Publications
- 2013
- A. Bartel and M. Ehrhardt, "An Introduction to the lattice Boltzmann method for coupled problems" in Novel Trends in Lattice-Boltzmann Methods, Bentham Science Publishers, 2013, pp. 3–30.
- S. Schöps, A. Bartel and M. Günther, "An optimal p-Refinement strategy for dynamic iteration of ordinary and differential algebraic equations", PAMM: Proceedings in Applied Mathematics and Mechanics, vol. 13, no. 1, pp. 549–552, 2013. WILEY-VCH Verlag.
- M. Ehrhardt, "An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- 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.
- C. Hendricks and M. Ehrhardt, "Clean spread options in the German electricity market", Preprint IMACM, 2013. Bergische Universität Wuppertal.
- 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.
- 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.
- J. Kienitz and D. Wetterau,Financial Modelling: Theory, Implementation and Practice with MATLAB Source. John Wiley & Sons, 2013.
ISBN: 978-0-470-74489-5
- Novel Trends in Lattice-Boltzmann Methods: Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction. Bentham Science Publishers, 2013.
ISBN: 978-1-60805-717-7
- 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.
- 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.
- 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.
- 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.
- 2012
- 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.
- 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.
- T. Doorn, J. Maten, A. Di Bucchianico, T. Beelen and R. Janssen, "Access time optimization of SRAM memory with statistical yield constraint" in Proceedings of 22nd International Conference Radioelektronika 2012, IEEE, 2012, pp. 1–4.
- 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.
- M. Ehrhardt, "An introduction to fluid-porous interface coupling" in Coupled Fluid Flow in Energy, Biology and Environmental Research, Bentham Science Publishers, 2012, pp. 3–12.
- Coupled Fluid Flow in Energy, Biology and Environmental Research. Bentham Science Publishers, 2012.
ISBN: 978-1-60805-691-0
