Uncertainty Quantification
Publications
- 2021
4641.
Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A Gradient Descent Algorithm for the Heston model
arXiv preprint arXiv:2110.14370
20214640.
Farkas, Bálint; Nagy, Béla; Révész, Szilárd Gy.
A homeomorphism theorem for sums of translates
20214639.
Kühn, Jan; Bartel, Andreas; Putek, Piotr
A hysteresis loss model for Tellinen’s scalar hysteresis model
In van Beurden, Martijn and Budko, Neil and Schilders, Wil, Editor, Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020fromMathematics in Industry, Page 241–250
In van Beurden, Martijn and Budko, Neil and Schilders, Wil, Editor
Publisher: Springer Cham
20214638.
Kühn, Jan; Bartel, Andreas; Putek, Piotr
A Hysteresis Loss Model for Tellinen’s Scalar Hysteresis Model
Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020
Page 241--250
Publisher: Springer International Publishing Cham
2021
241--2504637.
Schnepper, Teresa; Klamroth, Kathrin; Puerto, Justo; Stiglmayr, Michael
A Local Analysis to Determine All Optimal Solutions of p-k-max Location Problems on Networks
Discrete Applied Mathematics, 296 :217-234
20214636.
Kapllani, Lorenc; Teng, Long; Ehrhardt, Matthias
A multistep scheme to solve backward stochastic differential equations for option pricing on GPUs
In Dimov, Ivan and Fidanova, Stefka, Editor, Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019, Page 196–208
In Dimov, Ivan and Fidanova, Stefka, Editor
Publisher: Springer Cham
20214635.
Kapllani, Lorenc; Teng, Long; Ehrhardt, Matthias
A multistep scheme to solve backward stochastic differential equations for option pricing on GPUs
In Dimov, Ivan and Fidanova, Stefka, Editor, Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019, Page 196–208
In Dimov, Ivan and Fidanova, Stefka, Editor
Publisher: Springer Cham
20214634.
Kapllani, Lorenc; Teng, Long; Ehrhardt, Matthias
A multistep scheme to solve backward stochastic differential equations for option pricing on gpus
, Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019Volume902, Page 196--208
Springer International Publishing
20214633.
Klass, Friedemann; Gabbana, Alessandro; Bartel, Andreas
A non-equilibrium bounce-back boundary condition for thermal multispeed LBM
Journal of Computational Science, 53 :101364
2021
Publisher: Elsevier4632.
Klass, Friedemann; Gabbana, Alessandro; Bartel, Andreas
A non-equilibrium bounce-back boundary condition for thermal multispeed LBM
J. Comput. Sci., 53 :101364
2021
Publisher: Elsevier {BV}4631.
4630.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
A parallel sparse grid combination technique using the Parareal Algorithm
Preprint IMACM
2021
Publisher: Bergische Universität Wuppertal4629.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
A parallel sparse grid combination technique using the Parareal Algorithm
Preprint IMACM
2021
Publisher: Bergische Universität Wuppertal4628.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
A parallel sparse grid combination technique using the Parareal Algorithm
Preprint IMACM
2021
Publisher: Bergische Universität Wuppertal4627.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
A parallel Sparse Grid Combination Technique using the Parareal Algorithm
20214626.
Teng, Long
A review of tree-based approaches to solve forward-backward stochastic differential equations
Journal of Computational Finance, 25 (3) :125–159
2021
Publisher: Incisive Media4625.
Teng, Long
A review of tree-based approaches to solve forward-backward stochastic differential equations
JCF, 25 (3) :125--159
20214624.
Caracas, Ioana Alexandra; others
A tau scenario application to a search for upward-going showers with the Fluorescence Detector of the Pierre Auger Observatory
PoS, ICRC2021 :1145
20214623.
Kühn, Jan; Bartel, Andreas; Putek, Piotr
A thermal extension and loss model for Tellinen’s hysteresis model
COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, 40 (2) :126–141
2021
Publisher: Emerald Group Publishing4622.
Kühn, Jan; Bartel, Andreas; Putek, Piotr
A thermal extension and loss model for Tellinen’s hysteresis model
COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, 40 (2) :126--141
2021
Publisher: Emerald Publishing Limited4621.
Clemens, Markus; Kasolis, Fotios; Henkel, M-L; Kähne, B; Günther, Michael
A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations
IEEE Transactions on Magnetics, 57 (6) :1--4
2021
Publisher: IEEE4620.
Clemens, Markus; Kasolis, Fotios; Henkel, M-L; Kähne, B; Günther, Michael
A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations
IEEE Transactions on Magnetics, 57 (6) :1–4
2021
Publisher: IEEE4619.
Clemens, Markus; Kasolis, Fotios; Henkel, M-L; Kähne, B; Günther, Michael
A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations
IEEE Transactions on Magnetics, 57 (6) :1–4
2021
Publisher: IEEE4618.
Janssen, N.; Gesell, H.; Gutt, R.; Janoske, U.
Adaption of the Aluminium Electrolysis to Volatile Power Supply: Development of a Predictive Model to Investigate the Thermal Behavior of a Cell
presented at NAFEMS World Congress 2022
October 20214617.
Hahne, J.; Friedhoff, S.; Bolten, M.
Algorithm 1016: PyMGRIT: a Python package for the parallel-in-time method MGRIT
ACM Trans. Math. Software, 47 (2) :Art. 19, 22
2021
