Publications
- 2024
- P. S. Petrov, M. Ehrhardt and S. B. Kozitskiy, "A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide", Journal of Sound and Vibration, vol. 577, pp. 118304, 2024. Academic Press.
- M. Clemens, M. Henkel, F. Kasolis and M. Günther, "Structural Aspects of Electromagneto-Quasistatic Field Formulations of Darwin-Type Derived in the Port-Hamiltonian System Framework", TechRxiv, 2024. IEEE.
- P. Zaspel and M. Günther, "Data-driven identification of port-Hamiltonian DAE systems by Gaussian processes", Preprint, 2024.
- K. Schäfers, M. Peardon and M. Günther, "A modified Cayley transform for SU (3)", Preprint, 2024.
- M. Günther, B. Jacob and C. Totzeck, "Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain", Mathematics of Control, Signals, and Systems, vol. 36, no. 4, pp. 957–977, 2024. Springer London.
- M. Clemens, M. Henkel, F. Kasolis and M. Günther, "A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type", Preprint, 2024.
- M. Günther, B. Jacob and C. Totzeck, "Structure-Preserving Identification of Port-Hamiltonian Systems—A Sensitivity-Based Approach" in Scientific Computing in Electrical Engineering SCEE 2022, Amsterdam, The Netherlands, July 2022, van Beurden, Martijn and Budko, Neil V. and Ciuprina, Gabriela and Schilders, Wil and Bansal, Harshit and Barbulescu, Ruxandra, Eds. Springer Cham, 2024, pp. 167–174.
- T. Kruse and P. Strack, "Optimal dynamic control of an epidemic", Operations Research, vol. 72, no. 3, pp. 1031–1048, 2024. INFORMS.
- J. Ackermann, T. Kruse and M. Urusov, "Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems", Finance and Stochastics, vol. 28, no. 3, pp. 813–863, 2024. Springer Verlag.
- J. Ackermann, T. Kruse and M. Urusov, "Self-exciting price impact via negative resilience in stochastic order books", Annals of Operations Research, vol. 336, no. 1, pp. 637–659, 2024. Springer Netherlands.
- F. Klass, A. Gabbana and A. Bartel, "Perfectly Matched Layers and Characteristic Boundaries in Lattice Boltzmann: Accuracy vs Cost", AIAA Journal, Dec. 2024.
- 2023
- F. Klass, A. Gabbana and A. Bartel, "A characteristic boundary condition for multispeed lattice Boltzmann methods", Communications in Computational Physics, vol. 33, no. 1, pp. 101–117, 2023. Global Science Press.
- K. Schäfers, A. Bartel, M. Günther and C. Hachtel, "Spline-oriented inter/extrapolation-based multirate schemes of higher order", Applied Mathematics Letters, vol. 136, pp. 108464, 2023. Pergamon.
- A. Bartel, M. Günther, B. Jacob and T. Reis, "Operator splitting based dynamic iteration for linear differential-algebraic port-Hamiltonian systems", Numerische Mathematik, vol. 155, no. 1-2, pp. 1–34, 2023. Springer New York.
- A. Bartel, M. Diab, A. Frommer and M. Günther, "Operator splitting for semi-explicit differential-algebraic equations and port-Hamiltonian DAEs", Preprint, 2023.
- M. Felpel, J. Kienitz and T. McWalter, "Effective stochastic local volatility models", Quantitative Finance, vol. 23, no. 12, pp. 1731–1750, 2023. Routledge.
- J. Kienitz, "Hedging in the age of statistical learning", Wilmott, vol. 2023, no. 126, pp. 94–102, 2023. Wilmott Magazine.
- T. Schäfers and L. Teng, "Asymmetry in stochastic volatility models with threshold and time-dependent correlation", Studies in Nonlinear Dynamics & Econometrics, vol. 27, no. 2, pp. 131–146, 2023. De Gruyter.
- M. Ehrhardt, "3D Modeling of sound field hologram of moving source in presence of internal waves causing horizontal refraction.", Preprint IMACM, 2023. Bergische Universität Wuppertal.
- J. Jäschke, N. Skrepek and M. Ehrhardt, "Mixed-dimensional geometric coupling of port-Hamiltonian systems", Applied Mathematics Letters, vol. 137, pp. 108508, 2023. Pergamon.
