Publications
- 2022
- M. Ehrhardt and M. Günther, "A neural network enhanced weighted essentially non-oscillatory method for nonlinear degenerate parabolic equations", Physics of Fluids, vol. 34, no. 2, pp. 026604, 2022. AIP Publishing.
- F. Klass, A. Gabbana and A. Bartel, "A non-reflecting boundary condition for multispeed lattice Boltzmann methods" in Progress in Industrial Mathematics at ECMI 2021, Ehrhardt, Matthias and Günther, Michael, Eds. Springer Cham, 2022, pp. 447–453.
- J. Ackermann, T. Kruse and L. Overbeck, "Inhomogeneous affine Volterra processes", Stochastic Processes and their Applications, vol. 150, pp. 250–279, 2022. North-Holland.
- M. Ehrhardt, "A physics-informed neural network to model COVID-19 infection and hospitalization scenarios", Advances in continuous and discrete models, vol. 2022, no. 1, pp. 1–27, 2022. Springer Science and Business Media Deutschland GmbH.
- J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "A port-Hamiltonian formulation of coupled heat transfer", Mathematical and Computer Modelling of Dynamical Systems, vol. 28, no. 1, pp. 78–94, 2022. Taylor & Francis.
- J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "A two-dimensional port-Hamiltonian model for coupled heat transfer", Mathematics, vol. 10, no. 24, pp. 4635, 2022. MDPI.
- M. Ehrhardt, "An efficient second-order method for the linearized Benjamin-Bona-Mahony equation with artificial boundary conditions", Preprint IMACM, 2022. Bergische Universität Wuppertal.
- S. Treibert, H. Brunner and M. Ehrhardt, "A nonstandard finite difference scheme for the SVICDR model to predict COVID-19 dynamics", Mathematical Biosciences and Engineering, vol. 19, no. 2, pp. 1213–1238, 2022. AIMS Press.
- J. Jäschke, M. Ehrhardt, M. Günther and B. Jacob, "Discrete port-Hamiltonian coupled heat transfer" in Progress in Industrial Mathematics at ECMI 2021, Ehrhardt, Matthias and Günther, Michael, Eds. Springer Cham, 2022, pp. 439–445.
- J. Kienitz, G. Lee, N. Nowaczyk and N. Geng, "Dynamically controlled kernel estimation", Risk Cutting Edge, vol. 1, 2022. Incisive Media.
- M. Felpel, J. Kienitz and T. McWalter, "Effective Markovian projection: Application to CMS spread options and mid-curve swaptions", Quantitative Finance, vol. 22, no. 6, pp. 1169–1192, 2022. Routledge.
- M. Clemens, M. Henkel, F. Kasolis, M. Günther, H. De Gersem and S. Schöps, "Electromagnetic quasistatic field formulations of Darwin type", Preprint, pp. 1–7, 2022.
- L. Teng, "Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations", Applied Mathematics and Computation, vol. 426, pp. 127119, 2022. Elsevier.
- M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, "Higher strong order methods for linear Itô SDEs on matrix Lie groups", BIT Numerical Mathematics, vol. 62, no. 3, pp. 1095–1119, 2022. Springer Netherlands.
- N. Nowaczyk, J. Kienitz, S. K. Acar and Q. Liang, "How deep is your model? Network topology selection from a model validation perspective", Journal of Mathematics in Industry, vol. 12, no. 1, pp. 1, 2022. Springer Verlag.
- M. Henkel, F. Kasolis, M. Clemens, M. Günther and S. Schöps, "Implicit gauging of electromagneto-quasistatic field formulations", IEEE Transactions on Magnetics, vol. 58, no. 9, pp. 1–4, 2022. IEEE.
- T. A. McWalter, J. Kienitz, N. Nowaczyk, R. Rudd and S. K. Acar, "Dynamic initial margin estimation based on quantiles of Johnson distributions", Journal of Credit Risk, vol. 18, pp. 93–116, 2022. Incisive Media.
- 2021
- P. Csomós, M. Ehrhardt and B. Farkas, "Operator splitting for abstract Cauchy problems with dynamical boundary condition", Operators and Matrices, vol. 15, no. 3, pp. 903–935, 2021. Element d.o.o.
- L. Teng and W. Zhao, "High-order combined multi-step scheme for solving forward backward stochastic differential equations", Journal of Scientific Computing, vol. 87, no. 3, pp. 1–25, 2021. Springer New York.
- A. Sandu, M. Günther and S. Roberts, "Linearly implicit GARK schemes", Applied Numerical Mathematics, vol. 161, pp. 286–310, 2021. Elsevier.
