Publikationen

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.

DOI: 10.1007/978-3-319-23413-7_13

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.

DOI: 10.1016/j.aml.2015.08.005

M. Ehrhardt, "Transparent boundary conditions for iterative high-order parabolic equations", Journal of Computational Physics, vol. 313, pp. 144–158, 2016. Academic Press.

DOI: 10.1016/j.jcp.2016.02.037

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.

DOI: 10.1063/1.4964961

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.

DOI: 10.1063/1.4964962

D. V. Makarov and M. Ehrhardt, "Wide-angle parabolic approximations for the nonlinear Helmholtz equation in the Kerr media", Europhysics Letters, vol. 116, no. 2, pp. 24004, 2016. IOP Publishing.

DOI: 10.1209/0295-5075/116/24004

I. Kossaczky, M. Ehrhardt and M. Günther, "Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations", Preprint IMACM, 2016. Bergische Universität Wuppertal.

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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.

DOI: 10.1080/00207160.2015.1071692

M. Ehrhardt, "Discrete artificial boundary conditions for the linearized Korteweg-de Vries equation", Numerical Methods for Partial Differential Equations, vol. 32, no. 5, pp. 1455–1484, 2016. John Wiley & Sons.

DOI: 10.1002/num.22058

M. Günther and A. Sandu, "Multirate generalized additive Runge Kutta methods", Numerische Mathematik, vol. 133, no. 3, pp. 497–524, 2016. Springer New York.

DOI: 10.1007/s00211-015-0756-z

F. Knechtli, M. Günther and M. Peardon, "Quantum Field Theory (QFT) on the Lattice" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 1–34.

DOI: 10.1007/978-94-024-0999-4_1

F. Knechtli, M. Günther and M. Peardon, "Monte Carlo methods" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 35–53.

DOI: 10.1007/978-94-024-0999-4_2

M. Wandelt, F. Knechtli and M. Günther, "The Wilson flow and the finite temperature phase transition", Journal of High Energy Physics, vol. 2016, no. 10, 2016. Springer Verlag.

DOI: 10.1007/jhep10(2016)061

M. Wandelt and M. Günther, "Efficient numerical simulation of the Wilson Flow in lattice QCD" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 1065–1071.

DOI: 10.1007/978-3-319-23413-7_148

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.

DOI: 10.1108/EC-01-2015-0007

A. Bartel and M. Ehrhardt, "Concept for a one-dimensional discrete artificial boundary condition for the lattice Boltzmann method", Computers & Mathematics with Applications, vol. 70, no. 10, pp. 2316–2330, 2015. Pergamon.

DOI: 10.1016/j.camwa.2015.08.030

A. Bartel and M. Ehrhardt, "Discrete artificial boundary conditions for the lattice Boltzmann method in 2D", ESAIM: Proceedings and Surveys, vol. 52, pp. 47–65, 2015. EDP Sciences.

DOI: 10.1051/proc/201552003

G. Alì, A. Bartel, M. Günther, V. Romano and S. Schöps, "Simulation of coupled PDAEs: Dynamic iteration and multirate simulation" in Coupled Multiscale Simulation and Optimization in Nanoelectronics, Günther, Michael, Eds. Springer Berlin Heidelberg, 2015, pp. 103–156.

DOI: 10.1007/978-3-662-46672-8_3

G. Alì, A. Bartel and N. Rotundo, "Index-2 elliptic partial differential-algebraic models for circuits and devices", Journal of Mathematical Analysis and Applications, vol. 423, no. 2, pp. 1348–1369, 2015. Academic Press.

DOI: 10.1016/j.jmaa.2014.10.065

C. Hendricks, M. Ehrhardt and M. Günther, "High order combination technique for the efficient pricing of basket options", Acta Mathematica Universitatis Comenianae, vol. 84, no. 2, pp. 243–253, 2015. Univerzita Komenskeho.

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