Publications
- 2025
- J. Kienitz and L. Moodliyar, "Gaussian views explained", Wilmott, vol. 2025, no. 135, pp. 72–77, 2025. Wilmott Magazine.
- A. Bartel and M. Schaller, "Goal-oriented time adaptivity for port-Hamiltonian systems", Journal of Computational and Applied Mathematics, vol. 461, pp. 116450, 2025.
- K. Schäfers, J. Finkenrath, M. Günther and F. Knechtli, "Hessian-free force-gradient integrators", Computer Physics Communications, vol. 309, pp. 109478, 2025.
- K. Schäfers, J. Finkenrath, M. Günther and F. Knechtli, "Hessian-free force-gradient integrators and their application to lattice QCD simulations", PoS, vol. LATTICE2024, pp. 025, 2025.
- C. Beck, A. Jentzen, K. Kleinberg and T. Kruse, "Nonlinear Monte Carlo Methods with Polynomial Runtime for Bellman Equations of Discrete Time High-Dimensional Stochastic Optimal Control Problems", Appl. Math. Optim., vol. 91, no. 1, pp. 26, 2025.
- J. Lorenz, T. Zwerschke, M. Günther and K. Schäfers, "Operator splitting for coupled linear port-Hamiltonian systems", Applied Mathematics Letters, vol. 160, pp. 109309, 2025. Elsevier.
- 2024
- F. Klass, A. Gabbana and A. Bartel, "Perfectly Matched Layers and Characteristic Boundaries in Lattice Boltzmann: Accuracy vs Cost", AIAA Journal, Dec. 2024.
- P. S. Petrov, M. Ehrhardt and S. B. Kozitskiy, "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, vol. 577, pp. 118304, 2024. Academic Press.
- A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A gradient-based calibration method for the Heston model", International Journal of Computer Mathematics, vol. 101, no. 9-10, pp. 1094–1112, 2024. Taylor & Francis.
- K. Schäfers, M. Peardon and M. Günther, "A modified Cayley transform for SU (3)", Preprint, 2024.
- M. Ehrhardt, "A nonstandard finite difference scheme for a time-fractional model of Zika virus transmission", Mathematical Biosciences and Engineering, vol. 21, no. 1, pp. 924–962, 2024. AIMS Press.
- A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A numerical study of the impact of variance boundary conditions for the Heston model", Burnecki, K. and Szwabiński, J. and Teuerle, M., Eds. Bergische Universität Wuppertal, 2024.
- M. Clemens, M. Henkel, F. Kasolis and M. Günther, "A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type", Preprint, 2024.
- F. Klass, A. Bartel and P. A. Gabbana, "Boundary conditions for multi-speed lattice Boltzmann methods", 2024.
- F. Klass, A. Gabbana and A. Bartel, "Characteristic boundary condition for thermal lattice Boltzmann methods", Computers & Mathematics with Applications, vol. 157, pp. 195–208, 2024. Pergamon.
- M. Günther, B. Jacob and C. Totzeck, "Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain", Mathematics of Control, Signals, and Systems, vol. 36, no. 4, pp. 957–977, 2024. Springer London.
- P. Zaspel and M. Günther, "Data-driven identification of port-Hamiltonian DAE systems by Gaussian processes", Preprint, 2024.
- L. Kapllani and L. Teng, "Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations", Discrete and continuous dynamical systems - B, vol. 29, no. 4, pp. 1695–1729, 2024. AIMS Press.
- T. Kossaczká, A. D. Jagtap and M. Ehrhardt, "Deep smoothness WENO method for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators", Physics of Fluid, vol. 36, no. 3, pp. 036603, 2024. AIP Publishing.
- J. Kienitz, "Exciting times are ahead - Gaussian views and yield curve extrapolation", Wilmott, vol. 2024, no. 134, pp. 46–50, 2024. Wilmott Magazine.
