Applied and Computational Mathematics (ACM)

Publications



2016
B. Tasic, J. J. Dohmen, R. Janssen, E. J. W. Maten, T. G. J. Beelen and R. Pulch, "Fast time-domain simulation for reliable fault detection" in 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE), IEEE, 2016, pp. 301–306.
M. Ehrhardt and M. Günther, "Fichera theory and its application in finance" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 103–111.
K. Gausling and A. Bartel, "First results for uncertainty quantification in co-simulation of coupled electrical circuits" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 243–251.
M. Ehrhardt, "Discrete artificial boundary conditions for the linearized Korteweg-de Vries equation", Numerical Methods for Partial Differential Equations, vol. 32, no. 5, pp. 1455–1484, 2016. John Wiley & Sons.
P. Pólvora, M. Ehrhardt and M. Günther, "Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations", AIP Conference Proceedings, vol. 1773, no. 1, pp. 030001, 2016. American Institute of Physics.
C. Hachtel, A. Bartel and M. Günther, "Interface reduction for multirate ODE-Solver" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 185–193.
P. A. Putek, "Mitigation of the cogging torque and loss minimization in a permanent magnet machine using shape and topology optimization", Engineering Computations, vol. 33, no. 3, pp. 1–23, 2016. Emerald Group Publishing Limited.
C. Hachtel, M. Günther and A. Bartel, "Model order reduction for multirate ODE-Solvers in a multiphysics application" in Progress in Industrial Mathematics at ECMI 2014, Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2016, pp. 473–480.
K. Mohaghegh, R. Pulch and J. Maten, "Model order reduction using singularly perturbed systems", Applied Numerical Mathematics, vol. 103, pp. 72–87, 2016. Elsevier.
L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–18, 2016. Springer Verlag.
L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation with modified Ornstein-Uhlenbeck process" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 113–120.
I. Kossaczkỳ, M. Ehrhardt and M. Günther, "Modifications of the PCPT method for HJB equations" in 8th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’16, American Institute of Physics, 2016, pp. 030002.
C. Hendricks, M. Ehrhardt and M. Günther, "Integrated forecasting of day-ahead prices in the German electricity market" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 333–339.
2015
R. Pulch and E. J. W. Maten, "Stochastic Galerkin methods and model order reduction for linear dynamical systems", International Journal for Uncertainty Quantification, vol. 5, no. 3, pp. 255–273, 2015.
M. Ehrhardt, "On Mayfield’s stability proof for the discretized transparent boundary condition for the parabolic equation", Applied Mathematics Letters, vol. 44, pp. 45–49, 2015. Pergamon.
L. Teng, M. Ehrhardt and M. Günther, "Option pricing with dynamically correlated stochastic interest rate", Acta Mathematica Universitatis Comenianae, vol. 84, no. 2, pp. 179–190, 2015. Univerzita Komenskeho.
G. Ciuprina, J. F. Villena, D. Ioan, Z. Ilievski, S. Kula, E. J. W. Maten, K. Mohaghegh, R. Pulch, W. H. A. Schilders, L. M. Silveira, A. Ştefănescu and M. Striebel, "Parameterized model order reduction" in Coupled Multiscale Simulation and Optimization in Nanoelectronics, Günther, Michael, Eds. Springer Berlin Heidelberg, 2015, pp. 267–359.
R. Pulch, E. J. W. Maten and F. Augustin, "Sensitivity analysis and model order reduction for random linear dynamical systems", Mathematics and Computers in Simulation, vol. 111, pp. 80–95, 2015. Elsevier.
G. Alì, A. Bartel, M. Günther, V. Romano and S. Schöps, "Simulation of coupled PDAEs: Dynamic iteration and multirate simulation" in Coupled Multiscale Simulation and Optimization in Nanoelectronics, Günther, Michael, Eds. Springer Berlin Heidelberg, 2015, pp. 103–156.
M. Ehrhardt, "Transparent boundary conditions for the high-order parabolic approximations" in 2015 Days on Diffraction (DD), IEEE, 2015, pp. 255–261.

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