Applied and Computational Mathematics (ACM)

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.

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