Publications
- 2023
- M. Felpel, J. Kienitz and T. McWalter, "Effective stochastic local volatility models", Quantitative Finance, vol. 23, no. 12, pp. 1731–1750, 2023. Routledge.
- L. Di Persio and M. Ehrhardt, "Electricity price forecasting via statistical and deep learning approaches: The German case", AppliedMath, vol. 3, no. 2, pp. 316–342, 2023. MDPI.
- M. Ehrhardt, "Experimental observation and theoretical analysis of the low-frequency source interferogram and hologram in shallow water", Journal of Sound and Vibration, vol. 544, pp. 117388, 2023. Academic Press.
- J. Kienitz, "Hedging in the age of statistical learning", Wilmott, vol. 2023, no. 126, pp. 94–102, 2023. Wilmott Magazine.
- K. S. Matyokubov and M. Ehrhardt, "Manakov system on metric graphs: Modeling the reflectionless propagation of vector solitons in networks", Physics Letters, Section A, vol. 479, pp. 128928, 2023. North-Holland.
- J. Jäschke, N. Skrepek and M. Ehrhardt, "Mixed-dimensional geometric coupling of port-Hamiltonian systems", Applied Mathematics Letters, vol. 137, pp. 108508, 2023. Pergamon.
- M. Ehrhardt and S. B. Kozitskiy, "On a generalization of the split-step Padé method to the case of unknown vector-functions", Preprint IMACM, 2023. Bergische Universität Wuppertal.
- 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. Frommer, M. Günther, B. Liljegren-Sailer and N. Marheineke, "Operator splitting for port-Hamiltonian systems", Preprint, 2023.
- A. Bartel, M. Diab, A. Frommer and M. Günther, "Operator splitting for semi-explicit differential-algebraic equations and port-Hamiltonian DAEs", Preprint, 2023.
- M. Hutzenthaler, A. Jentzen, T. Kruse and T. Anh Nguyen, "Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations", Journal of Numerical Mathematics, vol. 31, no. 1, pp. 1–28, 2023. De Gruyter.
- F. Heldmann, M. Ehrhardt and K. Klamroth, "PINN training using biobjective optimization: The trade-off between data loss and residual loss", Journal of Computational Physics, vol. 488, pp. 112211, 2023. Academic 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.
- M. Clemens and M. Günther, "Stability of Transient Coupled Multi-Model Discrete Electromagnetic Field Formulations Using the Port-Hamiltonian System Framework" in 2023 International Conference on Electromagnetics in Advanced Applications (ICEAA), IEEE, 2023, pp. 1–1.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds", Applied Numerical Mathematics, vol. 193, pp. 196–203, 2023. North-Holland.
- K. Schäfers, M. Günther and A. Sandu, "Symplectic multirate generalized additive Runge-Kutta methods for Hamiltonian systems", Preprint, 2023.
- M. Ehrhardt, "Three-dimensional modeling of sound field holograms of a moving source in the presence of internal waves causing horizontal refraction", Journal of Marine Science and Engineering, vol. 11, no. 10, pp. 1922, 2023. MDPI.
- M. Ehrhardt, "Transparent boundary conditions for the nonlocal nonlinear Schrödinger equation: A model for reflectionless propagation of PT-symmetric solitons", Physics Letters, Section A, vol. 459, pp. 128611, 2023. North-Holland.
- M. Ehrhardt, "Use of interference patterns to control sound field focusing in shallow water", Journal of Marine Science and Engineering, vol. 11, no. 3, pp. 559, 2023. MDPI.
- 2022
- T. Kossaczká, M. Ehrhardt and M. Günther, "A deep smoothness WENO method with applications in option pricing" in Progress in Industrial Mathematics at ECMI 2021, Ehrhardt, Matthias and Günther, Michael, Eds. Springer Cham, 2022, pp. 417–423.