Publications

M. Ehrhardt and C. Vázquez, "Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations", Applied Numerical Mathematics, vol. 139, pp. 77–92, 2019. North-Holland.

DOI: 10.1016/j.apnum.2019.01.001

C. Tischendorf, E. J. W. Maten and W. Schoenmaker, "Nanoelectronic coupled problems solutions – Highlights from the nanoCOPS project" 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. 1–21.

DOI: 10.1007/978-3-030-30726-4_1

J. Kienitz, S. K. Acar, Q. Liang and N. Nowaczyk, "Deep option pricing - Term structure models", SSRN Electronic Journal, 2019. Elsevier.

DOI: 10.2139/ssrn.3498398

A. Gabbana, M. Mendoza, S. Succi and R. Tripiccione, "Numerical evidence of electron hydrodynamic whirlpools in graphene samples", Computers & Fluids, vol. 172, pp. 644–650, 2018. Elsevier.

DOI: 10.1016/j.compfluid.2018.02.020

P. A. Putek, E. J. W. Maten, M. Günther and J. K. Sykulski, "Variance-based robust optimization of a permanent magnet synchronous machine", IEEE Transactions on Magnetics, vol. 54, no. 3, pp. 1–4, 2018. IEEE.

DOI: 10.1109/TMAG.2017.2750485

E. Calore and A. Gabbana, "Software and DVFS tuning for performance and energy-efficiency on Intel KNL processors", Journal of Low Power Electronics and Applications, vol. 8, no. 2, 2018. MDPI.

DOI: 10.3390/jlpea8020018

P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, M. Günther and B. Tasic, "Robust optimization of an RFIC isolation problem under uncertainties" in Scientific Computing in Electrical Engineering, Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter, Eds. Springer Cham, 2018, pp. 177–186.

DOI: 10.1007/978-3-319-75538-0_17

T. A. McWalter, R. Rudd, J. Kienitz and E. Platen, "Recursive marginal quantization of higher-order schemes", Quantitative Finance, vol. 18, no. 4, pp. 693–706, 2018. Routledge.

DOI: 10.1080/14697688.2017.1402125

L. Teng, M. Ehrhardt and M. Günther, "Quanto pricing in stochastic correlation models", International Journal of Theoretical and Applied Finance, vol. 21, no. 05, pp. 1850038, 2018. World Scientific Publishing.

DOI: 10.1142/S0219024918500383

A. Gabbana, M. Polini, S. Succi, R. Tripiccione and F. M. D. Pellegrino, "Prospects for the detection of electronic preturbulence in graphene", Phys. Rev. Lett., vol. 121, pp. 236602, 2018. American Physical Society.

DOI: 10.1103/PhysRevLett.121.236602

A. Bartel and M. Günther, "PDAEs in refined electrical network modeling", SIAM Review, vol. 60, no. 1, pp. 56–91, 2018. Society for Industrial and Applied Mathematics.

DOI: 10.1137/17m1113643

M. Ehrhardt, "Numerical solution of iterative parabolic equations approximating the nonlinear Helmholtz equation" in 2018 Days on Diffraction (DD), IEEE, 2018, pp. 241–244.

DOI: 10.1109/DD.2018.8553359

C. Hachtel, J. Kerler-Back, A. Bartel, M. Günther and T. Stykel, "Multirate DAE/ODE-simulation and model order reduction for coupled field-circuit systems" in Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter, Eds. Springer Cham, 2018, pp. 91–100.

DOI: 10.1007/978-3-319-75538-0_9

P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, B. Tasic and M. Günther, "Nanoelectronic coupled problems solutions: Uncertainty quantification of RFIC interference" in Progress in Industrial Mathematics at ECMI 2016, Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Mendéz, Miguel E., Eds. Springer Cham, 2018, pp. 271–279.

DOI: 10.1007/978-3-319-63082-3_42

C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations", Journal of Computational Finance, vol. 21, no. 5, pp. 1–33, 2018. Incisive Media.

DOI: 10.21314/JCF.2018.342

T. G. J. Beelen, J. J. Dohmen, E. J. W. Maten and B. Tasic, "Fitting generalized gaussian distributions for process capability index" in Scientific Computing in Electrical Engineering, Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter, Eds. Springer Cham, 2018, pp. 169–176.

DOI: 10.1007/978-3-319-75538-0_16

E. Calore and A. Gabbana, "Energy-efficiency evaluation of Intel KNL for HPC workloads" in Parallel Computing is Everywhere, IOS Press, 2018, pp. 733–742.

DOI: 10.3233/978-1-61499-843-3-733

E. Calore and A. Gabbana, "Early experience on using knights landing processors for lattice Boltzmann applications" in Parallel Processing and Applied Mathematics, Wyrzykowski, Roman and Dongarra, Jack and Deelman, Ewa and Karczewski, Konrad, Eds. Springer Cham, 2018, pp. 519–530.

DOI: 10.1007/978-3-319-78024-5_45

E. Calore and A. Gabbana, "Design and optimizations of lattice Boltzmann methods for massively parallel GPU-based blusters" in Analysis and Applications of Lattice Boltzmann Simulations, IGI Global, 2018, pp. 54–114.

DOI: 10.4018/978-1-5225-4760-0.ch003

K. Gausling and A. Bartel, "Density estimation techniques in cosimulation using Spectral-and Kernel methods" in Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Langer, Ulrich and Amrhein, Wolfgang and Zulehner, Walter, Eds. Springer Cham, 2018, pp. 81–89.

DOI: 10.1007/978-3-319-75538-0_8