Publikationen
- 2016
- B. Tasic, J. J. Dohmen, R. Janssen, E. J. W. Maten, T. G. J. Beelen and R. Pulch, "Fast time-domain simulation for reliable fault detection" in 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE), IEEE, 2016, pp. 301–306.
- M. Ehrhardt and M. Günther, "Fichera theory and its application in finance" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 103–111.
- K. Gausling and A. Bartel, "First results for uncertainty quantification in co-simulation of coupled electrical circuits" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 243–251.
- C. Hendricks, M. Ehrhardt and M. Günther, "High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique", Applied Numerical Mathematics, vol. 101, pp. 36–52, 2016. North-Holland.
- P. Pólvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations", AIP Conference Proceedings, vol. 1773, no. 1, pp. 030001, 2016. American Institute of Physics.
- C. Hendricks, M. Ehrhardt and M. Günther, "Integrated forecasting of day-ahead prices in the German electricity market" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 333–339.
- C. Hachtel, A. Bartel and M. Günther, "Interface reduction for multirate ODE-Solver" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 185–193.
- P. A. Putek, "Mitigation of the cogging torque and loss minimization in a permanent magnet machine using shape and topology optimization", Engineering Computations, vol. 33, no. 3, pp. 1–23, 2016. Emerald Group Publishing Limited.
- C. Hachtel, M. Günther and A. Bartel, "Model order reduction for multirate ODE-Solvers in a multiphysics application" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 473–480.
- K. Mohaghegh, R. Pulch and J. Maten, "Model order reduction using singularly perturbed systems", Applied Numerical Mathematics, vol. 103, pp. 72–87, 2016. Elsevier.
- L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–18, 2016. Springer Verlag.
- L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation with modified Ornstein-Uhlenbeck process" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 113–120.
- I. Kossaczkỳ, M. Ehrhardt and M. Günther, "Modifications of the PCPT method for HJB equations" in 8th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’16, American Institute of Physics, 2016, pp. 030002.
- F. Knechtli, M. Günther and M. Peardon, "Monte Carlo methods" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 35–53.
- M. Günther, C. Hachtel and A. Sandu, "Multirate GARK schemes for multiphysics problems" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 115–121.
- M. Günther and A. Sandu, "Multirate generalized additive Runge Kutta methods", Numerische Mathematik, vol. 133, no. 3, pp. 497–524, 2016. Springer New York.
- E. J. W. Maten, P. A. Putek, M. Günther, R. Pulch, C. Tischendorf, C. Strohm, W. Schoenmaker, P. Meuris, B. D. Smedt, P. Benner, L. Feng, N. Banagaaya, Y. Yue, R. Janssen, J. J. Dohmen, B. Tasic, F. Deleu, R. Gillon, A. Wieers, H. Brachtendorf, K. Bittner, T. Kratochvíl, J. Petřzela, R. Sotner, T. Götthans, J. Dřínovský, S. Schöps, D. J. D. Guerra, T. Casper, H. D. Gersem, U. Römer, P. Reynier, P. Barroul, D. Masliah and B. Rousseau, "Nanoelectronic COupled problems solutions - nanoCOPS: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation", Journal of Mathematics in Industry, vol. 7, no. 1, pp. 1–19, 2016. Springer Verlag.
- M. Ehrhardt and L. Jódar Sánchez, "Novel methods in computational finance", International Journal of Computer Mathematics, vol. 93, no. 5, pp. 723–724, 2016. Taylor & Francis.
- L. Teng, M. Ehrhardt and M. Günther, "On the Heston model with stochastic correlation", International Journal of Theoretical and Applied Finance, vol. 19, no. 06, pp. 1650033, 2016. World Scientific Publishing.
- I. Kossaczky, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for HJB equations", Applied Mathematics Letters, vol. 52, pp. 53–57, 2016. Pergamon.