Publications Prof. Dr. Michael Günther
- 2016
- M. Ehrhardt and M. Günther, "Fichera theory and its application in finance" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 103–111.
- I. Kossaczky, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for HJB equations", Applied Mathematics Letters, vol. 52, pp. 53–57, 2016. Pergamon.
- C. Hendricks, M. Ehrhardt and M. Günther, "High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique", Applied Numerical Mathematics, vol. 101, pp. 36–52, 2016. North-Holland.
- P. Pólvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations", AIP Conference Proceedings, vol. 1773, no. 1, pp. 030001, 2016. American Institute of Physics.
- I. Kossaczkỳ, M. Ehrhardt and M. Günther, "Modifications of the PCPT method for HJB equations" in 8th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’16, American Institute of Physics, 2016, pp. 030002.
- I. Kossaczky, M. Ehrhardt and M. Günther, "Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations", Preprint IMACM, 2016. Bergische Universität Wuppertal.
- L. Teng, M. Ehrhardt and M. Günther, "On the Heston model with stochastic correlation", International Journal of Theoretical and Applied Finance, vol. 19, no. 06, pp. 1650033, 2016. World Scientific Publishing.
- L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–18, 2016. Springer Verlag.
- L. Teng, M. Ehrhardt and M. Günther, "The dynamic correlation model and its application to the Heston model" in Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation, Glau, Kathrin and Grbac, Zorana and Scherer, Matthias and Zags, Rudi, Eds. Springer Cham, 2016, pp. 437–449.
- P. Putek, K. Gausling, A. Bartel, K. M. Gawrylczyk, R. Pulch and M. Günther, "Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 233–242.
- Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014. Springer Cham, 2016.
ISBN: 978-3-319-30398-7
- P. Putek, R. Pulch, A. Bartel, E. J. W. Maten, M. Günther and K. M. Gawrylczyk, "Shape and topology optimization of a permanent-magnet machine under uncertainties", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–19, 2016. Springer Verlag.
- C. Hachtel, A. Bartel and M. Günther, "Interface reduction for multirate ODE-Solver" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 185–193.
- K. Gausling and A. Bartel, "First results for uncertainty quantification in co-simulation of coupled electrical circuits" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 243–251.
- C. Hachtel, M. Günther and A. Bartel, "Model order reduction for multirate ODE-Solvers in a multiphysics application" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 473–480.
- C. Hachtel, A. Bartel and M. Günther, "Stability and Error Analysis for Coupled Multirate-MOR Methods", Preprint IMACM, 2016. Bergische Universität Wuppertal.
- F. Knechtli, M. Günther and M. Peardon, "Quantum Field Theory (QFT) on the Lattice" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 1–34.
- F. Knechtli, M. Günther and M. Peardon, "Monte Carlo methods" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2016, pp. 35–53.
- M. Wandelt, F. Knechtli and M. Günther, "The Wilson flow and the finite temperature phase transition", Journal of High Energy Physics, vol. 2016, no. 10, 2016. Springer Verlag.
- M. Günther, C. Hachtel and A. Sandu, "Multirate GARK schemes for multiphysics problems" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 115–121.
- M. Wandelt and M. Günther, "Efficient numerical simulation of the Wilson Flow in lattice QCD" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 1065–1071.
- E. J. W. Maten, P. A. Putek, M. Günther, R. Pulch, C. Tischendorf, C. Strohm, W. Schoenmaker, P. Meuris, B. D. Smedt, P. Benner, L. Feng, N. Banagaaya, Y. Yue, R. Janssen, J. J. Dohmen, B. Tasic, F. Deleu, R. Gillon, A. Wieers, H. Brachtendorf, K. Bittner, T. Kratochvíl, J. Petřzela, R. Sotner, T. Götthans, J. Dřínovský, S. Schöps, D. J. D. Guerra, T. Casper, H. D. Gersem, U. Römer, P. Reynier, P. Barroul, D. Masliah and B. Rousseau, "Nanoelectronic COupled problems solutions - nanoCOPS: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation", Journal of Mathematics in Industry, vol. 7, no. 1, pp. 1–19, 2016. Springer Verlag.
- B. Tasic, J. J. Dohmen, E. J. W. Maten, T. G. J. Beelen, H. H. J. M. Janssen, W. H. A. Schilders and M. Günther, "Fast fault simulation to identify subcircuits involving faulty components" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 369–376.
- 2015
- A. C. Antoulas, R. Ionutiu, N. Martins, E. J. W. Maten, K. Mohaghegh, R. Pulch, J. Rommes, M. Saadvandi and M. Striebel, "Model order reduction: Methods, concepts and properties" in Coupled Multiscale Simulation and Optimization in Nanoelectronics, Günther, Michael, Eds. Springer Berlin Heidelberg, 2015, pp. 159–265.
- G. Ciuprina, J. F. Villena, D. Ioan, Z. Ilievski, S. Kula, E. J. W. Maten, K. Mohaghegh, R. Pulch, W. H. A. Schilders, L. M. Silveira, A. Ştefănescu and M. Striebel, "Parameterized model order reduction" in Coupled Multiscale Simulation and Optimization in Nanoelectronics, Günther, Michael, Eds. Springer Berlin Heidelberg, 2015, pp. 267–359.