This file was created by the TYPO3 extension publications --- Timezone: CEST Creation date: 2026-04-17 Creation time: 00:45:07 --- Number of references 468 article wilm:wilm12109 Gaussian views explained 2025 Wilmott 2025 Wilmott Magazine 72–77 135 https://wilmott.com/wilmott-magazine-january-2025-issue J Kienitz L Moodliyar article bartel_2025a Goal-oriented time adaptivity for port-Hamiltonian systems 2025 0377-0427 https://doi.org/10.1016/j.cam.2024.116450 Journal of Computational and Applied Mathematics 461 116450 Goal-oriented grid adaptivity, Port-Hamiltonian systems, Energy balance Andreas Bartel Manuel Schaller article schaefers2025hffgi Hessian-free force-gradient integrators 2025 0010-4655 https://doi.org/10.1016/j.cpc.2024.109478 Computer Physics Communications 309 109478 Geometric integration, Hamiltonian systems, Splitting methods, Order conditions, Hybrid Monte Carlo, Lattice Quantum Chromodynamics Kevin Schäfers Jacob Finkenrath Michael Günther Francesco Knechtli article Schäfers:2025BT Hessian-free force-gradient integrators and their application to lattice QCD simulations 2025 10.22323/1.466.0025 PoS LATTICE2024 025 Kevin Schäfers Jacob Finkenrath Michael Günther Francesco Knechtli article beck2025nonlin Nonlinear Monte Carlo Methods with Polynomial Runtime for Bellman Equations of Discrete Time High-Dimensional Stochastic Optimal Control Problems 2025 10.1007/s00245-024-10213-7 Appl. 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resilience in stochastic order books 2024 10.1007/s10479-022-04973-0 Annals of Operations Research 336 Springer Netherlands 637–659 1 Julia Ackermann Thomas Kruse Mikhail Urusov article bartel2024splitting Splitting Techniques for DAEs with port-Hamiltonian Applications 2024 10.48550/arXiv.2404.13531 Preprint Andreas Bartel Malak Diab Andreas Frommer Michael Günther Nicole Marheineke article ackermann2024stabilisation Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems 2024 10.48550/arXiv.2401.17954 Preprint Julia Ackermann Matthias Ehrhardt Thomas Kruse Antoine Tordeux article clemens2024structural Structural Aspects of Electromagneto-Quasistatic Field Formulations of Darwin-Type Derived in the Port-Hamiltonian System Framework 2024 10.36227/techrxiv.172047221.13281145/v1 TechRxiv IEEE Markus Clemens Marvin-Lucas Henkel Fotios Kasolis Michael Günther inproceedings gunther2022structure-2 Structure-Preserving Identification of Port-Hamiltonian Systems—A Sensitivity-Based Approach 2024 10.1007/978-3-031-54517-7_19 Scientific Computing in Electrical Engineering SCEE 2022, Amsterdam, The Netherlands, July 2022 Springer Cham Mathematics in Industry van Beurden, Martijn and Budko, Neil V. and Ciuprina, Gabriela and Schilders, Wil and Bansal, Harshit and Barbulescu, Ruxandra 167–174 Michael Günther Birgit Jacob Claudia Totzeck article ehrhardt2024collective The collective dynamics of a stochastic port-Hamiltonian self-driven agent model in one dimension 2024 10.1051/m2an/2024004 ESAIM: Mathematical Modelling and Numerical Analysis 58 EDP Sciences 515–544 2 Matthias Ehrhardt Thomas Kruse Antoine Tordeux article kapllani2024uq Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations 2024 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2023/imacm_23_15.pdf Lorenc Kapllani Long Teng Matthias Rottmann article pereselkov20023d 3D Modeling of sound field hologram of moving source in presence of internal waves causing horizontal refraction. 2023 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2023/imacm_23_13.pdf Matthias Ehrhardt article klass2023characteristic A characteristic boundary condition for multispeed lattice Boltzmann methods 2023 10.4208/cicp.OA-2022-0052 Communications in Computational Physics 33 Global Science Press 101–117 1 Friedemann Klass Alessandro Gabbana Andreas Bartel article fatoorehchi2023combined A combined method for stability analysis of linear time invariant control systems based on Hermite-Fujiwara matrix and Cholesky decomposition 2023 10.1002/cjce.24962 The Canadian Journal of Chemical Engineering 101 John Wiley & Sons 7043–7052 12 Hooman Fatoorehchi Matthias Ehrhardt article fatoorehchi2023new A new method for stability analysis of linear time-invariant systems and continuous-time nonlinear systems with application to process dynamics and control 2023 Preprint IMACM https://www.researchgate.net/publication/366791580_A_new_method_for_stability_analysis_of_linear_time-invariant_systems_and_continuous-time_nonlinear_systems_with_application_to_process_dynamics_and_control#read Submitted to The Canadian Journal of Chemical Engineering Hooman Fatoorehchi Matthias Ehrhardt article schafers2023asymmetry Asymmetry in stochastic volatility models with threshold and time-dependent correlation 2023 10.1515/snde-2021-0020 Studies in Nonlinear Dynamics & Econometrics 27 De Gruyter 131–146 2 Torben Schäfers Long Teng article kossaczka2023deep Deep FDM: Enhanced finite difference methods by deep learning 2023 10.1016/j.fraope.2023.100039 Franklin Open 4 Elsevier 100039 Tatiana Kossaczká Matthias Ehrhardt Michael Günther article kossaczka2023deep-3 Deep finite difference method for solving Asian option pricing problems 2023 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2023/imacm_23_17.pdf Tatiana Kossaczká Matthias Ehrhardt Michael Günther article ackermann2023deep Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the Lp-sense 2023 10.48550/arXiv.2309.13722 Preprint Julia Ackermann Arnulf Jentzen Thomas Kruse Benno Kuckuck Joshua Lee Padgett article yusupov2023driven Driven transparent quantum graphs 2023 10.48550/arXiv.2312.01448 Preprint Matthias Ehrhardt Kh Sh Matyokubov article felpel_2022 Effective stochastic local volatility models 2023 10.1080/14697688.2023.2271514 Quantitative Finance 23 Routledge 1731–1750 12 Mike Felpel Jörg Kienitz Thomas McWalter article poggi2023electricity Electricity price forecasting via statistical and deep learning approaches: The German case 2023 10.3390/appliedmath3020018 AppliedMath 3 MDPI 316–342 2 Luca Di Persio Matthias Ehrhardt article ehrhardt2023experimental Experimental observation and theoretical analysis of the low-frequency source interferogram and hologram in shallow water 2023 10.1016/j.jsv.2022.117388 Journal of Sound and Vibration 544 Academic Press 117388 Matthias Ehrhardt article wilm:wilm11154 Hedging in the age of statistical learning 2023 Wilmott 2023 Wilmott Magazine 94–102 126 https://wilmott.com/wilmott-magazine-july-2023-issue-50th-anniversary-of-black-scholes-merton-part-2 Jörg Kienitz article yusupov2023manakov Manakov system on metric graphs: Modeling the reflectionless propagation of vector solitons in networks 2023 10.1016/j.physleta.2023.128928 Physics Letters, Section A 479 North-Holland 128928 Kh Sh Matyokubov Matthias Ehrhardt article jaschke2023mixed Mixed-dimensional geometric coupling of port-Hamiltonian systems 2023 10.1016/j.aml.2022.108508 Applied Mathematics Letters 137 Pergamon 108508 Jens Jäschke Nathanael Skrepek Matthias Ehrhardt article petrov2023generalization On a generalization of the split-step Padé method to the case of unknown vector-functions 2023 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2023/imacm_23_18.pdf Matthias Ehrhardt Sergey B Kozitskiy article bartel2023operator Operator splitting based dynamic iteration for linear differential-algebraic port-Hamiltonian systems 2023 10.1007/s00211-023-01369-5 Numerische Mathematik 155 Springer New York 1–34 1-2 Andreas Bartel Michael Günther Birgit Jacob Timo Reis article frommer2023operator-2 Operator splitting for port-Hamiltonian systems 2023 10.48550/arXiv.2304.01766 Preprint Andreas Frommer Michael Günther Björn Liljegren-Sailer Nicole Marheineke article bartel2023operator-2 Operator splitting for semi-explicit differential-algebraic equations and port-Hamiltonian DAEs 2023 10.48550/arXiv.2308.16736 Preprint Andreas Bartel Malak Diab Andreas Frommer Michael Günther article hutzenthaler2023overcoming Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations 2023 10.1515/jnma-2021-0111 Journal of Numerical Mathematics 31 De Gruyter 1–28 1 Martin Hutzenthaler Arnulf Jentzen Thomas Kruse Tuan Anh Nguyen article heldmann2023pinn PINN training using biobjective optimization: The trade-off between data loss and residual loss 2023 10.1016/j.jcp.2023.112211 Journal of Computational Physics 488 Academic Press 112211 Fabian Heldmann Matthias Ehrhardt Kathrin Klamroth article schafers2023spline Spline-oriented inter/extrapolation-based multirate schemes of higher order 2023 10.1016/j.aml.2022.108464 Applied Mathematics Letters 136 Pergamon 108464 Kevin Schäfers Andreas Bartel Michael Günther Christoph Hachtel inproceedings clemens2023stability Stability of Transient Coupled Multi-Model Discrete Electromagnetic Field Formulations Using the Port-Hamiltonian System Framework 2023 10.1109/ICEAA57318.2023.10297842 2023 International Conference on Electromagnetics in Advanced Applications (ICEAA) IEEE 1–1 Markus Clemens Michael Günther article muniz2023strong Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds 2023 10.1016/j.apnum.2023.07.024 Applied Numerical Mathematics 193 North-Holland 196–203 Michelle Muniz Matthias Ehrhardt Michael Günther Renate Winkler article schafers2023symplectic Symplectic multirate generalized additive Runge-Kutta methods for Hamiltonian systems 2023 10.48550/arXiv.2306.04389 Preprint Kevin Schäfers Michael Günther Adrian Sandu article pereselkov2023three Three-dimensional modeling of sound field holograms of a moving source in the presence of internal waves causing horizontal refraction 2023 10.3390/jmse11101922 Journal of Marine Science and Engineering 11 MDPI 1922 10 Matthias Ehrhardt article akramov2023transparent Transparent boundary conditions for the nonlocal nonlinear Schrödinger equation: A model for reflectionless propagation of PT-symmetric solitons 2023 10.1016/j.physleta.2022.128611 Physics Letters, Section A 459 North-Holland 128611 Matthias Ehrhardt article pereselkov2023use Use of interference patterns to control sound field focusing in shallow water 2023 10.3390/jmse11030559 Journal of Marine Science and Engineering 11 MDPI 559 3 Matthias Ehrhardt inproceedings kossaczka2021deep A deep smoothness WENO method with applications in option pricing 2022 10.1007/978-3-031-11818-0_54 Progress in Industrial Mathematics at ECMI 2021 Springer Cham Ehrhardt, Matthias and Günther, Michael 417–423 Tatiana Kossaczká Matthias Ehrhardt Michael Günther article kossaczka2022neural A neural network enhanced weighted essentially non-oscillatory method for nonlinear degenerate parabolic equations 2022 10.1063/5.0078397 Physics of Fluids 34 AIP Publishing 026604 2 Matthias Ehrhardt Michael Günther inproceedings klass2021non-2 A non-reflecting boundary condition for multispeed lattice Boltzmann methods 2022 10.1007/978-3-031-11818-0_58 Progress in Industrial Mathematics at ECMI 2021 Springer Cham Mathematics in Industry Ehrhardt, Matthias and Günther, Michael 447–453 Friedemann Klass Alessandro Gabbana Andreas Bartel article treibert2022nonstandard A nonstandard finite difference scheme for the SVICDR model to predict COVID-19 dynamics 2022 Mathematical Biosciences and Engineering 19 AIMS Press 1213–1238 2 https://www.aimspress.com/article/doi/10.3934/mbe.2022056 Sarah Treibert Helmut Brunner Matthias Ehrhardt article berkhahn2022physics A physics-informed neural network to model COVID-19 infection and hospitalization scenarios 2022 10.1186/s13662-022-03733-5 Advances in continuous and discrete models 2022 Springer Science and Business Media Deutschland GmbH 1–27 1 Matthias Ehrhardt article jaschke2022port A port-Hamiltonian formulation of coupled heat transfer 2022 10.1080/13873954.2022.2038637 Mathematical and Computer Modelling of Dynamical Systems 28 Taylor & Francis 78–94 1 Jens Jäschke Matthias Ehrhardt Michael Günther Birgit Jacob article jaschke2022two A two-dimensional port-Hamiltonian model for coupled heat transfer 2022 10.3390/math10244635 Mathematics 10 MDPI 4635 24 Jens Jäschke Matthias Ehrhardt Michael Günther Birgit Jacob article zheng2022efficient An efficient second-order method for the linearized Benjamin-Bona-Mahony equation with artificial boundary conditions 2022 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2022/imacm_22_23.pdf Matthias Ehrhardt inproceedings muniz2021correlation Correlation matrices driven by stochastic isospectral flows 2022 10.1007/978-3-031-11818-0_59 Progress in Industrial Mathematics at ECMI 2021 Springer Cham 455–461 Michelle Muniz Matthias Ehrhardt Michael Günther inproceedings jaschke2021discrete Discrete port-Hamiltonian coupled heat transfer 2022 10.1007/978-3-031-11818-0_57 Progress in Industrial Mathematics at ECMI 2021 Springer Cham Ehrhardt, Matthias and Günther, Michael 439–445 Jens Jäschke Matthias Ehrhardt Michael Günther Birgit Jacob article mcwalter_2022 Dynamic initial margin estimation based on quantiles of Johnson distributions 2022 10.21314/jcr.2022.012 Journal of Credit Risk 18 Incisive Media 93–116 Thomas A McWalter Jörg Kienitz Nikolai Nowaczyk Ralph Rudd Sarp K. 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Network topology selection from a model validation perspective 2022 10.1186/s13362-021-00116-5 Journal of Mathematics in Industry 12 Springer Verlag 1 1 Nikolai Nowaczyk Jörg Kienitz Sarp Kaya Acar Qian Liang article henkel2022implicit-2 Implicit gauging of electromagneto-quasistatic field formulations 2022 10.1109/TMAG.2022.3187869 IEEE Transactions on Magnetics 58 IEEE 1–4 9 Marvin-Lucas Henkel Fotios Kasolis Markus Clemens Michael Günther Sebastian Schöps article ackermann2022inhomogeneous Inhomogeneous affine Volterra processes 2022 10.1016/j.spa.2022.04.011 Stochastic Processes and their Applications 150 North-Holland 250–279 Julia Ackermann Thomas Kruse Ludger Overbeck article agasthya2022lagrangian Lagrangian instabilities in thermal convection with stable temperature profiles 2022 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2022/imacm_22_10.pdf Andreas Bartel Matthias Ehrhardt article agasthya2022large Large-scale convective flow sustained by thermally active Lagrangian tracers 2022 10.1017/jfm.2022.892 Journal of Fluid Mechanics 953 Cambridge University Press A5 Andreas Bartel Matthias Ehrhardt article bannenberg2022maximum-2 Maximum entropy snapshot sampling for reduced basis modelling 2022 10.1108/COMPEL-02-2021-0050 COMPEL-The international journal for computation and mathematics in electrical and electronic engineering 41 Emerald Publishing 954–966 3 Marcus WFM Bannenberg Fotios Kasolis Michael Günther Markus Clemens article hutzenthaler2022multilevel Multilevel Picard approximations for McKean-Vlasov stochastic differential equations 2022 10.1016/j.jmaa.2021.125761 Journal of Mathematical Analysis and Applications 507 Academic Press 125761 1 Martin Hutzenthaler Thomas Kruse Tuan Anh Nguyen article gunther2021multirate-2 Multirate linearly-implicit GARK schemes 2022 10.1007/s10543-021-00898-5 BIT Numerical Mathematics Springer Netherlands 869–901 Michael Günther Adrian Sandu inbook bartel2022multirate Multirate schemes—an answer of numerical analysis to a demand from applications 2022 10.1007/978-3-030-96173-2_1 Novel Mathematics Inspired by Industrial Challenges Springer Cham Mathematics in Industry Günther, Michael and Schilders, Wil 5–27 Andreas Bartel Michael Günther article kapllani2022multistep Multistep schemes for solving backward stochastic differential equations on GPU 2022 10.1186/s13362-021-00118-3 Journal of Mathematics in Industry 12 Springer Verlag 1–22 1 Lorenc Kapllani Long Teng article fatoorehchi2022numerical-2 Numerical and semi-numerical solutions of a modified Thévenin model for calculating terminal voltage of battery cells 2022 10.1016/j.est.2021.103746 Journal of Energy Storage 45 Elsevier 103746 Hooman Fatoorehchi Matthias Ehrhardt article petrov2022decomposition On decomposition of the fundamental solution of the Helmholtz equation over solutions of iterative parabolic equations 2022 10.3233/ASY-211679 Asymptotic Analysis 126 IOS Press 215–228 3-4 Matthias Ehrhardt article hutzenthaler2022speed On the speed of convergence of Picard iterations of BSDEs 2022 10.3934/puqr.2022009 Probability, Uncertainty and Quantitative Risk 7 American Institute of Mathematical Sciences 2 Martin Hutzenthaler Thomas Kruse Tuan Anh Nguyen article hutzenthaler2022overcoming Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities 2022 10.1007/s10208-021-09514-y Foundations of Computational Mathematics 22 Springer New York 905–966 4 Martin Hutzenthaler Arnulf Jentzen Thomas Kruse book ehrhardt2022progress Progress in Industrial Mathematics at ECMI 2021 2022 978-3-031-11817-3 10.1007/978-3-031-11818-0 Springer Cham Mathematics in Industry Ehrhardt, Matthias and Günther, Michael article ankirchner2022properties Properties of the EMCEL scheme for approximating irregular diffusions 2022 10.1016/j.jmaa.2021.125931 Journal of Mathematical Analysis and Applications 509 Academic Press 125931 1 Stefan Ankirchner Thomas Kruse Wolfgang Löhr Mikhail Urusov inbook kienitz2022 Quantization methods for stochastic differential equations In this paper we provide an introduction to quantization with applications in quantitative finance.We start with a review of vector quantization (VQ), a method originally devised for lossy signal compression. The basics of VQ are presented and applied to probability distributions. 2022 10.1007/978-3-030-96173-2_11 Novel Mathematics Inspired by Industrial Challenges Springer Cham Mathematics in Industry Günther, Michael and Schilders, Wil 299–329 J. Kienitz T. A. McWalter R. Rudd E. Platen article bannenberg2022reduced-2 Reduced order multirate schemes in industrial circuit simulation 2022 10.1186/s13362-022-00127-w Journal of Mathematics in Industry 12 Springer Verlag 12 1 Marcus WFM Bannenberg Angelo Ciccazzo Michael Günther article rudd_2022 Robust product Markovian quantization 2022 10.21314/jcf.2021.015 The Journal of Computational Finance 25 Incisive Media 55–78 4 Ralph Rudd Thomas McWalter Jörg Kienitz Eckhard Platen article kienitzsemianalyical Semi-analytical conditional expectations 2022 Risk Cutting Edge 7 Incisive Media https://www.risk.net/cutting-edge/7950701/semi-analytic-conditional-expectations Jörg Kienitz article muniz2022stochastic Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies 2022 10.4208/aamm.OA-2021-0176 Advances in Applied Mathematics and Mechanics 14 Global Science Press 528–538 2 Michelle Muniz Matthias Ehrhardt Michael Günther Renate Winkler article wilm:wilm11040 Stochastic volatility – a story of two decades of SABR and Wilmott magazine 2022 Wilmott 2022 Wilmott Magazine 24–26 121 https://wilmott.com/wilmott-magazine-september-2022-issue Jörg Kienitz inproceedings clevenhaus2021parareal The parareal algorithm and the sparse grid combination technique in the application of the Heston model 2022 10.1007/978-3-031-11818-0_62 Progress in Industrial Mathematics at ECMI 2021 Springer Cham 477–483 Anna Clevenhaus Matthias Ehrhardt Michael Günther article sabirov2022transparent Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line 2022 10.1016/j.physleta.2021.127822 Physics Letters, Section A 423 Elsevier 127822 Matthias Ehrhardt inproceedings bannenberg2021combination A Combination of Model Order Reduction and Multirate Techniques for Coupled Dynamical Systems 2021 10.1007/978-3-030-84238-3_19 Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020 Springer International Publishing 191–199 MWFM Bannenberg A Ciccazzo article clevenhaus2021gradient A gradient descent algorithm for the Heston model 2021 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2021/imacm_21_32.pdf Anna Clevenhaus Claudia Totzeck Matthias Ehrhardt inproceedings kuhn2021hysteresis A hysteresis loss model for Tellinen’s scalar hysteresis model 2021 10.1007/978-3-030-84238-3_24 Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020 Springer Cham Mathematics in Industry van Beurden, Martijn and Budko, Neil and Schilders, Wil 241–250 Jan Kühn Andreas Bartel Piotr Putek inproceedings kapllani2021multistep A multistep scheme to solve backward stochastic differential equations for option pricing on GPUs 2021 10.1007/978-3-030-55347-0_17 Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019 Springer Cham Dimov, Ivan and Fidanova, Stefka 196–208 Lorenc Kapllani Long Teng Matthias Ehrhardt article klass2021non A non-equilibrium bounce-back boundary condition for thermal multispeed LBM 2021 10.1016/j.jocs.2021.101364 Journal of Computational Science 53 Elsevier 101364 Friedemann Klass Alessandro Gabbana Andreas Bartel article clevenhaus2021parallel A parallel sparse grid combination technique using the Parareal Algorithm 2021 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2021/imacm_21_18.pdf Anna Clevenhaus Matthias Ehrhardt Michael Günther article teng2021regressiontree A review of tree-based approaches to solve forward-backward stochastic differential equations 2021 10.21314/JCF.2021.010 Journal of Computational Finance 25 Incisive Media 125–159 3 Long Teng article kuhn2021thermal A thermal extension and loss model for Tellinen’s hysteresis model 2021 10.1108/COMPEL-07-2019-0306 COMPEL-The international journal for computation and mathematics in electrical and electronic engineering 40 Emerald Group Publishing 126–141 2 Jan Kühn Andreas Bartel Piotr Putek article clemens2021two-2 A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations 2021 10.1109/TMAG.2021.3057828 IEEE Transactions on Magnetics 57 IEEE 1–4 6 Markus Clemens Fotios Kasolis M-L Henkel B Kähne Michael Günther article clevenhaus2021adi An ADI Sparse Grid method for pricing efficiently American options under the Heston model 2021 10.4208/aamm.OA-2020-0317 Advances in Applied Mathematics and Mechanics 13 Global Science Press 1384–1397 6 Anna Clevenhaus Matthias Ehrhardt Michael Günther article muniz2021approximating Approximating correlation matrices using stochastic Lie group methods 2021 10.3390/math9010094 Mathematics 9 MDPI 94 1 Michelle Muniz Matthias Ehrhardt Michael Günther article bannenberg2021coupling Coupling of model order reduction and multirate techniques for coupled dynamical systems 2021 10.1016/j.aml.2020.106780 Applied Mathematics Letters 112 Elsevier 106780 MWFM Bannenberg Angelo Ciccazzo Michael Günther article gunther2021dynamic Dynamic iteration schemes and port-Hamiltonian formulation in coupled differential-algebraic equation circuit simulation 2021 10.1002/cta.2870 International Journal of Circuit Theory and Applications 49 John Wiley & Sons 430–452 2 Michael Günther Andreas Bartel Birgit Jacob Timo Reis article felpel04052021 Effective stochastic volatility: applications to ZABR-type models 2021 10.1080/14697688.2020.1814396 Quantitative Finance 21 Routledge 837–852 5 M. Felpel J. Kienitz T. A. McWalter article viviani2021energy Energy markets forecasting. From inferential statistics to machine learning: The German case 2021 10.3390/en14020364 Energies 14 MDPI 364 2 Emma Viviani Luca Di Persio Matthias Ehrhardt article kossaczka2021enhanced Enhanced fifth order WENO shock-capturing schemes with deep learning 2021 10.1016/j.rinam.2021.100201 Results in Applied Mathematics 12 Elsevier 100201 Tatiana Kossaczká Matthias Ehrhardt Michael Günther article backhaus2021given GivEn - Shape optimization for gas turbines in volatile energy networks 2021 10.1007/978-3-030-62732-4_4 Mathematical Modeling, Simulation and Optimization for Power Engineering and Management Springer Cham 71–106 Jan Backhaus Matthias Bolten Onur Tanil Doganay Matthias Ehrhardt Benedikt Engel Christian Frey Hanno Gottschalk Michael Günther Camilla Hahn Jens Jäschke others article teng2021high High-order combined multi-step scheme for solving forward backward stochastic differential equations 2021 10.1007/s10915-021-01505-z Journal of Scientific Computing 87 Springer New York 1–25 3 Long Teng Weidong Zhao article sandu2021linearly-2 Linearly implicit GARK schemes 2021 10.1016/j.apnum.2020.11.014 Applied Numerical Mathematics 161 Elsevier 286–310 Adrian Sandu Michael Günther Steven Roberts article micheletti2021mathematical Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics: Effects on health, society, industry, economics and technology 2021 10.1186/s13362-021-00111-w Journal of Mathematics in Industry 11 Springer Verlag 1–2 Adérito Araújo Matthias Ehrhardt article hachtel2021multirate Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1 2021 10.1016/j.cam.2019.112499 Journal of Computational and Applied Mathematics 387 North-Holland 112499 Christoph Hachtel Andreas Bartel Michael Günther Adrian Sandu article csomos2021operator Operator splitting for abstract Cauchy problems with dynamical boundary condition 2021 10.7153/oam-2021-15-60 Operators and Matrices 15 Element d.o.o 903–935 3 Petra Csomós Matthias Ehrhardt Bálint Farkas article umeorah2021pricing Pricing basket default swaps using quasi-analytic techniques 2021 10.1007/s10203-020-00310-x Decisions in Economics and Finance 44 Springer Verlag Italia 241–267 Matthias Ehrhardt article bannenberg2021reduced-2 Reduced order multirate schemes for coupled differential-algebraic systems 2021 10.1016/j.apnum.2021.05.023 Applied Numerical Mathematics 168 North-Holland 104–114 MWFM Bannenberg A Ciccazzo article sabirov2021reflectionless Reflectionless propagation of Manakov solitons on a line: A model based on the concept of transparent boundary conditions 2021 10.1103/PhysRevE.103.043305 Physical Review E 103 American Physical Society 043305 4 Matthias Ehrhardt book jax2021rosenbrock Rosenbrock-Wanner-Type Methods: Theory and Applications 2021 978-3-030-76809-6 10.1007/978-3-030-76810-2 Springer Cham Mathematics Online First Collections Jax, Tim and Bartel, Andreas and Ehrhardt, Matthias and Günther, Michael and Steinebach, Gerd article gunther2021symplectic Symplectic GARK methods for Hamiltonian systems 2021 10.48550/arXiv.2103.04110 Preprint Michael Günther Adrian Sandu Antonella Zanna article gunther2021symplectic-2 Symplectic GARK methods for partitioned Hamiltonian systems 2021 10.48550/arXiv.2103.04110 Preprint Michael Günther Adrian Sandu Kevin Schäfers Antonella Zanna article teng2021heston The Heston model with time-dependent correlation driven by isospectral flows 2021 10.3390/math9090934 Mathematics 9 MDPI 9 Long Teng article teng2020multi A multi-step scheme based on cubic spline for solving backward stochastic differential equations 2020 10.1016/j.apnum.2019.09.016 Applied Numerical Mathematics 150 Elsevier 117–138 Long Teng Aleksandr Lapitckii Michael Günther article teng2020new A new methodology to create valid time-dependent correlation matrices via isospectral flows 2020 10.1051/m2an/2019064 ESAIM: Mathematical Modelling and Numerical Analysis 54 EDP Sciences 361–371 2 Long Teng Xueran Wu Michael Günther Matthias Ehrhardt inproceedings kuhn2020thermal A thermal extension of Tellinen’s scalar hysteresis model 2020 10.1007/978-3-030-44101-2_6 Scientific Computing in Electrical Engineering: SCEE 2018, Taormina, Italy, September 2018 Springer Cham Mathematics in Industry Nicosia, Giuseppe and Romano, Vittorio 55–63 Jan Kühn Andreas Bartel Piotr Putek article guenther2020b Constrained hybrid Monte Carlo algorithms for Gauge-Higgs models 2020 10.1016/j.cpc.2020.107192 Computer Physics Communications 254 Elsevier 107192 Michael Günther Roman Höllwieser Francesco Knechtli article yusupov2020dirac Dirac particles in transparent quantum graphs: Tunable transport of relativistic quasiparticles in branched structures 2020 10.1103/PhysRevE.101.062208 Physical Review E 101 American Physical Society 062208 6 Matthias Ehrhardt article umeorah2019elliptical Elliptical and Archimedean copula models: An application to the price estimation of portfolio credit derivatives 2020 10.21314/JCR.2020.263 Journal of Credit Risk 17 Incisive Media 1–29 1 Matthias Ehrhardt inproceedings bartel2020inter Inter/extrapolation-based multirate schemes: A dynamic-iteration perspective 2020 10.1007/978-3-030-53905-4_3 Progress in Differential-Algebraic Equations II Springer Cham Differential-Algebraic Equations Forum Reis, Timo and Grundel, Sara and Schöps, Sebastian 73–90 Andreas Bartel Michael Günther article clevenhaus2020pricing Pricing American options with a non-constant penalty parameter 2020 10.3390/jrfm13060124 Journal of Risk and Financial Management 13 MDPI 124 6 Anna Clevenhaus Matthias Ehrhardt Michael Günther Daniel Ševčovič inproceedings putek2020shape Shape optimization of a PM synchronous machine under probabilistic constraints 2020 10.1007/978-3-030-44101-2_23 Scientific Computing in Electrical Engineering: SCEE 2018, Taormina, Italy, September 2018 Springer Cham Mathematics in Industry Nicosia, Giuseppe and Romano, Vittorio 243–253 Piotr Putek Andreas Bartel Michael Günther article gunther2020tracing Tracing contacts to control the COVID-19 pandemic 2020 10.48550/arXiv.2004.00517 Preprint Christoph Günther Michael Günther Daniel Günther article umeorah2020valuation Valuation of basket credit default swaps under stochastic default intensity models 2020 10.4208/aamm.OA-2019-0141 Advances in Applied Mathematics and Mechanics 12 Global Science Press 1301–1326 5 Matthias Ehrhardt article petrov2020wide Wide-angle mode parabolic equations for the modelling of horizontal refraction in underwater acoustics and their numerical solution on unbounded domains 2020 10.1016/j.jsv.2020.115526 Journal of Sound and Vibration 484 Academic Press 115526 Matthias Ehrhardt article teng2019accelerated Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation 2019 10.1016/j.jocs.2019.07.009 Journal of Computational Science 36 Elsevier 101022 Long Teng Anna Clevenhaus inbook gillon2019 Ageing models and reliability prediction 2019 10.1007/978-3-030-30726-4_19 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 425–455 Renaud Gillon Aarnout Wieers Frederik Deleu Tomáš Götthans Rick Janssen Wim Schoenmaker E. Jan W. Maten article treibert2019compartment Compartment models for vaccine effectiveness and non-specific effects for Tuberculosis 2019 10.3934/mbe.2019364 Mathematical Biosciences and Engineering 16 AIMS Press 7250–7298 6 Sarah Treibert Helmut Brunner Matthias Ehrhardt article kienitz_2019 Deep option pricing - Term structure models 2019 1556-5068 10.2139/ssrn.3498398 SSRN Electronic Journal Elsevier Joerg Kienitz Sarp Kaya Acar Qian Liang Nikolai Nowaczyk inbook termaten2019 Estimating failure probabilities 2019 10.1007/978-3-030-30726-4_16 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 349–379 E. Jan W. Maten Theo G. J. Beelen Alessandro Di Bucchianico Roland Pulch Ulrich Römer Herbert De Gersem Rick Janssen Jos J. Dohmen Bratislav Tasic Renaud Gillon Aarnout Wieers Frederik Deleu inbook lang2019fachlichkeitsaspekte Fachlichkeitsaspekte im Mathematik-und Informatikstudium: Herausforderungen, Ansätze zur Berücksichtigung im Studienverlauf und Erfahrungen 2019 10.30965/9783657792740_025 Die Stimmen der Fächer hören: Fachprofil und Bildungsanspruch in der Lehrerbildung Brill Schöningh 413–428 Bruno Lang Dorothee Müller Holger Arndt Andreas Bartel Karsten Blankenagel Hanno Gottschalk Michael Günther Ludger Humbert Birgit Jacob Kathrin Klamroth Barbara Rüdiger Britta Späth Michael Stiglmayr Christian Wyss others inbook dohmen2019 Fast fault simulation for detecting erroneous connections in ICs 2019 10.1007/978-3-030-30726-4_17 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 381–400 Jos J. Dohmen Bratislav Tasic Rick Janssen E. Jan W. Maten Theo G. J. Beelen Roland Pulch Michael Günther article wandelt2019 Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD 2019 10.1016/j.cam.2019.112495 Journal of Computational and Applied Mathematics 387 Elsevier 112495 Michèle Wandelt Michael Günther Michelle Muniz inbook pulch2019 Inverse modeling: Glue-Package-Die problem 2019 10.1007/978-3-030-30726-4_12 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 279–289 Roland Pulch Piotr Putek Herbert De Gersem Renaud Gillon article calvo2019jump Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations 2019 10.1016/j.apnum.2019.01.001 Applied Numerical Mathematics 139 North-Holland 77–92 Matthias Ehrhardt Carlos Vázquez inbook tischendorf2019 Nanoelectronic coupled problems solutions – Highlights from the nanoCOPS project 2019 10.1007/978-3-030-30726-4_1 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 1–21 Caren Tischendorf E. Jan W. Maten Wim Schoenmaker inbook schops2019non Non-Intrusive methods for the cosimulation of coupled problems 2019 10.1007/978-3-030-30726-4_7 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 131–159 Sebastian Schöps David J Duque Guerra Herbert De Gersem Andreas Bartel Michael Günther Roland Pulch article putek02122019 Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints 2019 10.1080/0305215X.2019.1577403 Engineering Optimization 51 Taylor & Francis 2169–2192 12 Piotr Putek article e_calore_2017 Optimization of lattice Boltzmann simulations on heterogeneous computers 2019 10.1177/1094342017703771 The International Journal of High Performance Computing Applications 33 SAGE Publications 124–139 1 E Calore A Gabbana SF Schifano R Tripiccione inproceedings delpricing Pricing swing options in electricity markets with two stochastic factors: PIDE modeling and numerical solution 2019 3rd International Conference on Computational Finance (ICCF2019) Universidade da Coruña 89–90 https://ruc.udc.es/dspace/bitstream/handle/2183/23188/Third%20International%20Conference%20on%20Computational%20Finance_2019.pdf?sequence=2&isAllowed=y Matthias Ehrhardt Carlos Vázquez article physreve.99.052126 Relativistic dissipation obeys Chapman-Enskog asymptotics: Analytical and numerical evidence as a basis for accurate kinetic simulations 2019 10.1103/PhysRevE.99.052126 Physical Review E 99 American Physical Society 052126 A. Gabbana D. Simeoni S. Succi R. Tripiccione inbook putek2019robust Robust shape optimization under uncertainties in device materials, geometry and boundary conditions 2019 10.1007/978-3-030-30726-4_10 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 223–260 Piotr Putek E. Jan W. Maten Michael Günther Andreas Bartel Roland Pulch Peter Meuris Wim Schoenmaker article ehrhardt2019mathematical SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity 2019 10.1016/j.jocs.2019.101027 Journal of Computational Science 37 Elsevier 101027 Matthias Ehrhardt Ján Gašper Sona Kilianová inbook janssen2019 Test cases for power-MOS devices and RF-circuitry 2019 10.1007/978-3-030-30726-4_20 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 459–485 Rick Janssen Renaud Gillon Aarnout Wieers Frederik Deleu Hervé Guegnaud Pascal Reynier Wim Schoenmaker E. Jan W. Maten article kossaczky2019two The two-dimensional tree-grid method 2019 10.21314/JCF.2019.373 Journal of Computational Finance 23 Incisive Media 29–57 2 Igor Kossaczky Matthias Ehrhardt Michael Günther article yusupov2019transparent-2 Transparent nonlinear networks 2019 10.1103/PhysRevE.100.032204 Physical Review E 100 American Physical Society 032204 3 Matthias Ehrhardt article yusupov2019transparent Transparent quantum graphs 2019 10.1016/j.physleta.2019.04.059 Physics Letters A 383 North-Holland 2382–2388 20 Matthias Ehrhardt inbook pulch2019uncertainty Uncertainty quantification: Introduction and implementations 2019 10.1007/978-3-030-30726-4_9 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 197–221 Roland Pulch Piotr Putek E. Jan W. Maten Wim Schoenmaker inbook janssen2019_2 Validation of simulation results on coupled problems 2019 10.1007/978-3-030-30726-4_22 Nanoelectronic Coupled Problems Solutions Springer Cham Mathematics in Industry ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert 517–563 Rick Janssen Renaud Gillon Aarnout Wieers Frederik Deleu Hervé Guegnaud Pascal Reynier Wim Schoenmaker E. Jan W. Maten inproceedings tyshchenko2019wide Wide-angle mode parabolic equation with transparent boundary conditions and its applications in shallow water acoustics 2019 10.1109/DD46733.2019.9016598 IEEE 2019 Days on Diffraction (DD) IEEE 221–225 Matthias Ehrhardt article kossaczky2018new A new convergent explicit tree-grid method for HJB equations in one space dimension 2018 10.4208/nmtma.OA-2017-0066 Numerical Mathematics: Theory, Methods and Applications 11 Global Science Press 1–29 1 Igor Kossaczky Matthias Ehrhardt Michael Günther article tauzin2018numerical A numerical tool for the study of the hydrodynamic recovery of the lattice Boltzmann Method 2018 10.1016/j.compfluid.2018.05.031 Computers & Fluids 172 Pergamon 241–250 Andreas Bartel Matthias Ehrhardt inproceedings gausling2018density Density estimation techniques in cosimulation using Spectral-and Kernel methods 2018 10.1007/978-3-319-75538-0_8 Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016 Springer Cham Mathematics in Industry Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter 81–89 Kai Gausling Andreas Bartel inbook calore_2018 Design and optimizations of lattice Boltzmann methods for massively parallel GPU-based blusters 2018 10.4018/978-1-5225-4760-0.ch003 Analysis and Applications of Lattice Boltzmann Simulations IGI Global 54–114 Enrico Calore Alessandro Gabbana inproceedings 10.1007/978-3-319-78024-5_45 Early experience on using knights landing processors for lattice Boltzmann applications 2018 10.1007/978-3-319-78024-5_45 Parallel Processing and Applied Mathematics Springer Cham Wyrzykowski, Roman and Dongarra, Jack and Deelman, Ewa and Karczewski, Konrad 519–530 Enrico Calore Alessandro Gabbana inbook calore2018energyefficiencyeo Energy-efficiency evaluation of Intel KNL for HPC workloads 2018 10.3233/978-1-61499-843-3-733 Parallel Computing is Everywhere IOS Press Advances in Parallel Computing 733–742 Enrico Calore Alessandro Gabbana inproceedings gaussian331975538016 Fitting generalized gaussian distributions for process capability index 2018 10.1007/978-3-319-75538-0_16 Scientific Computing in Electrical Engineering Springer Cham Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter 169–176 Theo G. J. Beelen Jos J. Dohmen E. Jan W. Maten Bratislav Tasic article hendricks2018hybrid Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations 2018 10.21314/JCF.2018.342 Journal of Computational Finance 21 Incisive Media 1–33 5 Christian Hendricks Matthias Ehrhardt Michael Günther inproceedings hachtel2018multirate Multirate DAE/ODE-simulation and model order reduction for coupled field-circuit systems 2018 10.1007/978-3-319-75538-0_9 Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016 Springer Cham Mathematics in Industry Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter 91–100 Christoph Hachtel Johanna Kerler-Back Andreas Bartel Michael Günther Tatjana Stykel article putek_2018 Nanoelectronic COupled problems solutions: Uncertainty quantification for analysis and optimization of an RFIC interference problem 2018 10.1186/s13362-018-0054-3 Journal of Mathematics in Industry 8 Springer Verlag 1–19 1 Piotr Putek Rick Janssen Jan Niehof E. Jan W. Maten Roland Pulch Bratislav Tasic Michael Günther inproceedings putek2018c Nanoelectronic coupled problems solutions: Uncertainty quantification of RFIC interference 2018 10.1007/978-3-319-63082-3_42 Progress in Industrial Mathematics at ECMI 2016 Springer Cham Mathematics in Industry Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Mendéz, Miguel E. 271–279 Piotr Putek Rick Janssen Jan Niehof E. Jan W. Maten Roland Pulch Bratislav Tasic Michael Günther article gabbana2018644 Numerical evidence of electron hydrodynamic whirlpools in graphene samples 2018 10.1016/j.compfluid.2018.02.020 Computers & Fluids 172 Elsevier 644–650 A. Gabbana M. Mendoza S. Succi R. Tripiccione inproceedings petrov2018numerical Numerical solution of iterative parabolic equations approximating the nonlinear Helmholtz equation 2018 10.1109/DD.2018.8553359 IEEE 2018 Days on Diffraction (DD) IEEE 241–244 Matthias Ehrhardt article bartel2018pdaes PDAEs in refined electrical network modeling 2018 10.1137/17m1113643 SIAM Review 60 Society for Industrial and Applied Mathematics 56–91 1 Andreas Bartel Michael Günther article physrevlett.121.236602 Prospects for the detection of electronic preturbulence in graphene 2018 10.1103/PhysRevLett.121.236602 Phys. Rev. Lett. 121 American Physical Society 236602 A. Gabbana M. Polini S. Succi R. Tripiccione F. M. D. Pellegrino article teng2018pricing Quanto pricing in stochastic correlation models 2018 10.1142/S0219024918500383 International Journal of Theoretical and Applied Finance 21 World Scientific Publishing 1850038 05 Long Teng Matthias Ehrhardt Michael Günther article mcwalter03042018 Recursive marginal quantization of higher-order schemes 2018 10.1080/14697688.2017.1402125 Quantitative Finance 18 Routledge 693–706 4 T. A. McWalter R. Rudd J. Kienitz E. Platen inproceedings putek2018a Robust optimization of an RFIC isolation problem under uncertainties 2018 10.1007/978-3-319-75538-0_17 Scientific Computing in Electrical Engineering Springer Cham Mathematics in Industry Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter 177–186 Piotr Putek Rick Janssen Jan Niehof E. Jan W. Maten Roland Pulch Michael Günther Bratislav Tasic article jlpea8020018 Software and DVFS tuning for performance and energy-efficiency on Intel KNL processors 2018 10.3390/jlpea8020018 Journal of Low Power Electronics and Applications 8 MDPI 2 Enrico Calore Alessandro Gabbana article 8052215 Variance-based robust optimization of a permanent magnet synchronous machine 2018 10.1109/TMAG.2017.2750485 IEEE Transactions on Magnetics 54 IEEE 1–4 3 Piotr A. Putek E. Jan W. Maten Michael Günther Jan K. Sykulski inbook espinoza2017new A new two-way artificial boundary condition for wave propagation 2017 10.2514/6.2017-3509 23rd AIAA/CEAS Aeroacoustics Conference 3509 Matthias Ehrhardt article shcherbakov2017adapted Adapted nested force-gradient integrators: The Schwinger model case 2017 10.4208/cicp.OA-2016-0048 Communications in Computational Physics 21 Cambridge University Press 1141–1153 4 Dmitry Shcherbakov Matthias Ehrhardt Jacob Finkenrath Michael Günther Francesco Knechtli Michael Peardon inbook buvckova2017alternating Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models 2017 10.1007/978-3-319-61282-9_19 Novel Methods in Computational Finance Springer Cham Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 333–371 Matthias Ehrhardt Michael Günther Pedro Pólvora inbook knechtli2016c Calculating observables of quantum fields 2017 10.1007/978-94-024-0999-4_4 Lattice Quantum Chromodynamics: Practical Essentials Springer Dordrecht SpringerBriefs in Physics 97–133 Francesco Knechtli Michael Günther Michael Peardon article hendricks2017error Error splitting preservation for high order finite difference schemes in the combination technique 2017 10.4208/nmtma.2017.m1511 Numerical Mathematics: Theory, Methods and Applications 10 Cambridge University Press 689–710 3 Christian Hendricks Matthias Ehrhardt Michael Günther article calore_2017cpe.4143 Evaluation of DVFS techniques on modern HPC processors and accelerators for energy-aware applications 2017 10.1002/cpe.4143 Concurrency and Computation: Practice and Experience 29 e4143 12 Enrico Calore Alessandro Gabbana inbook knechtli2016a Handling fermions on the lattice 2017 10.1007/978-94-024-0999-4_3 Lattice Quantum Chromodynamics: Practical Essentials Springer Netherlands SpringerBriefs in Physics 55–96 Francesco Knechtli Michael Günther Michael Peardon article hendricks2017high High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance 2017 10.1016/j.cam.2016.08.044 Journal of Computational and Applied Mathematics 316 North-Holland 175–194 Christian Hendricks Christof Heuer Matthias Ehrhardt Michael Günther phdthesis hendricks2017high-3 High-order methods for parabolic equations in multiple space dimensions for option pricing problems 2017 Dissertation Bergische Universität Wuppertal https://elekpub.bib.uni-wuppertal.de/urn/urn:nbn:de:hbz:468-20170704-143448-0 Christian Hendricks Matthias Ehrhardt Michael Günther inbook hendricks2017high-2 High-order-compact ADI schemes for pricing basket options in the combination technique 2017 10.1007/978-3-319-61282-9_21 Novel Methods in Computational Finance Springer Cham Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 399–405 Christian Hendricks Christof Heuer Matthias Ehrhardt Michael Günther inproceedings puket_63082-3_40 Identification of probabilistic input data for a Glue-Die-Package problem 2017 10.1007/978-3-319-63082-3_40 Progress in Industrial Mathematics at ECMI 2016 Springer Cham Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Méndez, Miguel E. 255–262 Roland Pulch Piotr Putek Herbert De Gersem Renaud Gillon book kienitz_2017 Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling 2017 9781137360199 10.1057/978-1-137-36019-9 2 Palgrave Macmillan UK Jörg Kienitz Peter Caspers article physreve.96.023305 Kinetic approach to relativistic dissipation 2017 10.1103/PhysRevE.96.023305 Physical Review E 96 American Physical Society 023305 A. Gabbana M. Mendoza S. Succi R. Tripiccione book knechtli2017 Lattice Quantum Chromodynamics: Practical Essentials 2017 978-94-024-0997-0 10.1007/978-94-024-0999-4 Springer Netherlands SpringerBriefs in Physics Francesco Knechtli Michael Günther Michael Peardon inproceedings ter2017minisymposium Minisymposium: Computational methods for finance and energy markets 2017 10.1007/978-3-319-63082-3_20 Progress in Industrial Mathematics at ECMI 2016 Springer Cham 141–143 E. Jan W. Maten Matthias Ehrhardt inbook teng2017modelling Modelling and calibration of stochastic correlation in finance 2017 10.1007/978-3-319-61282-9_6 Novel Methods in Computational Finance Novel Methods in Computational Finance Springer Cham Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 83–105 Long Teng Matthias Ehrhardt Michael Günther article 10.3233/jae-140162 Multi-objective topology optimization of a permanent magnet machine to reduce electromagnetic losses and cogging torque 2017 10.3233/JAE-140162 International Journal of Applied Electromagnetics and Mechanics 53 IOS Press S203–S212 2_suppl Piotr Putek Piotr PAPLICKI Roland Pulch E. Jan W. Maten Michael Günther Ryszard Paƚka Domenico Lahaye article petrov2017multiscale Multiscale approach to parabolic equations derivation: Beyond the Linear theory 2017 10.1016/j.procs.2017.05.085 Procedia Computer Science 108 Elsevier 1823–1831 Matthias Ehrhardt inbook kienitznegative2017 Negative rates: New market practice 2017 10.1007/978-3-319-61282-9_4 Novel Methods in Computational Finance Springer Cham Mathematics in Industry Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 47–63 Jörg Kienitz book ehrhardt2017novel Novel Methods in Computational Finance (Book) 2017 978-3-319-61281-2 10.1007/978-3-319-61282-9 Springer Cham Mathematics in Industry Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. article teng2017numerical Numerical simulation of the Heston model under stochastic correlation 2017 10.3390/ijfs6010003 International Journal of Financial Studies 6 MDPI 3 1 Long Teng Matthias Ehrhardt Michael Günther inbook kienitz2017 PDE methods for SABR 2017 10.1007/978-3-319-61282-9_15 Novel Methods in Computational Finance Springer Cham Mathematics in Industry Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 265–291 Jörg Kienitz Thomas McWalter Roelof Sheppard article calvo2017pricing Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach 2017 10.21314/JCF.2016.317 Journal of Computational Finance 20 Incisive Media 81–107 3 Matthias Ehrhardt Carlos Vázquez inbook silva2017proper Proper orthogonal decomposition in option pricing 2017 10.1007/978-3-319-61282-9_24 Novel Methods in Computational Finance Springer Cham Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 441–452 E. Jan W. Maten Michael Günther Matthias Ehrhardt inproceedings silva2017reduced Reduced models in option pricing 2017 10.1007/978-3-319-63082-3_23 Progress in Industrial Mathematics at ECMI 2016 Springer Cham Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Pilar, Salgado and Vázquez-Méndez, Miguel E. 161–168 E. Jan W. Maten Michael Günther Matthias Ehrhardt inbook during2017 Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models 2017 10.1007/978-3-319-61282-9_16 Novel Methods in Computational Finance Springer Cham Mathematics in Industry Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W. 295–312 Bertram Düring Christian Hendricks James Miles article ehrhardt2017stochastic Stochastic and Computational Finance (Preface) 2017 10.1080/00207160.2017.1386373 International Journal of Computer Mathematics 94 Taylor & Francis 2145–2146 11 Matthias Ehrhardt Daniel Ševčovič article heuer2017strike The STRIKE computational finance toolbox 2017 10.1007/978-3-319-61282-9_30 Novel Methods in Computational Finance Novel Methods in Computational Finance Springer Cham 561–601 Christof Heuer Pedro Pólvora Matthias Ehrhardt Michael Günther E. Jan W. Maten article kossaczky2017tree The tree-grid method with control-independent stencil 2017 Proceedings of Equadiff 2017 Conference SPEKTRUM STU Publishing 79–88 http://www.iam.fmph.uniba.sk/amuc/ojs/index.php/equadiff/article/view/699 Igor Kossaczky Matthias Ehrhardt Michael Günther article physreve.95.053304 Towards a unified lattice kinetic scheme for relativistic hydrodynamics 2017 10.1103/PhysRevE.95.053304 Physical Review E 95 American Physical Society 053304 A. Gabbana M. Mendoza S. Succi R. Tripiccione inproceedings gausling2016analysis Analysis of the contraction condition in the co-simulation of a specific electric circuit 2016 10.1007/978-3-319-23413-7_119 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Mathematics in Industry Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio 853–860 Kai Gausling Andreas Bartel article gausling2015coupling Coupling interfaces and their impact in field/circuit co-simulation 2016 10.1109/TMAG.2015.2471181 IEEE Transactions on Magnetics 52 IEEE 1–4 3 Kai Gausling Andreas Bartel article besse2016discrete Discrete artificial boundary conditions for the linearized Korteweg-de Vries equation 2016 10.1002/num.22058 Numerical Methods for Partial Differential Equations 32 John Wiley & Sons 1455–1484 5 Matthias Ehrhardt inproceedings waguecmi162 Efficient numerical simulation of the Wilson Flow in lattice QCD 2016 10.1007/978-3-319-23413-7_148 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Mathematics in Industry Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio 1065–1071 Michèle Wandelt Michael Günther inproceedings tasic2016 Fast fault simulation to identify subcircuits involving faulty components 2016 10.1007/978-3-319-23413-7_49 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Mathematics in Industry Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio 369–376 B. Tasic J. J. Dohmen E. J. W. Maten T. G. J. Beelen H. H. J. M. Janssen W. H. A. Schilders M. Günther inproceedings 7459327 Fast time-domain simulation for reliable fault detection 2016 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE) IEEE 301–306 https://ieeexplore.ieee.org/document/7459327?arnumber=7459327 Bratislav Tasic Jos J. Dohmen Rick Janssen E. Jan W. Maten Theo G.J. Beelen Roland Pulch inproceedings buvckova2016fichera Fichera theory and its application in finance 2016 10.1007/978-3-319-23413-7_13 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Mathematics in Industry 103–111 Matthias Ehrhardt Michael Günther inproceedings gausling2016first First results for uncertainty quantification in co-simulation of coupled electrical circuits 2016 10.1007/978-3-319-30399-4_24 Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014 Springer Cham Mathematics in Industry Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W. 243–251 Kai Gausling Andreas Bartel article hendricks2016high High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique 2016 10.1016/j.apnum.2015.11.003 Applied Numerical Mathematics 101 North-Holland 36–52 Christian Hendricks Matthias Ehrhardt Michael Günther article buckova1773implementation Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations 2016 10.1063/1.4964961 AIP Conference Proceedings 1773 American Institute of Physics 030001 1 Pedro Pólvora Matthias Ehrhardt Michael Günther inproceedings hendricks2016integrated Integrated forecasting of day-ahead prices in the German electricity market 2016 10.1007/978-3-319-23413-7_44 Progress in Industrial Mathematics at ECMI 2014 Springer Cham 333–339 Christian Hendricks Matthias Ehrhardt Michael Günther inproceedings hachtel2016interface Interface reduction for multirate ODE-Solver 2016 10.1007/978-3-319-30399-4_19 Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014 Springer Cham Mathematics in Industry Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W. 185–193 Christoph Hachtel Andreas Bartel Michael Günther article putek2016 Mitigation of the cogging torque and loss minimization in a permanent magnet machine using shape and topology optimization 2016 10.1108/EC-01-2015-0007 Engineering Computations 33 Emerald Group Publishing Limited Owen, D. R. J. 1–23 3 Piotr Adam Putek inproceedings hachtel2016model Model order reduction for multirate ODE-Solvers in a multiphysics application 2016 10.1007/978-3-319-23413-7_65 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Mathematics in Industry Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio 473–480 Christoph Hachtel Michael Günther Andreas Bartel article mohaghegh201672 Model order reduction using singularly perturbed systems 2016 0168-9274 10.1016/j.apnum.2016.01.002 Applied Numerical Mathematics 103 Elsevier 72–87 Kasra Mohaghegh Roland Pulch Jan Maten article teng2016modelling Modelling stochastic correlation 2016 10.1186/s13362-016-0018-4 Journal of Mathematics in Industry 6 Springer Verlag 1–18 1 Long Teng Matthias Ehrhardt Michael Günther inproceedings teng2015ou Modelling stochastic correlation with modified Ornstein-Uhlenbeck process 2016 10.1007/978-3-319-23413-7_14 Springer Heidelberg Progress in Industrial Mathematics at ECMI 2014 Springer Cham 113–120 Long Teng Matthias Ehrhardt Michael Günther inproceedings kossaczky2016modifications Modifications of the PCPT method for HJB equations 2016 10.1063/1.4964962 8th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’16 AIP Conference Proceedings 1773 American Institute of Physics 030002 1 I Kossaczkỳ Matthias Ehrhardt Michael Günther inbook knechtli2016b Monte Carlo methods 2016 10.1007/978-94-024-0999-4_2 Lattice Quantum Chromodynamics: Practical Essentials Springer Netherlands SpringerBriefs in Physics 35–53 Francesco Knechtli Michael Günther Michael Peardon inproceedings guenther2016 Multirate GARK schemes for multiphysics problems 2016 10.1007/978-3-319-30399-4_12 Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014 Springer Cham Mathematics in Industry Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W. 115–121 Michael Günther Christoph Hachtel Adrian Sandu article guenther2015a Multirate generalized additive Runge Kutta methods 2016 10.1007/s00211-015-0756-z Numerische Mathematik 133 Springer New York 497–524 3 Michael Günther Adrian Sandu article ter_maten_2016 Nanoelectronic COupled problems solutions - nanoCOPS: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation 2016 10.1186/s13362-016-0025-5 Journal of Mathematics in Industry 7 Springer Verlag 1–19 1 E Jan W Maten Piotr A Putek Michael Günther Roland Pulch Caren Tischendorf Christian Strohm Wim Schoenmaker Peter Meuris Bart De Smedt Peter Benner Lihong Feng Nicodemus Banagaaya Yao Yue Rick Janssen Jos J Dohmen Bratislav Tasic Frederik Deleu Renaud Gillon Aarnout Wieers Hans-Georg Brachtendorf Kai Bittner Tomáš Kratochvíl Jiří Petřzela Roman Sotner Tomáš Götthans Jiří Dřínovský Sebastian Schöps David J Duque Guerra Thorben Casper Herbert De Gersem Ulrich Römer Pascal Reynier Patrice Barroul Denis Masliah Benoît Rousseau article ehrhardt2016novel Novel methods in computational finance 2016 10.1080/00207160.2015.1071692 International Journal of Computer Mathematics 93 Taylor & Francis 723–724 5 Matthias Ehrhardt Lucas Jódar Sánchez article teng2016heston On the Heston model with stochastic correlation 2016 10.1142/S0219024916500333 International Journal of Theoretical and Applied Finance 19 World Scientific Publishing 1650033 06 Long Teng Matthias Ehrhardt Michael Günther article kossaczky2016non On the non-existence of higher order monotone approximation schemes for HJB equations 2016 10.1016/j.aml.2015.08.005 Applied Mathematics Letters 52 Pergamon 53–57 Igor Kossaczky Matthias Ehrhardt Michael Günther article kossaczky2016piecewise Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations 2016 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2016/imacm_16_13.pdf Igor Kossaczky Matthias Ehrhardt Michael Günther inproceedings silva2016proper Proper orthogonal decomposition in option pricing: Basket options and Heston model 2016 10.1007/978-3-319-23413-7_29 Springer International Publishing Progress in Industrial Mathematics at ECMI 2014 Springer Cham 217–227 E. Jan W. Maten Michael Günther Matthias Ehrhardt inproceedings pulch2016quadrature Quadrature methods with adjusted grids for stochastic models of coupled problems 2016 10.1007/978-3-319-23413-7_50 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio 377–384 Roland Pulch Andreas Bartel Sebastian Schöps inbook knechtli2016 Quantum Field Theory (QFT) on the Lattice 2016 10.1007/978-94-024-0999-4_1 Lattice Quantum Chromodynamics: Practical Essentials Springer Netherlands SpringerBriefs in Physics 1–34 Francesco Knechtli Michael Günther Michael Peardon inproceedings putek2016robust Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods 2016 10.1007/978-3-319-30399-4_23 Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014 Springer Cham Mathematics in Industry Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W. 233–242 Piotr Putek Kai Gausling Andreas Bartel Konstanty M Gawrylczyk Roland Pulch Michael Günther book bartel2016scientific Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014 2016 978-3-319-30398-7 10.1007/978-3-319-30399-4 Springer Cham Mathematics in Industry Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W. article putek2016shape Shape and topology optimization of a permanent-magnet machine under uncertainties 2016 10.1186/s13362-016-0032-6 Journal of Mathematics in Industry 6 Springer Verlag 1–19 1 Piotr Putek Roland Pulch Andreas Bartel E. Jan W. Maten Michael Günther Konstanty M Gawrylczyk inproceedings 7459330 Shape optimization of a power MOS device under uncertainties 2016 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE) IEEE 319–324 https://ieeexplore.ieee.org/document/7459330 Piotr Putek Peter Meuris Roland Pulch E. Jan W. Maten Michael Günther Wim Schoenmaker Frederik Deleu Aarnout Wieers article hachtel2016stability Stability and Error Analysis for Coupled Multirate-MOR Methods 2016 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2016/imacm_16_02.pdf Christoph Hachtel Andreas Bartel Michael Günther inproceedings teng2016dynamic The dynamic correlation model and its application to the Heston model 2016 10.1007/978-3-319-33446-2_21 Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation Springer Cham Springer Proceedings in Mathematics & Statistics Glau, Kathrin and Grbac, Zorana and Scherer, Matthias and Zags, Rudi 437–449 Long Teng Matthias Ehrhardt Michael Günther inproceedings 10.1007/978-3-319-23413-7_116 The European project nanoCOPS for nanoelectronic coupled problems solutions 2016 10.1007/978-3-319-23413-7_116 Progress in Industrial Mathematics at ECMI 2014 Springer Cham Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio 835–842 H. H. J. M. Janssen P. Benner K. Bittner H.-G. Brachtendorf L. Feng E. J. W. Maten R. Pulch W. Schoenmaker S. Schöps C. Tischendorf article wandelt2016 The Wilson flow and the finite temperature phase transition 2016 10.1007/jhep10(2016)061 Journal of High Energy Physics 2016 Springer Verlag 10 M. Wandelt F. Knechtli M. Günther article petrov2016transparent Transparent boundary conditions for iterative high-order parabolic equations 2016 10.1016/j.jcp.2016.02.037 Journal of Computational Physics 313 Academic Press 144–158 Matthias Ehrhardt article 7270286 Uncertainty quantification for robust topology optimization of power transistor devices 2016 10.1109/TMAG.2015.2479361 IEEE Transactions on Magnetics 52 IEEE 1–4 3 Piotr Putek Peter Meuris Roland Pulch E. Jan W. Maten Wim Schoenmaker Michael Günther article petrov2016wide Wide-angle parabolic approximations for the nonlinear Helmholtz equation in the Kerr media 2016 10.1209/0295-5075/116/24004 Europhysics Letters 116 IOP Publishing 24004 2 D. V. Makarov Matthias Ehrhardt article sandu2015 A generalized-structure approach to dditive Runge-Kutta methods 2015 10.1137/130943224 SIAM Journal on Numerical Analysis 53 Society for Industrial and Applied Mathematics 17–42 1 Adrian Sandu Michael Günther inproceedings arnold2015transparent A transparent boundary condition for an elastic bottom in underwater acoustics 2015 10.1007/978-3-319-20239-6_2 Springer International Publishing Finite Difference Methods, Theory and Applications: 6th International Conference, FDM 2014, Lozenetz, Bulgaria, June 18-23, 2014, Revised Selected Papers Springer Cham 15–24 Matthias Ehrhardt article teng2016versatile A versatile approach for stochastic correlation using hyperbolic functions 2015 10.1080/00207160.2014.1002779 International Journal of Computer Mathematics 93 Taylor & Francis 524–539 3 Long Teng Matthias Ehrhardt Michael Günther inbook harutyunyan2015 Advanced topics in model order reduction 2015 10.1007/978-3-662-46672-8_6 Coupled Multiscale Simulation and Optimization in Nanoelectronics 21 Springer Berlin Heidelberg Mathematics in Industry Günther, M. 361–432 Davit Harutyunyan Roxana Ionutiu E. Jan W. Maten Joost Rommes Wil H. A. Schilders Michael Striebel article buckova2015alternating Alternating direction explicit methods for convection diffusion equations 2015 Acta Mathematica Universitatis Comenianae 84 Univerzita Komenskeho 309–325 2 http://www.iam.fmph.uniba.sk/amuc/ojs/index.php/amuc/article/view/206 Matthias Ehrhardt Michael Günther article heubes2015concept Concept for a one-dimensional discrete artificial boundary condition for the lattice Boltzmann method 2015 10.1016/j.camwa.2015.08.030 Computers & Mathematics with Applications 70 Pergamon 2316–2330 10 Andreas Bartel Matthias Ehrhardt book guenther2015c Coupled Multiscale Simulation and Optimization in Nanoelectronics 2015 978-3-662-46671-1 10.1007/978-3-662-46672-8 Springer Berlin Heidelberg Günther, Michael article heubes2015discrete-2 Discrete artificial boundary conditions for the lattice Boltzmann method in 2D 2015 10.1051/proc/201552003 ESAIM: Proceedings and Surveys 52 EDP Sciences 47–65 Andreas Bartel Matthias Ehrhardt inbook guenther2015 Electrical circuits 2015 10.1007/978-3-540-70529-1_110 Encyclopedia of Applied and Computational Mathematics Springer Berlin Heidelberg Engquist, Björn 411–417 Michael Günther article shcherbakov2015force Force-gradient nested multirate methods for Hamiltonian systems 2015 10.1016/j.cpc.2014.10.014 Computer Physics Communications 187 North-Holland 91–97 Dmitry Shcherbakov Matthias Ehrhardt Michael Günther Michael Peardon article hendricks2015high High order combination technique for the efficient pricing of basket options 2015 Acta Mathematica Universitatis Comenianae 84 Univerzita Komenskeho 243–253 2 http://www.iam.fmph.uniba.sk/amuc/ojs/index.php/amuc/article/view/154 Christian Hendricks Matthias Ehrhardt Michael Günther article hendricks2015high-2 High-order-compact ADI schemes for diffusion equations with mixed derivatives in the combination technique 2015 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2015/imacm_15_14.pdf Christian Hendricks Matthias Ehrhardt Michael Günther article ali2015index Index-2 elliptic partial differential-algebraic models for circuits and devices 2015 10.1016/j.jmaa.2014.10.065 Journal of Mathematical Analysis and Applications 423 Academic Press 1348–1369 2 Giuseppe Alì Andreas Bartel Nella Rotundo book ehrhardt2015mathematical Mathematical Modelling and Numerical Simulation of Oil Pollution Problems 2015 978-3-319-16458-8 10.1007/978-3-319-16459-5 Springer Cham The Reacting Atmosphere Ehrhardt, Matthias inbook antoulas2015 Model order reduction: Methods, concepts and properties 2015 10.1007/978-3-662-46672-8_4 Coupled Multiscale Simulation and Optimization in Nanoelectronics Springer Berlin Heidelberg Günther, Michael 159–265 Athanasios C. Antoulas Roxana Ionutiu Nelson Martins E. Jan W. Maten Kasra Mohaghegh Roland Pulch Joost Rommes Maryam Saadvandi Michael Striebel article multi-objective2015 Multi-objective topology optimization and losses reduction in a permanent magnet excited synchronous machine 2015 Preprint IMACM Bergische Universität Wuppertal 1–10 https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2015/imacm_15_32.pdf Piotr Putek Piotr PAPLICKI Roland Pulch E. Jan W. Maten Michael Günther Ryszard Palka article nanocops2015-1 Nanoelectronic COupled Problems Solutions - nanoCOPS 2015 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2015/imacm_15_36.pdf E. Jan W. Maten Piotr Putek Michael Günther Caren Tischendorf Christian Strohm Wim Schoenmaker Peter Meuris Bart De Smedt Peter Benner Lihong Feng Nicodemus Banagaaya Yao Yue Rick Janssen Jos J. Dohmen Bratislav Tasic others article petrov2015mayfield On Mayfield’s stability proof for the discretized transparent boundary condition for the parabolic equation 2015 10.1016/j.aml.2014.12.019 Applied Mathematics Letters 44 Pergamon 45–49 Matthias Ehrhardt article teng2015option Option pricing with dynamically correlated stochastic interest rate 2015 Acta Mathematica Universitatis Comenianae 84 Univerzita Komenskeho 179–190 2 http://www.iam.fmph.uniba.sk/amuc/ojs/index.php/amuc/article/view/132 Long Teng Matthias Ehrhardt Michael Günther inbook ciuprina2015 Parameterized model order reduction 2015 10.1007/978-3-662-46672-8_5 Coupled Multiscale Simulation and Optimization in Nanoelectronics Springer Berlin Heidelberg Mathematics in Industry Günther, Michael 267–359 Gabriela Ciuprina Jorge Fernández Villena Daniel Ioan Zoran Ilievski Sebastian Kula E. Jan W. Maten Kasra Mohaghegh Roland Pulch Wil H. A. Schilders L. Miguel Silveira Alexandra Ştefănescu Michael Striebel article pulch201580 Sensitivity analysis and model order reduction for random linear dynamical systems 2015 10.1016/j.matcom.2015.01.003 Mathematics and Computers in Simulation 111 Elsevier 80–95 Roland Pulch E. Jan W. Maten Florian Augustin inbook ali2015simulation Simulation of coupled PDAEs: Dynamic iteration and multirate simulation 2015 10.1007/978-3-662-46672-8_3 Coupled Multiscale Simulation and Optimization in Nanoelectronics Springer Berlin Heidelberg Mathematics in Industry Günther, Michael 103–156 Giuseppe Alì Andreas Bartel Michael Günther Vittorio Romano Sebastian Schöps article pulch_2015 Stochastic Galerkin methods and model order reduction for linear dynamical systems 2015 2152-5080 10.1615/Int.J.UncertaintyQuantification.2015010171 International Journal for Uncertainty Quantification 5 255–273 3 Roland Pulch E. Jan W. Maten inbook guenther2015b The COMSON project 2015 10.1007/978-3-662-46672-8_1 Coupled Multiscale Simulation and Optimization in Nanoelectronics Springer Berlin Heidelberg Mathematics in Industry 3–12 Michael Günther Uwe Feldmann inproceedings nanocops2015 The nanocops project on algorithms for nanoelectronic coupled problems solutions 2015 COUPLED VI : proceedings of the VI International Conference on Computational Methods for Coupled Problems in Science and Engineering CIMNE 1029–1036 https://upcommons.upc.edu/bitstream/handle/2117/191978/Coupled-2015_93-The%20nanoscops%20project%20on%20algorithms.pdf?sequence=1&isAllowed=y Rick Janssen E. Jan W. Maten Caren Tischendorf Hans-Georg Bachtendorf Kai Bittner Wim Schoenmaker Peter Benner Lihong Feng Roland Pulch Frederik Deleu Aarnout Wieers article teng2015pricing The pricing of Quanto options under dynamic correlation 2015 10.1016/j.cam.2014.07.017 Journal of Computational and Applied Mathematics 275 Elsevier 304–310 Long Teng Matthias Ehrhardt Michael Günther article petrov2015transparent-2 Transparent boundary conditions for a hierarchy of high-order parabolic approximations 2015 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2015/imacm_15_09.pdf Matthias Ehrhardt inproceedings petrov2015transparent Transparent boundary conditions for the high-order parabolic approximations 2015 10.1109/DD.2015.7354870 2015 Days on Diffraction (DD) IEEE 255–261 Matthias Ehrhardt article putek2015 Uncertainty quantification in electro-thermal coupled problems based on a power transistor device 2015 10.1016/j.ifacol.2015.05.206 IFAC-PapersOnLine 48 Elsevier 938–939 1 Piotr Putek Peter Meuris Michael Günther Jan Maten Roland Pulch Aarnout Wieers Wim Schoenmaker article ehrhardt2014advanced Advanced computational engineering 2014 10.1080/00207160.2014.880256 International Journal of Computer Mathematics 91 Taylor & Francis 1–3 1 Matthias Ehrhardt Lucas Jódar Sánchez Rafael Jacinto Villanueva Micó article heubes2014characteristic Characteristic boundary conditions in the lattice Boltzmann method for fluid and gas dynamics 2014 10.1016/j.cam.2013.09.019 Journal of Computational and Applied Mathematics 262 North-Holland 51–61 Selected Papers from NUMDIFF-13 Andreas Bartel Matthias Ehrhardt article famelis2014classical Classical and quasi-newton methods for a meteorological parameters prediction boundary value problem 2014 10.12785/amis/080604 Applied Mathematics & Information Sciences 8 Natural Sciences Publishing 2683–2693 6 Matthias Ehrhardt inproceedings kaufmann2014b Coupled heat-electromagnetic simulation of inductive charging stations for electric vehicles 2014 10.1007/978-3-319-05365-3_5 Progress in Industrial Mathematics at ECMI 2012 Springer Cham Mathematics in Industry Fontes, Magnus and Günther, Michael and Marheineke, Nicole 27–36 Christof Kaufmann Michael Günther Daniel Klagges Matthias Richwin Sebastian Schöps E. Jan W. Maten inbook klindworth2014discrete Discrete transparent boundary conditions for multi-band effective mass approximations 2014 10.1007/978-3-319-01427-2_8 Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques Springer Cham Lecture Notes in Computational Science and Engineering Ehrhardt, Matthias and Koprucki, Thomas 273–318 Matthias Ehrhardt inproceedings maten2014 Efficient calculation of uncertainty quantification 2014 10.1007/978-3-319-05365-3_50 Progress in Industrial Mathematics at ECMI 2012 19 Springer Cham Mathematics in Industry Fontes, Magnus and Günther, Michael and Marheineke, Nicole 361–370 E. Jan W. Maten Roland Pulch Wil H. A. Schilders H. H. J. M. Janssen article kaufmann2014a Efficient frequency-transient co-simulation of coupled heat-electromagnetic problems 2014 10.1186/2190-5983-4-1 Efficient simulation of frequency-transient mixed co-simulation of coupled heat-electromagnetic problems Journal of Mathematics in Industry 4 Springer Verlag Efficient frequency-transient co-simulation of coupled heat-electromagnetic problems 1–13 1 Christof Kaufmann Michael Günther Daniel Klagges Michael Knorrenschild Matthias Richwin Sebastian Schöps E. Jan W. Maten article bartel2014c Elektronische Industrie — Mathematics Inside 2014 Output Forschungsmagazin der Bergischen Universität Wuppertal Bergische Universität Wuppertal 30–35 Nr. 12 https://www.presse.uni-wuppertal.de/fileadmin/buw-output/ausgabe_12/Output12_klein_doppelseiten.pdf Andreas Bartel Michael Günther E. Jan W. Maten article hendricks2014evaluating Evaluating the effects of changing market parameters and policy implications in the German electricity market 2014 10.21314/JEM.2014.115 Journal of Energy Markets 7 Infopro digital 93–126 2 Christian Hendricks Matthias Ehrhardt article heubes2014exact Exact artificial boundary conditions for a lattice Boltzmann method 2014 10.1016/j.camwa.2014.04.020 Computers & Mathematics with Applications 67 Pergamon 2041–2054 11 Andreas Bartel Matthias Ehrhardt article hulsmann2014extended Extended Brauer model for ferromagnetic materials: analysis and computation 2014 10.1108/COMPEL-11-2012-0359 COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering 33 Emerald Group Publishing 1251–1263 4 Timo Hülsmann Andreas Bartel Sebastian Schöps Herbert De Gersem article hendricks2014high High order tensor product interpolation in the combination technique 2014 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2014/imacm_14_25.pdf Matthias Ehrhardt Michael Günther article bartel2014influence Influence of measurement errors on transformer inrush currents using different material models 2014 10.1109/TMAG.2013.2284072 IEEE Transactions on Magnetics 50 IEEE 485–488 2 Andreas Bartel Timo Hülsmann Jan Kühn Roland Pulch Sebastian Schöps book kienitz_2014 Interest Rate Derivatives Explained: Volume 1: Products and Markets 2014 9781137360076 10.1057/9781137360076 1 Palgrave Macmillan UK Financial Engineering Explained Jörg Kienitz inproceedings erxleben2014introducing Introducing Wikidata to the linked data web 2014 10.1007/978-3-319-11964-9_4 The Semantic Web – ISWC 2014: 13th International Semantic Web Conference, Riva del Garda, Italy, October 19-23, 2014. Proceedings, Part I Springer Cham Lecture Notes in Computer Science 50–65 Fredo Erxleben Michael Günther Markus Krötzsch Julian Mendez Denny Vrandečić article 6749011 Low cogging torque design of permanent magnet machine using modified multi-level set method with total variation regularization 2014 10.1109/TMAG.2013.2286297 IEEE Transactions on Magnetics 50 IEEE 657–660 2 Piotr Putek Piotr PAPLICKI Ryszard Pałka inbook ehrhardt2014modelling Modelling and Numerical Simulation 2014 10.1007/978-3-319-06495-6_4 Atmospheric Research From Different Perspectives: Bridging the Gap Between Natural and Social Sciences Springer Cham Koppmann, Ralf 27–34 Matthias Ehrhardt Michael Günther Birgit Jacob article ehrhardtmodelling Modelling Stochastic Correlations in Finance 2014 Preprint IMACM https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2014/imacm_14_03.pdf Matthias Ehrhardt Michael Günther article cortes2014modelling Modelling the dynamics of the students’ academic performance in the German region of the North Rhine-Westphalia: An epidemiological approach with uncertainty 2014 10.1080/00207160.2013.813937 International Journal of Computer Mathematics 91 Taylor & Francis 241–251 2 Matthias Ehrhardt Almudena Sánchez-Sánchez book ehrhardt2014multi Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques 2014 978-3-319-01426-5 10.1007/978-3-319-01427-2 Springer Cham Lecture Notes in Computational Science and Engineering Ehrhardt, Matthias and Koprucki, Thomas inproceedings maten_oipe2014 Nonlinear multiobjective topology optimization and multiphysics analysis of a permanent-magnet excited synchronous machine 2014 Optimization and Inverse Problems in Electromagnetism OIPE-2014 Book of Digests TU Delf 107–108 http://oipe2014.fyper.com/uploads/File/BookOfDigests.pdf Piotr Putek Piotr PAPLICKI Roland Pulch E. Jan W. Maten Michael Günther Ryszard Palka article ehrhardt2014nonstandard Nonstandard finite difference schemes for the Black-Scholes equation 2014 10.1090/conm/618/12330 Mathematics of Continuous and Discrete Dynamical Systems Contemporary Mathematics 618 American Mathematical Society 217–227 Matthias Ehrhardt article ehrhardt2014numerical-2 Numerical analysis of nonlinear European option pricing problem in illiquid markets 2014 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2014/imacm_14_23.pdf Matthias Ehrhardt article ehrhardt2014numerical Numerical methods and mathematical modelling in biology, medicine and social sciences 2014 10.1080/00207160.2014.896653 International Journal of Computer Mathematics 91 Taylor & Francis 176–178 2 Matthias Ehrhardt Lucas Jódar Sánchez Rafael Jacinto Villanueva Micó article bartel2014convergence On the convergence rate of dynamic iteration for coupled problems with multiple subsystems 2014 10.1016/j.cam.2013.07.031 Journal of Computational and Applied Mathematics 262 North-Holland 14–24 Selected Papers from NUMDIFF-13 Andreas Bartel Markus Brunk Sebastian Schöps inbook ehrhardt2014popular Popular support to terrorist organizations: A short-term prediction based on a dynamic model applied to a real case 2014 Mathematical modeling in social sciences and engineering Nova Science Publishers 169–176 https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2013/imacm_13_26.pdf Matthias Ehrhardt book schoeps2014 Progress in differential-algebraic equations: Deskriptor 2013 2014 978-3-662-44925-7 10.1007/978-3-662-44926-4 Springer Berlin Heidelberg Differential-Algebraic Equations Forum Schöps, Sebastian and Bartel, Andreas and Günther, Michael and ter Maten, E. Jan W. and Müller, Peter C. book fontes2014 Progress in Industrial Mathematics at ECMI 2012 2014 978-3-319-05364-6 10.1007/978-3-319-05365-3 Springer Cham Mathematics in Industry Fontes, Magnus and Günther, Michael and Marheineke, Nicole article 2532 Robust and efficient uncertainty quantification and validation of RFIC isolation 2014 Radioengineering 23 Czech Technical University 308–318 1 https://www.radioeng.cz/fulltexts/2014/14_01_0308_0318.pdf A. Di Bucchianico J. Maten R. Pulch R. Janssen J. Niehof M. Hanssen S. Kapora article tasic2014 Robust DC and efficient time-domain fast fault simulation 2014 10.1108/COMPEL-12-2012-0364 COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering 33 Emerald Group Publishing 1161–1174 4 Bratislav Tasic Jos J. Dohmen E. Maten Theo G.J. Beelen Wil H.A. Schilders Alex Vries Maikel Beurden inproceedings buckova2014a STRIKE: Novel Methods in Computational Finance - A European mathematical research training network 2014 ECMI Newsletter 55 9–11 https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2014/imacm_14_01.pdf Z. Bučková J. P. Campos Moreira Silva M. Ehrhardt M. Günther E. J. W. Maten inproceedings teng2016dynamicpricing The pricing of Quanto options under dynamic correlation (short version) 2014 Proceedings of the 14th International Conference on Mathematical Methods in Science and Enginnering Volume IV 1228–1238 https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2014/imacm_14_11.pdf Long Teng Matthias Ehrhardt Michael Günther article putek2014 Topology optimization of rotor poles in a permanent-magnet machine using level set method and continuum design sensitivity analysis 2014 10.1108/COMPEL-09-2013-0286 COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering 33 Emerald Group Publishing Limited Dupré, Luc and Dr Guillaume Crevecoeur, Professor 711–728 3 Piotr Putek Piotr PAPLICKI Ryszard Pałka inbook zisowsky2014transient Transient simulation of k⋅p-Schrödinger systems using discrete transparent boundary conditions 2014 10.1007/978-3-319-01427-2_7 Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques Springer Cham Lecture Notes in Computational Science and Engineering Ehrhardt, Matthias and Koprucki, Thomas 247–272 Matthias Ehrhardt article sandu2013class A class of generalized additive Runge-Kutta methods 2013 10.48550/arXiv.1310.5573 Preprint Adrian Sandu Michael Günther article ehrhardt2013nonstandard A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients 2013 10.1016/j.amc.2012.12.068 Applied Mathematics and Computation 219 Elsevier 6591–6604 12 Matthias Ehrhardt inbook heubes2013introduction An Introduction to the lattice Boltzmann method for coupled problems 2013 10.2174/9781608057160113030004 Novel Trends in Lattice-Boltzmann Methods 3 Bentham Science Publishers Progress in Computational Physics (PiCP) 3–30 Andreas Bartel Matthias Ehrhardt article schops2013optimal An optimal p-Refinement strategy for dynamic iteration of ordinary and differential algebraic equations 2013 10.1002/pamm.201310262 PAMM: Proceedings in Applied Mathematics and Mechanics 13 WILEY-VCH Verlag 549–552 1 Sebastian Schöps Andreas Bartel Michael Günther article ehrhardt2013unconditionally An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems 2013 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2013/imacm_13_23.pdf Matthias Ehrhardt article teng2013bilateral Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults 2013 10.1142/S0219024913500404 International Journal of Theoretical and Applied Finance 16 World Scientific Publishing 1350040 07 Long Teng Matthias Ehrhardt Michael Günther article hendricks2013clean Clean spread options in the German electricity market 2013 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2013/imacm_13_09.pdf Christian Hendricks Matthias Ehrhardt article ramirez2013conservative Conservative and finite volume methods for the convection-dominated pricing problem 2013 Advances in Applied Mathematics and Mechanics 5 Cambridge University Press 759–790 6 https://www.cambridge.org/core/journals/advances-in-applied-mathematics-and-mechanics/article/conservative-and-finite-volume-methods-for-the-convectiondominated-pricing-problem/DC1A3702DE97CE39C5217169E3075D33 Germán I Ramírez-Espinoza Matthias Ehrhardt article bartel2013dynamic Dynamic iteration for coupled problems of electric circuits and distributed devices 2013 10.1137/120867111 SIAM Journal on Scientific Computing 35 Society for Industrial and Applied Mathematics B315–B335 2 Andreas Bartel Markus Brunk Michael Günther Sebastian Schöps book kienitz_financial_2013 Financial Modelling: Theory, Implementation and Practice with MATLAB Source 2013 978-0-470-74489-5 10.1002/9781118818565 John Wiley & Sons The Wiley Finance Series Jörg Kienitz Daniel Wetterau book ehrhardt2013novel Novel Trends in Lattice-Boltzmann Methods: Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction 2013 978-1-60805-717-7 10.2174/97816080571601130301 3 Bentham Science Publishers Progress in Computational Physics (PiCP) Ehrhardt, Matthias article teng2013numerical Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model 2013 10.1080/00207160.2012.749348 International Journal of Computer Mathematics 90 Taylor & Francis 1083–1095 5 Long Teng Matthias Ehrhardt Michael Günther article pulch_2013 Polynomial chaos for semiexplicit differential algebraic equations of index 1 2013 10.1615/Int.J.UncertaintyQuantification.2011003306 International Journal for Uncertainty Quantification 3 Begell House 1–23 1 Roland Pulch article bartel2013quantification Quantification of uncertainty in the field quality of magnets originating from material measurements 2013 10.1109/TMAG.2013.2241041 IEEE Transactions on Magnetics 49 IEEE 2367–2370 5 Andreas Bartel Herbert De Gersem Timo Hülsmann Ulrich Römer Sebastian Schöps Thomas Weiland article 10.1002/pamm.201310246 Sensitivity analysis of linear dynamical systems in uncertainty quantification 2013 10.1002/pamm.201310246 PAMM: Proceedings in Applied Mathematics and Mechanics 13 WILEY-VCH Verlag 507–508 1 Roland Pulch E. Jan W. Maten Florian Augustin article kienitz_2013 Transforming volatility - Multi curve cap and swaption volatilities 2013 10.2139/ssrn.2204702 SSRN Electronic Journal Elsevier 1–22 Jörg Kienitz inbook ali2012convergent A convergent iteration scheme for semiconductor/circuit coupled problems 2012 10.1007/978-3-642-22453-9_25 Scientific Computing in Electrical Engineering SCEE 2010 Springer Berlin Heidelberg Mathematics in Industry Michielsen, Bastiaan and Poirier, Jean-René 233–242 Giuseppe Alì Andreas Bartel Markus Brunk Sebastian Schöps inproceedings klein2012absorbing Absorbing boundary conditions for solving stationary Schrödinger equations 2012 10.1007/978-3-642-25100-9_74 Progress in Industrial Mathematics at ECMI 2010 Springer Berlin Heidelberg Mathematics in Industry Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael 635–641 Matthias Ehrhardt inproceedings 6207694 Access time optimization of SRAM memory with statistical yield constraint 2012 Proceedings of 22nd International Conference Radioelektronika 2012 IEEE 1–4 https://ieeexplore.ieee.org/document/6207694 Toby Doorn Jan Maten Alessandro Di Bucchianico Theo Beelen Rick Janssen inproceedings ali2012existence An existence result for index-2 PDAE system arising in semiconductor modeling 2012 10.1007/978-3-642-25100-9_6 Progress in Industrial Mathematics at ECMI 2010 Springer Berlin Heidelberg Mathematics in Industry Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael 45–51 Giuseppe Alì Andreas Bartel Nella Rotundo inbook ehrhardt2012introduction An introduction to fluid-porous interface coupling 2012 10.2174/978160805254711202010003 Coupled Fluid Flow in Energy, Biology and Environmental Research 2 Bentham Science Publishers Progress in Computational Physics (PiCP) 3–12 Matthias Ehrhardt book ehrhardt2012coupled Coupled Fluid Flow in Energy, Biology and Environmental Research 2012 978-1-60805-691-0 10.2174/97816080525471120101 2 Bentham Science Publishers Progress in Computational Physics (PiCP) Ehrhardt, Matthias article arnold2012discrete Discrete transparent boundary conditions for the Schrödinger equation on circular domains 2012 10.4310/cms.2012.v10.n3.a9 Communications in Mathematical Sciences 10 International Press of Boston 889–916 3 Matthias Ehrhardt inproceedings shcherbakov2011geometric Geometric numerical integration structure-preserving algorithms for QCD simulations 2012 10.22323/1.139.0327 Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011) Lattice 2011 327 Dmitry Shcherbakov Matthias Ehrhardt article schops2012higher-2 Higher order half-explicit time integration of eddy current problems using domain substructuring 2012 10.1109/TMAG.2011.2172780 IEEE Transactions on Magnetics 48 IEEE 623–626 2 Sebastian Schöps Andreas Bartel Markus Clemens article schops2012higher Higher-order cosimulation of field/circuit coupled problems 2012 10.1109/TMAG.2011.2174039 IEEE Transactions on Magnetics 48 IEEE 535–538 2 Sebastian Schöps Herbert De Gersem Andreas Bartel inbook termaten2012 Importance sampling for determining SRAM yield and optimization with statistical constraint 2012 10.1007/978-3-642-22453-9_5 Scientific Computing in Electrical Engineering SCEE 2010 Springer Berlin Heidelberg Michielsen, Bastiaan and Poirier, Jean-René 39–47 E. J. W. Maten O. Wittich A. Di Bucchianico T. S. Doorn T. G. J. Beelen inproceedings virtanen2012 Initial conditions and robust Newton-Raphson for harmonic balance analysis of free-running oscillators 2012 10.1007/978-3-642-25100-9_4 Progress in Industrial Mathematics at ECMI 2010 Springer Berlin Heidelberg Mathematics in Industry Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael 29–35 Jarmo Virtanen E. Jan W. Maten Theo G. J. Beelen Mikko Honkala Mikko Hulkkonen article dang2012mathematical Mathematical modeling and numerical algorithms for simulation of oil pollution 2012 10.1007/s10666-011-9291-1 Environmental Modeling & Assessment 17 Springer Netherlands 275–288 3 Quang A. Dang Matthias Ehrhardt Gia Lich Tran Duc Le inproceedings belova2012meshfree-2 Meshfree methods in option pricing 2012 2012 Mediterranean Conference on Embedded Computing (MECO) IEEE 243–246 https://ieeexplore.ieee.org/document/6268969 Matthias Ehrhardt article nguyen2012modelling Modelling and numerical valuation of power derivatives in energy markets 2012 10.4208/aamm.10-m1133 Advances in Applied Mathematics and Mechanics 4 Global Science Press 259–293 3 Matthias Ehrhardt inbook pulch2012 Modelling and simulation of forced oscillators with random periods 2012 10.1007/978-3-642-22453-9_29 Scientific Computing in Electrical Engineering SCEE 2010 Springer Berlin Heidelberg Michielsen, Bastiaan and Poirier, Jean-René 275–283 Roland Pulch inproceedings 10.1007/978-3-642-25100-9_23 Multi-objective optimization of RF circuit blocks via surrogate models and NBI and SPEA2 methods 2012 10.1007/978-3-642-25100-9_23 Progress in Industrial Mathematics at ECMI 2010 Springer Berlin Heidelberg Mathematics in Industry Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael 195–201 Luciano De Tommasi Theo G. J. Beelen Marcel F. Sevat Joost Rommes E. Jan W. Maten inbook schops2012multirate Multirate time integration of field/circuit coupled problems by Schur complements 2012 10.1007/978-3-642-22453-9_26 Scientific Computing in Electrical Engineering SCEE 2010 Springer Berlin Heidelberg Mathematics in Industry Michielsen, Bastiaan and Poirier, Jean-René 243–251 Sebastian Schöps Andreas Bartel Herbert De Gersem article dang2012dirac On Dirac delta sequences and their generating functions 2012 10.1016/j.aml.2012.07.009 Applied Mathematics Letters 25 Pergamon 2385–2390 12 Quang A Dang Matthias Ehrhardt article amro2012optimized Optimized far field boundary conditions for hyperbolic systems 2012 Preprint IMACM Bergische Universität Wuppertal http://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2012/imacm_12_02.pdf Matthias Ehrhardt article pulch20121477 Polynomial chaos for boundary value problems of dynamical systems 2012 10.1016/j.apnum.2012.06.017 Applied Numerical Mathematics 62 Elsevier 1477–1490 10 Roland Pulch book gunther2012progress Progress in Industrial Mathematics at ECMI 2010 2012 978-3-642-25099-6 10.1007/978-3-642-25100-9 17 Springer Berlin Heidelberg Mathematics in Industry Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael inbook kienitzrisikomanagement Risikomanagement – Monte-Carlo-Methoden für Nicht-Gaußsche Verteilungen 2012 Kontrahentenrisiko : Bewertung, Steuerung, Unterlegung nach Basel III und IFRS Schaeffer-Poeschel Verlag Martin, Marcus R. W. and Wehn, Carsten S. and Ludwig, Sven 189–210 Jörg Kienitz Horst Küpker inbook boroujeni2012 Robust periodic steady state analysis of autonomous oscillators based on generalized eigenvalues 2012 10.1007/978-3-642-22453-9_31 Scientific Computing in Electrical Engineering SCEE 2010 Springer Berlin Heidelberg Michielsen, Bastiaan and Poirier, Jean-René 293–302 R. Mirzavand Boroujeni E. J. W. Ter Maten T. G. J. Beelen W. H. A. Schilders A. Abdipour article wandelt2012 Symmetric partitioned Runge-Kutta methods for differential equations on Lie groups 2012 10.1016/j.apnum.2012.06.029 Applied Numerical Mathematics 62 Elsevier 1740–1748 12 M. Wandelt M. Günther F. Knechtli M. Striebel article wandelt12 Symmetric, Time-Reversible and Volume-Preserving Projection Methods for Differential Equations on Manifolds: the Non-Abelian Case 2012 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/2012/imacm_12_35.pdf M. Wandelt Michael Günther Michael Striebel article kienitzheston2012-3 The Heston-Hull-White Model Part III: Design and Implementation 2012 10.1002/wilm.10111 Wilmott 2012 John Wiley & Sons 44–49 59 Holger Kammeyer Jörg Kienitz article kienitzheston2012 The Heston–Hull–White model part I: Finance and analytics 2012 10.1002/wilm.10074 Wilmott 2012 John Wiley & Sons 46–53 57 Holger Kammeyer Jörg Kienitz article kienitzheston2012-2 The Heston–Hull–White Model Part II: Numerics and Examples 2012 10.1002/wilm.10091 Wilmott 2012 John Wiley & Sons 34–45 58 Holger Kammeyer Jörg Kienitz inbook savcenco2012 Time domain simulation of power systems with different time scales 2012 10.1007/978-3-642-22453-9_33 Scientific Computing in Electrical Engineering SCEE 2010 Springer Berlin Heidelberg Michielsen, Bastiaan and Poirier, Jean-René 313–320 Valeriu Savcenco Bertrand Haut E. Jan W. ter Maten Robert M. M. Mattheij article dremkova2011high A high-order compact method for nonlinear Black-Scholes option pricing equations of American options 2011 10.1080/00207160.2011.558574 International Journal of Computer Mathematics 88 Taylor & Francis 2782–2797 13 Matthias Ehrhardt inbook beitz2011new A new method for stress testing on investment products 2011 10.1142/9789814354998_0010 The Risk of Investment Products: From Product Innovation to Risk Compliance World Scientific Publishing 225–240 Matthias Ehrhardt article klein2011absorbing Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities 2011 10.4208/cicp.251010.160211a Communications in Computational Physics 10 Cambridge University Press 1280–1304 5 Matthias Ehrhardt inproceedings striebel:2011rh Accuracy of symmetric partitioned Runge-Kutta methods for differential equations on Lie-groups 2011 10.22323/1.139.0049 Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011) Sissa Medialab Lattice 2011 049 Michael Striebel Michael Günther Francesco Knechtli Michèle Wandelt article clemens2011decomposition Decomposition and regularization of nonlinear anisotropic curl-curl DAEs 2011 10.1108/03321641111168039 COMPEL - The international journal for computation and mathematics in electrical and electronic engineering 30 Emerald Group Publishing 1701–1714 6 Markus Clemens Sebastian Schöps Herbert De Gersem Andreas Bartel article mezentsev2011efficient Efficient numerical valuation of continuous installment options 2011 10.4208/aamm.10-m1025 Advances in Applied Mathematics and Mechanics 3 Cambridge University Press 141–164 2 Matthias Ehrhardt inproceedings schops2011efficient Efficient solution of transient Eddy current problems using linear/nonlinear domain substructuring 2011 18th International Conference on the Computation of Electromagnetic Fields - Compumag 2011 The International Compumag Society https://www.compumag.org/Proceedings/2011_Sydney/papers/Contribution828.pdf Sebastian Schöps Andreas Bartel Markus Clemens article pulch_2011 Generalised polynomial chaos for a class of linear conservation laws 2011 10.1007/s10915-011-9511-5 Journal of Scientific Computing 51 Springer New York 293–312 2 Roland Pulch Dongbin Xiu inproceedings schops2011higher-2 Higher-order co-simulation of field-circuit coupled Eddy-current problems 2011 18th International Conference on the Computation of Electromagnetic Fields - Compumag 2011 The International Compumag Society https://www.compumag.org/Proceedings/2011_Sydney/papers/Contribution374.pdf Sebastian Schöps Herbert De Gersem Andreas Bartel article brachtendorf2011icestars ICESTARS: integrated circuit/EM simulation and design technologies for advanced radio systems-on-chip 2011 CASA-report 1119 Technische Universiteit Eindhoven https://research.tue.nl/en/publications/icestars-integrated-circuitem-simulation-and-design-technologies-/ HG Brachtendorf T Tinttunen W Schoenmaker C Tischendorf HHJM Janssen K Bittner E Dautbegovic R Winkler R Pulch others book 2011 Model reduction for circuit simulation 2011 978-94-007- 0088-8 10.1007/978-94-007-0089-5 Springer Netherlands Lecture Notes in Electrical Engineering Benner, Peter and Hinze, Michael and ter Maten, E. Jan W. article pulch20111128 Modelling and simulation of autonomous oscillators with random parameters 2011 10.1016/j.matcom.2010.10.028 Mathematics and Computers in Simulation 81 Elsevier 1128–1143 6 Roland Pulch phdthesis schops_2011ak Multiscale Modeling and Multirate Time-Integration of Field/Circuit Coupled Problems 2011 Dissertation Bergische Universität Wuppertal
Wuppertal
https://elekpub.bib.uni-wuppertal.de/ubwhsmig/content/titleinfo/3553324 Sebastian Schöps article pulch_2011-2 Polynomial chaos for linear differential algebraic equations with random parameters 2011 10.1615/int.j.uncertaintyquantification.v1.i3.30 International Journal for Uncertainty Quantification 1 Begell House 223–240 3 Roland Pulch article bartel2011structural Structural analysis of electrical circuits including magnetoquasistatic devices 2011 10.1016/j.apnum.2011.08.004 Applied Numerical Mathematics 61 North-Holland 1257–1270 12 Andreas Bartel Sascha Baumanns Sebastian Schöps article schops2010cosimulation A cosimulation framework for multirate time integration of field/circuit coupled problems 2010 10.1109/TMAG.2010.2045156 IEEE Transactions on Magnetics 46 IEEE 3233–3236 8 Sebastian Schöps Herbert De Gersem Andreas Bartel article ehrhardt2010absorbing Absorbing boundary condition for hyperbolic systems 2010 10.4208/nmtma.2010.33.3 Numerical Mathematics: Theory, Methods and Applications 3 Global Science Press 295–337 3 Matthias Ehrhardt inproceedings ali2010analysis Analysis of a PDE thermal element model for electrothermal circuit simulation 2010 10.1007/978-3-642-12294-1_35 Springer Berlin Heidelberg Scientific Computing in Electrical Engineering SCEE 2008 Springer Berlin Heidelberg Mathematics in Industry Roos, Janne and Costa, Luis R.J. 273–280 Giuseppe Alì Andreas Bartel Massimiliano Culpo Carlo Falco inproceedings schops2010dae DAE-index and convergence analysis of lumped electric circuits refined by 3-d magnetoquasistatic conductor models 2010 10.1007/978-3-642-12294-1_43 Scientific Computing in Electrical Engineering SCEE 2008 Springer Berlin Heidelberg Mathematics in Industry Roos, Janne and Costa, Luis R.J. 341–348 Sebastian Schöps Andreas Bartel Herbert De Gersem Michael Günther inbook gunther2010binomialmethode Die Binomialmethode 2010 10.1007/978-3-8348-9786-2_3 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 19–47 Michael Günther Ansgar Jüngel inbook gunther2010black Die Black-Scholes-Gleichung 2010 10.1007/978-3-8348-9786-2_4 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 48–99 Michael Günther Ansgar Jüngel inbook gunther2003monte Die Monte-Carlo-Methode 2010 10.1007/978-3-8348-9786-2_5 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 100–145 Michael Günther Ansgar Jüngel inbook striebel2010domain Domain decomposition based multirating and its perspective in circuit simulation 2010 10.1007/978-3-642-12110-4_49 Progress in Industrial Mathematics at ECMI 2008 Springer Berlin Heidelberg Mathematics in Industry Fitt, Alistair D. and Norbury, John and Ockendon, Hilary and Wilson, Eddie 319–325 Michael Striebel Andreas Bartel Michael Günther article bechtold2010 Efficient extraction of thin-film thermal parameters from numerical models via parametric model order reduction 2010 10.1088/0960-1317/20/4/045030 Journal of Micromechanics and Microengineering 20 IOP Publishing 045030 4 T. Bechtold D. Hohlfeld E.B. Rudnyi M. Günther inbook gunther2010kleine Eine kleine Einführung in MATLAB 2010 10.1007/978-3-8348-9786-2_9 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 319–331 Michael Günther Ansgar Jüngel inbook gunther2010einige Einige weiterführende Themen 2010 10.1007/978-3-8348-9786-2_8 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 227–318 Michael Günther Ansgar Jüngel article ali2010existence Existence and uniqueness for an elliptic PDAE model of integrated circuits 2010 10.1137/070702138 SIAM Journal on Applied Mathematics 70 Society for Industrial and Applied Mathematics 1587–1610 5 Giuseppe Alì Andreas Bartel Michael Günther inbook ehrhardtfast Fast numerical methods for waves in periodic media 2010 10.2174/978160805150211001010135 Wave Propagation in Periodic Media 1 Bentham Science Publishers 32 Progress in Computational Physics (PiCP) Ehrhardt, Matthias 135–166 Matthias Ehrhardt book guenther2010 Finanzderivate mit Matlab: Mathematische Modellierung und Numerische Simulation 2010 978-3-8348-0879-0 10.1007/978-3-8348-9786-2 2. Auflage Vieweg+ Teubner Michael Günther Ansgar Jüngel inproceedings schops2010fitting Fitting lumped machine models on the fly 2010 XXI Symposium Electromagnetic Phenomena in Nonlinear Circuits - Proceedings EPNC 2010 PTETiS Publisher Poznań 137–138 https://tubiblio.ulb.tu-darmstadt.de/79109 Sebastian Schöps Herbert De Gersem Andreas Bartel inbook ankudinova2008fixed Fixed domain transformations and split-step finite difference schemes for nonlinear Black-Scholes equations for American options 2010 10.14279/depositonce-15674 Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing Nova Science Publishers Ehrhardt, Matthias 243–273 1328 Matthias Ehrhardt inproceedings 10.1007/978-3-642-12294-1_39 Hyperbolic PDAEs for semiconductor devices coupled with circuits 2010 10.1007/978-3-642-12294-1_39 Scientific Computing in Electrical Engineering SCEE 2008 Springer Berlin Heidelberg Roos, Janne and Costa, Luis R.J. 305–312 Giuseppe Alì Giovanni Mascali Roland Pulch inbook maten2010 Minisymposium multirate time integration for multiscaled systems 2010 10.1007/978-3-642-12110-4_48 Progress in Industrial Mathematics at ECMI 2008 Springer Berlin Heidelberg Mathematics in Industry Fitt, Alistair D. and Norbury, John and Ockendon, Hilary and Wilson, Eddie 317–318 E. Jan W. Maten M. Günther article antoine2010modeling Modeling boundary conditions for solving stationary Schrödinger equations 2010 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/amna_opap_10_04.pdf Matthias Ehrhardt article kienitzmontecarlo2010 Monte Carlo Greeks for advanced financial applications- Jump diffusions and (time-Changed) Lévy processes based models 2010 International Review of Applied Financial Issues and Economics 2 S.E.I.F at Paris 167–192 https://www.ceeol.com/search/article-detail?id=132682 Jörg Kienitz article fries_2010 Monte-Carlo simulation with boundary conditions (with applications to stress testing, CEV and variance-Gamma simulation) 2010 10.2139/ssrn.1582466 SSRN Electronic Journal Elsevier 1–40 Christian P. Fries Joerg Kienitz inproceedings 10.1007/978-3-642-12294-1_69 Nonlinear model order reduction based on trajectory piecewise linear approach: Comparing different linear cores 2010 10.1007/978-3-642-12294-1_69 Scientific Computing in Electrical Engineering SCEE 2008 Springer Berlin Heidelberg Mathematics in Industry Roos, Janne and Costa, Luis R.J. 563–570 Kasra Mohaghegh Michael Striebel E. Jan W. Maten Roland Pulch inbook gunther2010numerische-2 Numerische Lösung freier Randwertprobleme 2010 10.1007/978-3-8348-9786-2_7 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 195–226 Michael Günther Ansgar Jüngel inbook gunther2010numerische Numerische Lösung parabolischer Differentialgleichungen 2010 10.1007/978-3-8348-9786-2_6 Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation Vieweg+ Teubner 146–194 Michael Günther Ansgar Jüngel inproceedings 10.1007/978-3-642-12294-1_25 Polynomial chaos for the computation of failure probabilities in periodic problems 2010 10.1007/978-3-642-12294-1_25 Scientific Computing in Electrical Engineering SCEE 2008 Springer Berlin Heidelberg Mathematics in Industry Roos, Janne and Costa, Luis R.J. 191–198 Roland Pulch inproceedings roemisch2010 Simultaneous step-size and path control for efficient transient noise analysis 2010 10.1007/978-3-642-12294-1_22 Scientific Computing in Electrical Engineering SCEE 2008 Springer Berlin Heidelberg Mathematics in Industry Roos, J. and Costa, L.R. 167–174 W. Römisch T. Sickenberger R. Winkler article 10.1137_090763275 Stochastic Runge–Kutta methods for Itô SODEs with small noise 2010 10.1137/090763275 SIAM Journal on Scientific Computing 32 Society for Industrial and Applied Mathematics 1789–1808 4 Evelyn Buckwar Andreas Rößler Renate Winkler inproceedings gunther2010symbolic Symbolic calculation of k-shortest paths and related measures with the stochastic process algebra tool CASPA 2010 10.1145/1772630.1772635 Proceedings of the First Workshop on DYnamic Aspects in DEpendability Models for Fault-Tolerant Systems Association for Computing Machinery DYADEM-FTS '10 13–18 Michael Günther Johann Schuster Markus Siegle inbook kienitztempered2010 Tempered Stable Process 2010 10.1002/9780470061602.eqf08020 Encyclopedia of Quantitative Finance John Wiley & Sons Jörg Kienitz book ehrhardt2010wave Wave Propagation in Periodic Media: Analysis, Numerical Techniques and practical Applications 2010 9781608051502 10.2174/97816080515021100101 1 Bentham Science Publishers Progress in Computational Physics (PiCP) Ehrhardt, Matthias article winkler2010 Wavelet-based methods for multirate PDAEs 2010 10.1002/pamm.201010210 PAMM: Proceedings in Applied Mathematics and Mechanics 10 WILEY-VCH Verlag 435–436 1 R. Winkler article ehrhardt2009model A model of an electrochemical flow cell with porous layer 2009 10.20347/WIAS.PREPRINT.1437 Preprint WIAS Weierstraß-Institut für Angewandte Analysis und Stochastik 1437 Matthias Ehrhardt article striebel2009multirate A multirate ROW-scheme for index-1 network equations 2009 10.1016/j.apnum.2008.03.014 Applied Numerical Mathematics 59 Elsevier 800–814 3 Michael Striebel Andreas Bartel Michael Günther article gloger2009threestepped A threestepped coordinated level set segmentation method for identifying atherosclerotic plaques on MR-images 2009 10.1002/cnm.1213 Communications for Numerical Methods in Engineering 25 John Wiley & Sons
Chichester, UK
615–638 6 Matthias Ehrhardt inproceedings schops2009co Co-simulation as multirate time integration of field/circuit coupled problems 2009 Proceedings of the 17th Conference on the Computation of Electromagnetic Fields - Compumag 2009 The International Compumag Society 227–228 https://www.compumag.org/Proceedings/2009_Florianopolis/files/Proceedings_Compumag_2009.pdf Sebastian Schöps Herbert De Gersem Andreas Bartel article ehrhardt2009comparison Comparison of the continuous, semi-discrete and fully-discrete Transparent Boundary Conditions (TBC) for the parabolic wave equation 1. Theory 2009 Journal of Electrical Engineering 60 FEI STU Bratislava 301–312 6 http://iris.elf.stuba.sk/JEEEC/data/pdf/6_109-01.pdf Matthias Ehrhardt article ehrhardt2009evaluation Evaluation of scattering operators for semi-infinite periodic arrays 2009 10.4310/CMS.2009.v7.n2.a4 Communications in Mathematical Sciences 7 International Press of Boston 347–364 2 Matthias Ehrhardt article ehrhardt2009implementing Implementing exact absorbing boundary condition for the linear one-dimensional Schrödinger problem with variable potential by Titchmarsh-Weyl theory 2009 10.20347/WIAS.PREPRINT.1426 Preprint WIAS Weierstraß-Institut für Angewandte Analysis und Stochastik 1426 Matthias Ehrhardt article sickenberger2009 Local error estimates for moderately smooth problems: Part II - SDEs and SDAEs with small noise 2009 10.1007/s10543-009-0209-0 BIT Numerical Mathematics 49 Springer Netherlands 217–245 1 T. Sickenberger E. Weinmüller R. Winkler inproceedings buw-amna-opap_roland-2 Model order reduction for semi-explicit systems of differential algebraic equations 2009 6th Vienna Conference on Mathematical Modelling (2009) TU Wien 1256–1265 https://www.argesim.org/fileadmin/user_upload_argesim/ARGESIM_Publications_OA/MATHMOD_Publications_OA/MATHMOD_2009_AR34_35/full_papers/439.pdf Kasra Mohaghegh Roland Pulch Michael Striebel E. Jan W. Maten inbook arnold2009numerical Numerical simulation of quantum wave guides 2009 VLSI and Computer Architecture Nova Science Publishers Watanabe, K. 115–138 1339 https://sfb65.univie.ac.at/public/publications/view/?id=312&type=preprint Matthias Ehrhardt article ehrhardt2009numerical Numerical simulation of waves in periodic structures 2009 Communications in Computational Physics 5 Global Science Press 849–870 5 https://www.global-sci.org/v1/cicp/issue/FULLPDF/5/849/paper.pdf?code=1dHboNg6q16bBwJmLL6neplqAgqDNqXg Matthias Ehrhardt inproceedings vsumichrast2009transparent On the Transparent Boundary Conditions (TBC) for the parabolic wave equation 2009 VDE ISTET 2009 - VXV International Symposium on Theoretical Engineering VDE Verlag 1–1 https://www.vde-verlag.de/proceedings-en/453166073.html Lubomir Šumichrast Matthias Ehrhardt inproceedings buw-amna-opap_roland Polynomial chaos expansions for analysing oscillators with uncertainties 2009 6th Vienna Conference on Mathematical Modelling (2009) TU Wien 2347–2356 https://www.argesim.org/fileadmin/user_upload_argesim/ARGESIM_Publications_OA/MATHMOD_Publications_OA/MATHMOD_2009_AR34_35/full_papers/416.pdf Roland Pulch article pulch20092610 Polynomial chaos for multirate partial differential algebraic equations with random parameters 2009 10.1016/j.apnum.2009.05.015 Applied Numerical Mathematics 59 Elsevier 2610–2624 10 Roland Pulch article pulch2009245 Polynomial chaos for simulating random volatilities 2009 10.1016/j.matcom.2009.05.008 Mathematics and Computers in Simulation 80 Elsevier 245–255 2 Roland Pulch Cathrin Emmerich article pulch_050638886 Variational methods for solving warped multirate partial differential algebraic equations 2009 10.1137/050638886 SIAM Journal on Scientific Computing 31 Society for Industrial and Applied Mathematics Publications 1016–1034 2 Roland Pulch article bartel2009wavelet Wavelet-based adaptive grids for multirate partial differential-algebraic equations 2009 10.1016/j.apnum.2008.03.003 Applied numerical mathematics 59 North-Holland 495–506 3-4 Selected Papers from NUMDIFF-11 Andreas Bartel Stephanie Knorr Roland Pulch inproceedings bartel2008concept A concept for classification of partial differential algebraic equations in nanoelectronics 2008 10.1007/978-3-540-71992-2_79 Progress in Industrial Mathematics at ECMI 2006 Springer Berlin Heidelberg Mathematics in Industry Bonilla, Luis L. and Moscoso, Miguel and Platero, Gloria and Vega, Jose M. 506–511 Andreas Bartel Roland Pulch inbook kahl2008 Complete the correlation matrix 2008 10.1007/978-3-540-74238-8_17 From Nano to Space: Applied Mathematics Inspired by Roland Bulirsch Springer Berlin Heidelberg Breitner, Michael H. and Denk, Georg and Rentrop, Peter 229–244 Ch. Kahl Michael Günther inbook denk2008 Efficient transient noise analysis in circuit simulation 2008 10.1007/978-3-540-77203-3_5 Mathematics - Key Technology for the Future: Joint Projects Between Universities and Industry 2004-2007 Springer Berlin Heidelberg Krebs, Hans-Joachim and Jäger, Willi 39–49 Georg Denk Werner Römisch Thorsten Sickenberger Renate Winkler article pulch2008117 Initial-boundary value problems of warped MPDAEs including minimisation criteria 2008 10.1016/j.matcom.2007.10.006 Mathematics and Computers in Simulation 79 Elsevier 117–132 2 Roland Pulch article 10.1002_pamm.200810069 Polynomial chaos for analysing periodic processes of differential algebraic equations with random parameters 2008 10.1002/pamm.200810069 PAMM: Proceedings in Applied Mathematics and Mechanics 8 WILEY-VCH Verlag 10069–10072 1 Roland Pulch article sickenberger2008 Stochastic oscillations in circuit simulation 2008 10.1002/pamm.200700807 PAMM: Proceedings in Applied Mathematics and Mechanics 7 WILEY-VCH Verlag 4050023––4050024 1 T. Sickenberger R. Winkler article kahl2008a Structure preserving stochastic integration schemes in interest rate derivative modeling 2008 10.1016/j.apnum.2006.11.013 Applied Numerical Mathematics 58 284–295 3 Ch. Kahl M. Günther T. Rossberg inbook pulch2008 Transformation qualities of warped multirate partial differential algebraic equations 2008 10.1007/978-3-540-74238-8_4 From Nano to Space: Applied Mathematics Inspired by Roland Bulirsch Springer Berlin Heidelberg
Berlin, Heidelberg
Breitner, Michael H. and Denk, Georg and Rentrop, Peter 27–42 Roland Pulch inbook knorr2008 Wavelet-collocation of multirate PDAEs for the simulation of radio frequency circuits 2008 10.1007/978-3-540-77203-3_3 Mathematics - Key Technology for the Future - Joint Projects between Universities and Industry 2004-2007 Springer Berlin Heidelberg Jäger, Willi and Krebs, Hans-Joachim 19–28 Stephanie Knorr Roland Pulch Michael Günther inbook striebel2007 Hierarchical mixed multirating in circuit simulation 2007 10.1007/978-3-540-71980-9_23 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Mathematics in Industry Ciuprina, Gabriela and Ioan, Daniel 221–228 Michael Striebel Michael Günther article pulch01082007 Multidimensional models for analysing frequency modulated signals 2007 10.1080/13873950600994506 Mathematical and Computer Modelling of Dynamical Systems 13 Taylor & Francis 315–330 4 Roland Pulch article pulch_2007 Multirate models for simulating a colpitts oscillator 2007 10.1002/pamm.200700785 PAMM: Proceedings in Applied Mathematics and Mechanics 7 WILEY-VCH Verlag 4050021–4050022 1 Roland Pulch article pulch_gunther_knorr_2007 Multirate partial differential algebraic equations for simulating radio frequency signals 2007 10.1017/S0956792507007188 European Journal of Applied Mathematics 18 Cambridge University Press 709–743 6 Roland Pulch Michael Günther Stephanie Knorr inbook greb2007 Simulation of quasiperiodic signals via warped MPDAEs using Houben’s approach 2007 10.1007/978-3-540-71980-9_25 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Ciuprina, Gabriela and Ioan, Daniel 237–243 Julia Greb Roland Pulch inbook vob2007 Trajectory piecewise linear approach for nonlinear differential-algebraic equations in circuit simulation 2007 10.1007/978-3-540-71980-9_16 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Ciuprina, Gabriela and Ioan, Daniel 167–173 T. Voϐ R. Pulch E. J. W. Maten A. El Guennouni phdthesis striebelphd Hierarchical mixed multirating for distributed integration of DAE network equations in chip design 2006 Fortschritt-Berichte VDI 404 VDI-Verlag https://d-nb.info/982279523 Michael Striebel inproceedings knorr2006 Index analysis of multirate partial differential-algebraic systems in RF-circuits 2006 10.1007/978-3-540-32862-9_14 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Mathematics in Industry Anile, Angelo Marcello and Alì, Giuseppe and Mascali, Giovanni 93–99 S. Knorr Michael Günther inproceedings bartel2006modeling Modeling and simulation for thermal-electric coupling in an SOI-circuit 2006 10.1007/978-3-540-32862-9_4 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Mathematics in Industry Anile, Angelo Marcello and Alì, Giuseppe and Mascali, Giovanni 27–32 Andreas Bartel U Feldmann inproceedings striebel2006 Multirate methods in chip design: Interface treatment and multi domain extension 2006 10.1007/978-3-540-32862-9_19 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Mathematics in Industry Anile, Angelo Marcello and Alì, Giuseppe and Mascali, Giovanni 129–136 Michael Striebel Michael Günther inproceedings p_10.1007 Semidiscretisation methods for warped MPDAEs 2006 10.1007/978-3-540-32862-9_15 Scientific Computing in Electrical Engineering Springer Berlin Heidelberg Anile, Angelo Marcello and Alì, Giuseppe and Mascali, Giovanni 101–106 R. Pulch inproceedings p_10.1007_3-540 Warped MPDAE models with continuous phase conditions 2006 10.1007/3-540-28073-1_24 Progress in Industrial Mathematics at ECMI 2004 Springer Berlin Heidelberg Di Bucchianico, A. and Mattheij, R.M.M. and Peletier, M.A. 179–183 R. Pulch article bartel2006wavelet Wavelet-based adaptive grids for the simulation of multirate partial differential-algebraic equations 2006 10.1002/pamm.200610011 PAMM: Proceedings in Applied Mathematics and Mechanics PAMM: Proceedings in Applied Mathematics and Mechanics 6 WILEY-VCH Verlag 39–42 1 Andreas Bartel Stephanie Knorr article striebel2005 A charge oriented mixed multirate method for a special class of Index-1 network equations in chip design 2005 10.1016/j.apnum.2004.08.006 Applied Numerical Mathematics 53 Elsevier 489–507 Michael Striebel Michael Günther incollection guenther2005 Modeling and discretization of circuit problems 2005 10.1016/S1570-8659(04)13006-8 Numerical Methods in Electromagnetics 13 Elsevier Handbook of Numerical Analysis Schilders, W.H.A. and ter Maten, E.J.W. 523–659 Michael Günther Uwe Feldmann E.J.W. Maten article pulch2005421 Multi time scale differential equations for simulating frequency modulated signals 2005 10.1016/j.apnum.2004.08.013 Applied Numerical Mathematics 53 Elsevier 421–436 2 R. Pulch article ali2005parabolic Parabolic differential-algebraic models in electrical network design 2005 10.1137/04061069 Multiscale Modeling & Simulation 4 Society for Industrial and Applied Mathematics 813–838 3 Giuseppe Alì Andreas Bartel Michael Günther article p_10.1002_pamm.200510378 Warped MPDAE models including minimisation criteria for the simulation of RF signals 2005 10.1002/pamm.200510378 PAMM: Proceedings in Applied Mathematics and Mechanics 5 WILEY-VCH Verlag 811–814 1 Roland Pulch inproceedings ali2004priori A priori estimates for multiphysics models in electric circuit design 2004 10.1007/978-3-662-09510-2_19 Progress in Industrial Mathematics at ECMI 2002 Springer Berlin Heidelberg Mathematics in Industry Buikis, Andris and Čiegis, Raimondas and Fitt, Alistair D. 167–171 Giuseppe Alì Andreas Bartel inbook ali2004multi Multi-physics models in electric network design 2004 10.1142/9789812702937_0001 Waves And Stability In Continuous Media World Scientific Publishing 1–6 Giuseppe Alì Andreas Bartel inproceedings bartel2004multirate Multirate co-simulation of first order thermal models in electric circuit design 2004 10.1007/978-3-642-55872-6_9 Scientific Computing in Electrical Engineering: Proceedings of the SCEE-2002 Conference held in Eindhoven Springer Berlin Heidelberg Mathematics in Industry Schilders, Wilhelmus H. A. and ter Maten, E. Jan W. and Houben, Stephan H. M. J. 104–111 Andreas Bartel Michael Günther phdthesis bartel2004partial Partial differential algebraic models in chip design — thermal and semiconductor problems 2004 Fortschritt-Berichte VDI 391 VDI-Verlag Düsseldorf https://opac.ub.tum.de/TouchPoint/perma.do?q=+1035%3D%22BV019662363%22+IN+%5B2%5D&v=tum&l=en Andreas Bartel inproceedings guenther2004 Preconditioned splitting in dynamic iteration schemes for coupled DAE systems in RC network design 2004 10.1007/978-3-662-09510-2_20 Progress in Industrial Mathematics at ECMI 2002 Springer Berlin Heidelberg The European Consortium for Mathematics in Industry Buikis, Andris and Čiegis, Raimondas and Fitt, Alistair D. 173–177 Michael Günther article striebel2004towards Towards One-Step Multirate Methods in Chip Design 2004 Preprint IMACM Bergische Universität Wuppertal https://www.imacm.uni-wuppertal.de/fileadmin/imacm/preprints/amna_04_09.pdf M Striebel inproceedings guenther2003 A refined PDAE network model for a CMOS ring oscillator 2003 10.1007/978-3-0348-8065-7_13 Modeling, Simulation and Optimization of Integrated Circuits Birkhäuser Basel ISNM International Series of Numerical Mathematics Antreich, Kurt and Bulirsch, Roland and Gilg, Albert and Rentrop, Peter 203–218 Michael Günther inbook rentrop2003 CHORAL - a charge-oriented algorithm for the numerical integration of electrical circuits 2003 10.1007/978-3-642-55753-8_35 Mathematics - Key Technology for the Future. Joint Projects Between Universities and Industry Springer Berlin Heidelberg Jäger, WIlli and Krebs, Hans-Joachim 429–438 P. Rentrop M. Günther M. Hoschek U. Feldmann article guenther2003a Dynamic iteration may fail for partitioned network simulation 2003 10.1002/pamm.200310232 PAMM: Proceedings in Applied Mathematics and Mechanics 2 WILEY-VCH Verlag 499–502 1 Michael Günther article ali2003elliptic Elliptic partial differential-algebraic multiphysics models in electrical network design 2003 10.1142/S0218202503002908 Mathematical Models and Methods in Applied Sciences 13 World Scientific Publishing 1261–1278 09 Giuseppe Alì Andreas Bartel Michael Günther Caren Tischendorf inproceedings bartel2003first First order thermal PDAE models in electric circuit design 2003 4th MATHMOD Vienna. Proceedings IMACS Symposium on Mathematical Modelling TU Wien Argesim Report 24 Troch, Inge and Breitenecke, F. 1376–1381 https://www.argesim.org/fileadmin/user_upload_argesim/ARGESIM_Publications_OA/MATHMOD_Publications_OA/MATHMOD_2003_AR24/paper_fulltext/363-Text-Andreas-Bartel.pdf Andreas Bartel article bartel2003soi From SOI to abstract electric-thermal-1D multiscale modeling for first order thermal effects 2003 10.1076/mcmd.9.1.25.16517 Mathematical and Computer Modelling of Dynamical Systems 9 Taylor & Francis 25–44 1 Andreas Bartel Michael Günther inproceedings bartel2003modeling Modeling and discretization of a thermal-electric test circuit 2003 10.1007/978-3-0348-8065-7_12 Modeling, Simulation, and Optimization of Integrated Circuits: Proceedings of a Conference held at the Mathematisches Forschungsinstitut, Oberwolfach, November 25-December 1, 2001 Birkhäuser, Basel Antreich, Kurt and Bulirsch, Roland and Gilg, Albert and Rentrop, Peter 187–201 Andreas Bartel Michael Günther Martin Schulz inproceedings guenther Preconditioned splitting and overlapping techniques in modular time integration 2003 4th MATHMOD Vienna. Proceedings IMACS Symposium on Mathematical Modelling TU Wien Argesim Report 24 1382–1387 https://www.argesim.org/fileadmin/user_upload_argesim/ARGESIM_Publications_OA/MATHMOD_Publications_OA/MATHMOD_2003_AR24/paper_fulltext/366-Text-Michael-Guenther.pdf Michael Günther Martin Arnold