Applied and Computational Mathematics (ACM)

Publikationen



2013
M. Ehrhardt, Progress in Computational Physics Volume 3: Novel Trends in Lattice-Boltzmann Methods, 2013.
S. Ankirchner and T. Kruse, "Optimal trade execution under price-sensitive risk preferences", Quantitative Finance, vol. 13, no. 9, pp. 1395--1409, 2013. Taylor & Francis.
L. Teng, M. Ehrhardt and M. G\"unther, "Numerical evaluation of complex logarithms in the {Cox-Ingersoll-Ross} model", Int. J. Comput. Math., vol. 90 (5), no. 5, pp. 1083--1095, 2013.
Novel Trends in Lattice-Boltzmann Methods - Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction. .... Bentham Science Publishers Ltd, 2013.
S. Ankirchner, P. Kratz and T. Kruse, "Hedging forward positions: Basis risk versus liquidity costs", SIAM Journal on Financial Mathematics, vol. 4, no. 1, pp. 668--696, 2013. SIAM.
J. Kienitz and D. Wetterau, Financial modelling: Theory, implementation and practice with {MATLAB} source. .... John Wiley \& Sons, 2013.
G. I. Ram{\'\i}rez-Espinoza and M. Ehrhardt, "Conservative and finite volume methods for the convection-dominated pricing problem", Advances in Applied Mathematics and Mechanics, vol. 5, no. 6, pp. 759--790, 2013. Cambridge University Press.
C. Hendricks and M. Ehrhardt, "Clean Spread Options in the German Electricity Market", 2013.
L. Teng, M. Ehrhardt and M. Günther, "Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults", International Journal of Theoretical and Applied Finance, vol. 16, no. 07, pp. 1350040, 2013. World Scientific Publishing Company.
M. Ehrhardt and R. Valkov, "An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems", 2013.
S. Schöps, A. Bartel and M. Günther, "An Optimal p-Refinement Strategy for Dynamic Iteration of ODEs and DAEs", PAMM, pp. 549-552, 2013.
D. Heubes, A. Bartel and M. Ehrhardt, "An Introduction to the Lattice Boltzmann Method for Coupled Problems", Progress in Computational Physics Volume 3: Novel Trends in Lattice-Boltzmann Methods, vol. 3, pp. 3, 2013. Bentham Science Publishers.
M. Ehrhardt and R. E. Mickens, "A Nonstandard Finite Difference Scheme for Convection-Diffusion Equations having Constant Coefficients", Appl. Math. Comput., vol. 219, no. 12, pp. 6591--6604, 2013.
M. Ehrhardt, "A European Mathematics Network Against the Financial Crisis" in Forschungsmagazin Research bulletin Nr.~9 der Bergischen Universität Wuppertal - Sommersemester, 2013, pp. 18--23.
2012
D. Heubes, A. Bartel and M. Ehrhardt, "Characteristic Boundary Conditions in the Lattice Boltzmann Method for Fluid and Gas Dynamics", Journal of Computational and Applied Mathematics, vol. 262, pp. 51--61, 2012. North-Holland.
S. Schoeps, A. Bartel, H. De Gersem, M. Clemens and M. Guenther, "Dynamic iteration for field-circuit coupled problems: coupling, analysis, cosimulation and bypassing" in Workshop on Advanced Computational Electromagnetics, Date: 2012/02/29-2012/03/02, Location: Karlsruhe, Germany, 2012.
M. Striebel and E. J. W. Maten, "Dedicated and Versatile Methods" in {Progress in Industrial Mathematics at ECMI 2010}, M. Günther and A. Bartel and M. Brunk and S. Sch\"ops and M. Striebel, Eds. Springer, 2012, pp. 569-571.

ISBN: 3642250998

M. Ehrhardt, Coupled Fluid Flow in Energy, Biology and Environmental Research, 2012.
T. Hülsmann, A. Bartel, S. Schöps and H. De Gersem, "Computation of optimal model parameters of an extended Brauer model for ferromagnetic material behaviour", COMPEL, 2012.
S. Sch\"ops, H. DeGersem and A. Bartel, "Higher-order co-simulation of field-circuit coupled eddy-current problems", IEEE Trans. Magn., vol. 48, no. 2, pp. 535--538, 2012.
D. Heubes, A. Bartel and M. Ehrhardt, "An Introduction to Lattice-Boltzmann Methods" in Novel Trends in Lattice-Boltzmann Methods - Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction, M. Ehrhardt, Eds. Bentham Science, 2012.
G. Al{\`\i}, A. Bartel and N. Rotundo, "An existence result for index-2 PDAE system arising in semiconductor modeling" in Progress in Industrial Mathematics at ECMI 2010, Günther, M. and Bartel, A. and Brunk, M. and Sch\"ops, S. and Striebel, M., Eds. Springer Berlin Heidelberg Berlin, Heidelberg, 2012, pp. 45--51.
T. Doorn, J. Maten, A. D. Bucchianico, T. Beelen and R. Janssen, "Access time optimization of SRAM memory with statistical yield constraint" in Proceedings of 22nd International Conference Radioelektronika 2012 : Department of Radio Electronics, Brno University of Technology, April 17-18, 2012, Brno, Czech Republic, Brno, Czech Republic: Dept. of Radio Electronics, Brno University of Technology, 2012, pp. 219-222.

ISBN: 9788021444683

P. Klein, X. Antoine, C. Besse and M. Ehrhardt, "Absorbing boundary conditions for solving stationary Schrödinger equations" in Progress in Industrial Mathematics at ECMI 2010, Springer Berlin Heidelberg Berlin, Heidelberg, 2012, pp. 635--641.
G. Ali, A. Bartel, M. Brunk and S. Sch\"ops, "A convergent iteration scheme for semi- conductor/circuit coupled problems" in Scientific Computing in Electrical Engineering (SCEE 2010), M. Michielsen and J. R. Poirier, Eds. Springer, 2012, pp. 233--241.

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