Publikationen
- 2020
- 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, Apr. 2020. North-Holland.
- S. Ankirchner, T. Kruse, M. Urusov and others, "A functional limit theorem for coin tossing Markov chains" in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2020, pp. 2996--3019.
- 2019
- S. Ankirchner, T. Kruse and M. Urusov, "Wasserstein convergence rates for random bit approximations of continuous Markov processes", Journal of Mathematical Analysis and Applications, vol. 493, no. 2, pp. 124543, 2019. Academic Press.
- A. G. Tyshchenko, P. S. Petrov and M. Ehrhardt, "Wide-angle mode parabolic equation with transparent boundary conditions and its applications in shallow water acoustics" in 2019 Days on Diffraction (DD), 2019, pp. 221--225.
- J. R. Yusupov, K. K. Sabirov, M. Ehrhardt and D. U. Matrasulov, "Transparent quantum graphs", Physics Letters A, vol. 383, no. 20, pp. 2382--2388, 2019. North-Holland.
- S. Ankirchner, M. Klein and T. Kruse, "A verification theorem for optimal stopping problems with expectation constraints", Applied Mathematics & Optimization, vol. 79, no. 1, pp. 145--177, 2019. Springer US.
- A. Bartel and M. Günther, "Multirate Schemes", Novel Mathematics Inspired by Industrial Challenges, pp. 5, 2019.
- L. Teng and A. Clevenhaus, "Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation", JCS, vol. 36, pp. 101022, 2019.
- T. Kruse and P. Strack, "An inverse optimal stopping problem for diffusion processes", Mathematics of Operations Research, vol. 44, no. 2, pp. 423--439, 2019. INFORMS.
- T. Kruse and M. Urusov, "Approximating exit times of continuous Markov processes", arXiv preprint arXiv:1904.04344, 2019.
- A. D. Sezer, T. Kruse and A. Popier, "Backward stochastic differential equations with non-Markovian singular terminal values", Stochastics and Dynamics, vol. 19, no. 02, pp. 1950006, 2019. World Scientific.
- S. Treibert, H. Brunner and M. Ehrhardt, "Compartment models for vaccine effectiveness and non-specific effects for Tuberculosis", Mathematical Biosciences and Engineering, vol. 16, no. 6, pp. 7250--7298, 2019.
- B. Lang, D. Müller, H. Arndt, A. Bartel, K. Blankenagel, H. Gottschalk, M. Günther, L. Humbert, B. Jacob, K. Klamroth and others, "Fachlichkeitsaspekte im {M}athematik- und {I}nformatikstudium: {H}erausforderungen, {A}nsätze zur {B}erücksichtigung im {S}tudienverlauf und {E}rfahrungen" in Die {S}timmen der {F}ächer hören, Brill Schöningh, 2019, pp. 413--428.
- B. Lang, D. Müller, H. Arndt, A. Bartel, K. Blankenagel, H. Gottschalk, M. Günther, L. Humbert, B. Jacob, K. Klamroth and others, "Fachlichkeitsaspekte im Mathematik-und Informatikstudium: Herausforderungen, Ansätze zur Berücksichtigung im Studienverlauf und Erfahrungen" in Die Stimmen der Fächer hören, Brill Schöningh, 2019, pp. 413--428.
- 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 Mathematics in Industry, Springer International Publishing, 2019, pp. 381--400.
- J. J. Dohmen, B. Tasic, R. Janssen, E. J. W. Maten, T. G. Beelen, R. Pulch and M. Günther, "Fast Fault Simulation for Detecting Erroneous Connections in ICs", Nanoelectronic Coupled Problems Solutions, pp. 381--400, 2019. Springer International Publishing.
- B. Chaudhury, M. Ehrhardt and V. Bokil, "Finite Difference Methods: Recent Developments and Applications in Computational Science" in Special Issue of Journal of Computational Science, Elsevier, 2019.
- M. Wandelt, M. Günther and M. Muniz, "Geometric integration on {Lie} groups using the {Cayley} transform with focus on Lattice {QCD}", JCAM, pp. 112495, Oct. 2019. Elsevier {BV}.
- M. Ehrhardt, J. Gašper and S. Kilianová, "Mathematical Modeling of an SIR-based infectious disease model with vaccination and waning immunity", 2019.
- C. Hachtel, A. Bartel, M. Günther and A. Sandu, "Multirate implicit Euler schemes for a class of differential{\textendash}algebraic equations of index-1", JCAM, pp. 112499, Sep. 2019. Elsevier {BV}.
- Nanoelectronic Coupled Problems Solutions. .... Springer, 2019.
- J. R. Yusupov, K. K. Sabirov, M. Ehrhardt and D. U. Matrasulov, "Transparent nonlinear networks", Physical Review E, vol. 100, no. 3, pp. 032204, 2019. American Physical Society.
- 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", Nanoelectronic Coupled Problems Solutions, pp. 131--159, 2019. Springer International Publishing.
- P. Putek, "Nonlinear magnetoquasistatic interface problem in a perma\-nent-magnet machine with stochastic partial differential equation constraints", Engineering Optimization, pp. 1--24, Mar. 2019.
- E. Weinan, M. Hutzenthaler, A. Jentzen and T. Kruse, "On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations", Journal of Scientific Computing, vol. 79, no. 3, pp. 1534--1571, 2019. Springer.