Applied and Computational Mathematics (ACM)

Publications



2012
H. Kammeyer and J. Kienitz, "The Heston-Hull-White Model Part III: Design and Implementation", Wilmott, vol. 2012, no. 59, pp. 44–49, 2012. John Wiley & Sons.
H. Kammeyer and J. Kienitz, "The Heston–Hull–White model part I: Finance and analytics", Wilmott, vol. 2012, no. 57, pp. 46–53, 2012. John Wiley & Sons.
H. Kammeyer and J. Kienitz, "The Heston–Hull–White Model Part II: Numerics and Examples", Wilmott, vol. 2012, no. 58, pp. 34–45, 2012. John Wiley & Sons.
V. Savcenco, B. Haut, E. J. W. t. Maten and R. M. M. Mattheij, "Time domain simulation of power systems with different time scales" in Scientific Computing in Electrical Engineering SCEE 2010, Michielsen, Bastiaan and Poirier, Jean-René, Eds. Springer Berlin Heidelberg, 2012, pp. 313–320.
2011
M. Ehrhardt, "A high-order compact method for nonlinear Black-Scholes option pricing equations of American options", International Journal of Computer Mathematics, vol. 88, no. 13, pp. 2782–2797, 2011. Taylor & Francis.
M. Ehrhardt, "A new method for stress testing on investment products" in The Risk of Investment Products: From Product Innovation to Risk Compliance, World Scientific Publishing, 2011, pp. 225–240.
M. Ehrhardt, "Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities", Communications in Computational Physics, vol. 10, no. 5, pp. 1280–1304, 2011. Cambridge University Press.
M. Striebel, M. Günther, F. Knechtli and M. Wandelt, "Accuracy of symmetric partitioned Runge-Kutta methods for differential equations on Lie-groups" in Proceedings of XXIX International Symposium on Lattice Field Theory - PoS(Lattice 2011), Sissa Medialab, 2011, pp. 049.
M. Clemens, S. Schöps, H. De Gersem and A. Bartel, "Decomposition and regularization of nonlinear anisotropic curl-curl DAEs", COMPEL - The international journal for computation and mathematics in electrical and electronic engineering, vol. 30, no. 6, pp. 1701–1714, 2011. Emerald Group Publishing.
M. Ehrhardt, "Efficient numerical valuation of continuous installment options", Advances in Applied Mathematics and Mechanics, vol. 3, no. 2, pp. 141–164, 2011. Cambridge University Press.
S. Schöps, A. Bartel and M. Clemens, "Efficient solution of transient Eddy current problems using linear/nonlinear domain substructuring" in 18th International Conference on the Computation of Electromagnetic Fields - Compumag 2011, The International Compumag Society, 2011.
R. Pulch and D. Xiu, "Generalised polynomial chaos for a class of linear conservation laws", Journal of Scientific Computing, vol. 51, no. 2, pp. 293–312, 2011. Springer New York.
S. Schöps, H. De Gersem and A. Bartel, "Higher-order co-simulation of field-circuit coupled Eddy-current problems" in 18th International Conference on the Computation of Electromagnetic Fields - Compumag 2011, The International Compumag Society, 2011.
H. Brachtendorf, T. Tinttunen, W. Schoenmaker, C. Tischendorf, H. Janssen, K. Bittner, E. Dautbegovic, R. Winkler, R. Pulch and others, "ICESTARS: integrated circuit/EM simulation and design technologies for advanced radio systems-on-chip", CASA-report, vol. 1119, 2011. Technische Universiteit Eindhoven.
Model reduction for circuit simulation. Springer Netherlands, 2011.

ISBN: 978-94-007- 0088-8

R. Pulch, "Modelling and simulation of autonomous oscillators with random parameters", Mathematics and Computers in Simulation, vol. 81, no. 6, pp. 1128–1143, 2011. Elsevier.
S. Schöps, "Multiscale Modeling and Multirate Time-Integration of Field/Circuit Coupled Problems", Wuppertal, 2011.
R. Pulch, "Polynomial chaos for linear differential algebraic equations with random parameters", International Journal for Uncertainty Quantification, vol. 1, no. 3, pp. 223–240, 2011. Begell House.
A. Bartel, S. Baumanns and S. Schöps, "Structural analysis of electrical circuits including magnetoquasistatic devices", Applied Numerical Mathematics, vol. 61, no. 12, pp. 1257–1270, 2011. North-Holland.
2010
S. Schöps, H. De Gersem and A. Bartel, "A cosimulation framework for multirate time integration of field/circuit coupled problems", IEEE Transactions on Magnetics, vol. 46, no. 8, pp. 3233–3236, 2010. IEEE.