Applied and Computational Mathematics (ACM)

Publikationen



2016
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. 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.
R. Pulch, A. Bartel and S. Schöps, "Quadrature methods with adjusted grids for stochastic models of coupled problems" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 377–384.
K. Gausling and A. Bartel, "Analysis of the contraction condition in the co-simulation of a specific electric circuit" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 853–860.
C. Hachtel, A. Bartel and M. Günther, "Stability and Error Analysis for Coupled Multirate-MOR Methods", Preprint IMACM, 2016. Bergische Universität Wuppertal.
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.
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. 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.
E. J. W. Maten, M. Günther and M. Ehrhardt, "Proper orthogonal decomposition in option pricing: Basket options and Heston model" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 217–227.
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.
B. Tasic, J. J. Dohmen, E. J. W. Maten, T. G. J. Beelen, H. H. J. M. Janssen, W. H. A. Schilders and M. Günther, "Fast fault simulation to identify subcircuits involving faulty components" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 369–376.
P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, W. Schoenmaker and M. Günther, "Uncertainty quantification for robust topology optimization of power transistor devices", IEEE Transactions on Magnetics, vol. 52, no. 3, pp. 1–4, 2016. IEEE.
P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, M. Günther, W. Schoenmaker, F. Deleu and A. Wieers, "Shape optimization of a power MOS device under uncertainties" in 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE), IEEE, 2016, pp. 319–324.
H. H. J. M. Janssen, P. Benner, K. Bittner, H. -. Brachtendorf, L. Feng, E. J. W. Maten, R. Pulch, W. Schoenmaker, S. Schöps and C. Tischendorf, "The European project nanoCOPS for nanoelectronic coupled problems solutions" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 835–842.
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.
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 with modified Ornstein-Uhlenbeck process" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 113–120.
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.
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, "The dynamic correlation model and its application to the Heston model" in Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation, Glau, Kathrin and Grbac, Zorana and Scherer, Matthias and Zags, Rudi, Eds. Springer Cham, 2016, pp. 437–449.