Publications Prof. Dr. Matthias Ehrhardt
- 2013
- 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.
- 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.
- 2012
- D. Shcherbakov and M. Ehrhardt, "Geometric numerical integration structure-preserving algorithms for QCD simulations" in Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011), 2012, pp. 327.
- M. Ehrhardt, "Discrete transparent boundary conditions for the Schrödinger equation on circular domains", Communications in Mathematical Sciences, vol. 10, no. 3, pp. 889–916, 2012. International Press of Boston.
- M. Ehrhardt, "Absorbing boundary conditions for solving stationary Schrödinger equations" in Progress in Industrial Mathematics at ECMI 2010, Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael, Eds. Springer Berlin Heidelberg, 2012, pp. 635–641.
- Q. A. Dang, M. Ehrhardt, G. L. Tran and D. Le, "Mathematical modeling and numerical algorithms for simulation of oil pollution", Environmental Modeling & Assessment, vol. 17, no. 3, pp. 275–288, 2012. Springer Netherlands.
- M. Ehrhardt, "Modelling and numerical valuation of power derivatives in energy markets", Advances in Applied Mathematics and Mechanics, vol. 4, no. 3, pp. 259–293, 2012. Global Science Press.
- M. Ehrhardt, "Optimized far field boundary conditions for hyperbolic systems", Preprint IMACM, 2012. Bergische Universität Wuppertal.
- Q. A. Dang and M. Ehrhardt, "On Dirac delta sequences and their generating functions", Applied Mathematics Letters, vol. 25, no. 12, pp. 2385–2390, 2012. Pergamon.
- M. Ehrhardt, "Meshfree methods in option pricing" in 2012 Mediterranean Conference on Embedded Computing (MECO), IEEE, 2012, pp. 243–246.
- Coupled Fluid Flow in Energy, Biology and Environmental Research. Bentham Science Publishers, 2012.
ISBN: 978-1-60805-691-0
- M. Ehrhardt, "An introduction to fluid-porous interface coupling" in Coupled Fluid Flow in Energy, Biology and Environmental Research, Bentham Science Publishers, 2012, pp. 3–12.
- 2011
- M. Ehrhardt, "Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities", Communications in Computational Physics, vol. 10, no. 5, pp. 1280–1304, 2011. Cambridge University Press.
- M. Ehrhardt, "A high-order compact method for nonlinear Black-Scholes option pricing equations of American options", International Journal of Computer Mathematics, vol. 88, no. 13, pp. 2782–2797, 2011. Taylor & Francis.
- M. Ehrhardt, "Efficient numerical valuation of continuous installment options", Advances in Applied Mathematics and Mechanics, vol. 3, no. 2, pp. 141–164, 2011. Cambridge University Press.
- M. Ehrhardt, "A new method for stress testing on investment products" in The Risk of Investment Products: From Product Innovation to Risk Compliance, World Scientific Publishing, 2011, pp. 225–240.
- 2010
- M. Ehrhardt, "Fixed domain transformations and split-step finite difference schemes for nonlinear Black-Scholes equations for American options" in Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, Ehrhardt, Matthias, Eds. Nova Science Publishers, 2010, pp. 243–273.
- M. Ehrhardt, "Modeling boundary conditions for solving stationary Schrödinger equations", Preprint IMACM, 2010. Bergische Universität Wuppertal.
- M. Ehrhardt, "Absorbing boundary condition for hyperbolic systems", Numerical Mathematics: Theory, Methods and Applications, vol. 3, no. 3, pp. 295–337, 2010. Global Science Press.
- M. Ehrhardt, "Fast numerical methods for waves in periodic media" in Wave Propagation in Periodic Media, Ehrhardt, Matthias, Eds. Bentham Science Publishers, 2010, pp. 135–166.
- Wave Propagation in Periodic Media: Analysis, Numerical Techniques and practical Applications. Bentham Science Publishers, 2010.
ISBN: 9781608051502
- 2009
- M. Ehrhardt, "Numerical simulation of waves in periodic structures", Communications in Computational Physics, vol. 5, no. 5, pp. 849–870, 2009. Global Science Press.
- M. Ehrhardt, "Evaluation of scattering operators for semi-infinite periodic arrays", Communications in Mathematical Sciences, vol. 7, no. 2, pp. 347–364, 2009. International Press of Boston.
- M. Ehrhardt, "A model of an electrochemical flow cell with porous layer", Preprint WIAS, no. 1437, 2009. Weierstraß-Institut für Angewandte Analysis und Stochastik.
- M. Ehrhardt, "A threestepped coordinated level set segmentation method for identifying atherosclerotic plaques on MR-images", Communications for Numerical Methods in Engineering, vol. 25, no. 6, pp. 615–638, 2009. John Wiley & Sons.
