Publikationen
- 2022
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher strong order methods for linear Itô SDEs on matrix Lie groups", BIT Numerical Mathematics, pp. 1--25, 2022. Springer Netherlands Dordrecht.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher strong order methods for linear It{\^o} SDEs on matrix Lie groups", BIT Numerical Mathematics, pp. 1--25, 2022. Springer Netherlands Dordrecht.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher Strong Order Methods for linear {Itô} {SDEs} on matrix {Lie} Groups", BIT Numer. Math., Jan. 2022. Springer.
- L. Teng, "Gradient boosting-based numerical methods for high dimensional backward stochastic differential equations", Appl. Math. Comput., vol. 426, pp. 127119, 2022.
- F. Klass, A. Gabbana and A. Bartel, "A Characteristic Boundary Condition for Multispeed Lattice Boltzmann Methods", Accepted at Commun. Comput. Phys., 2022.
