Publications

M. Clemens, F. Kasolis, M. Henkel, B. Kähne and M. Günther, "A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations", IEEE Transactions on Magnetics, vol. 57, no. 6, pp. 1–4, 2021. IEEE.

DOI: 10.1109/TMAG.2021.3057828

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.

DOI: 10.4208/aamm.OA-2020-0317

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

DOI: 10.3390/math9010094

M. Bannenberg, A. Ciccazzo and M. Günther, "Coupling of model order reduction and multirate techniques for coupled dynamical systems", Applied Mathematics Letters, vol. 112, pp. 106780, 2021. Elsevier.

DOI: 10.1016/j.aml.2020.106780

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.

DOI: 10.1002/cta.2870

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.

DOI: 10.1108/COMPEL-07-2019-0306

A. Bartel and M. Günther, "Inter/extrapolation-based multirate schemes: A dynamic-iteration perspective" in Progress in Differential-Algebraic Equations II, Reis, Timo and Grundel, Sara and Schöps, Sebastian, Eds. Springer Cham, 2020, pp. 73–90.

DOI: 10.1007/978-3-030-53905-4_3

M. Ehrhardt, "Wide-angle mode parabolic equations for the modelling of horizontal refraction in underwater acoustics and their numerical solution on unbounded domains", Journal of Sound and Vibration, vol. 484, pp. 115526, 2020. Academic Press.

DOI: 10.1016/j.jsv.2020.115526

M. Ehrhardt, "Valuation of basket credit default swaps under stochastic default intensity models", Advances in Applied Mathematics and Mechanics, vol. 12, no. 5, pp. 1301–1326, 2020. Global Science Press.

DOI: 10.4208/aamm.OA-2019-0141

C. Günther, M. Günther and D. Günther, "Tracing contacts to control the COVID-19 pandemic", Preprint, 2020.

DOI: 10.48550/arXiv.2004.00517

A. Clevenhaus, M. Ehrhardt, M. Günther and D. Ševčovič, "Pricing American options with a non-constant penalty parameter", Journal of Risk and Financial Management, vol. 13, no. 6, pp. 124, 2020. MDPI.

DOI: 10.3390/jrfm13060124

P. Putek, A. Bartel and M. Günther, "Shape optimization of a PM synchronous machine under probabilistic constraints" in Scientific Computing in Electrical Engineering: SCEE 2018, Taormina, Italy, September 2018, Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2020, pp. 243–253.

DOI: 10.1007/978-3-030-44101-2_23

M. Ehrhardt, "Elliptical and Archimedean copula models: An application to the price estimation of portfolio credit derivatives", Journal of Credit Risk, vol. 17, no. 1, pp. 1–29, 2020. Incisive Media.

DOI: 10.21314/JCR.2020.263

M. Günther, R. Höllwieser and F. Knechtli, "Constrained hybrid Monte Carlo algorithms for Gauge-Higgs models", Computer Physics Communications, vol. 254, pp. 107192, 2020. Elsevier.

DOI: 10.1016/j.cpc.2020.107192

J. Kühn, A. Bartel and P. Putek, "A thermal extension of Tellinen’s scalar hysteresis model" in Scientific Computing in Electrical Engineering: SCEE 2018, Taormina, Italy, September 2018, Nicosia, Giuseppe and Romano, Vittorio, Eds. Springer Cham, 2020, pp. 55–63.

DOI: 10.1007/978-3-030-44101-2_6

L. Teng, X. Wu, M. Günther and M. Ehrhardt, "A new methodology to create valid time-dependent correlation matrices via isospectral flows", ESAIM: Mathematical Modelling and Numerical Analysis, vol. 54, no. 2, pp. 361–371, 2020. EDP Sciences.

DOI: 10.1051/m2an/2019064

L. Teng, A. Lapitckii and M. Günther, "A multi-step scheme based on cubic spline for solving backward stochastic differential equations", Applied Numerical Mathematics, vol. 150, pp. 117–138, 2020. Elsevier.

DOI: 10.1016/j.apnum.2019.09.016

M. Ehrhardt, "Dirac particles in transparent quantum graphs: Tunable transport of relativistic quasiparticles in branched structures", Physical Review E, vol. 101, no. 6, pp. 062208, 2020. American Physical Society.

DOI: 10.1103/PhysRevE.101.062208

R. Janssen, R. Gillon, A. Wieers, F. Deleu, H. Guegnaud, P. Reynier, W. Schoenmaker and E. J. W. Maten, "Test cases for power-MOS devices and RF-circuitry" in Nanoelectronic Coupled Problems Solutions, ter Maten, E. Jan W. and Brachtendorf, Hans-Georg and Pulch, Roland and Schoenmaker, Wim and De Gersem, Herbert, Eds. Springer Cham, 2019, pp. 459–485.

DOI: 10.1007/978-3-030-30726-4_20

A. Gabbana, D. Simeoni, S. Succi and R. Tripiccione, "Relativistic dissipation obeys Chapman-Enskog asymptotics: Analytical and numerical evidence as a basis for accurate kinetic simulations", Physical Review E, vol. 99, pp. 052126, 2019. American Physical Society.

DOI: 10.1103/PhysRevE.99.052126