Publikationen
- 2016
- 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. Tasi{\'{c}}, F. Deleu, R. Gillon, A. Wieers, H. Brachtendorf, K. Bittner, T. Kratochv{\'{\i}}l, J. Pet{\v{r}}zela, R. Sotner, T. Götthans, J. D{\v{r}}{\'{\i}}novsk{\'{y}}, S. Sch\"ops, 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", JMI, vol. 7, no. 1, Jun. 2016. Springer Science and Business Media {LLC}.
- P. Petrov, D. Makarov and M. Ehrhardt, "Wide-angle parabolic approximations for the nonlinear Helmholtz equation in the Kerr media", Europhysics Letters, vol. 116, no. 2, pp. 24004, 2016. IOP Publishing.
- A. Bartel, M. Clemens, M. Günther and E. J. W. Ter Maten,Scientific computing in electrical engineering, 2016.
- P. S. Petrov and M. Ehrhardt, "Transparent boundary conditions for iterative high-order parabolic equations", Journal of Computational Physics, vol. 313, pp. 144--158, 2016. Academic Press.
- 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, pp. 1--13, 2016. Springer Berlin Heidelberg.
- H. H. J. M. Janssen, P. Benner, K. Bittner, H. -. Brachtendorf, L. Feng, E. J. W. Maten, R. Pulch, W. Schoenmaker, S. Sch\"ops and C. Tischendorf, "The European Project {nanoCOPS} for Nanoelectronic Coupled Problems Solutions" in {Progress in Industrial Mathematics at ECMI 2014}, G. Russo and V. Capasso and G. Nicosia and V. Romano, Eds. Springer International Publishing, 2016, pp. 835--842.
- 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, 2016, pp. 437--449.
- L. Teng, M. Ehrhardt and M. G\"unther, "The Dynamic Correlation Model and Its Application to the {Heston} Model" in Innovations in Derivatives Markets, K. Glau and Z. Grbac and M. Scherer and R. Zagst, Eds. Springer, 2016, pp. 437--449.
- M. Wandelt, F. Knechtli and M. Günther, "The {Wilson} flow and the finite temperature phase transition", J. High Energy Phys., vol. 2016, no. 10, Oct. 2016. Springer Science and Business Media {LLC}.
- C. Hachtel, A. Bartel and M. Günther, "Stability and Error Analysis for Coupled Multirate-MOR Methods", 2016.
- P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, M. Günther, W. Schoenmaker, F. Deleu and A. Wieers, "Shape optimization of a power MOS device under uncertainties" in 2016 Design, Automation \& Test in Europe Conference \& Exhibition (DATE), 2016, pp. 319--324.
- 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. SpringerOpen.
- A. Bartel, M. Clemens, M. Günther and E. J. W. Ter Maten,Scientific computing in electrical engineering (Procs. SCEE 2014). .... Springer Berlin, 2016.
- P. Petrov, D. V. Makarov and M. Ehrhardt, "Wide-angle parabolic approximations for the nonlinear {Helmholtz} equation in the {Kerr} media", EPL, vol. 116, 2016.
- P. Putek, K. Gausling, A. Bartel, K. M. Gawrylczyk, E. J. W. t. Maten, 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, A. and Clemens, M. and Günther, M. and ter Maten, E. J. W., Eds. Springer, 2016, pp. 233--242.
- 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, G. and Capasso, V. and Nicosia, G. and Romano, V., Eds. 2016, pp. 473--480.
- 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, Mar. 2016. Elsevier {BV}.
- C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite difference/pseudospectral methods for the Heston and Heston-Hull-White PDE", J. Comp. Fin, 2016.
- Z. Bu{\v{c}}kov{\'{a}}, P. P{\'{o}}lvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional {Black}-{Scholes} equations" in Proceedings of AMiTaNS'16 - Eighth Conference of the Euro-American Consortium for Promoting the Application of Mathematics in Technical and Natural Sciences, Albena, Bulgaria, June 22-27, 2016, AIP, 2016, pp. 030001.
- Z. Bučková, P. Pólvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations" in AIP Conference Proceedings, 2016, pp. 030001.
- C. Hendricks, M. Ehrhardt and M. Günther, "Integrated Forecasting of day-ahead Prices in the German Electricity Market" in Progress in Industrial Mathematics at ECMI 2014 18, Springer, Berlin, Heidelberg, 2016, pp. 333--339.
- 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, 2016, pp. 185--193.
- C. Hachtel, M. Günther and A. Bartel, "Interface Reduction for Multirate ODE-Solvers" in Scientific Computing in Electrical Engineering, A. Bartel and M. Clemens and M. Günther and J. ter Maten, Eds. Springer, 2016, pp. 185--193.
- T. Kruse and A. Popier, "Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting", Stochastic Processes and their Applications, vol. 126, no. 9, pp. 2554--2592, 2016. Elsevier.
- 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 18, 2016, pp. 473--480.