Publications
- 2022
- A. Bartel and M. Günther, "Multirate schemes—an answer of numerical analysis to a demand from applications" in Novel Mathematics Inspired by Industrial Challenges, Günther, Michael and Schilders, Wil, Eds. Springer Cham, 2022, pp. 5–27.
- L. Kapllani and L. Teng, "Multistep schemes for solving backward stochastic differential equations on GPU", Journal of Mathematics in Industry, vol. 12, no. 1, pp. 1–22, 2022. Springer Verlag.
- H. Fatoorehchi and M. Ehrhardt, "Numerical and semi-numerical solutions of a modified Thévenin model for calculating terminal voltage of battery cells", Journal of Energy Storage, vol. 45, pp. 103746, 2022. Elsevier.
- M. Ehrhardt, "On decomposition of the fundamental solution of the Helmholtz equation over solutions of iterative parabolic equations", Asymptotic Analysis, vol. 126, no. 3-4, pp. 215–228, 2022. IOS Press.
- M. Hutzenthaler, T. Kruse and T. A. Nguyen, "On the speed of convergence of Picard iterations of BSDEs", Probability, Uncertainty and Quantitative Risk, vol. 7, no. 2, 2022. American Institute of Mathematical Sciences.
- J. Kienitz, "Stochastic volatility – a story of two decades of SABR and Wilmott magazine", Wilmott, vol. 2022, no. 121, pp. 24–26, 2022. Wilmott Magazine.
- Progress in Industrial Mathematics at ECMI 2021. .... Springer Cham, 2022.
ISBN: 978-3-031-11817-3
- S. Ankirchner, T. Kruse, W. Löhr and M. Urusov, "Properties of the EMCEL scheme for approximating irregular diffusions", Journal of Mathematical Analysis and Applications, vol. 509, no. 1, pp. 125931, 2022. Academic Press.
- J. Kienitz, T. A. McWalter, R. Rudd and E. Platen, "Quantization methods for stochastic differential equations" in Novel Mathematics Inspired by Industrial Challenges, Günther, Michael and Schilders, Wil, Eds. Springer Cham, 2022, pp. 299–329.
- M. W. Bannenberg, A. Ciccazzo and M. Günther, "Reduced order multirate schemes in industrial circuit simulation", Journal of Mathematics in Industry, vol. 12, no. 1, pp. 12, 2022. Springer Verlag.
- R. Rudd, T. McWalter, J. Kienitz and E. Platen, "Robust product Markovian quantization", The Journal of Computational Finance, vol. 25, no. 4, pp. 55–78, 2022. Incisive Media.
- J. Kienitz, "Semi-analytical conditional expectations", Risk Cutting Edge, vol. 7, 2022. Incisive Media.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies", Advances in Applied Mathematics and Mechanics, vol. 14, no. 2, pp. 528–538, 2022. Global Science Press.
- A. Clevenhaus, M. Ehrhardt and M. Günther, "The parareal algorithm and the sparse grid combination technique in the application of the Heston model" in Progress in Industrial Mathematics at ECMI 2021, Springer Cham, 2022, pp. 477–483.
- M. Ehrhardt, "Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line", Physics Letters, Section A, vol. 423, pp. 127822, 2022. Elsevier.
- M. W. Bannenberg, F. Kasolis, M. Günther and M. Clemens, "Maximum entropy snapshot sampling for reduced basis modelling", COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, vol. 41, no. 3, pp. 954–966, 2022. Emerald Publishing.
- A. Bartel and M. Ehrhardt, "Lagrangian instabilities in thermal convection with stable temperature profiles", Preprint IMACM, 2022. Bergische Universität Wuppertal.
- A. Bartel and M. Ehrhardt, "Large-scale convective flow sustained by thermally active Lagrangian tracers", Journal of Fluid Mechanics, vol. 953, pp. A5, 2022. Cambridge University Press.
- M. Muniz, M. Ehrhardt and M. Günther, "Correlation matrices driven by stochastic isospectral flows" in Progress in Industrial Mathematics at ECMI 2021, Springer Cham, 2022, pp. 455–461.
- 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.
