Applied and Computational Mathematics (ACM)

Publikationen



2021
M. Wandelt, M. Günther and M. Muniz, "Geometric integration on Lie groups using the Cayley transform with focus on lattice QCD", Journal of Computational and Applied Mathematics, vol. 387, pp. 112495, 2021. North-Holland.
J. Ackermann, T. Kruse and M. Urusov, "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models", Finance and Stochastics, vol. 25, no. 4, pp. 757--810, 2021. Springer Berlin Heidelberg.
J. Backhaus, M. Bolten, O. Tanil Doganay, M. Ehrhardt, B. Engel, C. Frey, H. Gottschalk, M. Günther, C. Hahn, J. Jäschke and others, "GivEn—Shape optimization for gas turbines in volatile energy networks", Mathematical Modeling, Simulation and Optimization for Power Engineering and Management, pp. 71--106, 2021. Springer International Publishing.
L. Teng and W. Zhao, "High-order combined multi-step scheme for solving forward backward stochastic differential equations", JSC, vol. 87, no. 81, 2021.
M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher Strong Order Methods for It$\backslash$\^{} o SDEs on Matrix Lie Groups", arXiv preprint arXiv:2102.04131, 2021.

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