Applied and Computational Mathematics (ACM)

Uncertainty Quantification

Publications



2017

3791.

Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail; others
A functional limit theorem for irregular SDEs
, Annales de l'Institut Henri Poincaré, Probabilités et StatistiquesVolume53, Page 1438--1457
Institut Henri Poincaré
2017

3790.

Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail; others
A functional limit theorem for irregular SDEs
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (3) :1438–1457
2017
Publisher: Institute of Mathematical Statistics

3789.

Bolten, Matthias; Moser, D.; Speck, R.
A multigrid perspective on the parallel full approximation scheme in space and time
Numer. Lin. Alg. Appl., 24 (6) :e2110
2017

3788.

Bolten, M.; Moser, D.; Speck, R.
A multigrid perspective on the parallel full approximation scheme in space and time
Numer. Lin. Alg. Appl., 24 (6) :e2110
2017

3787.

Bolten, M.; Moser, D.; Speck, R.
A multigrid perspective on the parallel full approximation scheme in space and time
Numer. Lin. Alg. Appl., 24 (6) :e2110
2017

3786.

Ehrhardt, Matthias
A new two-way artificial boundary condition for wave propagation
23rd AIAA/CEAS Aeroacoustics Conference, Page 3509
2017

3785.

Ehrhardt, Matthias
A new two-way artificial boundary condition for wave propagation
Page 3509
2017
3509

3784.

Ehrhardt, Matthias
A new two-way artificial boundary condition for wave propagation
Page 3509
2017
3509

3783.

Schmiedt, Hanno; Schlemmer, Stephan; Yurchenko, Sergey N.; Yachmenev, Andrey; Jensen, Per
A semi-classical approach to the calculation of highly excited rotational energies for asymmetric-top molecules
Physical Chemistry Chemical Physics, 19 (3) :1847-1856
2017
Publisher: Royal Society of Chemistry

3782.

Schmiedt, Hanno; Schlemmer, Stephan; Yurchenko, Sergey N.; Yachmenev, Andrey; Jensen, Per
A semi-classical approach to the calculation of highly excited rotational energies for asymmetric-top molecules
Physical Chemistry Chemical Physics, 19 (3) :1847-1856
2017
Publisher: Royal Society of Chemistry

3781.

Schmiedt, Hanno; Schlemmer, Stephan; Yurchenko, Sergey N.; Yachmenev, Andrey; Jensen, Per
A semi-classical approach to the calculation of highly excited rotational energies for asymmetric-top molecules
Physical Chemistry Chemical Physics, 19 (3) :1847-1856
2017
Publisher: Royal Society of Chemistry

3780.

Schweitzer, Marcel
A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
Numer. Algorithms, 76 (1) :1-31
2017

3779.

Schweitzer, Marcel
A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
Numer. Algorithms, 76 (1) :1-31
2017

3778.

Schweitzer, Marcel
A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
Numer. Algorithms, 76 (1) :1-31
2017

3777.

Klamroth, Kathrin; Köbis, Elisabeth; Schöbel, Anita; Tammer, Christiane
A unified approach to uncertain optimization
European Journal of Operational Research, 260 :403-420
2017

3776.

Shcherbakov, Dmitry; Ehrhardt, Matthias; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco; Peardon, Michael
Adapted nested force-gradient integrators: The Schwinger model case
Communications in Computational Physics, 21 (4) :1141–1153
2017
Publisher: Cambridge University Press

3775.

Shcherbakov, Dmitry; Ehrhardt, Matthias; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco; Peardon, Michael
Adapted nested force-gradient integrators: The Schwinger model case
Communications in Computational Physics, 21 (4) :1141–1153
2017
Publisher: Cambridge University Press

3774.

Shcherbakov, Dmitry; Ehrhardt, Matthias; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco; Peardon, Michael
Adapted nested force-gradient integrators: The Schwinger model case
Communications in Computational Physics, 21 (4) :1141–1153
2017
Publisher: Cambridge University Press

3773.

Bolten, Matthias; Franchetti, F.; Kelly, P. H.; Lengauer, C.; Mohr, M.
Algebraic description and automatic generation of multigrid methods in SPIRAL
CCPE, 29 (17) :e4105
2017

3772.

Bolten, M.; Franchetti, F.; Kelly, P. H.; Lengauer, C.; Mohr, M.
Algebraic description and automatic generation of multigrid methods in SPIRAL
CCPE, 29 (17) :e4105
2017

3771.

Bolten, M.; Franchetti, F.; Kelly, P. H.; Lengauer, C.; Mohr, M.
Algebraic description and automatic generation of multigrid methods in SPIRAL
CCPE, 29 (17) :e4105
2017

3770.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Page 333–371
Publisher: Springer Cham
2017
333–371

3769.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
Novel Methods in Computational Finance :333--371
2017
Publisher: Springer International Publishing

3768.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Page 333–371
Publisher: Springer Cham
2017
333–371

3767.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Page 333–371
Publisher: Springer Cham
2017
333–371