Applied and Computational Mathematics (ACM)

Publikationen



2010
A. Verhoeven, M. Striebel and E. J. W. Maten, "Model Order Reduction for Nonlinear {IC} Models with {POD}" in Scientific Computing in Electrical Engineering at {SCEE} 2008, J. Roos and L. R. J. Costa, Eds. Springer Berlin Heidelberg, 2010, pp. 571--578.
X. Antoine, C. Besse, M. Ehrhardt and P. Klein, "Modeling boundary conditions for solving stationary Schrödinger equations", 2010.
J. }. {Kienitz, "Monte Carlo Greeks for Advanced Financial Applications - Jump Diffusion and (Time-Changed) Lévy Processes based Models", International Review of Applied Financial Issues and Economics, vol. 2(1), 2010.
M. Ehrhardt and others, "Fixed domain transformations and split-step finite difference schemes for nonlinear Black--Scholes equations for American options", 2010.
K. Mohaghegh, M. Striebel, E. J. W. Maten and R. Pulch, "Nonlinear Model Order Reduction Based on Trajectory Piecewise Linear Approach: Comparing Different Linear Cores" in Scientific Computing in Electrical Engineering at {SCEE} 2008, J. Roos and L. R. J. Costa, Eds. Springer Berlin Heidelberg, 2010, pp. 563--570.
M. Günther and A. Jüngel, "Numerische Lösung freier Randwertprobleme", Finanzderivate mit MATLAB{\textregistered}: Mathematische Modellierung und numerische Simulation, pp. 195--226, 2010. Vieweg+ Teubner.
A. Verhoeven, M. Striebel, J. Rommes, E. J. W. Maten and T. Bechtold, "Proper Orthogonal Decomposition Model Order Reduction of Nonlinear {IC} Models" in Progress in Industrial Mathematics at {ECMI} 2008, A. D. Fitt and J. Norbury and H. Ockendon and E. Wilson, Eds. Springer Berlin Heidelberg, 2010, pp. 441--446.
G. Al{\`\i}, A. Bartel and M. Günther, "Existence and uniqueness for an elliptic {PDAE} model of integrated circuits", SIAM Journal on Applied Mathematics, vol. 70, no. 5, pp. 1587--1610, 2010. Society for Industrial and Applied Mathematics.
E. Buckwar, R. Rößler and R. Winkler, "Runge-Kutta Methods for {SDEs} with Small Noise", SIAM J. Sci. Comp., vol. 32, no. 4, pp. 1789-1808, 2010.
W. Römisch, T. Sickenberger and R. Winkler, "Simultaneous step-size and path control for efficient transient noise analysis" in Scientific Computing in Electrical Engineering at SCEE 2008, Helsinki, Roos, J. and Costa, L.R., Eds. Springer, Berlin, 2010, pp. 167-174.
A. Verhoeven, E. J. W. Maten, J. J. Dohmen, B. Tasi{\'{c}} and R. M. M. Mattheij, "Terminal Current Interpolation for Multirate Time Integration of Hierarchical {IC} Models" in Progress in Industrial Mathematics at {ECMI} 2008, A. D. Fitt and J. Norbury and H. Ockendon and E. Wilson, Eds. Springer Berlin Heidelberg, 2010, pp. 333--339.
M. Ehrhardt,Wave Propagation in Periodic Media, 2010.
Wave Propagation in Periodic Media - Analysis, Numerical Techniques and practical Applications. .... Bentham Science Publishers Ltd, 2010.
R. Winkler, "Wavelet-based Methods for Multirate {PDAEs}", PAMM, vol. 10, no. 1, pp. 435--436, 2010.
M. G\"unther and A. J\"ungel,Finanzderivate mit Matlab. Mathematische Modellierung und Numerische Simulation. .... 2. Auflage Vieweg+Teubner Verlag, Wiesbaden, 2010.
M. Ehrhardt and C. Zheng, "Fast numerical methods for waves in periodic media", Progress in Computational Physics (PiCP), pp. 135--166, 2010.
M. Ehrhardt and C. Zheng, "Fast numerical methods for the simulation of waves in periodic structures" in Wave Propagation in Periodic Media - Analysis, Numerical Techniques and practical Applications, M. Ehrhardt, Eds. Bentham Science, 2010, pp. 135--166.
G. Al{\`\i}, A. Bartel and M. Günther, "Existence and uniqueness for an elliptic PDAE model of integrated circuits", SIAM Journal on Applied Mathematics, vol. 70, no. 5, pp. 1587--1610, 2010. Society for Industrial and Applied Mathematics.
E. J. W. Maten and M. G\"unther, "Multirate time integration for multiscaled systems" in Progress in Industrial Mathematics at ECMI 2008, Fitt, A.D. and [et al., Eds. Springer, Berlin, 2010.
2009
T. Sickenberger, E. Weinmüller and R. Winkler, "Local error estimates for moderately smooth problems: Part II - {SDEs} and {SDAEs} with small noise", BIT Numerical Mathematics, vol. 49, no. 1, pp. 217-245, 2009.
D. Harutyunyan, J. Rommes, J. Maten and W. Schilders, "Simulation of Mutually Coupled Oscillators Using Nonlinear Phase Macromodels", {IEEE} Transactions on Computer-Aided Design of Integrated Circuits and Systems, vol. 28, no. 10, pp. 1456--1466, Oct. 2009. Institute of Electrical and Electronics Engineers ({IEEE}).
M. Ehrhardt and C. Zheng, "Implementing exact absorbing boundary condition for the linear one-dimensional Schrödinger problem with variable potential by Titchmarsh-Weyl theory" , 2009.
A. Bartel, S. Knorr and R. Pulch, "Wavelet-based Adaptive Methods for Multirate Partial Differential-Algebraic Equations", APNUM, vol. 59, pp. 495--506, 2009.
A. Bartel, S. Knorr and R. Pulch, "Wavelet-based adaptive grids for multirate partial differential-algebraic equations", Applied numerical mathematics, vol. 59, no. 3-4, pp. 495--506, 2009. North-Holland.
P. {Beyer and J. }. Kienitz, "Pricing Forward Start Option in Models based on Lévy Processes", The Icfai University Journal of Derivatives Markets, vol. 6(2), pp. 7-23, 2009.

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