- 2016
- L. Teng, C. Van Emmerich, M. Ehrhardt and M. Günther, "A versatile approach for stochastic correlation using hyperbolic functions", International Journal of Computer Mathematics, vol. 93, no. 3, pp. 524--539, Jan. 2016. Taylor & Francis.
- D. Shcherbakov, M. Ehrhardt, J. Finkenrath, M. Günther, F. Knechtli and M. Peardon, "Adapted nested force-gradient integrators: the Schwinger model case", Communications in Computational Physics, vol. 21, no. 4, pp. 1141--1153, Mar. 2016. Cambridge University Press.
- K. Gausling and A. Bartel, "Analysis of the contraction condition in the co-simulation of a specific electric circuit" in Progress in Industrial Mathematics at ECMI 2014, Russo, G. and Capasso, V. and Nicosia, G. and Romano, V., Eds. Springer, 2016, pp. 853--860.
- T. Kruse and A. Popier, "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration", Stochastics, vol. 88, no. 4, pp. 491--539, 2016. Taylor & Francis.
- C. Besse, M. Ehrhardt and I. Lacroix-Violet, "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.
- M. Wandelt and M. Günther, "Efficient Numerical Simulation of the Wilson Flow in Lattice QCD" in Progress in Industrial Mathematics at ECMI 2014 18, 2016, pp. 1065--1071.
- E. J. W. Maten, P. A. Putek, M. Günther, R. Pulch, C. Tischendorf, C. Strohm, W. Schoenmaker, P. Meuris, B. De Smedt, P. Benner and others, "Nanoelectronic COupled problems solutions-nanoCOPS: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation", Journal of Mathematics in Industry, vol. 7, no. 1, pp. 1--19, 2016. SpringerOpen.
- B. Tasi{\'c}, J. Dohmen, E. Maten, T. Beelen, H. Janssen, W. Schilders and M. Günther, "Fast Fault Simulation to identify subcircuits involving faulty components" in Progress in Industrial Mathematics at ECMI 2014 18, G. Russo and V. Capasso and G. Nicosia and V. Romano, Eds. Springer International Publishing, 2016, pp. 369--376.
- 2015
- P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, W. Schoenmaker and M. Günther, "Uncertainty quantification for robust topology optimization of power transistor devices", IEEE Transactions on Magnetics, vol. 52, no. 3, pp. 1--4, Mar. 2015. IEEE.
- L. Teng, M. Ehrhardt and M. Günther, "The pricing of Quanto options under dynamic correlation", Journal of Computational and Applied Mathematics, vol. 275, pp. 304--310, 2015. North-Holland.
- R. Janssen, J. Maten, C. Tischendorf, H. -. Brachtendorf, K. Bittner, W. Schoenmaker, P. Benner, L. Feng, R. Pulch, F. Deleu and A. Wieers, "The nanoCOPS Project on Algorithms for Nanoelectronic Coupled Problems Solutions" in Coupled problems 2015 proceedings of the VI International Conference on Coupled Problems in Science and Engineering, San Servolo, Venice, Italy, May 18-20 2015, B. Schrefler and E. O{\~{n}}ate and M. Papadrakakis, Eds. Barcelona: International Center for Numerical Methods in Engineering (CIMNE, 2015, pp. 1029-1036.
ISBN: 9788494392832
- M. Günther and U. Feldmann, "The {COMSON} Project" in Mathematics in Industry, Springer Berlin Heidelberg, 2015, pp. 3--12.
- P. Petrov and M. Ehrhardt, "Transparent boundary conditions for a hierarchy of highorder parabolic approximations", Preprint, Bergische Universität Wuppertal, no. 15/09, 2015.
- P. Petrov and M. Ehrhardt, "Transparent boundary conditions for the high-order parabolic approximations" in 2015 Days on Diffraction (DD), 2015, pp. 1--6.
- P. Putek, P. Meuris, M. Günther, J. Maten, R. Pulch, A. Wieers and W. Schoenmaker, "Uncertainty quantification in electro-thermal coupled problems based on a power transistor device", IFAC-PapersOnLine, vol. 48, no. 1, pp. 938--939, 2015. Elsevier.
- M. Günther and U. Feldmann, "The COMSON Project", Coupled Multiscale Simulation and Optimization in Nanoelectronics, pp. 3--12, 2015. Springer Berlin Heidelberg.
- D. Harutyunyan, J. Rommes, E. J. W. Maten and W. H. A. Schilders, "Simulation of mutually coupled oscillators using nonlinear phase macromodels and model order reduction techniques" in Coupled Multiscale Simulation and Optimization in Nanoelectronics, Günther, M., Eds. Springer, 2015, pp. 398--425 and 430--432.
- M. Ehrhardt, M. Grossinho, D. Sevcovic and A. Shriyaev, "Stochastic and Computational Finance - From Academia to Industry" in Special Issue of International Journal of Computer Mathematics of selected papers from these fields, presented at the International Conference SCF 2015 - Stochastic and Computational Finance - From Academia to Industry, July 5-10, 2015, Lisbon, Portugal, 2015.
- K. Gausling and A. Bartel, "Coupling interfaces and their impact in field/circuit co-simulation", IEEE Transactions on Magnetics, vol. 52, no. 3, pp. 1--4, 2015. IEEE.
- 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. Begell House.
- C. Hendricks, C. Heuer, M. Ehrhardt and M. Günther, "High-order ADI schemes for parabolic equations in the combination technique with application in finance", 2015.
- C. Hendricks, M. Ehrhardt and M. Gunther, "High order combination technique for the efficient pricing of basket options", Acta Mathematica Universitatis Comenianae, vol. 84, no. 2, pp. 243--253, 2015.
- D. Shcherbakov, M. Ehrhardt, M. Günther and M. Peardon, "Force-gradient nested multirate methods for Hamiltonian systems", Computer Physics Communications, vol. 187, pp. 91--97, Feb. 2015. North-Holland.
- M. Günther, "Electrical Circuits" in Encyclopedia of Applied and Computational Mathematics, Springer, 2015, pp. 411--417.
- D. Heubes, A. Bartel and M. Ehrhardt, "Discrete artificial boundary conditions for the lattice Boltzmann method in 2D", ESAIM: Proceedings and Surveys, vol. 52, pp. 47--65, 2015. EDP Sciences.