Uncertainty Quantification
Publications
- 2024
5287.
Kapllani, Lorenc; Teng, Long; Rottmann, Matthias
Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations
Preprint IMACM
2024
Herausgeber: Bergische Universität Wuppertal5286.
Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A numerical study of the impact of variance boundary conditions for the Heston model
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Springer
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Herausgeber: Bergische Universität Wuppertal
20245285.
Kapllani, Lorenc; Teng, Long
{A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations}
20245284.
Ehrhardt, Matthias; Kozitskiy, Sergey B
A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide
Journal of Sound and Vibration :118304
2024
Herausgeber: Elsevier5283.
Petrov, Pavel S.; Ehrhardt, Matthias; Kozitskiy, Sergey B.
A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide
Journal of Sound and Vibration, 577 :118304
2024
Herausgeber: Academic Press5282.
Petrov, Pavel S.; Ehrhardt, Matthias; Kozitskiy, Sergey B.
A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide
Journal of Sound and Vibration, 577 :118304
2024
Herausgeber: Academic Press5281.
Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics, 101 (9-10) :1094–1112
2024
Herausgeber: Taylor & Francis5280.
Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics, 101 (9-10) :1094–1112
2024
Herausgeber: Taylor & Francis5279.
Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics
20245278.
Schäfers, Kevin; Peardon, Michael; Günther, Michael
A modified Cayley transform for SU (3)
Preprint
20245277.
Schäfers, Kevin; Peardon, Michael; Günther, Michael
A modified Cayley transform for SU (3)
Preprint
20245276.
Schaefers, Kevin; Peardon, Michael
A modified Cayley transform for SU(3)
20245275.
Ehrhardt, Matthias
A nonstandard finite difference scheme for a time-fractional model of Zika virus transmission
Mathematical Biosciences and Engineering, 21 (1) :924–962
2024
Herausgeber: AIMS Press5274.
Ehrhardt, Matthias
A nonstandard finite difference scheme for a time-fractional model of Zika virus transmission
Mathematical Biosciences and Engineering, 21 (1) :924–962
2024
Herausgeber: AIMS Press5273.
5272.
Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A numerical study of the impact of variance boundary conditions for the Heston model
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Springer
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Herausgeber: Bergische Universität Wuppertal
20245271.
Clemens, Markus; Henkel, Marvin-Lucas; Kasolis, Fotios; Günther, Michael
A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type
Preprint
20245270.
[german] Zeller, Diana; Bohrmann-Linde, Claudia; Mack, Nils; Diekmann, Charlotte; Schrader, Claudia
Virtual Reality für den Chemieunterricht
Nachrichten aus der Chemie, 72 (6) :15-22
20245269.
Clemens, Markus; Henkel, Marvin-Lucas; Kasolis, Fotios; Günther, Michael
A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type
Preprint
20245268.
Hoang, Manh Tuan; Ehrhardt, Matthias
A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator--prey model
Journal of Computational and Applied Mathematics :115752
2024
Herausgeber: Elsevier5267.
Dächert, Kerstin; Fleuren, Tino; Klamroth, Kathrin
A simple, efficient and versatile objective space algorithm for multiobjective integer programming
Mathematical Methods of Operations Research
20245266.
Gaul, Daniela; Klamroth, Kathrin; Pfeiffer, Christian; Stiglmayr, Michael; Schulz, Arne
A Tight Formulation for the Dial-a-Ride Problem
European Journal of Operational Research
September 2024
Herausgeber: Elsevier BV
ISSN: 0377-22175265.
Klass, Friedemann; Gabbana, Alessandro; Bartel, Andreas
Characteristic boundary condition for thermal lattice Boltzmann methods
Computers & Mathematics with Applications, 157 :195–208
2024
Herausgeber: Pergamon5264.
Frommer, Andreas; Rinelli, Michele; Schweitzer, Marcel
Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
Math. Comp.
20245263.
Vinod, Vivin; Zaspel, Peter
Assessing Non-Nested Configurations of Multifidelity Machine Learning for Quantum-Chemical Properties
Machine Learning: Science and Technology, 5 (4) :045005
2024
