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Chair of Applied Mathematics / Numerical Analysis
Bergische Universität Wuppertal
Faculty of Mathematics and Natural Sciences
Gaußstraße 20
D-42119 Wuppertal
Germany
Phone: +49 202 439 5296
Fax: +49 (0) 202 439 5201
E-Mail: sek-amna{at}math.uni-wuppertal.de
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References
| 444. |
Dynamic iteration schemes and port-Hamiltonian formulation in coupled DAE circuit simulation
2020
Keywords: math.NA, cs.NA, math.DS, math.OC, 34A09, 37J05, 65L80, 94C05, 94C15 |
| 443. |
A multi-step scheme based on cubic spline for solving backward stochastic differential equations
Applied Numerical Mathematics,
150:117--138
2020
|
| 442. |
A new methodology to create valid time-dependent correlation matrices via isospectral flows
ESAIM: Mathematical Modelling and Numerical Analysis,
54(2):361--371
2020
DOI: 10.1051/m2an/2019064
|
| 441. |
Constrained hybrid Monte Carlo algorithms for gauge-Higgs models
Computer Physics Communications,
254:107192
2020
|
| 440. |
Inter/extrapolation-based multirate schemes -- a dynamic-iteration perspective
2020
Keywords: math.NA, cs.NA, 65L05, 65L80 |
| 439. |
Pricing American Options with a Non-Constant Penalty Parameter
Journal of Risk and Financial Management,
13(6):1-7
2020
Keywords: American Options; PDE option pricing; Penalty term; projected SOR; penalization strategy |
| 438. |
Rosenbrock-Wanner-Type Methods: Theory and Applications
Jax, T. and Bartel, A. and Ehrhardt, M. and Günther, M. and Steinebach, G., editor,
Publisher: Springer,
2020
|
| 437. |
GivEn -- Shape Optimization for Gas Turbines in Volatile Energy Networks
Göttlich, S. and Herty, M. and Milde, A., editor,
Mathematical MSO for Power Engineering and Management
of J. Math. Industry
Publisher: Springer,
2020
Keywords: math.OC, cs.CE, G.1.6; G.3; G.1.8 |
| 436. |
Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD
J. Comput. Appl. Math.,
:112495
2019
|
| 435. |
Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1
Journal of Computational and Applied Mathematics,
:112499
2019
|
| 434. |
Compartment Models for Vaccine Effectiveness and non-specific Effects for Tuberculosis
Math. Biosci. Eng.,
2019
|
| 433. |
Transparent Quantum Graphs
Physics Letters A,
383(20)
2019
|