Rosenbrock-Wanner-Type Methods: Theory and Applications. Springer Cham, 2021.

C. Hachtel, A. Bartel, M. Günther and A. Sandu, "Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1", Journal of Computational and Applied Mathematics, vol. 387, pp. 112499, 2021. North-Holland.

J. Kühn, A. Bartel and P. Putek, "A thermal extension and loss model for Tellinen’s hysteresis model", COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, vol. 40, no. 2, pp. 126–141, 2021. Emerald Group Publishing.

M. Günther, A. Bartel, B. Jacob and T. Reis, "Dynamic iteration schemes and port-Hamiltonian formulation in coupled differential-algebraic equation circuit simulation", International Journal of Circuit Theory and Applications, vol. 49, no. 2, pp. 430–452, 2021. John Wiley & Sons.

J. Kühn, A. Bartel and P. Putek, "A hysteresis loss model for Tellinen’s scalar hysteresis model" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, van Beurden, Martijn and Budko, Neil and Schilders, Wil, Eds. Springer Cham, 2021, pp. 241–250.

M. Felpel, J. Kienitz and T. A. McWalter, "Effective stochastic volatility: applications to ZABR-type models", Quantitative Finance, vol. 21, no. 5, pp. 837–852, 2021. Routledge.

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, Dimov, Ivan and Fidanova, Stefka, Eds. Springer Cham, 2021, pp. 196–208.

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.

L. Teng, "The Heston model with time-dependent correlation driven by isospectral flows", Mathematics, vol. 9, no. 9, 2021. MDPI.

L. Teng, "A review of tree-based approaches to solve forward-backward stochastic differential equations", Journal of Computational Finance, vol. 25, no. 3, pp. 125–159, 2021. Incisive Media.

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 Cham.

M. Muniz, M. Ehrhardt and M. Günther, "Approximating correlation matrices using stochastic Lie group methods", Mathematics, vol. 9, no. 1, pp. 94, 2021. MDPI.

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.

M. Ehrhardt, "Pricing basket default swaps using quasi-analytic techniques", Decisions in Economics and Finance, vol. 44, pp. 241–267, 2021. Springer Verlag Italia.

E. Viviani, L. Di Persio and M. Ehrhardt, "Energy markets forecasting. From inferential statistics to machine learning: The German case", Energies, vol. 14, no. 2, pp. 364, 2021. MDPI.

M. Ehrhardt, "Reflectionless propagation of Manakov solitons on a line: A model based on the concept of transparent boundary conditions", Physical Review E, vol. 103, no. 4, pp. 043305, 2021. American Physical Society.

A. Clevenhaus, M. Ehrhardt and M. Günther, "A parallel sparse grid combination technique using the Parareal Algorithm", Preprint IMACM, 2021. Bergische Universität Wuppertal.

A. Araújo and M. Ehrhardt, "Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics: Effects on health, society, industry, economics and technology", Journal of Mathematics in Industry, vol. 11, pp. 1–2, 2021. Springer Verlag.

A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A gradient descent algorithm for the Heston model", Preprint IMACM, 2021. Bergische Universität Wuppertal.

A. Clevenhaus, M. Ehrhardt and M. Günther, "An ADI Sparse Grid method for pricing efficiently American options under the Heston model", Advances in Applied Mathematics and Mechanics, vol. 13, no. 6, pp. 1384–1397, 2021. Global Science Press.