Publikationen
- 2012
- H. Kammeyer and J. Kienitz, "The Heston-Hull-White Model Part III: Design and Implementation", Wilmott, vol. 2012, no. 59, pp. 44–49, 2012. John Wiley & Sons.
- H. Kammeyer and J. Kienitz, "The Heston–Hull–White model part I: Finance and analytics", Wilmott, vol. 2012, no. 57, pp. 46–53, 2012. John Wiley & Sons.
- H. Kammeyer and J. Kienitz, "The Heston–Hull–White Model Part II: Numerics and Examples", Wilmott, vol. 2012, no. 58, pp. 34–45, 2012. John Wiley & Sons.
- V. Savcenco, B. Haut, E. J. W. t. Maten and R. M. M. Mattheij, "Time domain simulation of power systems with different time scales" in Scientific Computing in Electrical Engineering SCEE 2010, Michielsen, Bastiaan and Poirier, Jean-René, Eds. Springer Berlin Heidelberg, 2012, pp. 313–320.
- 2011
- M. Ehrhardt, "A high-order compact method for nonlinear Black-Scholes option pricing equations of American options", International Journal of Computer Mathematics, vol. 88, no. 13, pp. 2782–2797, 2011. Taylor & Francis.
- M. Ehrhardt, "A new method for stress testing on investment products" in The Risk of Investment Products: From Product Innovation to Risk Compliance, World Scientific Publishing, 2011, pp. 225–240.
- M. Ehrhardt, "Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities", Communications in Computational Physics, vol. 10, no. 5, pp. 1280–1304, 2011. Cambridge University Press.
- M. Striebel, M. Günther, F. Knechtli and M. Wandelt, "Accuracy of symmetric partitioned Runge-Kutta methods for differential equations on Lie-groups" in Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011), Sissa Medialab, 2011, pp. 049.
- M. Clemens, S. Schöps, H. De Gersem and A. Bartel, "Decomposition and regularization of nonlinear anisotropic curl-curl DAEs", COMPEL - The international journal for computation and mathematics in electrical and electronic engineering, vol. 30, no. 6, pp. 1701–1714, 2011. Emerald Group Publishing.
- M. Ehrhardt, "Efficient numerical valuation of continuous installment options", Advances in Applied Mathematics and Mechanics, vol. 3, no. 2, pp. 141–164, 2011. Cambridge University Press.
- S. Schöps, A. Bartel and M. Clemens, "Efficient solution of transient Eddy current problems using linear/nonlinear domain substructuring" in 18th International Conference on the Computation of Electromagnetic Fields - Compumag 2011, The International Compumag Society, 2011.
- R. Pulch and D. Xiu, "Generalised polynomial chaos for a class of linear conservation laws", Journal of Scientific Computing, vol. 51, no. 2, pp. 293–312, 2011. Springer New York.
- S. Schöps, H. De Gersem and A. Bartel, "Higher-order co-simulation of field-circuit coupled Eddy-current problems" in 18th International Conference on the Computation of Electromagnetic Fields - Compumag 2011, The International Compumag Society, 2011.
- H. Brachtendorf, T. Tinttunen, W. Schoenmaker, C. Tischendorf, H. Janssen, K. Bittner, E. Dautbegovic, R. Winkler, R. Pulch and others, "ICESTARS: integrated circuit/EM simulation and design technologies for advanced radio systems-on-chip", CASA-report, vol. 1119, 2011. Technische Universiteit Eindhoven.
- Model reduction for circuit simulation. Springer Netherlands, 2011.
ISBN: 978-94-007- 0088-8
- R. Pulch, "Modelling and simulation of autonomous oscillators with random parameters", Mathematics and Computers in Simulation, vol. 81, no. 6, pp. 1128–1143, 2011. Elsevier.
- S. Schöps, "Multiscale Modeling and Multirate Time-Integration of Field/Circuit Coupled Problems", Wuppertal, 2011.
- R. Pulch, "Polynomial chaos for linear differential algebraic equations with random parameters", International Journal for Uncertainty Quantification, vol. 1, no. 3, pp. 223–240, 2011. Begell House.
- A. Bartel, S. Baumanns and S. Schöps, "Structural analysis of electrical circuits including magnetoquasistatic devices", Applied Numerical Mathematics, vol. 61, no. 12, pp. 1257–1270, 2011. North-Holland.
- 2010
- S. Schöps, H. De Gersem and A. Bartel, "A cosimulation framework for multirate time integration of field/circuit coupled problems", IEEE Transactions on Magnetics, vol. 46, no. 8, pp. 3233–3236, 2010. IEEE.