Publications Prof. Dr. Matthias Ehrhardt
- 2015
- M. Ehrhardt, "Transparent boundary conditions for the high-order parabolic approximations" in 2015 Days on Diffraction (DD), IEEE, 2015, pp. 255–261.
- 2014
- M. Ehrhardt, L. J. Sánchez and R. J. Villanueva Micó, "Advanced computational engineering", International Journal of Computer Mathematics, vol. 91, no. 1, pp. 1–3, 2014. Taylor & Francis.
- A. Bartel and M. Ehrhardt, "Characteristic boundary conditions in the lattice Boltzmann method for fluid and gas dynamics", Journal of Computational and Applied Mathematics, vol. 262, pp. 51–61, 2014. North-Holland.
- M. Ehrhardt, "Classical and quasi-newton methods for a meteorological parameters prediction boundary value problem", Applied Mathematics & Information Sciences, vol. 8, no. 6, pp. 2683–2693, 2014. Natural Sciences Publishing.
- M. Ehrhardt, "Discrete transparent boundary conditions for multi-band effective mass approximations" in Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques, Ehrhardt, Matthias and Koprucki, Thomas, Eds. Springer Cham, 2014, pp. 273–318.
- C. Hendricks and M. Ehrhardt, "Evaluating the effects of changing market parameters and policy implications in the German electricity market", Journal of Energy Markets, vol. 7, no. 2, pp. 93–126, 2014. Infopro digital.
- A. Bartel and M. Ehrhardt, "Exact artificial boundary conditions for a lattice Boltzmann method", Computers & Mathematics with Applications, vol. 67, no. 11, pp. 2041–2054, 2014. Pergamon.
- M. Ehrhardt and M. Günther, "High order tensor product interpolation in the combination technique", Preprint IMACM, 2014. Bergische Universität Wuppertal.
- M. Ehrhardt, M. Günther and B. Jacob, "Modelling and Numerical Simulation" in Atmospheric Research From Different Perspectives: Bridging the Gap Between Natural and Social Sciences, Koppmann, Ralf, Eds. Springer Cham, 2014, pp. 27–34.
- M. Ehrhardt and M. Günther, "Modelling Stochastic Correlations in Finance", Preprint IMACM, 2014.
- M. Ehrhardt and A. Sánchez-Sánchez, "Modelling the dynamics of the students’ academic performance in the German region of the North Rhine-Westphalia: An epidemiological approach with uncertainty", International Journal of Computer Mathematics, vol. 91, no. 2, pp. 241–251, 2014. Taylor & Francis.
- Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques. Springer Cham, 2014.
ISBN: 978-3-319-01426-5
- M. Ehrhardt, "Nonstandard finite difference schemes for the Black-Scholes equation", Contemporary Mathematics, vol. 618, pp. 217–227, 2014. American Mathematical Society.
- M. Ehrhardt, "Numerical analysis of nonlinear European option pricing problem in illiquid markets", Preprint IMACM, 2014. Bergische Universität Wuppertal.
- M. Ehrhardt, L. J. Sánchez and R. J. Villanueva Micó, "Numerical methods and mathematical modelling in biology, medicine and social sciences", International Journal of Computer Mathematics, vol. 91, no. 2, pp. 176–178, 2014. Taylor & Francis.
- M. Ehrhardt, "Popular support to terrorist organizations: A short-term prediction based on a dynamic model applied to a real case" in Mathematical modeling in social sciences and engineering, Nova Science Publishers, 2014, pp. 169–176.
- Z. Bučková, J. P. C. M. Silva, M. Ehrhardt, M. Günther and E. J. W. Maten, "STRIKE: Novel Methods in Computational Finance - A European mathematical research training network" in ECMI Newsletter 55, 2014, pp. 9–11.
- L. Teng, M. Ehrhardt and M. Günther, "The pricing of Quanto options under dynamic correlation (short version)" in Proceedings of the 14th International Conference on Mathematical Methods in Science and Enginnering Volume IV, 2014, pp. 1228–1238.
- M. Ehrhardt, "Transient simulation of k⋅p-Schrödinger systems using discrete transparent boundary conditions" in Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques, Ehrhardt, Matthias and Koprucki, Thomas, Eds. Springer Cham, 2014, pp. 247–272.
- 2013
- M. Ehrhardt, "A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients", Applied Mathematics and Computation, vol. 219, no. 12, pp. 6591–6604, 2013. Elsevier.
- A. Bartel and M. Ehrhardt, "An Introduction to the lattice Boltzmann method for coupled problems" in Novel Trends in Lattice-Boltzmann Methods, Bentham Science Publishers, 2013, pp. 3–30.
- M. Ehrhardt, "An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- L. Teng, M. Ehrhardt and M. Günther, "Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults", International Journal of Theoretical and Applied Finance, vol. 16, no. 07, pp. 1350040, 2013. World Scientific Publishing.
- C. Hendricks and M. Ehrhardt, "Clean spread options in the German electricity market", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- G. I. Ramírez-Espinoza and M. Ehrhardt, "Conservative and finite volume methods for the convection-dominated pricing problem", Advances in Applied Mathematics and Mechanics, vol. 5, no. 6, pp. 759–790, 2013. Cambridge University Press.
