Applied and Computational Mathematics (ACM)

Publications Prof. Dr. Michael Günther



2021
M. Bannenberg and A. Ciccazzo, "A Combination of Model Order Reduction and Multirate Techniques for Coupled Dynamical Systems" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, Springer International Publishing, 2021, pp. 191–199.
M. Günther, A. Sandu, K. Schäfers and A. Zanna, "Symplectic GARK methods for partitioned Hamiltonian systems", Preprint, 2021.
2020
P. Putek, A. Bartel and M. Günther, "Shape optimization of a PM synchronous machine under probabilistic constraints" in Scientific Computing in Electrical Engineering: SCEE 2018, Taormina, Italy, September 2018, Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2020, pp. 243–253.
M. Günther, R. Höllwieser and F. Knechtli, "Constrained hybrid Monte Carlo algorithms for Gauge-Higgs models", Computer Physics Communications, vol. 254, pp. 107192, 2020. Elsevier.
C. Günther, M. Günther and D. Günther, "Tracing contacts to control the COVID-19 pandemic", Preprint, 2020.
A. Clevenhaus, M. Ehrhardt, M. Günther and D. Ševčovič, "Pricing American options with a non-constant penalty parameter", Journal of Risk and Financial Management, vol. 13, no. 6, pp. 124, 2020. MDPI.
L. Teng, A. Lapitckii and M. Günther, "A multi-step scheme based on cubic spline for solving backward stochastic differential equations", Applied Numerical Mathematics, vol. 150, pp. 117–138, 2020. Elsevier.
L. Teng, X. Wu, M. Günther and M. Ehrhardt, "A new methodology to create valid time-dependent correlation matrices via isospectral flows", ESAIM: Mathematical Modelling and Numerical Analysis, vol. 54, no. 2, pp. 361–371, 2020. EDP Sciences.
A. Bartel and M. Günther, "Inter/extrapolation-based multirate schemes: A dynamic-iteration perspective" in Progress in Differential-Algebraic Equations II, Reis, Timo and Grundel, Sara and Schöps, Sebastian, Eds. Springer Cham, 2020, pp. 73–90.
2019
I. Kossaczky, M. Ehrhardt and M. Günther, "The two-dimensional tree-grid method", Journal of Computational Finance, vol. 23, no. 2, pp. 29–57, 2019. Incisive Media.
P. Putek, E. J. W. Maten, M. Günther, A. Bartel, R. Pulch, P. Meuris and W. Schoenmaker, "Robust shape optimization under uncertainties in device materials, geometry and boundary conditions" in Nanoelectronic Coupled Problems Solutions, ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert, Eds. Springer Cham, 2019, pp. 223–260.
S. Schöps, D. J. Duque Guerra, H. De Gersem, A. Bartel, M. Günther and R. Pulch, "Non-Intrusive methods for the cosimulation of coupled problems" in Nanoelectronic Coupled Problems Solutions, ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert, Eds. Springer Cham, 2019, pp. 131–159.
B. Lang, D. Müller, H. Arndt, A. Bartel, K. Blankenagel, H. Gottschalk, M. Günther, L. Humbert, B. Jacob, K. Klamroth, B. Rüdiger, B. Späth, M. Stiglmayr, C. Wyss and others, "Fachlichkeitsaspekte im Mathematik-und Informatikstudium: Herausforderungen, Ansätze zur Berücksichtigung im Studienverlauf und Erfahrungen" in Die Stimmen der Fächer hören: Fachprofil und Bildungsanspruch in der Lehrerbildung, Brill Schöningh, 2019, pp. 413–428.
M. Wandelt, M. Günther and M. Muniz, "Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD", Journal of Computational and Applied Mathematics, vol. 387, pp. 112495, 2019. Elsevier.
J. J. Dohmen, B. Tasic, R. Janssen, E. J. W. Maten, T. G. J. Beelen, R. Pulch and M. Günther, "Fast fault simulation for detecting erroneous connections in ICs" in Nanoelectronic Coupled Problems Solutions, ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert, Eds. Springer Cham, 2019, pp. 381–400.
2018
P. A. Putek, E. J. W. Maten, M. Günther and J. K. Sykulski, "Variance-based robust optimization of a permanent magnet synchronous machine", IEEE Transactions on Magnetics, vol. 54, no. 3, pp. 1–4, 2018. IEEE.
I. Kossaczky, M. Ehrhardt and M. Günther, "A new convergent explicit tree-grid method for HJB equations in one space dimension", Numerical Mathematics: Theory, Methods and Applications, vol. 11, no. 1, pp. 1–29, 2018. Global Science Press.
C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations", Journal of Computational Finance, vol. 21, no. 5, pp. 1–33, 2018. Incisive Media.
L. Teng, M. Ehrhardt and M. Günther, "Quanto pricing in stochastic correlation models", International Journal of Theoretical and Applied Finance, vol. 21, no. 05, pp. 1850038, 2018. World Scientific Publishing.
A. Bartel and M. Günther, "PDAEs in refined electrical network modeling", SIAM Review, vol. 60, no. 1, pp. 56–91, 2018. Society for Industrial and Applied Mathematics.
C. Hachtel, J. Kerler-Back, A. Bartel, M. Günther and T. Stykel, "Multirate DAE/ODE-simulation and model order reduction for coupled field-circuit systems" in Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter, Eds. Springer Cham, 2018, pp. 91–100.
P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, M. Günther and B. Tasic, "Robust optimization of an RFIC isolation problem under uncertainties" in Scientific Computing in Electrical Engineering, Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter, Eds. Springer Cham, 2018, pp. 177–186.
P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, B. Tasic and M. Günther, "Nanoelectronic COupled problems solutions: Uncertainty quantification for analysis and optimization of an RFIC interference problem", Journal of Mathematics in Industry, vol. 8, no. 1, pp. 1–19, 2018. Springer Verlag.
P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, B. Tasic and M. Günther, "Nanoelectronic coupled problems solutions: Uncertainty quantification of RFIC interference" in Progress in Industrial Mathematics at ECMI 2016, Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Mendéz, Miguel E., Eds. Springer Cham, 2018, pp. 271–279.
2017
B. Düring, C. Hendricks and J. Miles, "Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models" in Novel Methods in Computational Finance, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 295–312.