pricing equations of {A}merican Options},
year = {2011},
journal = {Int. J. Comput. Math.},
volume = {88},
pages = {2782--2797},
number = {13}
}
@Inproceedings { Beitz2011,
author = {Beitz, M. and Ehrhardt, M.},
title = {A New Method for Stress Testing on Investment Products},
year = {2011},
booktitle = {The Risk of Investment Products: From Product Innovation to Risk Compliance},
publisher = {World Scientific Publishing},
editor = {M. C. S. Wong},
pages = {223--238}
}
@Inproceedings { Klein2011a,
author = {Klein, P. and Antoine, X. and Besse, C. and Ehrhardt, M.},
title = {Absorbing boundary conditions for solving stationary {Schr{\"o}dinger} equations},
year = {2011},
booktitle = {Proceedings of the 16th European Conference on Mathematics for Industry, July 26-30, 2010, Wuppertal, Germany},
publisher = {Springer, Berlin, Heidelberg}
}
@Article { Klein2011,
author = {Klein, P. and Antoine, X. and Besse, C. and Ehrhardt, M.},
title = {Absorbing Boundary Conditions for Solving {N}-Dimensional Stationary {Schr{\"o}dinger} Equations with Unbounded Potentials and Nonlinearities},
year = {2011},
journal = {Commun. Comput. Phys.},
volume = {10},
pages = {1280--1304},
number = {5}
}
@Article { Bartel2011,
author = {Bartel, A. and Baumanns, S. and Sch\"ops, S.},
title = {Structural Analysis of Electrical Circuits Including Magnetoquasistatic Devices},
year = {2011},
journal = {APNUM},
volume = {61},
pages = {1257--1270}
}
@Inproceedings { Shcherbakov2011,
author = {Shcherbakov, D. and Ehrhardt, M.},
title = {Multistep Methods for Lattice QCD Simulations},
year = {2011},
booktitle = {Proceedings of LATTICE 2011 - XXIX International Symposium on Lattice Field Theory, July 10-16, 2011, Squaw Valley, Lake Tahoe, California, USA},
series = {Proceedings of Science PoS (Lattice 2011)},
pages = {327--333}
}
@Book { Benner2011,
title = {Model Reduction for Circuit Simulation},
year = {2011},
isbn = {9400700881},
volume = {74},
publisher = {Springer Verlag},
series = {Lecture Notes in Electrical Engineering},
editor = {Benner, P. and Hinze, M. and ter Maten, E. J. W.}
}
@Incollection { Maten2011,
author = {Maten, E. J. W. and Wittich, O. and Bucchianico, A. Di and Doorn, T. S. and Beelen, T. G. J.},
title = {Importance Sampling for Determining {SRAM} Yield and Optimization with Statistical Constraint},
year = {2011},
month = {oct},
DOI = {10.1007/978-3-642-22453-9_5},
booktitle = {{Scientific Computing in Electrical Engineering at {SCEE} 2010}},
volume = {16},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {B. Michielsen and J.-R. Poirier},
pages = {39--47}
}
@Article { Mezentsev2011,
author = {Mezentsev, A. and Pomelnikov, A. and Ehrhardt, M.},
title = {Efficient Numerical Valuation of Continuous Installment Options},
year = {2011},
journal = {Adv. Appl. Math. Mech.},
volume = {3},
pages = {141--164},
number = {2}
}
@Article { Clemens2011,
author = {Clemens, M. and Sch\"ops, S. and de Gersem, H. and Bartel, A.},
title = {Decomposition and Regularization of Nonlinear Anisotropic Curl-Curl {DAEs}},
year = {2011},
journal = {COMPEL},
volume = {30},
pages = {1701--1714},
number = {6}
}
@Incollection { Maten2010,
author = {Maten, E.J.W and G\"unther, M.},
title = {Multirate time integration for multiscaled systems},
year = {2010},
booktitle = {Progress in Industrial Mathematics at ECMI 2008},
publisher = {Springer, Berlin},
editor = {Fitt, A.D. and [et al.}
}
@Article { Winkler2010,
author = {Winkler, R.},
title = {Wavelet-based Methods for Multirate {PDAEs}},
year = {2010},
journal = {PAMM},
volume = {10},
pages = {435--436},
number = {1}
}
@Book { Ehrhardt2010,
title = {Wave Propagation in Periodic Media - Analysis, Numerical Techniques and practical Applications},
year = {2010},
volume = {1},
publisher = {Bentham Science Publishers Ltd},
series = {Progress in Computational Physics},
editor = {M. Ehrhardt}
}
@Incollection { Verhoeven2010,
author = {Verhoeven, A. and Maten, E. J. W. and Dohmen, J. J. and Tasi{\'{c}}, B. and Mattheij, R. M. M.},
title = {Terminal Current Interpolation for Multirate Time Integration of Hierarchical {IC} Models},
year = {2010},
DOI = {10.1007/978-3-642-12110-4_51},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2008},
volume = {15},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. D. Fitt and J. Norbury and H. Ockendon and E. Wilson},
pages = {333--339}
}
@Article { Buckwar2010,
author = {Buckwar, E. and R{\"o}{\"s}ler, R. and Winkler, R.},
title = {Runge-Kutta Methods for {SDEs} with Small Noise},
year = {2010},
journal = {SIAM J. Sci. Comp.},
volume = {32},
pages = {1789-1808},
number = {4}
}
@Incollection { Verhoeven2010a,
author = {Verhoeven, A. and Striebel, M. and Rommes, J. and Maten, E. J. W. and Bechtold, T.},
title = {Proper Orthogonal Decomposition Model Order Reduction of Nonlinear {IC} Models},
year = {2010},
DOI = {10.1007/978-3-642-12110-4_68},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2008},
volume = {15},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. D. Fitt and J. Norbury and H. Ockendon and E. Wilson},
pages = {441--446}
}
@Incollection { Mohaghegh2010,
author = {Mohaghegh, Kasra and Striebel, Michael and Maten, E. Jan W. and Pulch, Roland},
title = {Nonlinear Model Order Reduction Based on Trajectory Piecewise Linear Approach: Comparing Different Linear Cores},
year = {2010},
DOI = {10.1007/978-3-642-12294-1_69},
booktitle = {Scientific Computing in Electrical Engineering at {SCEE} 2008},
volume = {14},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {J. Roos and L. R. J. Costa},
pages = {563--570}
}
@Inproceedings { Roemisch2010,
author = {R{\"o}misch, W. and Sickenberger, T. and Winkler, R.},
title = {Simultaneous step-size and path control for efficient transient noise analysis},
year = {2010},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2008, Helsinki},
publisher = {Springer, Berlin},
editor = {Roos, J. and Costa, L.R.},
pages = {167-174}
}
@Incollection { Verhoeven2010b,
author = {Verhoeven, Arie and Striebel, Michael and Maten, E. Jan W.},
title = {Model Order Reduction for Nonlinear {IC} Models with {POD}},
year = {2010},
DOI = {10.1007/978-3-642-12294-1_70},
booktitle = {Scientific Computing in Electrical Engineering at {SCEE} 2008},
volume = {14},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {J. Roos and L. R. J. Costa},
pages = {571--578}
}
@Incollection { Schoeps2010,
author = {Sch\"ops, S. and Bartel, A. and Gersem, H. and G\"unther, M.},
title = {{DAE}-Index and Convergence Analysis ofLumped Electric Circuits Refined by {3-D} Magnetoquasistatic Conductor Models},
year = {2010},
booktitle = {Scientific Computing in Electrical Engineering},
volume = {14},
publisher = {Springer, Berlin},
series = {Mathematics in Industry},
editor = {Roos, J. and Costa, L.},
pages = {341--348}
}
@Inproceedings { Ali2010a,
author = {Ali, G. and Bartel, A. and Culpo, M. and De Falco, C.},
title = {Analysis of a {PDE} thermal element model for electrothermal Circuit Simulation},
year = {2010},
booktitle = {Scientific Computing in Electrical Engineering (SCEE 2008)},
publisher = {Springer},
editor = {J. Roos and L.R.J. Costa},
pages = {273--280}
}
@Article { Ehrhardt2010b,
author = {Ehrhardt, M.},
title = {Absorbing Boundary Conditions for Hyperbolic Systems},
year = {2010},
journal = {Numer. Math. Theo. Meth. Appl.},
volume = {3},
pages = {295--337},
number = {3}
}
@Article { Kienitz2010,
author = {{Kienitz, J.}},
title = {{Monte Carlo Greeks for Advanced Financial Applications - Jump Diffusion and (Time-Changed) L{\'e}vy Processes based Models}},
year = {2010},
journal = {{International Review of Applied Financial Issues and Economics}},
volume = {2(1)}
}
@Incollection { Maten2010a,
author = {Maten, E. Jan W.},
title = {{Introduction to Part V (Model Order Reduction)}},
year = {2010},
DOI = {10.1007/978-3-642-12294-1_57},
booktitle = {Scientific Computing in Electrical Engineering at {SCEE} 2008},
volume = {14},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {J. Roos and L. R. J. Costa},
pages = {463--467}
}
@Inproceedings { Ehrhardt2010c,
author = {Ehrhardt, M.},
title = {{Die Asymptotik der Schokoladen-Di{\"a}t} (The asymptotics of the chocolate diet, Chapter 7.2)},
year = {2010},
booktitle = {Besser als Mathe -- Moderne angewandte Mathematik aus dem Matheon zum Mitmachen},
pages = {238--248}
}
@Article { Beelen2010,
author = {Beelen, T. G. J. and Maten, E. J. W. and Sihaloho, H. J. and Eijndhoven, S. J. L.},
title = {Behavioral modeling of the dominant dynamics in input-output transfer of linear(ized) circuits},
year = {2010},
month = {may},
DOI = {10.1016/j.procs.2010.04.038},
journal = {Procedia Computer Science},
volume = {1},
publisher = {Elsevier {BV}},
pages = {347--355},
number = {1}
}
@Inproceedings { Striebel2010,
author = {Striebel, M. and Bartel, A. and G{\"u}nther, M.},
title = {Domain Decomposition Based Multirating and its Perspective in Circuit Simulation},
year = {2010},
booktitle = {Progress in Industrial Mathematics at ECMI 2008},
publisher = {Springer},
editor = {Fitt, A. D. and Norbury, J. and Ockendon, H. and Wilson, E.},
pages = {319--326}
}
@Article { Bechtold2010,
author = {Bechtold, T. and Hohlfeld, D. and Rudnyi, E.B. and G\"unther, M.},
title = {Efficient extraction of thin film thermal parameters from numerical models via parametric model order reduction},
year = {2010},
issn = {045030},
journal = {J. Micromech. Microeng.},
volume = {20}
}
@Book { Ciarlet2010,
title = {Essential Numerical Methods in Electromagnetics: A Derivative of Handbook of Numerical Analysis, Special Volume: Numerical Methods in Electromagnetics},
year = {2010},
isbn = {0444537562},
publisher = {ELSEVIER SCIENCE \& TECHNOLOGY},
editor = {Ciarlet, P. G. and Schilders W. H. A. and ter Maten E. J. W.}
}
@Article { Ali2010,
author = {Ali, G. and Bartel, A. and G\"unther, M.},
title = {Existence and uniqueness for an elliptic {PDAE} model of integrated circuit},
year = {2010},
journal = {SIAM J. Appl. Math.},
volume = {70},
pages = {1587--1610}
}
@Inproceedings { Ehrhardt2010a,
author = {Ehrhardt, M. and Zheng, C.},
title = {Fast numerical methods for the simulation of waves in periodic structures},
year = {2010},
booktitle = {Wave Propagation in Periodic Media - Analysis, Numerical Techniques and practical Applications},
volume = {1},
publisher = {Bentham Science},
series = {Progress in Computational Physics},
editor = {M. Ehrhardt},
pages = {135--166}
}
@Book { Guenther2010,
author = {G\"unther, M. and J\"ungel, A.},
title = {Finanzderivate mit Matlab. Mathematische Modellierung und Numerische Simulation},
year = {2010},
edition = {2. Auflage},
publisher = {Vieweg+Teubner Verlag, Wiesbaden}
}
@Inproceedings { Maten2010b,
author = {Maten, E. J. W. and Doorn, T. S. and Bucchianico, A. Di and Beelen, T. G. J.},
title = {Importance Sampling for SRAM optimization with statistical constraint},
year = {2010},
booktitle = {{SCEE 2010 - Book of Abstracts}},
editor = {B. Michielsen and J.-R. Poirier},
pages = {111-112}
}
@Article { Harutyunyan2009,
author = {Harutyunyan, D. and Rommes, J. and Maten, J. and Schilders, W.},
title = {Simulation of Mutually Coupled Oscillators Using Nonlinear Phase Macromodels},
year = {2009},
month = {oct},
DOI = {10.1109/tcad.2009.2026359},
journal = {{IEEE} Transactions on Computer-Aided Design of Integrated Circuits and Systems},
volume = {28},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
pages = {1456--1466},
number = {10}
}
@Article { Bartel2009,
author = {Bartel, A. and Knorr, S. and Pulch, R.},
title = {Wavelet-based Adaptive Methods for Multirate Partial Differential-Algebraic Equations},
year = {2009},
journal = {APNUM},
volume = {59},
pages = {495--506}
}
@Inproceedings { Mohaghegh2009,
author = {Mohaghegh, K. and Pulch, R. and Striebel, M. and Maten, J.},
title = {Model order reduction for semi-explicit systems of differential algebraic systems},
year = {2009},
booktitle = {Proceedings MATHMOD 09 Vienna - Full Papers CD Volume},
editor = {I. Troch and F. Breitenecker},
pages = {1256-1265}
}
@Article { Ehrhardt2009a,
author = {Ehrhardt, M. and Han, H. and Zheng, C.},
title = {Numerical simulation of waves in periodic structures},
year = {2009},
journal = {Commun. Comput. Phys.},
volume = {5},
pages = {849--870},
number = {5}
}
@Inproceedings { Arnold,
author = {Arnold, A. and Ehrhardt, M. and Schulte, M.},
title = {Numerical Simulation of Quantum Waveguides},
year = {2009},
booktitle = {VLSI and Computer Architecture},
publisher = {Nova Science, Hauppauge, NY},
editor = {K. Watanabe},
pages = {115--137}
}
@Incollection { Verhoeven2009,
author = {Verhoeven, Arie and Maten, Jan and Striebel, Michael and Mattheij, Robert},
title = {Model Order Reduction for Nonlinear {IC} Models},
year = {2009},
DOI = {10.1007/978-3-642-04802-9_28},
booktitle = {System Modeling and Optimization, IFIP AICT 312},
volume = {312},
publisher = {Springer Berlin Heidelberg},
series = {IFIP Advances in Information and Communication Technology},
editor = {A. Korytowski and K. Malanowski and W. Mitkowski and M. Szymkat},
pages = {476--491}
}
@Article { Sickenberger2009,
author = {Sickenberger, T. and Weinm{\"u}ller, E. and Winkler, R.},
title = {Local error estimates for moderately smooth problems: Part II - {SDEs} and {SDAEs} with small noise},
year = {2009},
journal = {BIT Numerical Mathematics},
volume = {49},
pages = {217-245},
number = {1}
}
@Article { Ehrhardt2009,
author = {Ehrhardt, M. and Sun, J. and Zheng, C.},
title = {Evaluation of scattering operators for semi-infinite periodic arrays},
year = {2009},
journal = {Commun. Math. Sci.},
volume = {7},
pages = {347--364},
number = {2}
}
@Article { Sumichrast2009,
author = {Sumichrast, L. and Ehrhardt, M.},
title = {Comparison of the continuous, semi-discrete and fully-discrete transparent boundary conditions ({TBC}) for the parabolic wave equation 1. Theory},
year = {2009},
journal = {Journal of Electrical Engineering},
volume = {60},
pages = {301--312},
number = {2}
}
@Inproceedings { Doorn2009,
author = {Doorn, T. S. and Croon, J. A. and Maten, E. J. W. and Bucchianico, A. Di},
title = {A yield centric statistical design method for optimization of the {SRAM} active column},
year = {2009},
month = {sep},
DOI = {10.1109/esscirc.2009.5325954},
booktitle = {2009 Proceedings of {ESSCIRC}},
publisher = {{IEEE}}
}
@Article { Gloger2009,
author = {Gloger, O. and Ehrhardt, M. and Dietrich, Th. and Hellwich, O. and Graf, K. and Nagel, E.},
title = {A three stepped coordinated Level Set Segmentation Method for Identifying atherosclerotic plaques on MR-images},
year = {2009},
journal = {Commun. Numer. Meth. in Engng.},
volume = {25},
pages = {615--638},
number = {6}
}
@Article { Striebel2009,
author = {Striebel, M. and Bartel, A. and G\"unther, M.},
title = {A Multirate {ROW}-Scheme for Index-1 Network Equations},
year = {2009},
journal = {APNUM},
volume = {59},
pages = {800--814}
}
@Incollection { Knorr2008,
author = {Knorr, S. and Pulch, R. and G\"unther, M.},
title = {Wavelet-collocation of multirate {PDAEs} for the simulation of radio frequency circuits},
year = {2008},
booktitle = {Mathematics - Key Technology for the Future - Joint Projects between Universities and Industry 2004-2007},
publisher = {Springer, Berlin},
editor = {J\"ager, W. and Krebs, H.-J.},
pages = {19--28}
}
@Article { Kahl2008a,
author = {Kahl, Ch. and G\"unther, M. and Rossberg, T.},
title = {Structure preserving stochastic integration schemes in interest rate derivative modeling},
year = {2008},
journal = {APNUM},
volume = {58},
pages = {284--295}
}
@Article { Sickenberger2008,
author = {Sickenberger, T. and Winkler, R.},
title = {Stochastic oscillations in circuit simulation},
year = {2008},
journal = {PAMM},
volume = {7},
pages = {4050023-–4050024},
number = {1}
}
@Article { Ankudinova2008a,
author = {Ankudinova, J. and Ehrhardt, M.},
title = {On the numerical solution of nonlinear {Black-Scholes} equations},
year = {2008},
journal = {Comput. Math. Appl.},
volume = {56},
pages = {799--812},
number = {3}
}
@Inproceedings { Ehrhardt2008b,
author = {Ehrhardt, M.},
title = {Nonlinear Models in Option Pricing - an Introduction},
year = {2008},
booktitle = {Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing},
publisher = {Nova Science, Hauppauge, NY},
editor = {M. Ehrhardt},
pages = {1--19}
}
@Book { Ehrhardt2008,
title = {Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing},
year = {2008},
isbn = {978-1-60456-931-5},
publisher = {Nova Science Publishers, Inc., Hauppauge, NY 11788},
editor = {M. Ehrhardt}
}
@Article { Bechtold2008,
author = {Bechtold, T. and Striebel, M. and Mohaghegh, K. and Maten, E. J. W.},
title = {Nonlinear Model Order Reduction in Nanoelectronics: Combination of {POD} and {TPWL}},
year = {2008},
month = {dec},
DOI = {10.1002/pamm.200810057},
journal = {{PAMM}},
volume = {8},
publisher = {Wiley},
pages = {10057--10060},
number = {1}
}
@Incollection { Voss2008,
author = {Voss, Thomas and Verhoeven, Arie and Bechtold, Tamara and Maten, Jan},
title = {Model Order Reduction for Nonlinear Differential Algebraic Equations in Circuit Simulation},
year = {2008},
DOI = {10.1007/978-3-540-71992-2_81},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2006},
volume = {12},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {L. L. Bonilla and M. Moscoso and G. Platero and J. M. Vega},
pages = {518--523}
}
@Inproceedings { Ehrhardt2008g,
author = {Ehrhardt, M. and Fuhrmann, J. and Holzbecher, E. and Linke, A.},
title = {Mathematical Modeling of Channel - Porous Layer Interfaces in {PEM} Fuel Cells},
year = {2008},
booktitle = {Proceedings of FDFC2008 - Fundamentals and Developments of Fuel Cell Conference 2008, Nancy, France, December 10-12, 2008},
note = {ISBN 978-2-7466-0413-1}
}
@Article { Bratsos2008,
author = {Bratsos, A. G. and Ehrhardt, M. and Famelis, I.Th.},
title = {A discrete {Adomian} decomposition method for discrete nonlinear {Schr{\"o}dinger} equations},
year = {2008},
journal = {Appl. Math. Comput.},
volume = {197},
pages = {190--205},
number = {1}
}
@Article { Ehrhardt2008f,
author = {Ehrhardt, M. and Mickens, R. E.},
title = {A fast, stable and accurate numerical method for the {Black-Scholes} equation of {American} options},
year = {2008},
journal = {IJTAF},
volume = {11},
pages = {471--501},
number = {5}
}
@Article { Antoine2008,
author = {Antoine, X. and Arnold, A. and Besse, C. and Ehrhardt, M. and Sch{\"a}dle, A.},
title = {A Review of Transparent and Artificial Boundary Conditions Techniques for Linear and Nonlinear {Schr{\"o}dinger} Equations},
year = {2008},
journal = {Commun. Comput. Phys.},
volume = {4},
pages = {729--796},
number = {4}
}
@Article { Verhoeven2008,
author = {Verhoeven, A. and Tasi{\'{c}}, B. and Beelen, T. G. J. and Maten, E. J. W. and Mattheij, R. M. M.},
title = {BDF compound-fast multirate transient analysis with adaptive stepsize control},
year = {2008},
issn = {1790-8140},
journal = {J. of Numerical Analysis, Industrial and Applied Mathematics (JNAIAM)},
volume = {3},
pages = {275-297},
number = {3-4}
}
@Incollection { Kahl2008,
author = {Kahl, Ch. and G\"unther, M.},
title = {Complete the correlation matrix},
year = {2008},
booktitle = {From Nano to Space -- Applied Mathematics Inspired by Roland Bulirsch},
publisher = {Springer, Berlin},
editor = {Breitner, M. and Denk, G. and Rentrop, P.},
pages = {229--244}
}
@Article { Zisowsky2008,
author = {Zisowsky, A. and Ehrhardt, M.},
title = {Discrete artificial boundary conditions for nonlinear {Schr{\"o}dinger} equations},
year = {2008},
journal = {Math. Comput. Modell.},
volume = {47},
pages = {1264--1283},
number = {11--12}
}
@Inproceedings { Ankudinova2008,
author = {Ankudinova, J. and Ehrhardt, M.},
title = {Fixed domain transformations and split-step finite difference schemes for Nonlinear {Black-Scholes} equations for {A}merican Options},
year = {2008},
booktitle = {Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing},
publisher = {Nova Science, Hauppauge, NY},
editor = {M. Ehrhardt},
pages = {243--273}
}
@Inproceedings { Doorn2008,
author = {Doorn, T. S. and Maten, E. J. W. and Croon, J. A. and Bucchianico, A. Di and Wittich, O.},
title = {Importance sampling Monte Carlo simulations for accurate estimation of {SRAM} yield},
year = {2008},
month = {sep},
DOI = {10.1109/esscirc.2008.4681834},
booktitle = {{ESSCIRC} 2008 - 34th European Solid-State Circuits Conference},
publisher = {{IEEE}},
pages = {230-233}
}
@Article { Ehrhardt2008c,
author = {Ehrhardt, M. and Zheng, C.},
title = {Exact artificial boundary conditions for problems with periodic structures},
year = {2008},
journal = {J. Comput. Phys.},
volume = {227},
pages = {6877--6894},
number = {14}
}
@Article { Ehrhardt2008e,
author = {Ehrhardt, M.},
title = {Discrete Transparent Boundary Conditions for {Schr{\"o}dinger}-type equations for non-compactly supported initial data},
year = {2008},
journal = {APNUM},
volume = {58},
pages = {660--673},
number = {5}
}
@Article { Ehrhardt2008d,
author = {Ehrhardt, M. and Mickens, R. E.},
title = {Discrete Models for the Cube-Root Differential Equation},
year = {2008},
journal = {Neural, Parallel, and Scientific Computations},
volume = {16},
pages = {179--188},
number = {2}
}
@Inproceedings { Antoine2007,
author = {Antoine, X. and Arnold, A. and Besse, C. and Ehrhardt, M. and Sch{\"a}dle, A.},
title = {A Review of Artificial Boundary Conditions for the {Schr{\"o}dinger} Equation},
year = {2007},
booktitle = {Proceedings in Applied Mathematics and Mechanics (PAMM)},
volume = {7(1)},
series = {Special Issue: ICIAM07 Minisymposia - 02 Numerical Analysis},
pages = {1023201--1023202}
}
@Article { Pulch2007,
author = {Pulch, R. and G\"unther, M. and Knorr, S.},
title = {Multirate Partial Differential Algebraic Equations for Simulating Radio Frequency Signals},
year = {2007},
journal = {Euro. Jnl. of Applied Mathematics},
volume = {18},
pages = {709--743}
}
@Inproceedings { Roemisch2007,
author = {R{\"o}misch, W. and Sickenberger, T. and Winkler, R.},
title = {{Mathematik -- Grips f{\"u}r Chips: Effiziente transiente Rauschanalyse in der Schaltungssimulation}},
year = {2007},
booktitle = {Der Schl{\"u}ssel zur Hochtechnologie - Mathematik f{\"u}r Innovationen in Industrie und Diensteistungen},
publisher = {BMBF}
}
@Inproceedings { Sickenberger2007,
author = {Sickenberger, T. and Winkler, R.},
title = {Adaptive Methods for Transient Noise Analysis},
year = {2007},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2006},
editor = {Ciuprina, G. and Ioan, D.},
pages = {403-410}
}
@Inproceedings { Famelis2007,
author = {Famelis, I. Th. and Ehrhardt, M. and Bratsos, A. G.},
title = {A discrete Adomian decomposition method for the discrete nonlinear {Schr{\"o}dinger} equation},
year = {2007},
booktitle = {Proceedings of HERCMA 2007 - The 8th Hellenic European Research on Computer Mathematics \& its Applications Conference, Athens, Greece, September, 20-22, 2007, (Session: Nonlinear Physical Phenomena: Some recent studies)}
}
@Article { Verhoeven2007,
author = {Verhoeven, A. and Maten, E. J. W. Ter and Mattheij, R. M. M. and Tasi{\'{c}}, B.},
title = {Stability analysis of the {BDF} Slowest-first multirate methods},
year = {2007},
month = {jun},
DOI = {10.1080/00207160701458641},
journal = {International Journal of Computer Mathematics},
volume = {84},
publisher = {Informa {UK} Limited},
pages = {895--923},
number = {6}
}
@Inproceedings { Maten2007,
author = {Maten, E. J. W. and Heijmen, T. G. A. and Lin, C. and Guennouni, A. El},
title = {Optimization of electronic circuits},
year = {2007},
month = {aug},
DOI = {10.1142/9789812709394_0050},
booktitle = {Applied and Industrial Mathematics in Italy II, Selected contributions from the 8th SIMAI conference},
volume = {75},
publisher = {World Scientific Publishing Co. Pte. Ltd., Singapore},
series = {Series on Advances in Mathematics for Applied Sciences},
editor = {V. Cutello and G. Fotia and L. Puccio},
pages = {573-584}
}
@Inproceedings { Sumichrast2007a,
author = {Sumichrast, L. and Ehrhardt, M.},
title = {On the three formulations of transparent boundaries for the beam propagation method},
year = {2007},
booktitle = {Proceedings of AMTEE 2007 - Advanced Methods of the Theory of Electrical Engineering (Applied to Power Systems), Pilsen, Czech Republic, September, 10-12, 2007}
}
@Inproceedings { Quang2007,
author = {Quang, A. Dang and Ehrhardt, M. and Tran, Gia Lich and Le, Duc},
title = {On the numerical solution of some problems of environmental pollution},
year = {2007},
booktitle = {Air Pollution Research Advances},
publisher = {Nova Science, Hauppauge, NY},
editor = {C. B. Bodine},
pages = {171--200}
}
@Incollection { Voss2007,
author = {Voss, T. and Pulch, R. and Maten, E. J. W. and Guennouni, A. El},
title = {Trajectory Piecewise Linear Approach for Nonlinear Differential-Algebraic Equations in circuit simulation},
year = {2007},
DOI = {10.1007/978-3-540-71980-9_16},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2006},
volume = {11},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {G. Ciuprina and D. Ioan},
pages = {167--173}
}
@Article { Buckwar2007,
author = {Buckwar, E. and Winkler, R.},
title = {Multi-step {Maruyama} methods for stochastic delay differential equations},
year = {2007},
journal = {Stoch. Anal. Appl.},
volume = {25},
pages = {933-959},
number = {5}
}
@Inproceedings { Bartel2007,
author = {Bartel, A. and Pulch, R.},
title = {Classification of {PDAEs}},
year = {2007},
booktitle = {Progress in Industrial Mathematics at ECMI 2006},
volume = {12},
publisher = {Springer, Berlin},
series = {Mathematics in Industry},
editor = {Bonilla, L. L. and Moscoso, M. and Platero, G. and Vega, J. M.},
pages = {506--511}
}
@Article { Denk2007,
author = {Denk, G. and Winkler, R.},
title = {Modeling and Simulation of transient noise in circuit simulation},
year = {2007},
journal = {Math. Comput. Model. Dyn. Syst.},
volume = {13},
pages = {383--394},
number = {4}
}
@Incollection { Striebel2007,
author = {Striebel, M. and G\"unther, M.},
title = {Hierarchical mixed multirating in circuit simulation},
year = {2007},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2006 Conference held in Sinaia},
publisher = {Springer-Verlag, Berlin},
editor = {Ciuprina, G. and Ioan, D.},
pages = {221--228}
}
@Article { Ehrhardt2007,
author = {Ehrhardt, M. and Zisowsky, A.},
title = {Discrete non-local boundary conditions for Split-Step {Pad{\'e}} Approximations of the One-Way {Helmholtz} Equation},
year = {2007},
journal = {JCAM},
volume = {200},
pages = {471--490},
number = {2}
}
@Inproceedings { Sumichrast2007,
author = {Sumichrast, L. and Ehrhardt, M.},
title = {Continuous, semi-discrete and fully-discrete formulation of the transparent boundary conditions for the beam propagation method},
year = {2007},
booktitle = {Proceedings of Advanced Aspects of Theoretical Electrical Engineering, Sozopol, Bulgaria, September, 22-25, 2007},
pages = {139--152}
}
@Article { Buckwar2007a,
author = {Buckwar, E. and Winkler, R.},
title = {Improved linear multi-step methods for stochastic ordinary differential equations},
year = {2007},
journal = {J. Comp. Math. Appl.},
volume = {205},
pages = {912--922},
number = {2}
}
@Incollection { Ilievski2007,
author = {Ilievski, Z. and Xu, H. and Verhoeven, A. and Maten, E. J. W. and Schilders, W. H. A. and Mattheij, R. M. M.},
title = {Adjoint Transient Sensitivity Analysis in Circuit Simulation},
year = {2007},
DOI = {10.1007/978-3-540-71980-9_18},
booktitle = {Scientific Computing in Electrical Engineering at SCEE2006},
volume = {11},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {G. Ciuprina and D. Ioan},
pages = {183--189}
}
@Article { Sickenberger2007a,
author = {Sickenberger, T. and Weinm{\"u}ller, E. and Winkler, R.},
title = {Local error estimates for moderately smooth problems: Part I - {ODEs} and {DAEs}},
year = {2007},
journal = {BIT Numerical Mathematics},
volume = {47},
pages = {157-187},
number = {1}
}
@Article { Verhoeven2007a,
author = {Verhoeven, A. and Voss, T. and Astrid, P. and Maten, E. J. W. and Bechtold, T.},
title = {Model order reduction for nonlinear problems in circuit simulation},
year = {2007},
month = {dec},
DOI = {10.1002/pamm.200700537},
journal = {{PAMM}},
volume = {7},
publisher = {Wiley},
pages = {1021603--1021604},
number = {1}
}
@Incollection { Vollebregt2007,
author = {Vollebregt, A. J. and Bechtold, T. and Verhoeven, A. and Maten, E. J. W.},
title = {Model Order Reduction of Large Scale {ODE} Systems: {MOR} for {ANSYS} versus {ROM} Workbench},
year = {2007},
DOI = {10.1007/978-3-540-71980-9_17},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2006},
volume = {11},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {G. Ciuprina and D. Ioan},
pages = {175--182}
}
@Inproceedings { Bechtold2007,
author = {Bechtold, T. and Verhoeven, A. and Maten, E. J. W. and Voss, T.},
title = {Model order reduction: and advanced, efficient and automated computational tool for microsystems},
year = {2007},
month = {aug},
DOI = {10.1142/9789812709394_0011},
booktitle = {Applied and Industrial Mathematics in Italy II, Selected contributions from the 8th SIMAI conference},
volume = {75},
publisher = {World Scientific Publishing Co. Pte. Ltd., Singapore},
series = {Series on Advances in Mathematics for Applied Sciences},
editor = {V. Cutello and G. Fotia and L. Puccio},
pages = {113-124}
}
@Inproceedings { Ehrhardt2006a,
author = {Ehrhardt, M. and Zisowsky, A.},
title = {Nonlocal Boundary Conditions for Higher-Order Parabolic Equations},
year = {2006},
booktitle = {Proceedings in Applied Mathematics and Mechanics (PAMM)},
volume = {6(1)},
series = {Special Issue: GAMM Annual Meeting 2006},
pages = {733--734}
}
@Inproceedings { Bartel2006a,
author = {Bartel, A. and Knorr, S.},
title = {Wavelet-based Adaptive Grids for the Simulation of Multirate Partial Differential-Algebraic Equations},
year = {2006},
booktitle = {GAMM 2006 Proceedings},
volume = {6},
series = {PAMM},
pages = {39--42}
}
@Incollection { Striebel2006,
author = {Striebel, M. and G\"unther, M.},
title = {Towards One-Step Multirate Methods in Chip Design},
year = {2006},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2004 Conference held in Capo d'Orlando},
publisher = {Springer-Verlag, Berlin},
editor = {A. M. Anile and et al.},
pages = {129--126}
}
@Article { Fijnvandraat2006,
author = {Fijnvandraat, J. G. and Houben, S. H. M. J. and Maten, E. J. W. and Peters, J. M. F.},
title = {Time domain analog circuit simulation},
year = {2006},
month = {jan},
DOI = {10.1016/j.cam.2005.03.021},
journal = {Journal of Computational and Applied Mathematics},
volume = {185},
publisher = {Elsevier {BV}},
pages = {441--459},
number = {2}
}
@Inproceedings { Winkler2006,
author = {Winkler, R.},
title = {Stochastic Differential-Algebraic Equations in transient noise analysis},
year = {2006},
booktitle = {{Scientific Computing in Electrical Engineering at SCEE 2004}},
publisher = {Springer, Berlin},
editor = {Anile, A. and Ali, G. and Mascali, G.},
pages = {151--158}
}
@Article { Roemisch2006,
author = {R{\"o}misch, W. and Winkler, R.},
title = {Stepsize control for mean-square numerical methods for stochastic differential equations with small noise},
year = {2006},
journal = {SIAM J. Sci. Comput.},
volume = {28},
pages = {604--625},
number = {2}
}
@Incollection { Knorr2006,
author = {Knorr, S. and G\"unther, M.},
title = {Index Analysis of Multirate Partial Differential-Algebraic Systems inRF-Circuits},
year = {2006},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2004 Conference held in Capo d'Orlando},
publisher = {Springer-Verlag, Berlin},
editor = {A. M. Anile and et al.},
pages = {93--100}
}
@Article { Buckwar2006,
author = {Buckwar, E. and Winkler, R.},
title = {Multi-step methods for {SDEs} and their application to problems with small noise},
year = {2006},
journal = {SIAM J. Num. Anal.},
volume = {44},
pages = {779--803},
number = {2}
}
@Inproceedings { Bartel2006,
author = {Bartel, A. and Feldmann, U.},
title = {Modeling and Simulation for Thermal-Electric Coupling in an {SOI}-Circuit},
year = {2006},
booktitle = {Scientific Computing in Electrical Engineering (SCEE-2004 Proceedings)},
publisher = {Springer},
editor = {A. M. Anile and G. Alì and G. Mascali},
pages = {27--32}
}
@Inproceedings { Maten2006,
author = {Maten, J. and Verhoeven, A. and Voss, T. and Bechtold, T. and Schilders, W.},
title = {Model order reduction for linear and nonlinear circuit simulation},
year = {2006},
month = {sep},
organization = {VDI/VDE-TU M{\"u}nchen-Univ. des Saarlandes},
booktitle = {Workshop Gesellschaft f{\"u}r Mess- und Automatisierungstechnik (GMA), Fachausschuss 1.30 Modellbildung, Identifikation und Simulation in der Automatisierungstechnik},
pages = {53-77}
}
@Article { Buckwar2006c,
author = {Buckwar, E. and Winkler, R.},
title = {Improved Linear Multi-step Methods for Small Noise {SDEs}},
year = {2006},
journal = {PAMM},
volume = {6},
pages = {661--662},
number = {1}
}
@Article { Ehrhardt2006,
author = {Ehrhardt, M. and Zisowsky, A.},
title = {Fast Calculation of Energy and Mass preserving solutions of {Schr{\"o}dinger-Poisson} systems on unbounded domains},
year = {2006},
journal = {JCAM},
volume = {187},
pages = {1--28},
number = {1}
}
@Article { Sickenberger2006,
author = {Sickenberger, T. and Winkler, R.},
title = {Efficient transient noise analysis in circuit simulation},
year = {2006},
booktitle = {Mathematics - Key Technology for the Future},
journal = {PAMM},
volume = {6},
publisher = {Springer, Berlin},
editor = {J{\"a}ger, W. and Krebs, H.-J.},
pages = {55--58},
number = {1}
}
@Article { Zisowsky2006,
author = {Zisowsky, A. and Ehrhardt, M.},
title = {Discrete Transparent Boundary Conditions for Parabolic Systems},
year = {2006},
journal = {Math. Comput. Modelling},
volume = {43},
pages = {294--309},
number = {3--4}
}
@Incollection { Verhoeven2006a,
author = {Verhoeven, A. and Beelen, T. G. J. and Hautus, M. L. J. and Maten, E. J. W.},
title = {Digital Linear Control Theory for Automatic Stepsize Control},
year = {2006},
DOI = {10.1007/978-3-540-32862-9_20},
booktitle = {Scientific Computing in Electrical Engineering},
volume = {9},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. M. Anile and G. Ali and G. Mascali},
pages = {137--142}
}
@Inproceedings { Tasic2006,
author = {Tasi{\'{c}}, B. and Verhoeven, A. and Maten, E. J. W. and Beelen, T. G. J.},
title = {Compound {BDF} Multirate Transient Analysis Applied to Circuit Simulation},
year = {2006},
booktitle = {ICNAAM 2006, Int. Conf. of Numerical Analysis and Applied Mathematics, Official Conf. of the Eur. Soc. of Comput. Methods in Sciences and Engineering (ESCMSE)},
publisher = {Wiley-VCH Verlag GmbH \& Co. KGaA, Weinheim},
pages = {480-483}
}
@Article { Buckwar2006b,
author = {Buckwar, E. and Winkler, R.},
title = {Asymptotic Mean-square Stability of Linear Multi-step Methods for SODEs},
year = {2006},
journal = {PAMM},
volume = {6},
pages = {659--660},
number = {1}
}
@Article { DangQuang2006,
author = {A}, {D. Quang and Ehrhardt, M.},
title = {Adequate Numerical Solution of Air Pollution problems by Positive Difference schemes on unbounded domains},
year = {2006},
journal = {Math. Comput. Modelling},
volume = {44},
pages = {834--856},
number = {9--10}
}
@Incollection { Verhoeven2006,
author = {Verhoeven, A. and Guennouni, A. El and Maten, E. J. W. and Mattheij, R. M. M.},
title = {A General Compound Multirate Method for Circuit Simulation Problems},
year = {2006},
DOI = {10.1007/978-3-540-32862-9_21},
booktitle = {Scientific Computing in Electrical Engineering},
volume = {9},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. M. Anile and G. Ali and G. Mascali},
pages = {143--150}
}
@Article { Buckwar2006a,
author = {Buckwar, E. and Horvath Bokor, R. and Winkler, R.},
title = {Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations},
year = {2006},
journal = {BIT Numerical Mathematics},
volume = {46},
pages = {261--282},
number = {2}
}
@Article { Ali2005,
author = {Ali, G. and Bartel, A. and G\"unther, M.},
title = {Parabolic differential-algebraic models in electric network design},
year = {2005},
journal = {SIAM J. MMS},
volume = {4/3},
pages = {813--838}
}
@Book { Schilders2005,
title = {Handbook of Numerical Analysis Vol. XIII. Special Volume: Numerical Methods in Electromagnetics},
year = {2005},
isbn = {0444513752},
publisher = {Elsevier Science},
editor = {Schilders, W. H. A. and ter Maten, E. J. W.}
}
@Article { Verhoeven2005,
author = {Verhoeven, A. and Guennouni, A. El and Maten, E. J. W. and Mattheij, R. M. M.},
title = {Multirate methods for the transient analysis of electrical circuits},
year = {2005},
month = {dec},
DOI = {10.1002/pamm.200510382},
journal = {{PAMM}},
volume = {5},
publisher = {Wiley},
pages = {821--822},
number = {1}
}
@Article { Maten2005,
author = {Maten, J. and Verhoeven, A. and Guennouni, A. El and Beelen, Th.},
title = {Multirate hierarchical time integration for electronic circuits},
year = {2005},
month = {dec},
DOI = {10.1002/pamm.200510381},
journal = {{PAMM}},
volume = {5},
publisher = {Wiley},
pages = {819--820},
number = {1}
}
@Incollection { Sevat2005,
author = {Sevat, M. F. and Houben, S. H. M. J. and Maten, E. J. W.},
title = {{DRK} Methods for Time-Domain Oscillator Simulation},
year = {2005},
DOI = {10.1007/3-540-28073-1_27},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2004, Eindhoven},
volume = {8},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
pages = {194--198}
}
@Incollection { Guennouni2005,
author = {Guennouni, A. El and Verhoeven, A. and Maten, E. J. W. and Beelen, T. G. J.},
title = {Aspects of Multirate Time Integration Methods in Circuit Simulation Problems},
year = {2005},
DOI = {10.1007/3-540-28073-1_87},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2004, Eindhoven},
volume = {8},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. Di Bucchianico and R. M. M. Mattheij and M. A. Peletier},
pages = {579--584}
}
@Article { Zisowsky2005,
author = {Zisowsky, A. and Arnold, A. and Ehrhardt, M. and Koprucki, Th.},
title = {Discrete Transparent Boundary Conditions for transient {kp-Schr{\"o}dinger} Equations with Application to Quantum-Heterostructures},
year = {2005},
journal = {Journal of Applied Mathematics and Mechanics (ZAMM)},
volume = {85},
pages = {793--805},
number = {11}
}
@Inproceedings { Ehrhardt2005,
author = {Ehrhardt, M.},
title = {Finite Difference Schemes on unbounded Domains},
year = {2005},
booktitle = {Applications of Nonstandard Finite Difference Schemes},
volume = {2},
publisher = {World Scientific},
editor = {R. E. Mickens},
pages = {343--384}
}
@Incollection { Guenther2005,
author = {G\"unther, M. and Feldmann, U. and Maten, E.J.W.},
title = {Modeling and discretization of circuit problems},
year = {2005},
booktitle = {Handbook of Numerical Analysis. Special Volume Numerical Analysis of Electromagnetism},
publisher = {Elsevier North Holland, Amsterdam},
editor = {W.H.A. Schilders and E.J.W. ter Maten},
pages = {523--659}
}
@Article { Striebel2005,
author = {Striebel, M. and G\"unther, M.},
title = {A charge oriented mixed multirate method for a special class of Index-1 network equations in chip design},
year = {2005},
journal = {APNUM},
volume = {53},
pages = {489--507}
}
@Article { Buckwar2004,
author = {Buckwar, E. and Winkler, R.},
title = {On two-step schemes for SDEs with small noise},
year = {2004},
journal = {PAMM},
volume = {4},
pages = {15-18},
number = {1}
}
@Phdthesis { Bartel2004a,
author = {Bartel, A.:},
title = {Partial Differential-Algebraic Models in Chip-Design {--} Thermal and Semiconductor Problems},
year = {2004},
school = {TU Munich, Fortschritt-Berichte, VDI Verlag, D{\"u}sseldorf}
}
@Incollection { AllaartBruin2004,
author = {Allaart-Bruin, Sandra and Maten, Jan and Lunel, Sjoerd Verduyn},
title = {Modified Extended {BDF} Time-Integration Methods, Applied to Circuit Equations},
year = {2004},
DOI = {10.1007/978-3-642-55872-6_7},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002, Eindhoven},
volume = {4},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {W. H. A. Schilders and E. J. W. ter Maten and S. H. M. J. Houben},
pages = {86--93}
}
@Incollection { Bartel2004,
author = {Bartel, A. and G\"unther, M.},
title = {Multirate Co-Simulation of First Order Thermal Models in Electric Circuit Design},
year = {2004},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2002 Conference held in Eindhoven},
publisher = {Springer-Verlag, Berlin},
editor = {W.H.A. Schilders and et al.},
pages = {104--111}
}
@Incollection { Kevenaar2004,
author = {Kevenaar, T. A. M. and Maten, E. J. W. and Janssen, H. H. J. M. and Onneweer, S. P.},
title = {Methods and Approaches for {RF} Circuit Simulation and Electromagnetic Modelling},
year = {2004},
DOI = {10.1007/978-3-642-55872-6_3},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002, Eindhoven},
volume = {4},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {W. H. A. Schilders and E. J. W. ter Maten and S. H. M. J. Houben},
pages = {29--45}
}
@Inproceedings { Ehrhardt2004a,
author = {Ehrhardt, M. and Arnold, A.},
title = {Discrete Transparent Boundary Conditions for Wide Angle Parabolic Equations: Fast Calculation and Approximation},
year = {2004},
booktitle = {Proceedings of the Seventh European Conference on Underwater Acoustics, July 3-8, 2004, Delft, The Netherlands},
pages = {9--14}
}
@Inproceedings { Ali2004,
author = {Ali, G. and Bartel, A.},
title = {A priori estimates for multiphysics models in electric circuit design},
year = {2004},
booktitle = {Progress in Industrial Mathematics at ECMI 2002},
publisher = {Springer},
editor = {A. Buikis and R. Ciegis and A. D. Fitt},
pages = {167--171}
}
@Inproceedings { Ali2004a,
author = {Ali, G. and Bartel, A.},
title = {Multi-physics models in electric circuit design},
year = {2004},
booktitle = {Proceedings ’WASCOM 2003’ 12th Conference on Waves and Stability in Continuous Media, World Scientific Publishing, Singapore, 2004},
editor = {R. Monaco and S. Pennisi and S. Rionero and T. Ruggeri},
pages = {1--6}
}
@Incollection { Rommes2004,
author = {Rommes, J. and Bomhof, C. W. and Vorst, H. A. and Maten, E. J. W.},
title = {The Application of Preconditioned {Jacobi-Davidson} Methods in Pole-zero Analysis},
year = {2004},
DOI = {10.1007/978-3-642-55872-6_38},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002, Eindhoven},
volume = {4},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {W. H. A. Schilders and E. J. W. ter Maten and S. H. M. J. Houben},
pages = {349--355}
}
@Inproceedings { Winkler2004,
author = {Winkler, R.},
title = {Stochastic {DAEs} in Transient Noise Simulation},
year = {2004},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002},
publisher = {Springer},
editor = {Schilders, W. and ter Maten, J. and Houben, S.},
pages = {408--415}
}
@Article { Ehrhardt2004,
author = {Ehrhardt, M. and Mickens, R. E.},
title = {Solutions to the Discrete {Airy} Equation: Application to Parabolic Equation Calculations},
year = {2004},
journal = {JCAM},
volume = {172},
pages = {183--206},
number = {1}
}
@Book { Schilders2004,
title = {Scientific Computing in Electrical Engineering -- Proceedings of the SCEE-2002 conference held in Eindhoven},
year = {2004},
isbn = {3540213724},
volume = {4},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {Schilders, W. H. A. and ter Maten, E. J. W. and Houben, S. H. M. J.}
}
@Incollection { Guenther2004,
author = {G\"unther, M.},
title = {Preconditioned splitting in dynamic iteration schemes for coupled {DAE} systems in {RC} network design},
year = {2004},
booktitle = {Progress in Industrial Mathematics at ECMI 2002},
publisher = {Springer-Verlag, Berlin},
editor = {A. Buikis and et al.},
pages = {173--177}
}
@Inproceedings { Guenther,
author = {G\"unther, M. and Arnold, M.},
title = {Preconditioned splitting and overlapping techniques in modular time integration},
year = {2003},
booktitle = {Mathmod 4 Proceedings}
}
@Incollection { Rentrop2003,
author = {Rentrop, P. and G\"unther, M. and Hoschek, M. and Feldmann, U.},
title = {{CHORAL} -- a charge-oriented algorithm for the numerical integration of electrical circuits},
year = {2003},
booktitle = {Mathematics - Key Technology for the Future. Joint Projects Between Universities and Industry},
publisher = {Springer Verlag, Berlin},
editor = {W.~J\"ager and H.-J.~Krebs},
pages = {429--438}
}
@Article { Winkler2003,
author = {Winkler, R.},
title = {Stochastic Differential Algebraic Equations of Index 1 and Applications in Circuit Simulation},
year = {2003},
journal = {J. Comp. Math. Appl.},
volume = {157},
pages = {477--505}
}
@Inproceedings { Roemisch2003,
author = {R{\"o}misch, W. and Winkler, R.},
title = {Stochastic {DAEs} in circuit simulation},
year = {2003},
booktitle = {Modeling, Simulation and Optimization of Integrated Circuits},
publisher = {Birkh{\"a}user, Basel},
editor = {Antreich, K. and Bulirsch, R. and Gilg, A. and Rentrop, P.},
pages = {303--318}
}
@Article { Lamour2003,
author = {Lamour, R. and M{\"a}rz, R. and Winkler, R.},
title = {Stability of periodic solutions of index-2 differential-algebraic systems},
year = {2003},
journal = {J. Math. Anal. Appl.},
volume = {279},
pages = {475--494}
}
@Incollection { Rommes2003,
author = {Rommes, J. and Vorst, H. A. and Maten, E. J. W.},
title = {{Jacobi-Davidson} Methods and Preconditioning with Applications in Pole-zero Analysis},
year = {2003},
DOI = {10.1007/978-3-662-09510-2_23},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2002, Jurmala},
volume = {5},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. Buikis and R. Ciegis and A. D. Fitt},
pages = {191--196}
}
@Inproceedings { Houben2003,
author = {Houben, S. H. M. J. and Maten, E. J. W. and Sevat, M.F.},
title = {A new transient integration method for free-running oscillators},
year = {2003},
month = {sep},
booktitle = {Analog 2003 -- Entwicklung von Analogschaltungen mit CAE-Methoden mit dem Schwerpunkt Entwurfsverfahren f{\"u}r Automotive-Anwendungen},
editor = {R. Vahrmann},
pages = {61-66}
}
@Incollection { Bartel2003,
author = {Bartel, A. and G\"unther, M. and Schulz, M.},
title = {Modeling and Discretization of a Thermal-Electric Test Circuit},
year = {2003},
booktitle = {Modeling, Simulation and Optimization of Integrated Circuits},
publisher = {Birkh\"auser Verlag, Basel},
editor = {Antreich, K. and {et al.}},
pages = {187--201}
}
@Article { Bartel2003a,
author = {Bartel, A. and G\"unther, M.},
title = {From {SOI} to abstract electric-thermal-1D mutiscale modeling for first order thermal effects},
year = {2003},
journal = {Mathematical and Computer Modelling of Dynamical Systems},
volume = {9},
pages = {25--44}
}
@Inproceedings { Bartel2003b,
author = {Bartel, A.:},
title = {First order thermal {PDAE} models in electric circuit design},
year = {2003},
booktitle = {Proceedings 4th Mathmod, Vienna 2003},
editor = {Troch, I. and Breitenecker, F.}
}
@Article { Ali2003,
author = {Ali, G. and Bartel, A. and G\"unther, M. and Tischendorf, C.},
title = {Elliptic partial differential-algebraic multiphysics models in electrical network design},
year = {2003},
journal = {Mathematical Models and Methods in Applied Sciences},
volume = {13},
pages = {1261--1278},
number = {9}
}
@Article { Guenther2003a,
author = {G\"unther, M.},
title = {Dynamic iteration may fail for partitioned network simulation},
year = {2003},
journal = {PAMM},
volume = {2},
pages = {499--502},
number = {1}
}
@Article { Arnold2003,
author = {Arnold, A. and Ehrhardt, M. and Sofronov, I.},
title = {Discrete transparent boundary conditions for the {Schr{\"o}dinger} equation: Fast calculation, approximation, and stability},
year = {2003},
DOI = {10.4310/cms.2003.v1.n3.a7},
journal = {Comm. Math. Sci.},
volume = {1},
pages = {501--556},
number = {3}
}
@Incollection { Heijmen2003,
author = {Heijmen, T. G. A. and Lin, C. and Maten, E. J. W. and Sevat, M. F.},
title = {Augmented Lagrangian Algorithm for Optimizing Analog Circuit Design},
year = {2003},
DOI = {10.1007/978-3-662-09510-2_21},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2002, Jurmala},
volume = {5},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
editor = {A. Buikis and R. Ciegis and A. D. Fitt},
pages = {179--184}
}
@Inproceedings { Arnold2003a,
author = {Arnold, A. and Ehrhardt, M. and Sofronov, I.},
title = {Approximation and fast calculation of non-local boundary conditions for the time-dependent {Schr{\"o}dinger} equation},
year = {2003},
booktitle = {Proceedings of the 15th International Conference on Domain Decomposition Methods, July 21-25, 2003, Berlin, Germany},
series = {Lecture Notes in Computational Science and Engineering (LNCSE)},
editor = {R. Kornhuber and R. H. W. Hoppe and D. E. Keyes and J. Priaux and O. Pironneau and J. Xu}
}
@Incollection { Guenther2003,
author = {G\"unther, M.},
title = {A refined {PDAE} network model for a {CMOS} ring oscillator},
year = {2003},
booktitle = {Modeling, Simulation and Optimization of Integrated Circuits},
publisher = {Birkh\"auser Verlag, Basel},
editor = {Antreich, K. and {et al.}},
pages = {203--218}
}
@Incollection { Maten2003,
author = {Maten, E. J. W. and Fijnvandraat, J. G. and Lin, C. and Peters, J. M. F.},
title = {Periodic {AC} and Periodic Noise in {RF} Simulation for Electronic Circuit Design},
year = {2003},
DOI = {10.1007/978-3-0348-8065-7_8},
booktitle = {Modeling, Simulation, and Optimization of Integrated Circuits},
volume = {146},
publisher = {Birkh{\"a}user Basel},
series = {Int. Series of Numer. Maths.},
editor = {K. Antreich and R. Bulirsch and A. Gilg and P. Rentrop},
pages = {121--134}
}
@Inproceedings { Bartel2002a,
author = {Bartel, A. and G\"unther, M. and Kv{\ae}rno, A.},
title = {Multirate methods in electrical circuit simulation},
year = {2002},
booktitle = {Progress in Industrial Mathematics at ECMI 2000},
publisher = {Springer-Verlag, Berlin},
series = {Mathematics in Industry 1},
editor = {A.M. Anile and V. Capasso and A. Greco},
pages = {258--265}
}
@Inproceedings { Bartel2002b,
author = {Bartel, A. and G\"unther, M. and Pulch, R. and Rentrop, P.},
title = {Numerical Techniques for Different Time Scales in Electric Circuit Simulation},
year = {2002},
booktitle = {High Performance Scientific and Engineering Computing},
volume = {21},
series = {Lecture Notes in Computational Science and Engineering},
editor = {M. Breuer and F. Durst and Chr. Zenger},
pages = {343--360}
}
@Article { Ehrhardt2002,
author = {Ehrhardt, M.},
title = {Efficient Numerical Implementation of Discrete Transparent Boundary Conditions for Parabolic Equations in Underwater Acoustics},
year = {2002},
journal = {Acta Acustica united with Acustica},
volume = {88},
pages = {711--713}
}
@Inproceedings { Arnold2002,
author = {Arnold, A. and Ehrhardt, M. and Sofronov, I.},
title = {A fast method to implement non-local discrete transparent boundary conditions for the {Schr{\"o}dinger} equation},
year = {2002},
booktitle = {Proceedings of the GAMM 2002 Conference, March 25-28, 2002, Augsburg, Germany}
}
@Article { Pulch2002,
author = {Pulch, R. and G\"unther, M.},
title = {A method of characteristics for solving multirate partial differential equations in radio frequency application},
year = {2002},
journal = {APNUM},
volume = {42},
pages = {397--409}
}
@Inproceedings { Lin2002,
author = {Lin, C. and Heijmen, T. and Maten, J. and Kole, M.},
title = {ADAPT: Design assistance for iterative analogue synthesis},
year = {2002},
month = {may},
booktitle = {Analog 2002 - Entwicklung von Analogschaltungen mit CAE-Methoden, Bremen},
volume = {38},
publisher = {VDE Verlag GMBH, Berlin},
series = {GMM-Fachbericht},
editor = {W. Anheier and R. Laur and H. Gr{\"a}b},
pages = {195-200}
}
@Inproceedings { Ehrhardt2002a,
author = {Ehrhardt, M.},
title = {Efficient Numerical Implementation of Discrete Transparent Boundary Conditions for Parabolic Equations},
year = {2002},
booktitle = {Proceedings of the Sixth European Conference on Underwater Acoustics, June 24-27, 2002, Gdansk, Poland},
pages = {381--386}
}
@Article { Bartel2002,
author = {Bartel, A. and G\"unther, M.},
title = {A multirate W-method for electrical networks in state-space formulation},
year = {2002},
journal = {Comp.~Appl.~Math.},
volume = {147},
pages = {411--425},
number = {2}
}
@Article { Ehrhardt2001,
author = {Ehrhardt, M. and Arnold, A.},
title = {Discrete Transparent Boundary Conditions for the {Schr{\"o}dinger} Equation},
year = {2001},
journal = {Rivista di Mathematica della Universita di Parma},
volume = {6},
pages = {57--108},
number = {4}
}
@Inproceedings { Bartel2001a,
author = {Bartel, A.},
title = {Multirate {ROW}-Methods of Mixed Type for Circuit Simulation},
year = {2001},
booktitle = {Scientic Computing in Electrical Engineering, Lecture Notes in Computational Science and Engineering},
publisher = {Springer},
editor = {U. {van Rienen} and M. G{\"u}nther and D. Hecht},
pages = {241--249}
}
@Article { Guenther2001b,
author = {G\"unther, M. and Kv{\ae}rno, A. and Rentrop, P.},
title = {Multirate Partitioned {Runge-Kutta} Methods},
year = {2001},
journal = {BIT},
volume = {41},
pages = {504--515},
number = {3}
}
@Inproceedings { Houben2001,
author = {Houben, S. H. M. J. and Maten, E. J. W. and Maubach, J. M. and Peters, J. M. F.},
title = {Novel time-domain methods for free-running oscillators},
year = {2001},
organization = {Helsinki University of Technology},
booktitle = {ECCTD'01 - Proceedings of the 15TH European Conference on Circuit Theory and Design},
pages = {III-393 - III-396}
}
@Inproceedings { Arnold2001--2002,
author = {Arnold, A. and Ehrhardt, M. and Rjasanow, S.},
title = {Numerik partieller Differential\-gleichungen},
year = {2001--2002},
booktitle = {Vorlesungsskript, Universit{\"a}t Saarbr{\"u}cken, WS2001/02}
}
@Article { Arnold2001,
author = {Arnold, M. and G\"unther, M.},
title = {Preconditioned dynamic iteration for coupled differential-algebraic systems},
year = {2001},
journal = {BIT},
volume = {1},
pages = {1--25},
number = {41}
}
@Incollection { Lampe2001,
author = {Lampe, S. and Brachtendorf, H. G. and Maten, E. J. W. and Onneweer, S. P. and Laur, R.},
title = {Robust Limit Cycle Calculations of Oscillators},
year = {2001},
DOI = {10.1007/978-3-642-56470-3_23},
booktitle = {Lecture Notes in Computational Science and Engineering},
publisher = {Springer Berlin Heidelberg},
pages = {233--240}
}
@Book { Rienen2001,
title = {Scientific Computing in Electrical Engineering. Proceedings of the 3rd International Workshop, 20-23 August 2000, Warnem\"unde, Germany},
year = {2001},
publisher = {Springer-Verlag, Berlin},
series = {Lecture Notes in Computational Science and Engineering},
editor = {{van Rienen}, U. and G\"unther, M. and Hecht, D.}
}
@Article { Bartel2001,
author = {Bartel, A. and G\"unther, M.},
title = {The developments in multirating for coupled systems},
year = {2001},
journal = {Z. f. Angew. Math. u. Mech.},
volume = {81},
pages = {S739--S742},
number = {3}
}
@Phdthesis { Ehrhardt2001a,
author = {Ehrhardt, M.},
title = {Discrete Artificial Boundary Conditons},
year = {2001},
school = {Technische Universit{\"a}t Berlin}
}
@Inproceedings { Guenther2001d,
author = {G\"unther, M. and Rentrop, P. and Feldmann, U.},
title = {CHORAL -- a one step method as numerical low pass filter in electrical network analysis},
year = {2001},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the 3rd International Workshop, 20-23 August 2000, Warnem\"unde, Germany},
publisher = {Springer-Verlag, Berlin},
editor = {{van Rienen}, U. and G\"unther, M. and Hecht, D.},
pages = {199--215}
}
@Article { Guenther2001a,
author = {G\"unther, M.},
title = {A {PDAE} model for interconnected linear {RLC} networks},
year = {2001},
journal = {Mathematical and Computer Modelling of Dynamical Systems},
volume = {7},
pages = {189--203}
}
@Article { Guenther2001c,
author = {G\"unther, M. and Hoschek, M. and Weiner, R.},
title = {{ROW} methods adapted to a cheap {Jacobian}},
year = {2001},
journal = {APNUM},
volume = {37},
pages = {231--240}
}
@Inproceedings { Guenther2001e,
author = {G\"unther, M. and Rentrop, P.},
title = {{PDAE}-Netzwerkmodelle in der elektrischen Schaltungssimulation},
year = {2001},
booktitle = {'99: 5. ITG/GMM-Diskussionssitzung ''Entwicklung von Analogschaltungen mit CAE-Methoden mit dem Schwerpunkt Entwurfsmethodik und parasit\"are Effekte''},
publisher = {Frankfurt},
editor = {W. John},
pages = {31--38}
}
@Book { Guenther2001,
author = {G\"unther, M.},
title = {Partielle differential-algebraische Systeme in der numerischen Zeitbereichsanalyse elektrischer Schaltungen},
year = {2001},
volume = {20 (343)},
publisher = {VDI-Verlag D\"usseldorf},
series = {Fortschritt-Berichte VDI}
}
@Article { Guenther2000,
author = {G\"unther, M. and Wagner, Y.},
title = {Index Concepts for Linear Mixed Systems of Differential-algebraic and Hyperbolic-Type Equations},
year = {2000},
journal = {SIAM J. Sci. Comp.},
volume = {22},
pages = {1610--1629},
number = {5}
}
@Article { Guenther2000c,
author = {G\"unther, M.},
title = {Semidiscretization may act like a deregularization},
year = {2000},
journal = {Mathematics and Computers in Simulation},
volume = {53},
pages = {293--301}
}
@Article { Guenther2000d,
author = {G\"unther, M.},
title = {A joint {DAE}/{PDE} model for interconnected electrical networks.},
year = {2000},
journal = {Mathematical and Computer Modelling of Dynamical Systems},
volume = {6},
pages = {114--128}
}
@Article { Guenther2000b,
author = {G\"unther, M. and Hoschek, M. and Rentrop, P.},
title = {Differential-Algebraic Equations in Electric Circuit Simulation},
year = {2000},
journal = {Int. J. Electron. Commun. (AE\"U)},
volume = {54},
pages = {101--107}
}
@Inproceedings { Bartel2000a,
author = {Bartel, A.},
title = {Generalised Multirate {--} Two {ROW}-type Versions for Circuit simulation},
year = {2000},
booktitle = {Unclas- sified NatLab Report No. 2000/804},
publisher = {Philips Electronics}
}
@Article { Guenther2000a,
author = {G\"unther, M. and Rentrop, P.},
title = {Numerical Simulation of Electrical Circuits},
year = {2000},
journal = {GAMM-Mitteilungen},
volume = {23},
pages = {51--77},
number = {1-2}
}
@Inproceedings { Winkler2000,
author = {Winkler, R.},
title = {On logarithmic norms for differential algebraic equations},
year = {2000},
organization = {Humboldt-Universit{\"a}t zu Berlin},
booktitle = {Preprint 00-17}
}
@Inproceedings { Feldmann1999,
author = {Feldmann, U. and G\"unther, M.},
title = {Some Remarks on Regularization of Circuit Equations},
year = {1999},
booktitle = {X. International Symposium on Theoretical Electrical Engineering},
publisher = {Magdeburg},
series = {Conference Proceedings},
editor = {W. Mathis},
pages = {343--348}
}
@Article { Guenther1999a,
author = {G\"unther, M. and Feldmann, U.},
title = {{CAD} based electric circuit modeling in industry {II}: impact of circuit configurations and parameters},
year = {1999},
journal = {Surv.~Math.~Ind.},
volume = {8},
pages = {131--157}
}
@Article { Guenther1999,
author = {G\"unther, M. and Feldmann, U.},
title = {{CAD} based electric circuit modeling in industry {I}: mathematical structure and index of network equations},
year = {1999},
journal = {Surv.~Math.~Ind.},
volume = {8},
pages = {97--129}
}
@Inproceedings { Guenther1999c,
author = {G\"unther, M. and Hoschek, M.},
title = {Partitioning Strategies in Circuit Simulation},
year = {1999},
booktitle = {High Performance Scientific and Engineering Computing},
volume = {8},
publisher = {Springer Verlag},
series = {Lecture Notes in Computational Science and Engineering},
editor = {H.-J. Bungartz and F. Durst and Chr. Zenger},
pages = {343--352}
}
@Inproceedings { Kevenaar1999,
author = {Kevenaar, T.A.M. and Maten, E.J.W.},
title = {{RF} {IC} simulation: state-of-the-art and future trends},
year = {1999},
DOI = {10.1109/sispad.1999.799246},
booktitle = {International Conference on Simulation of Semiconductor Processes and Devices. {SISPAD}{\textquotesingle}99 ({IEEE} Cat. No.99TH8387)},
publisher = {Japan Soc. Appl. Phys},
pages = {7-10}
}
@Article { Gilg1999,
author = {Gilg, A. and G\"unther, M.},
title = {Numerical Circuit Simulation},
year = {1999},
journal = {Surv.~Math.~Ind.},
volume = {8},
pages = {165--169}
}
@Article { Ehrhardt1999,
author = {Ehrhardt, M.},
title = {Discrete Transparent Boundary Conditions for General {Schr{\"o}dinger-type} Equations},
year = {1999},
journal = {VLSI Design},
volume = {9},
pages = {325--338},
number = {4}
}
@Article { Chudej1999,
author = {Chudej, K. and G\"unther, M.},
title = {A global state space approach for the efficient numerical solution of state-constrained trajectory optimization problems},
year = {1999},
journal = {J. Optim. Theory Appl.},
volume = {103},
pages = {75--93},
number = {1}
}
@Inproceedings { Guenther1999b,
author = {G\"unther, M. and Hoschek, M.},
title = {{ROW}-type Integration Methods for Circuit Simulation Packages},
year = {1999},
booktitle = {Progress in Industrial Mathematics at ECMI 98},
publisher = {B.G. Teubner, Stuttgart},
editor = {L. Arkeryd and u.a.},
pages = {448--455}
}
@Article { Maten1999,
author = {Maten, E. J. W.},
title = {Numerical methods for frequency domain analysis of electronic circuits},
year = {1999},
journal = {Surveys on Mathematics for Industry},
volume = {8},
pages = {171-185}
}
@Inproceedings { Bartel1998,
author = {Bartel, A.},
title = {{MultiROW within P-Star. A Feasibility Study}},
year = {1998},
booktitle = {Unclassified NatLab Report No. 1998/824},
publisher = {Philips Electronics}
}
@Article { Guenther1998,
author = {G\"unther, M.},
title = {Simulating digital circuits numerically -- a charge-oriented {ROW} approach},
year = {1998},
journal = {Numer.~Math.},
volume = {79},
pages = {203--212}
}
@Inproceedings { Arnold1998a,
author = {Arnold, A. and Ehrhardt, M.},
title = {Discrete Transparent Boundary Conditions for Wide Angle Parabolic Equations in Underwater Acoustics},
year = {1998},
booktitle = {Proceedings of the Fourth European Conference on Underwater Acoustics, September 21-25, 1998, Rome, Italy},
journal = {Journal of Computational Physics},
volume = {145},
pages = {769--774},
number = {2}
}
@Inproceedings { Guenther1997a,
author = {G\"unther, M.},
title = {Modelling transmission lines effects in integrated circuits by a mixed system of {DAEs} and {PDEs}},
year = {1997},
month = {feb},
booktitle = {2nd MATHMOD Vienna. Proceedings IMACS Symposium on Mathematical Modelling},
volume = {11},
publisher = {TU Wien},
series = {Argesim Report},
editor = {I.~Troch and F.~Breitenecker},
pages = {535--540}
}
@Inproceedings { Ehrhardt1997,
author = {Ehrhardt, M.},
title = {Discrete Transparent Boundary Conditions for Parabolic Equations},
year = {1997},
booktitle = {Proceedings of the GAMM 96 Conference},
volume = {77(2)},
series = {ZAMM},
pages = {543--544}
}
@Inproceedings { Arnold1997,
author = {Arnold, A. and Ehrhardt, M.},
title = {A New Discrete Transparent Boundary Condition for Standard and Wide Angle ``Parabolic'' Equations in Underwater Acoustics},
year = {1997},
booktitle = {Proceedings of the Third International Conference on Theoretical and Computational Acoustics, July 14-18, 1997, Newark, New Jersey, USA},
pages = {623--635}
}
@Article { Guenther1997,
author = {G\"unther, M. and Hoschek, M.},
title = {{ROW} methods adapted to electric circuit simulation packages},
year = {1997},
journal = {Comp.~Appl.~Math.},
volume = {82},
pages = {159--170}
}
@Article { Guenther1996a,
author = {G\"unther, M. and Denk, G. and Feldmann, U.},
title = {Modeling and simulating charge sensitive {MOS} circuits},
year = {1996},
journal = {Math. Modelling of Systems},
volume = {2},
pages = {69--81}
}
@Inproceedings { Graeb1996,
author = {Gr\"ab, R. and G\"unther, M. and Wever, U. and Zheng, Q.},
title = {Optimization of Parallel Multilevel-Newton Algorithms on Workstation Clusters},
year = {1996},
booktitle = {Euro-Par96 Parallel Processing},
volume = {1124},
publisher = {Berlin, Springer-Verlag},
series = {Lecture Notes in Computer Science},
editor = {L. Bouge and et al.},
pages = {91--96}
}
@Inproceedings { Gunther1996,
author = {G\"unther, M. and Rentrop, P.},
title = {The {NAND-gate} -- a benchmark for the numerical simulation of digital circuits},
year = {1996},
booktitle = {2.ITG-Diskussionssitzung ''Neue Anwendungen Theoretischer Konzepte in der Elektrotechnik - mit Gedenksitzung zum 50. Todestag von Wilhelm Cauer''},
publisher = {Berlin, VDE-Verlag},
editor = {W.~Mathis and P.~Noll},
pages = {27--33}
}
@Article { Guenther1996,
author = {G\"unther, M. and Rentrop, P.},
title = {The differential-algebraic index concept in electric circuit simulation},
year = {1996},
journal = {Z. f. angew. Math. u. Mech.},
volume = {76},
pages = {91--94},
number = {1}
}
@Inproceedings { Guenther1996b,
author = {G\"unther, M.},
title = {Numerical solution of differential-algebraic equations in electric circuit simulation},
year = {1996},
booktitle = {Progress in Industrial Mathematics at ECMI 94},
publisher = {Chichester, Wiley \& Teubner},
editor = {H. Neunzert},
pages = {285--294}
}
@Article { Guenther1995b,
author = {G\"unther, M. and Lehn, J. and Rentrop, P. and Rettig, S. and Simeon, B.},
title = {Wissenschaftliches Rechnen aus der Sicht der Mathematik},
year = {1995},
journal = {Thema Forschung 2/95, TH Darmstadt},
volume = {2},
pages = {26--35}
}
@Article { Gerstberger1995,
author = {Gerstberger, R. and G\"unther, M.},
title = {Charge-oriented extrapolation methods in digital circuit simulation},
year = {1995},
journal = {Appl.~Numer.~Math.},
volume = {18},
pages = {115--125}
}
@Mastersthesis { Ehrhardt1995,
author = {Ehrhardt, M.},
title = {Finite Differenzenverfahren f{\"u}r hyperbolische Systeme mit absorbierenden Randbedingungen},
year = {1995},
school = {Technische Universit{\"a}t Berlin}
}
@Inproceedings { Gunther1995,
author = {G\"unther, M. and Denk, G. and Feldmann, U.},
title = {Impact of modeling and integration scheme on simulation of MOS-circuits},
year = {1995},
booktitle = {Eurosim'95 Simulation Congress},
publisher = {Amsterdam, Elsevier},
editor = {F.~Breitenecker and I.~Husinsky.},
pages = {385--390}
}
@Book { Guenther1995,
author = {G\"unther, M.},
title = {Ladungsorientierte {Rosenbrock}-{Wanner}-Methoden zur numerischen Simulation digitaler Schaltungen},
year = {1995},
volume = {20(168)},
publisher = {VDI-Verlag D\"usseldorf},
series = {Fortschritt-Berichte VDI}
}
@Article { Guenther1995a,
author = {G\"unther, M. and Feldmann, U.},
title = {The {DAE}-index in electric circuit simulation},
year = {1995},
journal = {Mathematics and Computers in Simulation},
volume = {39},
pages = {573--582}
}
@Article { Heynderickx1994,
author = {Heynderickx, I. E. J. and Potze, W. and Maten, E. J. W.Ter},
title = {Influence of a temperature gradient on the simple shear now of a nematic liquid crystal},
year = {1994},
month = {nov},
DOI = {10.1016/0377-0257(94)80002-2},
journal = {Journal of Non-Newtonian Fluid Mechanics},
volume = {55},
publisher = {Elsevier {BV}},
pages = {137--161},
number = {2}
}
@Inproceedings { Gerstberger1994,
author = {Gerstberger, R. and G\"unther, M.},
title = {Parallelization of a charge-oriented extrapolation method on the SNI-KSR1},
year = {1994},
booktitle = {Overview of research on the parallel computer SNI-KSR at the Leibniz-Rechenzentrum M\"unchen},
volume = {9401},
publisher = {M\"unchen, LRZ},
series = {LRZ-Bericht},
editor = {M.~Brehm and Ch.~Schaller},
pages = {57--61}
}
@Incollection { Guenther1994,
author = {G\"unther, M. and Rentrop, P.},
title = {Partitioning and multirate strategies in latent electric circuits},
year = {1994},
booktitle = {Mathematical modelling and simulation of electrical circuits and semiconductor devices},
publisher = {Basel, Birkh\"auser},
editor = {R. E. Bank and et al.},
pages = {33--60}
}
@Article { Guenther1994a,
author = {G\"unther, M.},
title = {Charge-oriented modelling of electric circuits and {Rosenbrock-Wanner} methods},
year = {1994},
journal = {J. Comput. Inform.},
volume = {4},
pages = {41--53}
}
@Inproceedings { Maten1993b,
author = {Maten, E. J. W. and Heynderickx, I. E. J. and Potze, W. and Rusch, J. J. and Schilders, W. H. A.},
title = {Simulation of steady non-isothermal flow of liquid crystalline polymers},
year = {1993},
booktitle = {Finite elements in fluids, New trends and applications},
volume = {1},
publisher = {Centro Int. de Metodos Num. en Ing. (CIMNE), Barcelona and Pineridge Press Lmt, Swansea, UK},
editor = {K. Morgan and E. Onate and J. Periaux and J. Peraire and O. C. Zienkiewicz},
pages = {572-581}
}
@Inproceedings { Schilders1993,
author = {Schilders, W. H. A. and Maten, E. J. W. and Rusch, J. J. and Heynderickx, I. E. J.},
title = {Simulation of non-isothermal Couette flow of liquid crystalline polymers},
year = {1993},
booktitle = {Numerical methods in laminar and turbulent flow},
volume = {8(1)},
publisher = {Pineridge Press Lmt, Swansea, UK},
editor = {Taylor, C.},
pages = {480-491}
}
@Inproceedings { Maten1993a,
author = {Maten, E. J. W.},
title = {Simulation of radiation heat transfer in television tubes},
year = {1993},
booktitle = {Numerical methods in thermal problems},
volume = {8(1)},
publisher = {Pineridge Press Lmt, Swansea, UK},
editor = {R. W. Lewis},
pages = {831-842}
}
@Article { Guenther1993,
author = {G\"unther, M. and Rentrop, P.},
title = {Multirate {ROW} methods and latency of electric circuits},
year = {1993},
journal = {Appl.~Numer.~Math.},
volume = {13},
pages = {83--102}
}
@Inproceedings { Denk1993,
author = {Denk, G. and G\"unther, M. and Schmidt, W.},
title = {Olympische Chips: Schaltkreise -- Spannung in der Numerik},
year = {1993},
booktitle = {Technische Universit\"at M\"unchen, TUM-Sonderreihe Forschung f\"ur Bayern, Heft 6: Fakult\"at f\"ur Mathematik, Fakult\"at f\"ur Informatik},
pages = {14--15}
}
@Inproceedings { Maten1993,
author = {Maten, E. J. W. and Huijben, A. J. M.},
title = {Vector extrapolation applied to a time cyclic heat problem},
year = {1993},
booktitle = {Numerical methods in thermal problems},
volume = {8(2)},
publisher = {Pineridge Press Lmt, Swansea, UK},
editor = {Lewis, R. W.},
pages = {983-994}
}
@Inproceedings { Janssen1993,
author = {Janssen, H. H. J. M. and Maten, E. J. W. and Houwelingen, D.},
title = {Simulation of coupled electromagnetic and heat dissipation problems},
year = {1993},
month = {may},
DOI = {10.1109/20.312651},
booktitle = {IEE, Colloquium on Coupling Electromagnetic to Other Fields},
journal = {{IEEE} Transactions on Magnetics},
volume = {1993 / 117},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
pages = {3/1-3/3},
number = {5}
}
@Mastersthesis { Guenther1992,
author = {G\"unther, M.},
title = {Multirate {Rosenbrock}-{Wanner} Verfahren zur Integration von elektrischen Schaltkreisen},
year = {1992},
school = {Technische Universit\"at at M\"unchen}
}
@Article { Maten1992,
author = {Maten, E. J. W. and Melissen, J. B. M.},
title = {Simulation of inductive heating},
year = {1992},
month = {mar},
DOI = {10.1109/20.123925},
journal = {{IEEE} Transactions on Magnetics},
volume = {28},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
pages = {1287--1290},
number = {2}
}
@Article { Weinmueller1988,
author = {Weinm{\"u}ller, E. and Winkler, E.},
title = {Path-following Algorithm for Singular Boundary Value Problems},
year = {1988},
journal = {ZAMM},
volume = {68},
pages = {527--537}
}
@Article { Maten1986a,
author = {Maten, E. J. W.},
title = {Splitting methods for fourth order parabolic partial differential equations},
year = {1986},
month = {dec},
DOI = {10.1007/bf02251091},
journal = {Computing},
volume = {37},
publisher = {Springer Science and Business Media {LLC}},
pages = {335--350},
number = {4}
}
@Article { Maten1986,
author = {Maten, E. Jan W. and Sleijpen, Gerard L. G.},
title = {A convergence analysis of {Hopscotch} methods for fourth order parabolic equations},
year = {1986},
month = {mar},
DOI = {10.1007/bf01389630},
journal = {Numerische Mathematik},
volume = {49},
publisher = {Springer Science and Business Media {LLC}},
pages = {275--290},
number = {2-3}
}
@Inproceedings { Winkler1985,
author = {Winkler, R.},
title = {Path-following for two-point boundary value problems},
year = {1985},
organization = {Humboldt-Universit{\"a}t zu Berlin},
booktitle = {Seminarbericht 78 der Sektion Mathematik},
volume = {78}
}
@Inproceedings { Lamour1985,
author = {Lamour, R. and Hanke, M. and Winkler, R.},
title = {The program system ‘RWA’ (version 2) for the solution of TPBVP - fundamentals and algorithms},
year = {1985},
organization = {Humboldt-Universit{\"a}t zu Berlin},
booktitle = {Seminarbericht 67 der Sektion Mathematik},
volume = {67}
}
@Phdthesis { Maten1984,
author = {Maten, E. J. W.},
title = {Stability analysis of finite difference methods for fourth order parabolic partial differential equations},
year = {1984},
school = {Rijksuniversiteit Utrecht}
}
@Phdthesis { Winkler1984,
author = {Winkler, R.},
title = {Numerische Behandlung von parameterabh{\"a}ngigen Zwei-Punkt-Randwertaufgaben unter Ber{\"u}cksichtigung von Verzweigungsproblemen},
year = {1984},
school = {Humboldt-Universit{\"a}t zu Berlin}
}