Publications Prof. Dr. Matthias Ehrhardt
- 2015
- M. Ehrhardt, "A transparent boundary condition for an elastic bottom in underwater acoustics" in Finite Difference Methods, Theory and Applications: 6th International Conference, FDM 2014, Lozenetz, Bulgaria, June 18-23, 2014, Revised Selected Papers, Springer Cham, 2015, pp. 15–24.
- 2014
- Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques. Springer Cham, 2014.
ISBN: 978-3-319-01426-5
- 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.
- 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.
- 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.
- 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.
- 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, "Numerical analysis of nonlinear European option pricing problem in illiquid markets", Preprint IMACM, 2014. Bergische Universität Wuppertal.
- M. Ehrhardt, "Nonstandard finite difference schemes for the Black-Scholes equation", Contemporary Mathematics, vol. 618, pp. 217–227, 2014. American Mathematical Society.
- 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.
- 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.
- 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, "High order tensor product interpolation in the combination technique", Preprint IMACM, 2014. Bergische Universität Wuppertal.
- 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, 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.
- 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.
- 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.
- 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 and M. Günther, "Modelling Stochastic Correlations in Finance", Preprint IMACM, 2014.
- 2013
- 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.
- L. Teng, M. Ehrhardt and M. Günther, "Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model", International Journal of Computer Mathematics, vol. 90, no. 5, pp. 1083–1095, 2013. Taylor & Francis.
- Novel Trends in Lattice-Boltzmann Methods: Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction. Bentham Science Publishers, 2013.
ISBN: 978-1-60805-717-7
- 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.
- C. Hendricks and M. Ehrhardt, "Clean spread options in the German electricity market", 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.
