Publications

J. Kienitz and L. Moodliyar, "Gaussian views explained", Wilmott, vol. 2025, no. 135, pp. 72–77, 2025. Wilmott Magazine.

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K. Schäfers, J. Finkenrath, M. Günther and F. Knechtli, "Hessian-free force-gradient integrators", Computer Physics Communications, vol. 309, pp. 109478, 2025.

DOI: https://doi.org/10.1016/j.cpc.2024.109478

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.

DOI: 10.22323/1.466.0025

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.

DOI: 10.1007/s00245-024-10213-7

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.

DOI: 10.1016/j.aml.2024.109309

A. Bartel and M. Schaller, "Goal-oriented time adaptivity for port-Hamiltonian systems", Journal of Computational and Applied Mathematics, vol. 461, pp. 116450, 2025.

DOI: https://doi.org/10.1016/j.cam.2024.116450

F. Klass, A. Gabbana and A. Bartel, "Perfectly Matched Layers and Characteristic Boundaries in Lattice Boltzmann: Accuracy vs Cost", AIAA Journal, Dec. 2024.

DOI: 10.2514/1.j064563

A. Bartel, M. Diab, A. Frommer, M. Günther and N. Marheineke, "Splitting Techniques for DAEs with port-Hamiltonian Applications", Preprint, 2024.

DOI: 10.48550/arXiv.2404.13531

J. Ackermann, T. Kruse and M. Urusov, "Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems", Finance and Stochastics, vol. 28, no. 3, pp. 813–863, 2024. Springer Verlag.

DOI: 10.1007/s00780-024-00537-1

J. Ackermann, T. Kruse and M. Urusov, "Self-exciting price impact via negative resilience in stochastic order books", Annals of Operations Research, vol. 336, no. 1, pp. 637–659, 2024. Springer Netherlands.

DOI: 10.1007/s10479-022-04973-0

M. Ehrhardt, T. Kruse and A. Tordeux, "The collective dynamics of a stochastic port-Hamiltonian self-driven agent model in one dimension", ESAIM: Mathematical Modelling and Numerical Analysis, vol. 58, no. 2, pp. 515–544, 2024. EDP Sciences.

DOI: 10.1051/m2an/2024004

J. Ackermann, M. Ehrhardt, T. Kruse and A. Tordeux, "Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems", Preprint, 2024.

DOI: 10.48550/arXiv.2401.17954

M. Clemens, M. Henkel, F. Kasolis and M. Günther, "Structural Aspects of Electromagneto-Quasistatic Field Formulations of Darwin-Type Derived in the Port-Hamiltonian System Framework", TechRxiv, 2024. IEEE.

DOI: 10.36227/techrxiv.172047221.13281145/v1

M. Günther, B. Jacob and C. Totzeck, "Structure-Preserving Identification of Port-Hamiltonian Systems—A Sensitivity-Based Approach" in Scientific Computing in Electrical Engineering SCEE 2022, Amsterdam, The Netherlands, July 2022, van Beurden, Martijn and Budko, Neil V. and Ciuprina, Gabriela and Schilders, Wil and Bansal, Harshit and Barbulescu, Ruxandra, Eds. Springer Cham, 2024, pp. 167–174.

DOI: 10.1007/978-3-031-54517-7_19

G. M. R. Costa and M. Ehrhardt, "Mathematical analysis and a nonstandard scheme for a model of the immune response against COVID-19" in Mathematical and Computational Modeling of Phenomena Arising in Population Biology and Nonlinear Oscillations, AMS Contemporary Mathematics, 2024, pp. 251–270.

DOI: 10.1090/conm/793/15881

L. Kapllani, L. Teng and M. Rottmann, "Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations", Preprint IMACM, 2024. Bergische Universität Wuppertal.

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T. Kruse and P. Strack, "Optimal dynamic control of an epidemic", Operations Research, vol. 72, no. 3, pp. 1031–1048, 2024. INFORMS.

DOI: 10.1287/opre.2022.0161

A. Bartel, M. Clemens, M. Günther, B. Jacob and T. Reis, "Port-Hamiltonian systems’ modelling in electrical engineering" in Scientific Computing in Electrical Engineering: SCEE 2022, Amsterdam, The Netherlands, July 2022, van Beurden, Martijn and Budko, Neil V. and Ciuprina, Gabriela and Schilders, Wil and Bansal, Harshit and Barbulescu, Ruxandra, Eds. Springer Cham, 2024, pp. 133–143.

DOI: 10.1007/978-3-031-54517-7_15

J. Kienitz, "Exciting times are ahead - Gaussian views and yield curve extrapolation", Wilmott, vol. 2024, no. 134, pp. 46–50, 2024. Wilmott Magazine.

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M. Clemens, M. Henkel, F. Kasolis and M. Günther, "A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type", Preprint, 2024.

DOI: 10.48550/arXiv.2404.18767