Publikationen

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, G. and Capasso, V. and Nicosia, G. and Romano, V., Eds. 2016, pp. 473--480.

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, Mä. 2016. Elsevier {BV}.

DOI: 10.1016/j.apnum.2015.11.003

C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite difference/pseudospectral methods for the Heston and Heston-Hull-White PDE", J. Comp. Fin, 2016.

Z. Bu{\v{c}}kov{\'{a}}, P. P{\'{o}}lvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional {Black}-{Scholes} equations" in Proceedings of AMiTaNS'16 - Eighth Conference of the Euro-American Consortium for Promoting the Application of Mathematics in Technical and Natural Sciences, Albena, Bulgaria, June 22-27, 2016, AIP, 2016, pp. 030001.

DOI: 10.1063/1.4964961

Z. Bučková, P. Pólvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations" in AIP Conference Proceedings, 2016, pp. 030001.