Applied and Computational Mathematics (ACM)

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.

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