Publikationen
- 2006
- A. Zisowsky and M. Ehrhardt, "Discrete transparent boundary conditions for parabolic systems", Mathematical and computer modelling, vol. 43, no. 3-4, pp. 294--309, 2006. Pergamon.
- M. Ehrhardt and R. E. Mickens, "Discrete artificial boundary conditions for the Black-Scholes equation of American options", 2006.
- A. Verhoeven, T. G. J. Beelen, M. L. J. Hautus and E. J. W. Maten, "Digital Linear Control Theory for Automatic Stepsize Control" in Scientific Computing in Electrical Engineering, A. M. Anile and G. Ali and G. Mascali, Eds. Springer Berlin Heidelberg, 2006, pp. 137--142.
- E. Buckwar, R. Horvath Bokor and R. Winkler, "Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations", BIT Numerical Mathematics, vol. 46, no. 2, pp. 261--282, 2006.
- E. Buckwar and R. Winkler, "Multi-step methods for {SDEs} and their application to problems with small noise", SIAM J. Num. Anal., vol. 44, no. 2, pp. 779--803, 2006.