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Preprints untill october 2009

2009

  • Kasra Mohaghegh
    Model order reduction for semi-explicit systems of differential algebraic equations.
    (pdf)
  • Patrick Deuß
    Measuring the Value at Risk of a Stock Portfolio - The Copula Approach.
    (pdf)
  • Roland Pulch
    Polynomial chaos expansions for analysing oscillators with uncertainties.
    (pdf)

 

2008

  • Kasra Mohaghegh
    Nonlinear Model Order Reduction Based on Trajectory Piecewise Linear Approach: Comparing Different Linear Cores
    (pdf)
  • Sebastian Schöps
    DAE-index and convergence analysis of lumped electric circuits refined by 3-D magnetoquasistatic conductor models.
    (pdf)
  • Roland Pulch
    Polynomial chaos for the computation of failure probabilities in periodic problems.
    (pdf)
  • Roland Pulch
    Polynomial chaos for analysing periodic processes of differential algebraic equations with random parameters.
    (pdf)
  • Kai Tappe
    Modular Levy Copulas Join Up For Series Representation.
    (pdf)
  • Roland Pulch
    Polynomial chaos for multirate partial differential algebraic equations with random parameters.
    (pdf)
  • Roland Pulch
    Polynomial chaos for linear DAEs with random parameters.
    (pdf)

 

2007

  • Roland Pulch
    Multirate models for simulating a Colpitts oscillator.
    (pdf)
  • Kai Tappe
    Launching a canon into multivariate Levy processes.
    (pdf)
  • Cathrin van Emmerich
    Stochastic Mean Reversion in the Large Homogenous Portfolio Model.
    (pdf)
  • Roland Pulch, Cathrin van Emmerich
    Polynomial chaos for simulating random volatilities.
    (pdf)

 

2006

  • Andreas Bartel, Stephanie Knorr, Roland Pulch
    Wavelet-based Adaptive Grids for Multirate Partial Differential-Algebraic Equations.
    (pdf)
  • Andreas Bartel, Roland Pulch
    A Concept for Classification of Partial Differential Algebraic Equations in Nanoelectronics.
    (pdf)
  • Roland Pulch
    Initial-boundary value problems of warped MPDAEs including minimisation criteria.
    (pdf)
  • Roland Pulch, Michael Günther, Stephanie Knorr
    Multirate Partial Differential Algebraic Equations for Simulating Radio Frequency Signals.
    (pdf)
  • Julia Greb, Roland Pulch
    Simulation of Quasiperiodic Signals via Warped MPDAEs using Houben's Approach.
    (pdf, updated 2007-01-15)
  • Cathrin van Emmerich
    Modelling Correlation as a Stochastic Process.
    (pdf)
  • Andreas Bartel, Stephanie Knorr
    Wavelet-based Adaptive Grids for the Simulation of Multirate Partial Differential-Algebraic Equations.
    (pdf)
  • Roland Pulch
    Transformation Qualities of Warped MPDAE Models.
    (pdf)

 

2005

  • Christian Kahl, Michael Günther
    Complete the Correlation Matrix
    (pdf)
  • Christian Kahl, Henri Schurz
    Balanced Milstein Methods for Ordinary SDEs.
  • Roland Pulch
    Warped MPDAE Models including Minimisation Criteria for the Simulation of RF Signals
    (pdf)
  • Roland Pulch
    Variational Methods for Solving Warped Multirate PDAEs.
    (pdf)

 

2004

  • Roland Pulch
    Multidimensional Models for Analysing Frequency Modulated Signals.
    (pdf)
  • Christian Kahl, Michael Günther, Thilo Roßberg
    Structure preserving stochastic integration schemes in interest rate derivative modeling.
    (pdf)
  • Michael Striebel, Michael Günther
    Towards One-Step Multirate Methods in Chip Design.
    (pdf)
  • Andreas Bartel, Uwe Feldmann
    Modeling and Simulation for Thermal-Electric Coupling in an SOI-Circuit.
    (pdf)
  • Stephanie Knorr, Uwe Feldmann
    Simulation of Pulsed Signals in MPDAE-Modelled SC-Circuits.
    (pdf)
  • Stephanie Knorr, Michael Günther
    Index Analysis of Multirate Partial Differential-Algebraic Systems in RF-Circuits.
    (pdf)
  • Roland Pulch
    Semidiscretisation Methods for Warped MPDAEs.
    (pdf)
  • Giuseppe Alì, Andreas Bartel, Michael Günther
    Parabolic Differential-Algebraic Models in Electrical Network Design.
    (pdf)
  • Roland Pulch
    Warped MPDAE Models with Continuous Phase Conditions.
    (pdf)
  • Roland Pulch
    Finite Difference Methods for Solving Warped Multirate Partial Differential Algebraic Equations.
    (pdf)
  • Michael Striebel, Michael Günther
    A Charge Oriented Mixed Multirate Method for a special Class of Index-1 Network Equations in Chip Design.
    (pdf)

 

2003

  • Roland Pulch
    Multi Time Scale Differential Equations for Simulating Frequency Modulated Signals.
    (pdf)