Publications
- 2025
- C. Beck, A. Jentzen, K. Kleinberg and T. Kruse, "Nonlinear Monte Carlo Methods with Polynomial Runtime for Bellman Equations of Discrete Time High-Dimensional Stochastic Optimal Control Problems", Appl. Math. Optim., vol. 91, no. 1, pp. 26, 2025.
- A. Bartel and M. Schaller, "Goal-oriented time adaptivity for port-Hamiltonian systems", Journal of Computational and Applied Mathematics, vol. 461, pp. 116450, 2025.
- K. Schäfers, J. Finkenrath, M. Günther and F. Knechtli, "Hessian-free force-gradient integrators", Computer Physics Communications, vol. 309, pp. 109478, 2025.
- J. Kienitz and L. Moodliyar, "Gaussian views explained", Wilmott, vol. 2025, no. 135, pp. 72–77, 2025. Wilmott Magazine.
- J. Lorenz, T. Zwerschke, M. Günther and K. Schäfers, "Operator splitting for coupled linear port-Hamiltonian systems", Applied Mathematics Letters, vol. 160, pp. 109309, 2025. Elsevier.
- K. Schäfers, J. Finkenrath, M. Günther and F. Knechtli, "Hessian-free force-gradient integrators and their application to lattice QCD simulations", PoS, vol. LATTICE2024, pp. 025, 2025.
- 2024
- F. Klass, A. Gabbana and A. Bartel, "Characteristic boundary condition for thermal lattice Boltzmann methods", Computers & Mathematics with Applications, vol. 157, pp. 195–208, 2024. Pergamon.
- F. Klass, A. Bartel and P. A. Gabbana, "Boundary conditions for multi-speed lattice Boltzmann methods", 2024.
- A. Bartel, M. Clemens, M. Günther, B. Jacob and T. Reis, "Port-Hamiltonian systems’ modelling in electrical engineering" in Scientific Computing in Electrical Engineering: SCEE 2022, Amsterdam, The Netherlands, July 2022, van Beurden, Martijn and Budko, Neil V. and Ciuprina, Gabriela and Schilders, Wil and Bansal, Harshit and Barbulescu, Ruxandra, Eds. Springer Cham, 2024, pp. 133–143.
- A. Bartel, M. Diab, A. Frommer, M. Günther and N. Marheineke, "Splitting Techniques for DAEs with port-Hamiltonian Applications", Preprint, 2024.
- J. Kienitz, "Exciting times are ahead - Gaussian views and yield curve extrapolation", Wilmott, vol. 2024, no. 134, pp. 46–50, 2024. Wilmott Magazine.
- L. Kapllani, L. Teng and M. Rottmann, "Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations", Preprint IMACM, 2024. Bergische Universität Wuppertal.
- L. Kapllani and L. Teng, "Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations", Discrete and continuous dynamical systems - B, vol. 29, no. 4, pp. 1695–1729, 2024. AIMS Press.
- G. M. R. Costa and M. Ehrhardt, "Mathematical analysis and a nonstandard scheme for a model of the immune response against COVID-19" in Mathematical and Computational Modeling of Phenomena Arising in Population Biology and Nonlinear Oscillations, AMS Contemporary Mathematics, 2024, pp. 251–270.
- M. Ehrhardt, "A nonstandard finite difference scheme for a time-fractional model of Zika virus transmission", Mathematical Biosciences and Engineering, vol. 21, no. 1, pp. 924–962, 2024. AIMS Press.
- M. Ehrhardt, T. Kruse and A. Tordeux, "The collective dynamics of a stochastic port-Hamiltonian self-driven agent model in one dimension", ESAIM: Mathematical Modelling and Numerical Analysis, vol. 58, no. 2, pp. 515–544, 2024. EDP Sciences.
- A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A numerical study of the impact of variance boundary conditions for the Heston model", Burnecki, K. and Szwabiński, J. and Teuerle, M., Eds. Bergische Universität Wuppertal, 2024.
- T. Kossaczká, A. D. Jagtap and M. Ehrhardt, "Deep smoothness WENO method for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators", Physics of Fluid, vol. 36, no. 3, pp. 036603, 2024. AIP Publishing.
- A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A gradient-based calibration method for the Heston model", International Journal of Computer Mathematics, vol. 101, no. 9-10, pp. 1094–1112, 2024. Taylor & Francis.
- J. Ackermann, M. Ehrhardt, T. Kruse and A. Tordeux, "Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems", Preprint, 2024.
