Applied and Computational Mathematics (ACM)

Publications Prof. Dr. Michael Günther



2014
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.
Progress in differential-algebraic equations: Deskriptor 2013. Springer Berlin Heidelberg, 2014.

ISBN: 978-3-662-44925-7

A. Bartel, M. Günther and E. J. W. Maten, "Elektronische Industrie — Mathematics Inside", Output Forschungsmagazin der Bergischen Universität Wuppertal, no. Nr. 12, pp. 30–35, 2014. Bergische Universität Wuppertal.
E. J. W. Maten, R. Pulch, W. H. A. Schilders and H. H. J. M. Janssen, "Efficient calculation of uncertainty quantification" in Progress in Industrial Mathematics at ECMI 2012, Fontes, Magnus and Günther, Michael and Marheineke, Nicole, Eds. Springer Cham, 2014, pp. 361–370.
2013
A. Sandu and M. Günther, "A class of generalized additive Runge-Kutta methods", Preprint, 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.
S. Schöps, A. Bartel and M. Günther, "An optimal p-Refinement strategy for dynamic iteration of ordinary and differential algebraic equations", PAMM: Proceedings in Applied Mathematics and Mechanics, vol. 13, no. 1, pp. 549–552, 2013. WILEY-VCH Verlag.
A. Bartel, M. Brunk, M. Günther and S. Schöps, "Dynamic iteration for coupled problems of electric circuits and distributed devices", SIAM Journal on Scientific Computing, vol. 35, no. 2, pp. B315–B335, 2013. Society for Industrial and Applied Mathematics.
2012
L. De Tommasi, T. G. J. Beelen, M. F. Sevat, J. Rommes and E. J. W. Maten, "Multi-objective optimization of RF circuit blocks via surrogate models and NBI and SPEA2 methods" 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. 195–201.
M. Wandelt, M. Günther and M. Striebel, "Symmetric, Time-Reversible and Volume-Preserving Projection Methods for Differential Equations on Manifolds: the Non-Abelian Case", Preprint IMACM, 2012. Bergische Universität Wuppertal.
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.
Progress in Industrial Mathematics at ECMI 2010. Springer Berlin Heidelberg, 2012.

ISBN: 978-3-642-25099-6

G. Alì, A. Bartel and N. Rotundo, "An existence result for index-2 PDAE system arising in semiconductor modeling" 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. 45–51.
M. Wandelt, M. Günther, F. Knechtli and M. Striebel, "Symmetric partitioned Runge-Kutta methods for differential equations on Lie groups", Applied Numerical Mathematics, vol. 62, no. 12, pp. 1740–1748, 2012. Elsevier.
J. Virtanen, E. J. W. Maten, T. G. J. Beelen, M. Honkala and M. Hulkkonen, "Initial conditions and robust Newton-Raphson for harmonic balance analysis of free-running oscillators" 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. 29–35.
2011
H. Brachtendorf, T. Tinttunen, W. Schoenmaker, C. Tischendorf, H. Janssen, K. Bittner, E. Dautbegovic, R. Winkler, R. Pulch and others, "ICESTARS: integrated circuit/EM simulation and design technologies for advanced radio systems-on-chip", CASA-report, vol. 1119, 2011. Technische Universiteit Eindhoven.
M. Striebel, M. Günther, F. Knechtli and M. Wandelt, "Accuracy of symmetric partitioned Runge-Kutta methods for differential equations on Lie-groups" in Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011), Sissa Medialab, 2011, pp. 049.
2010
M. Günther, J. Schuster and M. Siegle, "Symbolic calculation of k-shortest paths and related measures with the stochastic process algebra tool CASPA" in Proceedings of the First Workshop on DYnamic Aspects in DEpendability Models for Fault-Tolerant Systems, Association for Computing Machinery, 2010, pp. 13–18.
M. Günther and A. Jüngel, "Die Black-Scholes-Gleichung" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 48–99.
M. Günther and A. Jüngel, "Numerische Lösung parabolischer Differentialgleichungen" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 146–194.
M. Günther and A. Jüngel, "Einige weiterführende Themen" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 227–318.
M. Günther and A. Jüngel, "Numerische Lösung freier Randwertprobleme" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 195–226.
M. Günther and A. Jüngel, "Die Binomialmethode" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 19–47.
M. Günther and A. Jüngel, "Die Monte-Carlo-Methode" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 100–145.