Applied and Computational Mathematics (ACM)

Publikationen



2021
L. Kapllani, L. Teng and M. Ehrhardt, "A multistep scheme to solve backward stochastic differential equations for option pricing on gpus" in Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019, 2021, pp. 196--208.
M. Hutzenthaler, A. Jentzen, T. Kruse and others, "Multilevel Picard iterations for solving smooth semilinear parabolic heat equations", Partial Differential Equations and Applications, vol. 2, no. 6, pp. 1--31, 2021. Springer.
F. Klass, A. Gabbana and A. Bartel, "A non-equilibrium bounce-back boundary condition for thermal multispeed LBM", J. Comput. Sci., vol. 53, pp. 101364, 2021. Elsevier {BV}.
A. Clevenhaus, M. Ehrhardt and M. Günther, "A parallel Sparse Grid Combination Technique using the Parareal Algorithm", 2021.
L. Teng, "A review of tree-based approaches to solve forward-backward stochastic differential equations", JCF, vol. 25, no. 3, pp. 125--159, 2021.

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