Applied and Computational Mathematics (ACM)

Publikationen



2022
L. Agasthya, A. Bartel, L. Biferale, M. Ehrhardt and F. Toschi, "Large-scale convective flow sustained by thermally active {L}agrangian tracers", Journal of Fluid Mechanics, vol. 953, pp. A5, 2022. Cambridge University Press.
L. Agasthya, A. Bartel, L. Biferale, M. Ehrhardt and F. Toschi, "Large-scale convective flow sustained by thermally active Lagrangian tracers", Journal of Fluid Mechanics, vol. 953, pp. A5, 2022. Cambridge University Press.
J. Yusupov, K. Matyokubov, M. Ehrhardt, D. Matrasulov and others, "Manakov system on metric graphs: Modeling the reflectionless propagation of vector solitons in networks", arXiv preprint arXiv:2206.01283, vol. 479, pp. 128928, May 2022.
J. Jäschke, N. Skrepek and M. Ehrhardt, "Mixed-Dimensional Geometric Coupling of Port-{Hamiltonian} Systems", IMACM preprint 22/04, Feb. 2022.
M. Hutzenthaler, T. Kruse and T. A. Nguyen, "Multilevel Picard approximations for McKean-Vlasov stochastic differential equations", Journal of Mathematical Analysis and Applications, vol. 507, no. 1, pp. 125761, 2022. Academic Press.
A. Bartel and M. Günther, "Multirate Schemes -- An Answer of Numerical Analysis to a Demand from Applications" in Novel Mathematics Inspired by Industrial Challenges, Michael Günther and Wil Schilders, Eds. Springer, 2022, pp. 5--27.
A. Bartel and M. Günther, "Multirate schemes—an answer of numerical analysis to a demand from applications" in Novel Mathematics Inspired by Industrial Challenges, Springer International Publishing Cham, 2022, pp. 5--27.
L. Kapllani and L. Teng, "Multistep schemes for solving backward stochastic differential equations on {GPU}", JMI, vol. 12, no. 5, 2022.
H. Fatoorehchi and M. Ehrhardt, "Numerical and semi-nume\-rical solutions of a modified Thévenin model for calculating terminal voltage of battery cells", J. Energy Storage, vol. 45, pp. 103746, 2022. Elsevier.
A. Clevenhaus, M. Ehrhardt and M. Günther, "The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model" in Progress in Industrial Mathematics at ECMI 2021, Springer International Publishing Cham, 2022, pp. 477--483.
H. Fatoorehchi and M. Ehrhardt, "Numerical and semi-numerical solutions of a modified Thévenin model for calculating terminal voltage of battery cells", Journal of Energy Storage, vol. 45, pp. 103746, 2022. Elsevier.
{. S. }. Petrov, M. Ehrhardt and {. Y. }. Trofimov, "On the decomposition of the fundamental solution of the {Helmholtz} equation via solutions of iterative parabolic equations", Asymptotic Analysis, vol. 126, no. 3-4, pp. 215--228, 2022. IOS Press.
M. W. Bannenberg, A. Ciccazzo and M. Günther, "Reduced order multirate schemes in industrial circuit simulation", Journal of Mathematics in Industry, vol. 12, no. 1, pp. 1--13, 2022. SpringerOpen.
M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds", IMACM preprint 22/14, Jun. 2022.
M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies", AAMM, vol. 14, no. 2, pp. 528--538, 2022.
J. Kienitz, "Semi-Analytic Conditional Expectations", RISK, vol. 7, 2022.
M. Hutzenthaler, T. Kruse and T. A. Nguyen, "On the speed of convergence of Picard iterations of BSDEs", Probability, Uncertainty and Quantitative Risk, vol. 7, no. 2, 2022. American Institute of Mathematical Sciences.
J. Ackermann, T. Kruse and M. Urusov, "Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems", arXiv preprint arXiv:2206.03772, 2022.
J. Ackermann, T. Kruse and M. Urusov, "Self-exciting price impact via negative resilience in stochastic order books", Annals of Operations Research, pp. 1--23, 2022. Springer.
S. Ankirchner, T. Kruse, W. Löhr and M. Urusov, "Properties of the EMCEL scheme for approximating irregular diffusions", Journal of Mathematical Analysis and Applications, vol. 509, no. 1, pp. 125931, 2022. Academic Press.
M. Ehrhardt and M. Günther,Progress in Industrial Mathematics at ECMI 2021, 2022.
M. Hutzenthaler, A. Jentzen and T. Kruse, "Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities", Foundations of Computational Mathematics, vol. 22, no. 4, pp. 905--966, 2022. Springer US New York.
M. Hutzenthaler, A. Jentzen, T. Kruse and T. A. Nguyen, "Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations", Journal of Numerical Mathematics, 2022. De Gruyter.
A. Bartel, M. Günther, B. Jacob and T. Reis, "Operator Splitting Based Dynamic Iteration for Linear Port-Hamiltonian Systems", arXiv preprint arXiv:2208.03574, 2022.
A. Bartel, M. Günther, B. Jacob and T. Reis, "Operator Splitting Based Dynamic Iteration for Linear Port-{H}amiltonian Systems", arXiv preprint arXiv:2208.03574, 2022.

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