Publications
- 2013
- A. Bartel, M. Brunk, M. Günther and S. Schöps, "Dynamic iteration for coupled problems of electric circuits and distributed devices", SIAM Journal on Scientific Computing, vol. 35, no. 2, pp. B315–B335, 2013. Society for Industrial and Applied Mathematics.
- A. Bartel, H. De Gersem, T. Hülsmann, U. Römer, S. Schöps and T. Weiland, "Quantification of uncertainty in the field quality of magnets originating from material measurements", IEEE Transactions on Magnetics, vol. 49, no. 5, pp. 2367–2370, 2013. IEEE.
- C. Hendricks and M. Ehrhardt, "Clean spread options in the German electricity market", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- R. Pulch, E. J. W. Maten and F. Augustin, "Sensitivity analysis of linear dynamical systems in uncertainty quantification", PAMM: Proceedings in Applied Mathematics and Mechanics, vol. 13, no. 1, pp. 507–508, 2013. WILEY-VCH Verlag.
- J. Kienitz, "Transforming volatility - Multi curve cap and swaption volatilities", SSRN Electronic Journal, pp. 1–22, 2013. Elsevier.
- J. Kienitz and D. Wetterau,Financial Modelling: Theory, Implementation and Practice with MATLAB Source. John Wiley & Sons, 2013.
ISBN: 978-0-470-74489-5
- L. Teng, M. Ehrhardt and M. Günther, "Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model", International Journal of Computer Mathematics, vol. 90, no. 5, pp. 1083–1095, 2013. Taylor & Francis.
- L. Teng, M. Ehrhardt and M. Günther, "Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults", International Journal of Theoretical and Applied Finance, vol. 16, no. 07, pp. 1350040, 2013. World Scientific Publishing.
- G. I. Ramírez-Espinoza and M. Ehrhardt, "Conservative and finite volume methods for the convection-dominated pricing problem", Advances in Applied Mathematics and Mechanics, vol. 5, no. 6, pp. 759–790, 2013. Cambridge University Press.
- M. Ehrhardt, "A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients", Applied Mathematics and Computation, vol. 219, no. 12, pp. 6591–6604, 2013. Elsevier.
- M. Ehrhardt, "An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- Novel Trends in Lattice-Boltzmann Methods: Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction. Bentham Science Publishers, 2013.
ISBN: 978-1-60805-717-7
- A. Sandu and M. Günther, "A class of generalized additive Runge-Kutta methods", Preprint, 2013.
- R. Pulch, "Polynomial chaos for semiexplicit differential algebraic equations of index 1", International Journal for Uncertainty Quantification, vol. 3, no. 1, pp. 1–23, 2013. Begell House.
- 2012
- M. Ehrhardt, "Absorbing boundary conditions for solving stationary Schrödinger equations" in Progress in Industrial Mathematics at ECMI 2010, Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael, Eds. Springer Berlin Heidelberg, 2012, pp. 635–641.
- S. Schöps, H. De Gersem and A. Bartel, "Higher-order cosimulation of field/circuit coupled problems", IEEE Transactions on Magnetics, vol. 48, no. 2, pp. 535–538, 2012. IEEE.
- G. Alì, A. Bartel, M. Brunk and S. Schöps, "A convergent iteration scheme for semiconductor/circuit coupled problems" in Scientific Computing in Electrical Engineering SCEE 2010, Michielsen, Bastiaan and Poirier, Jean-René, Eds. Springer Berlin Heidelberg, 2012, pp. 233–242.
- S. Schöps, A. Bartel and H. De Gersem, "Multirate time integration of field/circuit coupled problems by Schur complements" in Scientific Computing in Electrical Engineering SCEE 2010, Michielsen, Bastiaan and Poirier, Jean-René, Eds. Springer Berlin Heidelberg, 2012, pp. 243–251.
- Progress in Industrial Mathematics at ECMI 2010. Springer Berlin Heidelberg, 2012.
ISBN: 978-3-642-25099-6
- G. Alì, A. Bartel and N. Rotundo, "An existence result for index-2 PDAE system arising in semiconductor modeling" in Progress in Industrial Mathematics at ECMI 2010, Günther, Michael and Bartel, Andreas and Brunk, Markus and Schöps, Sebastian and Striebel, Michael, Eds. Springer Berlin Heidelberg, 2012, pp. 45–51.
