%
% This file was created by the TYPO3 extension
% bib
% --- Timezone: CEST
% Creation date: 2021-05-14
% Creation time: 09-58-11
% --- Number of references
% 444
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@Article { Guenther2020,
title = {Dynamic iteration schemes and port-Hamiltonian formulation in coupled {DAE} circuit simulation},
year = {2020},
keywords = {math.NA, cs.NA, math.DS, math.OC, 34A09, 37J05, 65L80, 94C05, 94C15},
author = {G{\"u}nther, M. and Bartel, A. and Jacob, B. and Reis, T.}
}
@Article { Teng2020,
title = {A multi-step scheme based on cubic spline for solving backward stochastic differential equations},
journal = {Applied Numerical Mathematics},
year = {2020},
volume = {150},
pages = {117--138},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.apnum.2019.09.016},
author = {Teng, L. and Lapitckii, A. and G{\"u}nther, M.}
}
@Article { Teng2020b,
title = {A new methodology to create valid time-dependent correlation matrices via isospectral flows},
journal = {{ESAIM}: Mathematical Modelling and Numerical Analysis},
year = {2020},
volume = {54},
number = {2},
pages = {361--371},
publisher = {{EDP} Sciences},
DOI = {10.1051/m2an/2019064},
author = {Teng, L. and Wu, X. and G{\"u}nther, M. and Ehrhardt, M.}
}
@Article { Guenther2020b,
title = {Constrained hybrid Monte Carlo algorithms for gauge-Higgs models},
journal = {Computer Physics Communications},
year = {2020},
volume = {254},
pages = {107192},
publisher = {Elsevier BV},
DOI = {10.1016/j.cpc.2020.107192},
author = {G{\"u}nther, M. and H{\"o}llwieser, R. and Knechtli, F.}
}
@Article { Bartel2020,
title = {Inter/extrapolation-based multirate schemes -- a dynamic-iteration perspective},
year = {2020},
keywords = {math.NA, cs.NA, 65L05, 65L80},
author = {Bartel, A. and G{\"u}nther, M.}
}
@Article { clevenhaus2020,
title = {{Pricing American Options with a Non-Constant Penalty Parameter}},
journal = {Journal of Risk and Financial Management},
year = {2020},
volume = {13},
number = {6},
pages = {1-7},
keywords = {American Options; PDE option pricing; Penalty term; projected SOR; penalization strategy},
web_url = {https://ideas.repec.org/a/gam/jjrfmx/v13y2020i6p124-d370993.html},
author = {Clevenhaus, A. and Ehrhardt, M. and G{\"u}nther, M. and Ševčovič, D.}
}
@Book { Jax2020,
title = {{Rosenbrock-Wanner-Type Methods: Theory and Applications}},
year = {2020},
editor = {Jax, T. and Bartel, A. and Ehrhardt, M. and G{\"u}nther, M. and Steinebach, G.},
publisher = {Springer}
}
@Inproceedings { Backhaus2020,
title = {{GivEn -- Shape Optimization for Gas Turbines in Volatile Energy Networks}},
year = {2020},
keywords = {math.OC, cs.CE, G.1.6; G.3; G.1.8},
editor = {G{{\"o}}ttlich, S. and Herty, M. and Milde, A.},
publisher = {Springer},
series = {J. Math. Industry},
booktitle = {Mathematical MSO for Power Engineering and Management},
author = {Backhaus, J. and Bolten, M. and Doganay, O. T. and Ehrhardt, M. and Engel, B. and Frey, C. and Gottschalk, H. and G{\"u}nther, M. and Hahn, C. and J{\"a}schke, J. and Jaksch, P. and Klamroth, K. and Liefke, A. and Luft, D. and M{\"a}de, L. and Marciniak, V. and Reese, M. and Schultes, J. and Schulz, V. and Schmitz, S. and Steiner, J. and Stiglmayr, M.}
}
@Article { Wandelt2019,
title = {Geometric integration on Lie groups using the {Cayley} transform with focus on Lattice {QCD}},
journal = {J. Comput. Appl. Math.},
year = {2019},
pages = {112495},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.cam.2019.112495},
author = {Wandelt, M. and G{\"u}nther, M. and Muniz, M.}
}
@Article { Hachtel2019,
title = {Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1},
journal = {Journal of Computational and Applied Mathematics},
year = {2019},
pages = {112499},
publisher = {Elsevier BV},
DOI = {10.1016/j.cam.2019.112499},
author = {Hachtel, Chr. and Bartel, A. and G{\"u}nther, M. and Sandu, A.}
}
@Article { Treibert2019,
title = {Compartment Models for Vaccine Effectiveness and non-specific Effects for Tuberculosis},
journal = {Math. Biosci. Eng.},
year = {2019},
DOI = {10.13140/RG.2.2.25126.57927},
author = {Treibert, S. and Brunner, H. and Ehrhardt, M.}
}
@Article { Yusupov2019,
title = {Transparent Quantum Graphs},
journal = {Physics Letters A},
year = {2019},
volume = {383},
number = {20},
DOI = {10.1016/j.physleta.2019.04.059},
author = {Yusupov, J. R. and Sabirov, K. K. and Ehrhardt, M. and Matrasulov, D. U.}
}
@Article { Calvo-Garrido2019,
title = {Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations},
journal = {Appl. Numer. Math.},
year = {2019},
volume = {139},
pages = {77--92},
DOI = {10.1016/j.apnum.2019.01.001},
author = {Calvo-Garrido, M. C. and Ehrhardt, M. and V{\'a}zquez, C.}
}
@Article { Putek_2019,
title = {Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints},
journal = {Engineering Optimization},
year = {2019},
pages = {1--24},
DOI = {10.1080/0305215X.2019.1577403},
author = {Putek, P.}
}
@Book { Maten2019,
title = {Nanoelectronic Coupled Problems Solutions},
year = {2019},
volume = {29},
web_url = {https://www.ebook.de/de/product/38156800/nanoelectronic_coupled_problems_solutions.html},
editor = {ter Maten, E. J. W. and Brachtendorf, H.-G. and Pulch, R. and Schoenmaker, W. and De Gersem, H.},
publisher = {Springer-Verlag GmbH},
series = {Mathematics in Industry}
}
@Incollection { Schoeps2019,
title = {Non-Intrusive Methods for the Cosimulation of Coupled Problems},
year = {2019},
pages = {131--159},
publisher = {Springer International Publishing},
booktitle = {Mathematics in Industry},
DOI = {10.1007/978-3-030-30726-4_7},
author = {Sch{\"o}ps, S. and Guerra, D. J. D. and Gersem, H. De and Bartel, A. and G{\"u}nther, M. and Pulch, R.}
}
@Incollection { Putek2019,
title = {Robust Shape Optimization under Uncertainties in Device Materials, Geometry and Boundary Conditions},
year = {2019},
pages = {223--260},
publisher = {Springer International Publishing},
booktitle = {Mathematics in Industry},
DOI = {10.1007/978-3-030-30726-4_10},
author = {Putek, P. and ter Maten, E. J. W. and G{\"u}nther, M. and Bartel, A. and Pulch, R. and Meuris, P. and Schoenmaker, W.}
}
@Incollection { Dohmen2019,
title = {Fast Fault Simulation for Detecting Erroneous Connections in {ICs}},
year = {2019},
pages = {381--400},
publisher = {Springer International Publishing},
booktitle = {Mathematics in Industry},
DOI = {10.1007/978-3-030-30726-4_17},
author = {Dohmen, J. J. and Tasic, B. and Janssen, R. and ter Maten, E. J. W. and Beelen, T. G. J. and Pulch, R. and G{\"u}nther, M.}
}
@Incollection { Chaudhury2019,
title = {Finite Difference Methods: Recent Developments and Applications in Computational Science},
year = {2019},
publisher = {Elsevier},
booktitle = {Special Issue of Journal of Computational Science},
author = {Chaudhury, B. and Ehrhardt, M. and Bokil, V.}
}
@Inproceedings { Kuehn2019,
title = {A Thermal Extension of Tellinen's Scalar Hysteresis Model},
year = {2019},
volume = {X},
publisher = {Springer, Berlin},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering SCEE 2018},
author = {K{\"u}hn, J. and Bartel, A. and Putek, P.}
}
@Article { Bartel2018,
title = {{PDAEs} in Refined Electrical Network Modeling},
journal = {{SIAM} Review},
year = {2018},
volume = {60},
number = {1},
pages = {56--91},
publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
DOI = {10.1137/17m1113643},
author = {Bartel, A. and G{\"u}nther, M.}
}
@Article { Kossaczky2018,
title = {A New Convergent Explicit Tree-Grid Method for {HJB} Equations in One Space Dimension},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2018},
volume = {11},
number = {1},
pages = {1--29},
publisher = {Global Science Press},
DOI = {10.4208/nmtma.oa-2017-0066},
author = {Kossaczk{\'y}, I. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Putek2018,
title = {Variance-Based Robust Optimization of a Permanent Magnet Synchronous Machine},
journal = {{IEEE} Transactions on Magnetics},
year = {2018},
volume = {54},
number = {3},
pages = {1--4},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
DOI = {10.1109/tmag.2017.2750485},
author = {Putek, P. A. and ter Maten, E. J. W. and G{\"u}nther, M. and Sykulski, J. K.}
}
@Article { Tauzin2018,
title = {A numerical tool for the study of the hydrodynamic recovery of the Lattice {Boltzmann} Method},
journal = {Computers \& Fluids},
year = {2018},
volume = {172},
pages = {241--250},
DOI = {10.1016/j.compfluid.2018.05.031},
author = {Tauzin, G. and Biferale, L. and Sbragaglia, M. and Gupta, A. and Toschi, F. and Bartel, A. and Ehrhardt, M.}
}
@Article { Hendricks2018,
title = {Hybrid finite difference / pseudospectral methods for the {Heston} and {Heston-Hull-White PDE}},
journal = {J. Comput. Finance},
year = {2018},
volume = {21},
number = {5},
pages = {1--33},
DOI = {10.21314/JCF.2018.342},
author = {Hendricks, C. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Putek_2018,
title = {Nanoelectronic {COupled} Problems Solutions: uncertainty quantification for analysis and optimization of an {RFIC} interference problem},
journal = {Journal of Mathematics in Industry},
year = {2018},
volume = {8 (1)},
pages = {1-22},
DOI = {10.1186/s13362-018-0054-3},
author = {Putek, P. and Janssen, R. and Niehof, J. and ter Maten, E. J. W. and Pulch, R. and Tasić, B. and G{\"u}nther, M.}
}
@Article { TENG_2018,
title = {{Quanto} Pricing in Stochastic Correlation Models},
journal = {Int. J. Theor. Appl. Fin.},
year = {2018},
volume = {21 (5)},
number = {05},
DOI = {10.1142/S0219024918500383},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Incollection { Hachtel2018,
title = {Multirate {DAE}/{ODE}-Simulation and Model Order Reduction for Coupled Field-Circuit Systems},
year = {2018},
pages = {91--100},
publisher = {Springer International Publishing},
booktitle = {Scientific Computing in Electrical Engineering},
DOI = {10.1007/978-3-319-75538-0_9},
author = {Hachtel, C. and Kerler-Back, J. and Bartel, A. and G{\"u}nther, M. and Stykel, T.}
}
@Incollection { Putek2018a,
title = {Robust Optimization of an {RFIC} Isolation Problem Under Uncertainties},
year = {2018},
pages = {177--186},
publisher = {Springer International Publishing},
booktitle = {Scientific Computing in Electrical Engineering},
DOI = {10.1007/978-3-319-75538-0_17},
author = {Putek, P. and Janssen, R. and Niehof, J. and ter Maten, E. J. W. and Pulch, R. and G{\"u}nther, M. and Tasić, B.}
}
@Incollection { Pulch2018,
title = {{IX: Uncertainty Quantification: Introduction and Implementations}},
year = {2018},
pages = {195--216},
editor = {ter Maten, E. J. W. and Brachtendorf H., G. and Pulch, R. and Schoenmaker, W.},
publisher = {Springer},
booktitle = {Nanoelectronic Coupled Problems Solutions},
author = {Pulch, R. and Putek, P. and Maten E.J.W., ter and Schoenmaker, W.}
}
@Incollection { Pulch2018a,
title = {{XII: Inverse Modeling: Glue-Package-Die Problem}},
year = {2018},
pages = {261--271},
editor = {ter Maten, J. and Brachtendorf H., G. and Pulch, R. and Schoenmaker, W.},
publisher = {Springer},
booktitle = {Nanoelectronic Coupled Problems Solutions},
author = {Pulch, R. and Putek, P. and de Gersem, H. and Gillon, R.}
}
@Incollection { Putek2018c,
title = {Nanoelectronic Coupled Problems Solutions: Uncertainty quantification of {RFIC} interference},
year = {2018},
volume = {26},
pages = {271--279},
editor = {Quintela, P. and Barral, P. and G{{\'o}}mez, D. and Pena, F. J. and Rodr{{\'i}}guez, J. and Salgado, P. and V{{\'a}}zquez-Mend{{\'e}}z, M. E.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at ECMI 2016},
author = {Putek, P. and Janssen, R. and Niehof, J. and ter Maten, E. J. W. and Pulch, R. and Tasić, B. and G{\"u}nther, M.}
}
@Incollection { Pulch2018b,
title = {Identification of probabilistic input data for a glue-die-package problem},
year = {2018},
number = {26},
pages = {255--262},
editor = {Quintela, P. and Barral, P. and G{{\'o}}mez, D. and Pena, F. J. and Rodr{{\'i}}guez, J. and Salgado, P. and V{{\'a}}zquez-Mend{{\'e}}z, M. E.},
publisher = {Springer,},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at ECMI 2016},
author = {Pulch, R. and Putek, P. and de Gersem, H. and Gillon, R.}
}
@Incollection { Beelen2018,
title = {Fitting Generalized Gaussian Distributions for Process Capability Index},
year = {2018},
volume = {28},
pages = {169--176},
editor = {Langer, U. and Amrhein, W. and Zulehner, W.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2016},
DOI = {10.1007/978-3-319-75538-0_16},
author = {Beelen, T. G. J. and Dohmen, J. J. and ter Maten, E. J. W. and Tasić, B.}
}
@Inproceedings { Petrov2018,
title = {Numerical solution of iterative parabolic equations approximating the nonlinear {Helmholtz} equation},
year = {2018},
booktitle = {Proceedings of the International Conference DAYS on DIFFRACTION 2018, St.Petersburg, Russia},
author = {Petrov, P. and Tyshchenko, A. G. and Ehrhardt, M.}
}
@Inproceedings { Gausling2018,
title = {Density Estimation Techniques in Cosimulation using Spectral- and Kernel Methods},
year = {2018},
volume = {28},
pages = {81--89},
editor = {Langer, U. and Amrhein, W. and Zulehner, W.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering. Mathematics in Industry},
author = {Gausling, K. and Bartel, A.}
}
@Article { Teng2017,
title = {Numerical Simulation of the {Heston} Model under Stochastic Correlation},
journal = {International Journal of Financial Studies},
year = {2017},
volume = {6},
number = {1},
pages = {3},
publisher = {{MDPI} {AG}},
DOI = {10.3390/ijfs6010003},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Hendricks2017,
title = {High-order {ADI} finite difference schemes for parabolic equations in the combination technique with application in finance},
journal = {Journal of Computational and Applied Mathematics},
year = {2017},
volume = {316},
pages = {175--194},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.cam.2016.08.044},
author = {Hendricks, Chr. and Heuer, Chr. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Shcherbakov2017,
title = {Adapted Nested Force-Gradient Integrators: The Schwinger Model Case},
journal = {Communications in Computational Physics},
year = {2017},
volume = {21},
number = {4},
pages = {1141--1153},
publisher = {Global Science Press},
DOI = {10.4208/cicp.oa-2016-0048},
author = {Shcherbakov, D. and Ehrhardt, M. and Finkenrath, J. and G{\"u}nther, M. and Knechtli, F. and Peardon, M.}
}
@Article { Hendricks2017a,
title = {Error Splitting Preservation for High Order Finite Difference Schemes in the Combination Technique},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2017},
volume = {10},
number = {3},
pages = {689--710},
publisher = {Global Science Press},
DOI = {10.4208/nmtma.2017.m1511},
author = {Hendricks, Chr. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Calvo-Garrido2017,
title = {Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach},
journal = {J. Comput. Finance},
year = {2017},
volume = {20},
number = {3},
pages = {81--107},
author = {Calvo-Garrido, M. C. and Ehrhardt, M. and V{\'a}zquez, C.}
}
@Article { Teng_2017,
title = {Numerical Simulation of the {Heston} model with Stochastic Correlation},
journal = {International Journal of Financial Studies},
year = {2017},
volume = {6 (1):3},
number = {1},
DOI = {10.3390/ijfs6010003},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Book { Knechtli2017,
title = {Lattice Quantum Chromodynamics},
year = {2017},
publisher = {Springer Netherlands},
DOI = {10.1007/978-94-024-0999-4},
author = {Knechtli, F. and G{\"u}nther, M. and Peardon, M.}
}
@Book { Ehrhardt2017STRIKEBook,
title = {Novel Methods in Computational Finance},
year = {2017},
volume = {25},
web_url = {https://www.ebook.de/de/product/29144044/novel_methods_in_computational_finance.html},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
ISBN = {3319612816}
}
@Incollection { Heuer2017STRIKE,
title = {The {STRIKE} Computational Finance Toolbox},
year = {2017},
pages = {561--601},
publisher = {Springer International Publishing},
booktitle = {Novel Methods in Computational Finance},
DOI = {10.1007/978-3-319-61282-9_30},
author = {Heuer, Chr. and P{\'o}lvora, P. and Silva, J. and Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.}
}
@Incollection { Hendricks2017b,
title = {High-Order-Compact {ADI} Schemes for Pricing Basket Options in the Combination Technique},
year = {2017},
pages = {399--405},
publisher = {Springer International Publishing},
booktitle = {Novel Methods in Computational Finance},
DOI = {10.1007/978-3-319-61282-9_21},
author = {Hendricks, Chr. and Heuer, Chr. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Incollection { Silva2017,
title = {Proper Orthogonal Decomposition in Option Pricing},
year = {2017},
pages = {441--452},
publisher = {Springer International Publishing},
booktitle = {Novel Methods in Computational Finance},
DOI = {10.1007/978-3-319-61282-9_24},
author = {Silva, J. P. and ter Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.}
}
@Incollection { Buckova2017,
title = {Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional {Black-Scholes} Models},
year = {2017},
pages = {333--371},
publisher = {Springer International Publishing},
booktitle = {Novel Methods in Computational Finance},
DOI = {10.1007/978-3-319-61282-9_19},
author = {Bučkov{\'a}, Z. and Ehrhardt, M. and G{\"u}nther, M. and P{\'o}lvora, P.}
}
@Incollection { Teng2017a,
title = {Modelling and Calibration of Stochastic Correlation in Finance},
year = {2017},
pages = {83--105},
publisher = {Springer International Publishing},
booktitle = {Novel Methods in Computational Finance},
DOI = {10.1007/978-3-319-61282-9_6},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Incollection { Silva2017a,
title = {Reduced Models in Option Pricing},
year = {2017},
pages = {161--168},
publisher = {Springer International Publishing},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2016},
DOI = {10.1007/978-3-319-63082-3_23},
author = {Silva, J. P. and ter Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.}
}
@Incollection { Heuer2017,
title = {The {STRIKE} Computational Finance Toolbox},
year = {2017},
volume = {25},
pages = {561--601},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
chapter = {30},
booktitle = {Novel Methods in Computational Finance},
DOI = {10.1007/978-3-319-61282-9_30},
author = {Heuer, Chr. and P{\'o}lvora, P. and Silva, J. and Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.}
}
@Incollection { Maten2017,
title = {Minisymposium: Computational Methods for Finance and Energy Markets},
year = {2017},
volume = {26},
pages = {141--143},
editor = {Quintela, P. and Barral, P. and G{{\'o}}mez, D. and Pena, F. J. and Rodriguez, J. and Salgado, P. and V{{\'a}}zquez-M{{\'e}}ndez, M. E.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry Vol},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2016},
DOI = {10.1007/978-3-319-63082-3_20},
author = {ter Maten, E. J. W. and Ehrhardt, M.}
}
@Inproceedings { Coulon2017,
title = {{ICCF 2017 - Novel Methods in Computational Finance}},
journal = {Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance},
year = {2017},
booktitle = {Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal},
author = {Coulon, M. and Ehrhardt, M. and do Ros{\'a}rio Grossinho, M. and In 't Hout, K. and Oosterlee, C. and Shiryaev, A. and Touzi, N. and (eds), C. V{{\'a}}zquez}
}
@Inproceedings { Lai2017,
title = {ICCF 2017 - Novel Methods in Computational Finance},
year = {2017},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal},
author = {Lai, C. H. and do Ros{\'a}rio Grossinho, M. and Ehrhardt, M. and Guerra, M. and Janela, J. and Sevcovic, D. and V{\'a}zquez, C.}
}
@Inproceedings { Buckova2017ADE,
title = {Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-dimensional {Black-Scholes} Models},
year = {2017},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer},
booktitle = {Novel Methods in Computational Finance},
author = {Bučkov{\'a}, Z. and Ehrhardt, M. and G{\"u}nther, M. and P{\'o}lvora, P.}
}
@Inproceedings { Hendricks2017ADI,
title = {High-Order-Compact {ADI} schemes for pricing basket options in the combination technique},
year = {2017},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer},
booktitle = {Novel Methods in Computational Finance},
author = {Hendricks, C. and Heuer, C. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Silva2017POD,
title = {Proper Orthogonal Decomposition in Option Pricing},
year = {2017},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer},
booktitle = {Novel Methods in Computational Finance},
author = {Silva, J. P. and ter Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.}
}
@Inproceedings { Heuer2017Toolbox,
title = {{The STRIKE Computational Finance Toolbox}},
year = {2017},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer},
booktitle = {Novel Methods in Computational Finance},
author = {Heuer, C. and P{\'o}lvora, P. and Silva, J. and Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.}
}
@Inproceedings { Kossaczky2017,
title = {The Tree-Grid Method with Control-Independent Stencil},
year = {2017},
pages = {79--88},
editor = {Mikula, K. and Sevcovic, D. and Urban, J.},
booktitle = {Proceedings of Equadiff 2017 Conference, Bratislava, July 24-28, 2017},
author = {Kossaczk{\'y}, I. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Petrov2017,
title = {Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory},
year = {2017},
series = {Procedia Computer Science},
booktitle = {Proceedings of ICCS 2017 International Conference on Computational Science, Zurich, 12-14 June, 2017},
DOI = {10.1016/j.procs.2017.05.085},
author = {Petrov, P. and Ehrhardt, M. and Makarov, D. V.}
}
@Inproceedings { Espinoza2017,
title = {A New Two-Way Artificial Boundary Condition for Wave Propagation: Formulation and Benchmarking},
year = {2017},
booktitle = {23rd AIAA/CEAS Aeroacoustics Conference, AIAA Aviation and Aeronautics Forum and Exposition, Colorado, 5-9 June 2017},
author = {Espinoza, H. and Paredes, R. and Ehrhardt, M.}
}
@Inproceedings { Ehrhardt2017Glueck,
title = {Die Formel des Gl{\"u}cks (The Formula of Happiness)},
year = {2017},
pages = {17},
booktitle = {Westdeutsche Zeitung, Wuppertal 21. Dezember 2017},
author = {Ehrhardt, M.}
}
@Inproceedings { Gausling2017,
title = {Analysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit},
year = {2017},
volume = {23},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at ECMI 2014},
author = {Gausling, K. and Bartel, A.}
}
@Inproceedings { Hachtel2017,
title = {Model Order Reduction for Multirate {ODE}-Solvers in a Multiphysics Application},
year = {2017},
volume = {22},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at ECMI 2014},
author = {Hachtel, C. and G{\"u}nther, M. and Bartel, A.}
}
@Inproceedings { Pulch2017,
title = {Quadrature methods with adjusted grids for stochastic models of coupled problems},
year = {2017},
volume = {22},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at ECMI 2014},
author = {Pulch, R. and Bartel, A. and Sch{\"o}ps, S.}
}
@Inproceedings { STRIKE2017,
title = {Modelling and Calibration of Stochastic Correlation in Finance},
year = {2017},
editor = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {The European Consortium for Mathematics in Industry, Springer},
booktitle = {Novel Methods in Computational Finance},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Teng2016c,
title = {Modelling stochastic correlation},
journal = {Journal of Mathematics in Industry},
year = {2016},
volume = {6},
number = {1},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1186/s13362-016-0018-4},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Putek2016,
title = {Shape and topology optimization of a permanent-magnet machine under uncertainties},
journal = {Journal of Mathematics in Industry},
year = {2016},
volume = {6},
number = {1},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1186/s13362-016-0032-6},
author = {Putek, P. and Pulch, R. and Bartel, A. and ter Maten, E. J. W. and G{\"u}nther, M. and Gawrylczyk, K. M.}
}
@Article { Maten2016,
title = {Nanoelectronic {COupled} problems solutions - {nanoCOPS}: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation},
journal = {Journal of Mathematics in Industry},
year = {2016},
volume = {7},
number = {1},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1186/s13362-016-0025-5},
author = {ter Maten, E. J. W. and Putek, P. A. and G{\"u}nther, M. and Pulch, R. and Tischendorf, C. and Strohm, C. and Schoenmaker, W. and Meuris, P. and Smedt, B. De and Benner, P. and Feng, L. and Banagaaya, N. and Yue, Y. and Janssen, R. and Dohmen, J. J. and Tasić, B. and Deleu, F. and Gillon, R. and Wieers, A. and Brachtendorf, H.-G. and Bittner, K. and Kratochv{\'i}l, T. and Petřzela, J. and Sotner, R. and G{\"o}tthans, T. and Dř{\'i}novsk{\'y}, J. and Sch{\"o}ps, S. and Guerra, D. J. D. and Casper, T. and Gersem, H. De and R{\"o}mer, U. and Reynier, P. and Barroul, P. and Masliah, D. and Rousseau, B.}
}
@Article { Wandelt2016,
title = {The {Wilson} flow and the finite temperature phase transition},
journal = {J. High Energy Phys.},
year = {2016},
volume = {2016},
number = {10},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1007/jhep10(2016)061},
author = {Wandelt, M. and Knechtli, F. and G{\"u}nther, M.}
}
@Article { Hendricks2016,
title = {High-order {ADI} schemes for diffusion equations with mixed derivatives in the combination technique},
journal = {Applied Numerical Mathematics},
year = {2016},
volume = {101},
pages = {36--52},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.apnum.2015.11.003},
author = {Hendricks, Chr. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Kossaczky2016a,
title = {On the non-existence of higher order monotone approximation schemes for {HJB} equations},
journal = {Applied Mathematics Letters},
year = {2016},
volume = {52},
pages = {53--57},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.aml.2015.08.005},
author = {Kossaczk{\'y}, I. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Putek2016b,
title = {Uncertainty Quantification for Robust Topology Optimization of Power Transistor Devices},
journal = {{IEEE} Transactions on Magnetics},
year = {2016},
volume = {52},
number = {3},
pages = {1--4},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
DOI = {10.1109/tmag.2015.2479361},
author = {Putek, P. and Meuris, P. and Pulch, R. and ter Maten, E. J. W. and Schoenmaker, W. and G{\"u}nther, M.}
}
@Article { Petrov2016,
title = {Wide-angle parabolic approximations for the nonlinear {Helmholtz} equation in the {Kerr} media},
journal = {EPL},
year = {2016},
volume = {116},
author = {Petrov, P. and Makarov, D. V. and Ehrhardt, M.}
}
@Article { Besse2016,
title = {Discrete Artificial Boundary Conditions for the {Korteweg de Vries} equation},
journal = {Numer. Meth. Part. Diff. Eqs.},
year = {2016},
volume = {32},
number = {5},
pages = {1455--1484},
author = {Besse, C. and Ehrhardt, M. and Lacroix-Violet, I.}
}
@Article { Petrov2016a,
title = {Transparent boundary conditions for iterative high-order parabolic equations},
journal = {J. Comput. Phys.},
year = {2016},
volume = {313},
pages = {144--158},
author = {Petrov, P. and Ehrhardt, M.}
}
@Article { Gausling2016,
title = {Coupling Interfaces and their Impact in Field/Circuit Co-Simulation},
journal = {IEEE Trans. Magn.},
year = {2016},
volume = {52},
number = {3},
pages = {1--4},
author = {Gausling, K. and Bartel, A.}
}
@Article { Gausling2016a,
title = {Coupling Interfaces and Their Impact in Field/Circuit Co-Simulation},
journal = {IEEE Trans. Magn.},
year = {2016},
volume = {52},
number = {3},
pages = {1--4},
author = {Gausling, K. and Bartel, A.}
}
@Article { WaGuECMI162,
title = {Efficient {N}umerical {S}imulation of the {W}ilson {F}low in {L}attice {QCD}},
journal = {Special Issue ECMI2014 of the Springer Journal of Mathematics in Industry},
year = {2016},
author = {Wandelt, M. and G{\"u}nther, M.}
}
@Article { Putek_2016,
title = {Shape and topology optimization of a permanent-magnet machine under uncertainties},
journal = {Journal of Mathematics in Industry},
year = {2016},
volume = {6 (11)},
pages = {1-20},
publisher = {Springer Nature},
DOI = {10.1186/s13362-016-0032-6},
author = {Putek, P. and Pulch, R. and Bartel, A. and ter Maten, E. J. W. and G{\"u}nther, M. and Gawrylczyk, K. M.}
}
@Article { ter_Maten_2016,
title = {Nanoelectronic {COupled} problems solutions - {nanoCOPS}: modelling, multirate, model order reduction, uncertainty quantification, fast fault simulation},
journal = {Journal of Mathematics in Industry},
year = {2016},
volume = {7},
DOI = {10.1186/s13362-016-0025-5},
author = {ter Maten, E. J. W. and Putek, P. A. and G{\"u}nther, M. and Pulch, R. and Tischendorf, C. and Strohm, C. and Schoenmaker, W. and Meuris, P. and Smedt, B. De and Benner, P. and Feng, L. and Banagaaya, N. and Yue, Y. and Janssen, R. and Dohmen, J. J. and Tasić, B. and Deleu, F. and Gillon, R. and Wieers, A. and Brachtendorf, H.-G. and Bittner, K. and Kratochv{\'i}l, T. and Petřzela, J. and Sotner, R. and G{\"o}tthans, T. and Dř{\'i}novsk{\'y}, J. and Sch{\"o}ps, S. and Guerra, D. J. D. and Casper, T. and Gersem, H. De and R{\"o}mer, U. and Reynier, P. and Barroul, P. and Masliah, D. and Rousseau, B.}
}
@Article { Teng_2016,
title = {Modelling Stochastic Correlation},
journal = {Journal of Mathematics in Industry},
year = {2016},
volume = {6 (1)},
number = {1},
pages = {1--18},
DOI = {10.1186/s13362-016-0018-4},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Mohaghegh2016,
title = {Model order reduction using singularly perturbed systems},
journal = {Appl. Numer. Math.},
year = {2016},
volume = {103},
pages = {72--87},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.apnum.2016.01.002},
author = {Mohaghegh, K. and Pulch, R. and ter Maten, J.}
}
@Book { Bartel2016,
title = {Scientific Computing in Electrical Engineering},
year = {2016},
editor = {Bartel, A. and Clemens, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer International Publishing},
DOI = {10.1007/978-3-319-30399-4}
}
@Incollection { Knechtli2016,
title = {Quantum Field Theory ({QFT}) on the Lattice},
year = {2016},
pages = {1--34},
publisher = {Springer Netherlands},
booktitle = {{SpringerBriefs} in Physics},
DOI = {10.1007/978-94-024-0999-4_1},
author = {Knechtli, F. and G{\"u}nther, M. and Peardon, M.}
}
@Incollection { Knechtli2016a,
title = {Handling Fermions on the Lattice},
year = {2016},
pages = {55--96},
publisher = {Springer Netherlands},
booktitle = {{SpringerBriefs} in Physics},
DOI = {10.1007/978-94-024-0999-4_3},
author = {Knechtli, F. and G{\"u}nther, M. and Peardon, M.}
}
@Incollection { Knechtli2016b,
title = {Monte Carlo Methods},
year = {2016},
pages = {35--53},
publisher = {Springer Netherlands},
booktitle = {{SpringerBriefs} in Physics},
DOI = {10.1007/978-94-024-0999-4_2},
author = {Knechtli, F. and G{\"u}nther, M. and Peardon, M.}
}
@Incollection { Knechtli2016c,
title = {Calculating Observables of Quantum Fields},
year = {2016},
pages = {97--133},
publisher = {Springer Netherlands},
booktitle = {{SpringerBriefs} in Physics},
DOI = {10.1007/978-94-024-0999-4_4},
author = {Knechtli, F. and G{\"u}nther, M. and Peardon, M.}
}
@Incollection { Guenther2016,
title = {Multirate {GARK} Schemes for Multiphysics Problems},
year = {2016},
pages = {115--121},
publisher = {Springer International Publishing},
booktitle = {Scientific Computing in Electrical Engineering},
DOI = {10.1007/978-3-319-30399-4_12},
author = {G{\"u}nther, M. and Hachtel, Chr. and Sandu, A.}
}
@Incollection { Putek2016c,
title = {Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods},
year = {2016},
volume = {23},
pages = {233--242},
editor = {Bartel, A. and Clemens, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering SCEE 2014},
author = {Putek, P. and Gausling, K. and Bartel, A. and Gawrylczyk, K. M. and ter Maten, E. J. W. and Pulch, R. and G{\"u}nther, M.}
}
@Incollection { Silva2016,
title = {Proper Orthogonal Decomposition in Option Pricing: Basket Options and {Heston} Model},
year = {2016},
volume = {22},
pages = {217--227},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2014}},
DOI = {10.1007/978-3-319-23413-7_29},
author = {Silva, J. P. and ter Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.}
}
@Incollection { Janssen2016,
title = {The European Project {nanoCOPS} for Nanoelectronic Coupled Problems Solutions},
year = {2016},
volume = {22},
pages = {835--842},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2014}},
DOI = {10.1007/978-3-319-23413-7_116},
author = {Janssen, H. H. J. M. and Benner, P. and Bittner, K. and Brachtendorf, H.-G. and Feng, L. and ter Maten, E. J. W. and Pulch, R. and Schoenmaker, W. and Sch{\"o}ps, S. and Tischendorf, C.}
}
@Incollection { Tasic2016,
title = {Fast Fault Simulation to Identify Subcircuits Involving Faulty Components},
year = {2016},
volume = {22},
pages = {369--376},
editor = {Russo, G. and Capasso, V. and Nicosia, G. and Romano, V.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2014}},
DOI = {10.1007/978-3-319-23413-7_49},
author = {Tasić, B. and Dohmen, J. J. and ter Maten, E. J. W. and Beelen, T. G. J. and Janssen, H. H. J. M. and Schilders, W. H. A. and G{\"u}nther, M.}
}
@Incollection { Maten2016a,
title = {{Part V: Uncertainty Quantification}},
year = {2016},
volume = {23},
pages = {153-154},
editor = {Bartel, A. and Clemens, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2014, Wuppertal},
author = {ter Maten, E. J. W.}
}
@Inproceedings { Kossaczky2016,
title = {Modifications of the {PCPT} method for {HJB} equations},
year = {2016},
publisher = {Author(s)},
DOI = {10.1063/1.4964962},
author = {Kossaczk{\'y}, I. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Buckova2016,
title = {Implementation of alternating direction explicit methods for higher dimensional {Black-Scholes} equations},
year = {2016},
pages = {030001},
publisher = {AIP},
series = {AIP Conference proceedings Vol. 1773},
booktitle = {Proceedings of AMiTaNS'16 - Eighth Conference of the Euro-American Consortium for Promoting the Application of Mathematics in Technical and Natural Sciences, Albena, Bulgaria, June 22-27, 2016},
DOI = {10.1063/1.4964961},
author = {Bučkov{\'a}, Z. and P{\'o}lvora, P. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Teng2016,
title = {The Dynamic Correlation Model and Its Application to the {Heston} Model},
year = {2016},
pages = {437--449},
editor = {Glau, K. and Grbac, Z. and Scherer, M. and Zagst, R.},
publisher = {Springer},
booktitle = {Innovations in Derivatives Markets},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Hachtel2016,
title = {Interface Reduction for Multirate ODE-Solvers},
year = {2016},
volume = {23},
pages = {185--193},
editor = {Bartel, A. and Clemens, M. and G{\"u}nther, M. and ter Maten, J.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering},
author = {Hachtel, C. and G{\"u}nther, M. and Bartel, A.}
}
@Inproceedings { Gausling2016b,
title = {First Results for Uncertainty Quantification in Co-Simulation of Coupled Electric Circuits},
year = {2016},
volume = {23},
pages = {243--251},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering},
author = {Gausling, K. and Bartel, A.}
}
@Inproceedings { Hachtel2016a,
title = {Interface Reduction for Multirate ODE-Solver},
year = {2016},
editor = {Bartel, A. and Clemens, M. and G{\"u}nther, M. and ter Maten, E. J. W.},
publisher = {Springer, Berlin},
booktitle = {{Scientific Computing in Electrical Engineering at SCEE 2014, Wuppertal, Germany, July 2014}},
author = {Hachtel, Chr. and Bartel, A. and G{\"u}nther, M.}
}
@Inproceedings { Tasic2016a,
title = {Fast Time-Domain Simulation for Reliable Fault Detection},
year = {2016},
pages = {301-306},
publisher = {Research Publishing Services},
booktitle = {Proceedings of the 2016 Design, Automation {\&} Test in Europe Conference {\&} Exhibition ({DATE})},
DOI = {10.3850/9783981537079_0994},
author = {Tasić, B. and Dohmen, J. J. and Janssen, R. and ter Maten, E. J. W. and Pulch, R. and Beelen, T. G. J.}
}
@Article { Sandu2015,
title = {A Generalized-Structure Approach to Additive Runge--Kutta Methods},
journal = {{SIAM} Journal on Numerical Analysis},
year = {2015},
volume = {53},
number = {1},
pages = {17--42},
publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
DOI = {10.1137/130943224},
author = {Sandu, A. and G{\"u}nther, M.}
}
@Article { Guenther2015a,
title = {Multirate generalized additive Runge Kutta methods},
journal = {Numerische Mathematik},
year = {2015},
volume = {133},
number = {3},
pages = {497--524},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1007/s00211-015-0756-z},
author = {G{\"u}nther, M. and Sandu, A.}
}
@Article { Teng2015,
title = {A versatile approach for stochastic correlation using hyperbolic functions},
journal = {International Journal of Computer Mathematics},
year = {2015},
volume = {93},
number = {3},
pages = {524--539},
publisher = {Informa {UK} Limited},
DOI = {10.1080/00207160.2014.1002779},
author = {Teng, L. and Emmerich, C. Van and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Shcherbakov2015,
title = {Force-gradient nested multirate methods for Hamiltonian systems},
journal = {Computer Physics Communications},
year = {2015},
volume = {187},
pages = {91--97},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.cpc.2014.10.014},
author = {Shcherbakov, D. and Ehrhardt, M. and G{\"u}nther, M. and Peardon, M.}
}
@Article { Teng2015a,
title = {The pricing of {Quanto} options under dynamic correlation},
journal = {J. Comput. Appl. Math.},
year = {2015},
volume = {275},
pages = {304--310},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.cam.2014.07.017},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Putek2015,
title = {Uncertainty Quantification in Electro-Thermal Coupled Problems based on a Power Transistor Device},
journal = {{IFAC}-{PapersOnLine}},
year = {2015},
volume = {48},
number = {1},
pages = {938--939},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.ifacol.2015.05.206},
author = {Putek, P. and Meuris, P. and G{\"u}nther, M. and ter Maten, J. and Pulch, R. and Wieers, A. and Schoenmaker, W.}
}
@Article { Heubes2015,
title = {Concept for a one-dimensional discrete artificial boundary condition for the lattice {Boltzmann} method},
journal = {Comput. Math. Appl.},
year = {2015},
volume = {70},
number = {10},
pages = {2316--2330},
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.}
}
@Article { Buckova2015,
title = {Alternating Direction Explicit Methods for Convection Diffusion Equations},
journal = {Acta Math. Univ. Comenianae},
year = {2015},
volume = {84},
number = {2},
pages = {309--325},
author = {Bučkov{\'a}, Z. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Hendricks2015,
title = {High Order Combination Technique for the efficient Pricing of Basket Options},
journal = {Acta Math. Univ. Comenianae},
year = {2015},
volume = {84},
number = {2},
pages = {243--253},
author = {Hendricks, C. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Petrov2015,
title = {On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation},
journal = {Appl. Math. Lett.},
year = {2015},
volume = {44},
pages = {45--49},
author = {Petrov, P. and Ehrhardt, M.}
}
@Article { Putek_2015,
title = {Uncertainty quantification in electro-thermal coupled problems based on a power transistor device},
journal = {{IFAC}-{PapersOnLine}},
year = {2015},
volume = {48(1)},
pages = {938--939},
DOI = {10.1016/j.ifacol.2015.05.206},
author = {Putek, P. and Meuris, P. and G{\"u}nther, M. and ter Maten, E. J. W. and Pulch, R. and Wieers, A. and Schoenmaker, W.}
}
@Article { Teng_Acta2015,
title = {Option Pricing with Dynamically Correlated Stochastic Interest Rate},
journal = {Acta Mathematica Universitatis Comenianae},
year = {2015},
volume = {85 (2)},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { TENG_Heston2016,
title = {On the {Heston} model with Stochastic Correlation},
journal = {International Journal of Theoretical and Applied Finance},
year = {2015},
volume = {19},
number = {06},
DOI = {10.1142/S0219024916500333},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Pulch2015,
title = {Sensitivity analysis and model order reduction for random linear dynamical systems},
journal = {Math. Comput. Simul.},
year = {2015},
volume = {111},
pages = {80--95},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.matcom.2015.01.003},
author = {Pulch, R. and ter Maten, E. J. W. and Augustin, F.}
}
@Article { Pulch2015a,
title = {Stochastic {Galerkin} methods and model order reduction for linear dynamical systems},
journal = {International Journal for Uncertainty Quantification},
year = {2015},
volume = {5},
number = {3},
pages = {255--273},
publisher = {Begell House},
DOI = {10.1615/int.j.uncertaintyquantification.2015010171},
author = {Pulch, R. and ter Maten, E. J. W.}
}
@Book { Guenther2015c,
title = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
year = {2015},
editor = {G{\"u}nther, M.},
publisher = {Springer Berlin Heidelberg},
DOI = {10.1007/978-3-662-46672-8}
}
@Book { Ehrhardt2015,
title = {Mathematical Modelling and Numerical Simulation of Oil Pollution Problems},
year = {2015},
volume = {2},
editor = {Ehrhardt, M.},
publisher = {Springer},
series = {The Reacting Atmosphere}
}
@Incollection { Guenther2015,
title = {Electrical Circuits},
year = {2015},
pages = {411--417},
publisher = {Springer Berlin Heidelberg},
booktitle = {Encyclopedia of Applied and Computational Mathematics},
DOI = {10.1007/978-3-540-70529-1_110},
author = {G{\"u}nther, M.}
}
@Incollection { Ali2015,
title = {Simulation of Coupled {PDAEs}: Dynamic Iteration and Multirate Simulation},
year = {2015},
pages = {103--156},
publisher = {Springer Berlin Heidelberg},
booktitle = {Mathematics in Industry},
DOI = {10.1007/978-3-662-46672-8_3},
author = {Ali, G. and Bartel, A. and G{\"u}nther, M. and Romano, V. and Sch{\"o}ps, S.}
}
@Incollection { Guenther2015b,
title = {The {COMSON} Project},
year = {2015},
pages = {3--12},
publisher = {Springer Berlin Heidelberg},
booktitle = {Mathematics in Industry},
DOI = {10.1007/978-3-662-46672-8_1},
author = {G{\"u}nther, M. and Feldmann, U.}
}
@Incollection { Antoulas2015,
title = {Model Order Reduction: Methods, Concepts and Properties},
year = {2015},
volume = {21},
pages = {159--265},
editor = {G{\"u}nther, M.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
chapter = {4},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
DOI = {10.1007/978-3-662-46672-8_4},
author = {Antoulas, A. C. and Ionutiu, R. and Martins, N. and ter Maten, E. J. W. and Mohaghegh, K. and Pulch, R. and Rommes, J. and Saadvandi, M. and Striebel, M.}
}
@Incollection { Striebel2015,
title = {Circuit simulation and model order reduction},
year = {2015},
volume = {21},
pages = {163--192 and 257--260},
editor = {G{\"u}nther, M.},
publisher = {Springer},
series = {Mathematics in Industry},
chapter = {4.1},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
author = {Striebel, M. and ter Maten, E. J. W. and Mohaghegh, K. and Pulch, R.}
}
@Incollection { Ciuprina2015,
title = {Parameterized Model Order Reduction},
year = {2015},
volume = {21},
pages = {267--359},
editor = {G{\"u}nther, M.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
chapter = {5},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
DOI = {10.1007/978-3-662-46672-8_5},
author = {Ciuprina, G. and Villena, J. F. and Ioan, D. and Ilievski, Z. and Kula, S. and ter Maten, E. J. W. and Mohaghegh, K. and Pulch, R. and Schilders, W. H. A. and Silveira, L. M. and Ştefănescu, A. and Striebel, M.}
}
@Incollection { Striebel2015a,
title = {Model order reduction and sensitivity analysis},
year = {2015},
volume = {21},
pages = {319--341 and 355--358},
editor = {G{\"u}nther, M.},
publisher = {Springer},
series = {Mathematics in Industry},
chapter = {5.3},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
author = {Striebel, M. and Pulch, R. and ter Maten, E. J. W. and Ilievski, Z. and Schilders, W. H. A.}
}
@Incollection { Mohaghegh2015,
title = {MOR for singularly perturbed systems},
year = {2015},
volume = {21},
pages = {341--351 and 358--359},
editor = {G{\"u}nther, M.},
publisher = {Springer},
series = {Mathematics in Industry},
chapter = {5.4},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
author = {Mohaghegh, K. and Pulch, R. and ter Maten, E. J. W.}
}
@Incollection { Harutyunyan2015,
title = {Advanced Topics in Model Order Reduction},
year = {2015},
volume = {21},
pages = {361--432},
editor = {G{\"u}nther, M.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
chapter = {6},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
DOI = {10.1007/978-3-662-46672-8_6},
author = {Harutyunyan, D. and Ionutiu, R. and ter Maten, E. J. W. and Rommes, J. and Schilders, W. H. A. and Striebel, M.}
}
@Incollection { Striebel2015b,
title = {Model order reduction for nonlinear network problems},
year = {2015},
volume = {21},
pages = {362-380 and 426-428},
editor = {G{\"u}nther, M.},
publisher = {Springer},
series = {Mathematics in Industry},
chapter = {6.1},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
author = {Striebel, M. and ter Maten, E. J. W.}
}
@Incollection { Harutyunyan2015a,
title = {Simulation of mutually coupled oscillators using nonlinear phase macromodels and model order reduction techniques},
year = {2015},
volume = {21},
pages = {398--425 and 430--432},
editor = {G{\"u}nther, M.},
publisher = {Springer},
series = {Mathematics in Industry},
chapter = {6.3},
booktitle = {Coupled Multiscale Simulation and Optimization in Nanoelectronics},
author = {Harutyunyan, D. and Rommes, J. and ter Maten, E. J. W. and Schilders, W. H. A.}
}
@Inproceedings { Ehrhardt2015a,
title = {Stochastic and Computational Finance - From Academia to Industry},
year = {2015},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields, presented at the International Conference SCF 2015 - Stochastic and Computational Finance - From Academia to Industry, July 5-10, 2015, Lisbon, Portugal},
author = {Ehrhardt, M. and do Ros{\'a}rio Grossinho, M. and Sevcovic, D. and Shriyaev, A.}
}
@Inproceedings { Hendricks2015a,
title = {High-Order-Compact {ADI} schemes for pricing basket options in the combination technique},
year = {2015},
booktitle = {Proceedings SCF 2015 Lisbon},
author = {Hendricks, C. and Heuer, C. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Petrov2015a,
title = {Transparent boundary conditions for the high-order parabolic approximations},
year = {2015},
booktitle = {Proceedings of the International Conference DAYS on DIFFRACTION 2015, St.Petersburg, Russia, May 25-29, 2015},
author = {Petrov, P. and Ehrhardt, M.}
}
@Inproceedings { Arnold2015,
title = {A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics},
year = {2015},
volume = {9045},
pages = {15--24},
editor = {Dimov, I. and Farago, I. and Vulkov, L.},
publisher = {Springer},
series = {Lecture Notes in Computer Science},
booktitle = {Finite Difference Methods,Theory and Applications., FDM 2014},
author = {Arnold, A. and Ehrhardt, M.}
}
@Inproceedings { Heubes2015a,
title = {Discrete Artificial Boundary Conditions for the Lattice {Boltzmann} Method in 2D},
year = {2015},
volume = {52},
pages = {47--65},
booktitle = {ESAIM proceedings of DSFD-2014},
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.}
}
@Inproceedings { Silva2015,
title = {Proper Orthogonal Decomposition in Option Pricing: Basket Options and {Heston} Model},
year = {2015},
publisher = {Springer, Berlin, Heidelberg},
booktitle = {Proceedings of the 18th European Conference on Mathematics for Industry, June 9-13, 2014, Taormina, Italy},
author = {Silva, J. and ter Maten, E. J. W. and G{\"u}nther, M. and Ehrhardt, M.}
}
@Inproceedings { Hendricks2015b,
title = {Integrated Forecasting of day-ahead Prices in the German Electricity Market},
year = {2015},
publisher = {Springer, Berlin, Heidelberg},
booktitle = {Proceedings of the 18th European Conference on Mathematics for Industry, June 9-13, 2014, Taormina, Italy},
author = {Hendricks, C. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Buckova2015a,
title = {Fichera Theory and its Application in Finance},
year = {2015},
publisher = {Springer, Berlin, Heidelberg},
booktitle = {Proceedings of the 18th European Conference on Mathematics for Industry, June 9-13, 2014, Taormina, Italy},
author = {Bučkov{\'a}, Z. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Teng2015proc,
title = {Modelling Stochastic Correlation with modified {Ornstein-Uhlenbeck} process},
year = {2015},
publisher = {Springer},
address = {Heidelberg},
booktitle = {ECMI book subseries of Mathematics in Industry},
organization = {18th European Conference on Mathematics for Industry, Taormina, Italy},
ISSN = {1612-3956},
author = {Teng, L. and van Emmerich, C. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Janssen2015,
title = {The nanoCOPS Project on Algorithms for Nanoelectronic Coupled Problems Solutions},
year = {2015},
pages = {1029-1036},
editor = {Schrefler, B. and O{{\~n}}ate, E. and Papadrakakis, M.},
publisher = {International Center for Numerical Methods in Engineering (CIMNE},
address = {Barcelona},
booktitle = {Coupled problems 2015 proceedings of the VI International Conference on Coupled Problems in Science and Engineering, San Servolo, Venice, Italy, May 18-20 2015},
ISBN = {9788494392832},
author = {Janssen, R. and ter Maten, J. and Tischendorf, C. and Brachtendorf, H.-G. and Bittner, K. and Schoenmaker, W. and Benner, P. and Feng, L. and Pulch, R. and Deleu, F. and Wieers, A.}
}
@Article { Kaufmann2014a,
title = {Efficient frequency-transient co-simulation of coupled heat-electromagnetic problems},
journal = {Journal of Mathematics in Industry},
year = {2014},
volume = {4},
number = {1},
pages = {1},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1186/2190-5983-4-1},
author = {Kaufmann, Ch. and G{\"u}nther, M. and Klagges, D. and Knorrenschild, M. and Richwin, M. and Sch{\"o}ps, S. and ter Maten, E.}
}
@Article { Heubes2014,
title = {Exact Artificial Boundary Conditions for a Lattice {Boltzmann} Method},
journal = {Comput. Math. Appl.},
year = {2014},
volume = {67},
number = {11},
pages = {2041--2054},
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.}
}
@Article { Hendricks2014,
title = {Evaluating the Effects of Changing Market Parameters and Policy Implications in the German Electricity Market},
journal = {The Journal of Energy Markets},
year = {2014},
author = {Hendricks, C. and Ehrhardt, M.}
}
@Article { Famelis2014,
title = {Classical and Quasi-Newton methods for a Meteorological Parameters Prediction Boundary Value Problem},
journal = {Appl. Math. Inf. Sci.},
year = {2014},
volume = {8},
number = {6},
pages = {1--11},
author = {Famelis, I. and Galanis, G. and Ehrhardt, M. and Triantafyllou, D.}
}
@Article { Heubes2014a,
title = {Characteristic Boundary Conditions in the Lattice {Boltzmann} Method for Fluid and Gas dynamics},
journal = {J. Comput. Appl. Math.},
year = {2014},
volume = {262},
pages = {51--61},
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.}
}
@Article { Cortes2014,
title = {Modelling the dynamics of the students academic performance in the {German} region of {North Rhine-Westphalia}: an epidemiological approach with uncertainty},
journal = {Int. J. Comput. Math.},
year = {2014},
volume = {91},
number = {2},
pages = {241--251},
author = {Cort{\'e}s, J. C. and Ehrhardt, M. and S{\'a}nchez-S{\'a}nchez, A. and Santonja, F. J. and Villanueva, R. J.}
}
@Article { Bartel2014,
title = {Influence of Measurement Errors on Transformer Inrush Currents Using Different Material Models},
journal = {IEEE Trans. on Magn.},
year = {2014},
volume = {50},
number = {2},
pages = {485--488},
author = {Bartel, A. and H{\"u}lsmann, T. and K{\"u}hn, J. and Pulch, R. and Sch{\"o}ps, S.}
}
@Article { Huelsmann2014,
title = {Extended Brauer Model for Ferromagnetic Materials},
journal = {Analysis \& Computation. Compel.},
year = {2014},
volume = {33},
number = {4},
pages = {1251--1263},
author = {H{\"u}lsmann, T. and Bartel, A. and Sch{\"o}ps, S. and DeGersem, H.}
}
@Article { Bartel2014a,
title = {On the convergence rate of dynamic iteration for coupled problems with multiple subsystem},
journal = {J. Comp. Appl. Math.},
year = {2014},
volume = {262},
pages = {14--24},
author = {Bartel, A. and Brunk, M. and Sch{\"o}ps, S.}
}
@Article { Tasic2014,
title = {Robust {DC} and efficient time-domain fast fault simulation},
journal = {{COMPEL} - The international journal for computation and mathematics in electrical and electronic engineering},
year = {2014},
volume = {33},
number = {4},
pages = {1161--1174},
publisher = {Emerald},
DOI = {10.1108/compel-12-2012-0364},
author = {Tasić, B. and Dohmen, J. J. and ter Maten, E. J. W. and Beelen, T. G. J. and Schilders, W. H. A. and de Vries, A. and van Beurden, M.}
}
@Article { DiBuccianico2014,
title = {Robust and efficient uncertainty quantification and validation of {RFIC} isolation},
journal = {Radioengineering},
year = {2014},
volume = {23},
number = {1},
pages = {308-318},
publisher = {Brno University of Technology},
DOI = {10.13164/re},
author = {Di Buccianico, A. and Maten J., ter and Pulch, R. and Janssen, R. and Niehof, J. and Hanssen, M. and Kapora, S.}
}
@Book { Fontes2014,
title = {Progress in Industrial Mathematics at {ECMI} 2012},
year = {2014},
editor = {Fontes, M. and G{\"u}nther, M. and Marheineke, N.},
publisher = {Springer International Publishing},
DOI = {10.1007/978-3-319-05365-3}
}
@Book { Ehrhardt2014,
title = {Advanced Mathematical Models and Numerical Techniques for Multiband Effective Mass Approximations},
year = {2014},
volume = {94},
editor = {Ehrhardt, M. and Koprucki, Th.},
publisher = {Springer, Heidelberg},
series = {LNCSE}
}
@Book { Schoeps2014,
title = {Progress in Differential-Algebraic Equations - Deskriptor 2013},
year = {2014},
editor = {Sch{\"o}ps, S. and Bartel, A. and G{\"u}nther, M. and ter Maten, E. J. W. and M{{\"u}}ller, P. C.},
publisher = {Springer}
}
@Incollection { Kaufmann2014b,
title = {Coupled Heat-Electromagnetic Simulation of Inductive Charging Stations for Electric Vehicles},
year = {2014},
pages = {27--36},
publisher = {Springer International Publishing},
booktitle = {Mathematics in Industry},
DOI = {10.1007/978-3-319-05365-3_5},
author = {Kaufmann, Ch. and G{\"u}nther, M. and Klagges, D. and Richwin, M. and Sch{\"o}ps, S. and ter Maten, E. J. W.}
}
@Incollection { Zisowsky2014,
title = {Transient Simulation of kp-Schr{\"o}dinger Systems using Discrete Transparent Boundary Conditions},
year = {2014},
pages = {247--272},
editor = {Ehrhardt, M. and Koprucki, T.},
publisher = {Springer, Heidelberg},
booktitle = {Advanced Mathematical Models and Numerical Techniques for Multiband Effective Mass Approximations},
author = {Zisowsky, A. and Arnold, A. and Ehrhardt, M. and Koprucki, Th.}
}
@Incollection { Klindworth2014,
title = {Discrete Transparent Boundary Conditions for Multiband Effective Mass Approximations},
year = {2014},
pages = {273--318},
editor = {Ehrhardt, M. and Koprucki, Th.},
publisher = {Springer, Heidelberg},
booktitle = {Advanced Mathematical Models and Numerical Techniques for Multiband Effective Mass Approximations},
author = {Klindworth, D. and Ehrhardt, M. and Koprucki, Th.}
}
@Incollection { Putek2014,
title = {Uncertainty Quantification of Field/Circuit coupled problems},
year = {2014},
publisher = {6th International Conference on Advanced Computational Methods in Engineering, June 26, 2014, Ghent, Belgium},
booktitle = {ACOMEN 2014},
author = {Putek, P. and Pulch, R. and Sch{\"o}ps, S. and ter Maten, E. J. W. and Slodicka, M. and de Gersem, H. and G{\"u}nther, M.}
}
@Incollection { Maten2014,
title = {Efficient Calculation of Uncertainty Quantification},
year = {2014},
volume = {19},
pages = {361--370},
editor = {Fontes, M. and G{\"u}nther, M. and Marheineke, N.},
publisher = {Springer International Publishing},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2012}},
DOI = {10.1007/978-3-319-05365-3_50},
author = {ter Maten, E. J. W. and Pulch, R. and Schilders, W. H. A. and Janssen, H. H. J. M.}
}
@Inproceedings { Kaufmann2014,
title = {Coupled Heat-Electromagnetic Simulation of Inductive Charging Stations for Electric Vehicles},
year = {2014},
editor = {Fontes and et al.},
publisher = {Springer, Berlin},
booktitle = {Progress in Industrial Mathematics at ECMI 2012},
author = {Kaufmann, Ch. and G{\"u}nther, M. and Klagges, D. and Richwin, M. and Sch{\"o}ps, S. and ter Maten, J.}
}
@Inproceedings { Ehrhardt2014a,
title = {Novel Methods in Computational Finance},
year = {2014},
booktitle = {Special Issue of Computational Methods in Applied Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the the Sixth Conference Finite Difference Methods: Theory and Applications, June 18-23, 2014, Lozenetz, Bulgaria},
author = {Ehrhardt, M. and Vulkov, L. and Wang, S.}
}
@Inproceedings { Ehrhardt2014c,
title = {Popular Support to Terrorist Organizations: A Short-Term Prediction based on a Dynamic Model applied to a Real Case},
year = {2014},
pages = {169--176},
editor = {Cort{{\'e}}s, J. C. and S{{\'a}}nchez, L. Jodar and Villanueva, R. J.},
publisher = {Nova Science},
booktitle = {Mathematical Modeling in Engineering \& Social Sciences},
ISBN = {978-1-63117-335-6},
author = {Ehrhardt, M. and Peco, M. and Tarazona, A.-C. and Villanueva, R.-J. and Villanueva-Oller, J.}
}
@Inproceedings { Ehrhardt2014b,
title = {Nonstandard Finite Difference Schemes for the {Black-Scholes} Equation},
year = {2014},
volume = {618},
pages = {217--228},
editor = {Gumel, A.},
publisher = {AMS (Contemporary Mathematics)},
booktitle = {Mathematics of Continuous and Discrete Dynamical Systems},
author = {Ehrhardt, M.}
}
@Inproceedings { Ehrhardt2014d,
title = {Modelling and Numerical Simulation},
year = {2014},
pages = {27-34},
editor = {Koppmann, R.},
publisher = {Springer},
booktitle = {Atmospheric Research From Different Perspectives, The Reacting Atmosphere 1},
author = {Ehrhardt, M. and G{\"u}nther, M. and Jacob, B.}
}
@Inproceedings { Teng2014,
title = {The Pricing of {Quanto} Options under Dynamic Correlation},
year = {2014},
volume = {1},
pages = {1228--1238},
editor = {Vigo-Aguiar, J.},
booktitle = {Proceedings of the 14th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2014, July 3-7, 2014, Cadiz, Spain},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Inproceedings { Ehrhardt2014e,
title = {{ECMI SIG on Computational Finance}},
year = {2014},
pages = {20--22},
booktitle = {ECMI Newsletter 56},
author = {Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.}
}
@Inproceedings { Buckova2014,
title = {Splitting Methods on Special Meshes},
year = {2014},
pages = {71--72},
booktitle = {ECMI Newsletter 56},
author = {Bučkov{\'a}, Z. and Ehrhardt, M.}
}
@Inproceedings { Buckova2014a,
title = {{STRIKE : Novel Methods in Computational Finance - A European mathematical research training network}},
year = {2014},
pages = {9--11},
booktitle = {ECMI Newsletter 55},
author = {Bučkov{\'a}, Z. and da Silva, J. P. Campos Moreira and Ehrhardt, M. and G{\"u}nther, M. and ter Maten, E. J. W.}
}
@Inproceedings { Bartel2014b,
title = {Methods (Chapter Introduction)},
year = {2014},
editor = {Fontes, M. and G{\"u}nther, M. and Marheineke, N.},
publisher = {Springer},
booktitle = {Progress in Industrial Mathematics at ECMI 2012},
author = {Bartel, A.}
}
@Inproceedings { Bartel2014c,
title = {{Elektronische Industrie --- Mathematics Inside. BUW}},
year = {2014},
pages = {30--35},
booktitle = {Output Nr. 12, Forschungsmagazin der Bergischen Universit{{\"a}}t Wuppertal},
author = {Bartel, A. and G{\"u}nther, M. and ter Maten, J.}
}
@Inproceedings { Maten2014a,
title = {{Introduction Part I: Circuits and electromagnetic devices}},
year = {2014},
volume = {19},
pages = {1-3},
editor = {Fontes, M. and G{\"u}nther, M. and Marheineke, N.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2012}},
author = {ter Maten, E. J. W.}
}
@Article { Teng2013,
title = {Bilateral Counterparty Risk Valuation of CDS contracts with Simultaneous Defaults},
journal = {Int. J. Theor. Appl. Finan.},
year = {2013},
volume = {16},
pages = {1350040},
editor = {G{\"u}nther, M. and Langer, U. and van Rienen, U.},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Bartel2013,
title = {Dynamic Iteration for Coupled Problems ofElectric Circuits and Distributed Devices},
journal = {SIAM J. Sci. Comput.},
year = {2013},
volume = {35},
number = {2},
pages = {B315---B335},
author = {Bartel, A. and Brunk, M. and G{\"u}nther, M. and Sch{\"o}ps, S.}
}
@Article { Schoeps2013,
title = {An Optimal p-Refinement Strategy for Dynamic Iteration of Ordinary and Differential Algebraic Equations},
journal = {Proc. Appl. Math. Mech.},
year = {2013},
volume = {13},
pages = {549--552},
author = {Sch{\"o}ps, S. and Bartel, A. and G{\"u}nther, M.}
}
@Article { Ehrhardt2013a,
title = {A Nonstandard Finite Difference Scheme for Convection-Diffusion Equations having Constant Coefficients},
journal = {Appl. Math. Comput.},
year = {2013},
volume = {219},
number = {12},
pages = {6591--6604},
author = {Ehrhardt, M. and Mickens, R. E.}
}
@Article { Ramirez-Espinoza2013,
title = {Conservative and Finite Volume Methods for the convection-dominated Pricing Problem},
journal = {Adv. Appl. Math. Mech.},
year = {2013},
volume = {5},
number = {6},
pages = {759--790},
author = {Ram{\'i}rez-Espinoza, G. I. and Ehrhardt, M.}
}
@Article { Bartel2013a,
title = {Quantification of Uncertainty in the Field Quality of Magnets Originating from Material Measurements},
journal = {IEEE Trans. on Magnetics},
year = {2013},
volume = {49},
number = {5},
pages = {2367--2370},
author = {Bartel, A. and de Gersem, H. and H{\"u}lsmann, T. and R{\"o}mer, U. and Sch{\"o}ps, S. and Weiland, T.}
}
@Article { Teng_2013,
title = {Numerical evaluation of complex logarithms in the {Cox-Ingersoll-Ross} model},
journal = {Int. J. Comput. Math.},
year = {2013},
volume = {90 (5)},
number = {5},
pages = {1083--1095},
DOI = {10.1080/00207160.2012.749348},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Article { Pulch2013,
title = {Sensitivity analysis of linear dynamical systems in uncertainty quantification},
journal = {{PAMM}},
year = {2013},
volume = {13},
number = {1},
pages = {507--508},
publisher = {Wiley},
DOI = {10.1002/pamm.201310246},
author = {Pulch, R. and ter Maten, E. J. W. and Augustin, F.}
}
@Book { Ehrhardt2013,
title = {Novel Trends in Lattice-Boltzmann Methods - Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction},
year = {2013},
volume = {3},
editor = {Ehrhardt, M.},
publisher = {Bentham Science Publishers Ltd},
series = {Progress in Computational Physics}
}
@Inproceedings { Company2013,
title = {Novel Methods in Computational Finance},
year = {2013},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the International Conference on Mathematical Modelling in Engineering \& Human Behaviour, September 4-6, 2013, Instituto Universitario de Matem{{\'a}}tica Multidisciplinar, Polytechnic City of Innovation in Valencia, Spain},
author = {Company, R. and Ehrhardt, M. and S{\'a}nchez, L. Jodar}
}
@Inproceedings { Ehrhardt2013b,
title = {{A European Mathematics Network Against the Financial Crisis}},
year = {2013},
number = {31},
pages = {18--23},
series = {BUW Output},
booktitle = {Forschungsmagazin Research bulletin Nr.\verb=~=9 der Bergischen Universit{{\"a}}t Wuppertal - Sommersemester},
author = {Ehrhardt, M.}
}
@Inproceedings { Heubes2013,
title = {An Introduction to the Lattice {Boltzmann} Method for Coupled Problems},
year = {2013},
pages = {3--30},
editor = {Ehrhardt, M.},
publisher = {Bentham Science Publishers, Ebook Series},
booktitle = {Novel trends in Lattice {Boltzmann} Methods},
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.}
}
@Article { Wandelt2012,
title = {Symmetric partitioned Runge-Kutta methods for differential equations on Lie groups},
journal = {Applied Numerical Mathematics},
year = {2012},
volume = {62},
number = {12},
pages = {1740--1748},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.apnum.2012.06.029},
author = {Wandelt, M. and G{\"u}nther, M. and Knechtli, F. and Striebel, M.}
}
@Article { Dang2012,
title = {On {Dirac} delta sequences and their generating functions},
journal = {Appl. Math. Lett.},
year = {2012},
volume = {25},
number = {12},
pages = {2385--2390},
author = {Dang, Q. A. and Ehrhardt, M.}
}
@Article { Arnold2012,
title = {Discrete transparent boundary conditions for the \{Schr{{\"o}\}dinger} equation on circular domains},
journal = {Commun. Math. Sci.},
year = {2012},
volume = {10},
number = {3},
pages = {889--916},
author = {Arnold, A. and Ehrhardt, M. and Schulte, M. and Sofronov, I.}
}
@Article { Dang2012a,
title = {Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution},
journal = {Environmental Modeling \& Assessment},
year = {2012},
volume = {17},
number = {3},
pages = {275-288},
author = {Dang, Q. A. and Ehrhardt, M. and Tran, G. L. and Le, D.}
}
@Article { Nguyen2012,
title = {Modelling and Numerical Valuation of Power Derivatives in Energy Markets},
journal = {Adv. Appl. Math. Mech.},
year = {2012},
volume = {4},
number = {3},
pages = {259--293},
author = {Nguyen, M. H. and Ehrhardt, M.}
}
@Article { Schoeps2012,
title = {Higher-order co-simulation of field-circuit coupled eddy-current problems},
journal = {IEEE Trans. Magn.},
year = {2012},
volume = {48},
number = {2},
pages = {535--538},
author = {Sch{\"o}ps, S. and DeGersem, H. and Bartel, A.}
}
@Article { Schoeps2012a,
title = {Higher Order Half-Explicit Time Integration of Eddy Current Problems Using Domain Substructuring},
journal = {IEEE Trans. Magn.},
year = {2012},
volume = {48},
number = {2},
pages = {623--626},
author = {Sch{\"o}ps, S. and Bartel, A. and Clemens, M.}
}
@Book { Guenther2012,
title = {Progress in Industrial Mathematics at ECMI 2010},
year = {2012},
publisher = {Springer, Heidelberg},
author = {G{\"u}nther, M. and al., et}
}
@Book { Guenther2012a,
title = {Progress in Industrial Mathematics at ECMI 2010},
year = {2012},
editor = {G{\"u}nther, M. and et al.},
publisher = {Springer, Heidelberg}
}
@Book { Ehrhardt2012,
title = {Coupled Fluid Flow in Energy, Biology and Environmental Research},
year = {2012},
volume = {2},
editor = {Ehrhardt, M.},
publisher = {Bentham Science Publishers Ltd},
series = {Progress in Computational Physics}
}
@Incollection { Savcenco2012,
title = {Time Domain Simulation of Power Systems with Different Time Scales},
year = {2012},
volume = {16},
pages = {313--320},
editor = {Michielsen, B. and Poirier, J.-R.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {\{Scientific Computing in Electrical Engineering at {SCEE\} 2010}},
DOI = {10.1007/978-3-642-22453-9_33},
author = {Savcenco, V. and Haut, B. and ter Maten, E. J. W. and Mattheij, R. M. M.}
}
@Incollection { Boroujeni2011,
title = {Robust Periodic Steady State Analysis of Autonomous Oscillators Based on Generalized Eigenvalues},
year = {2012},
volume = {16},
pages = {293--302},
editor = {Michielsen, B. and Poirier, J.-R.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {\{Scientific Computing in Electrical Engineering at {SCEE\} 2010}},
DOI = {10.1007/978-3-642-22453-9_31},
author = {Boroujeni, R. Mirzavand and ter Maten, E. J. W. and Beelen, T. G. J. and Schilders, W. H. A. and Abdipour, A.}
}
@Incollection { Virtanen2012,
title = {Initial Conditions and Robust {Newton-Raphson} for Harmonic Balance Analysis of Free-Running Oscillators},
year = {2012},
volume = {17},
pages = {29--35},
editor = {G{\"u}nther, M. and Bartel, A. and Brunk, M. and Sch{\"o}ps, S. and Striebel, M.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
DOI = {10.1007/978-3-642-25100-9_4},
author = {Virtanen, J. and ter Maten, E. J. W. and Beelen, T. G. J. and Honkala, M. and Hulkkonen, M.}
}
@Incollection { Tommasi2012,
title = {Multi-Objective Optimization of {RF} Circuit Blocks via Surrogate Models and {NBI} and {SPEA}2 Methods},
year = {2012},
volume = {17},
pages = {195--201},
editor = {G{\"u}nther, M. and Bartel, A. and Brunk, M. and Sch{\"o}ps, S. and Striebel, M.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
DOI = {10.1007/978-3-642-25100-9_23},
author = {Tommasi, L. De and Beelen, T. G. J. and Sevat, M. F. and Rommes, J. and ter Maten, E. J. W.}
}
@Inproceedings { Ehrhardt2012a,
title = {Numerical Methods and Mathematical Modelling in Biology, Medicine and Social Sciences},
year = {2012},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the International Conference on Mathematical Modelling in Engineering \& Human Behaviour, September 4-7, 2012, Instituto Universitario de Matem{{\'a}}tica Multidisciplinar, Polytechnic City of Innovation in Valencia, Spain},
author = {M. Ehrhardt, L. J. S{{\'a}}nchez and Villanueva, R. J.}
}
@Inproceedings { Ehrhardt2012b,
title = {Advanced Computational Engineering},
year = {2012},
booktitle = {Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Mathematics and its applications, presented at the International Conference on Mathematical Modelling in Engineering \& Human Behaviour, September 4-7, 2012, Instituto Universitario de Matem{{\'a}}tica Multidisciplinar, Polytechnic City of Innovation in Valencia, Spain},
author = {Ehrhardt, M. and S{\'a}nchez, L. Jodar and Villanueva, R. J.}
}
@Inproceedings { Heubes2012,
title = {An Introduction to Lattice-Boltzmann Methods},
year = {2012},
volume = {3},
editor = {Ehrhardt, M.},
publisher = {Bentham Science},
series = {Progress in Computational Physics},
booktitle = {Novel Trends in Lattice-Boltzmann Methods - Reactive Flow, Physicochemical Transport and Fluid-Structure Interaction},
author = {Heubes, D. and Bartel, A. and Ehrhardt, M.}
}
@Inproceedings { Ehrhardt2012c,
title = {An Introduction to Fluid-Porous Interface Coupling},
year = {2012},
volume = {2},
editor = {Ehrhardt, M.},
publisher = {Bentham Science},
series = {Progress in Computational Physics},
booktitle = {Coupled Fluid Flow in Energy, Biology and Environmental Research},
author = {Ehrhardt, M.}
}
@Inproceedings { Cortes2012,
title = {Modelling the dynamics of the students academic performance in the German region of North Rhine-Westphalia},
year = {2012},
booktitle = {Proceedings of the CMMSE 2012 - 12th International Conference Computational and Mathematical Methods in Science and Engineering, July 2-5, La Manga-Murcia, Spain},
author = {Cort{\'e}s, J. C. and Ehrhardt, M. and S{\'a}nchez-S{\'a}nchez, A. and Santonja, F. J. and Villanueva, R. J.}
}
@Inproceedings { Belova2012,
title = {Meshfree Methods in Option Pricing},
year = {2012},
volume = {1},
pages = {242--245},
series = {Advances and Challenges in Embedded Computing},
booktitle = {Proceedings of the Mediterranean Conference on Embedded Computing, June 19-21, 2012, Bar, Montenegro},
author = {Belova, A. and Ehrhardt, M. and Shmidt, T.}
}
@Inproceedings { Ali2012,
title = {A convergent iteration scheme for semi- conductor/circuit coupled problems},
year = {2012},
pages = {233--241},
editor = {Michielsen, M. and Poirier, J. R.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering (SCEE 2010)},
author = {Ali, G. and Bartel, A. and Brunk, M. and Sch{\"o}ps, S.}
}
@Inproceedings { Schoeps2012b,
title = {Multirate Time Integration of Field/Circuit Coupled Problems by Schur Complements},
year = {2012},
pages = {243--251},
editor = {Michielsen, M. and Poirier, J. R.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering, SCEE 2010},
author = {Sch{\"o}ps, S. and Bartel, A. and de Gersem, H.}
}
@Inproceedings { Ali2012a,
title = {An Existence Result for Index-2 {PDAE} System Arising in Semiconductor Modeling},
year = {2012},
pages = {45--51},
editor = {G{\"u}nther, M. and Bartel, A. and Brunk, M. and Sch{\"o}ps, S. and Striebel, M.},
publisher = {Springer},
booktitle = {Progress in Industrial Mathematics at ECMI 2010},
author = {Ali, G. and Bartel, A. and Rotundo, N.}
}
@Inproceedings { Maten2012,
title = {Model order reduction for chip design},
year = {2012},
volume = {17},
pages = {125-129},
editor = {G{\"u}nther, M. and Bartel, A. and Brunk, M. and Sch{\"o}ps, S. and Striebel, M.},
publisher = {Springer},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
author = {ter Maten, E. J. W. and Striebel, M.}
}
@Inproceedings { Striebel2012,
title = {Dedicated and Versatile Methods},
year = {2012},
volume = {17},
pages = {569-571},
web_url = {https://www.ebook.de/de/product/16558770/progress_in_industrial_mathematics_at_ecmi_2010.html},
editor = {G{\"u}nther, M. and Bartel, A. and Brunk, M. and Sch{\"o}ps, S. and Striebel, M.},
publisher = {Springer-Verlag GmbH},
series = {Mathematics in Industry},
booktitle = {{Progress in Industrial Mathematics at ECMI 2010}},
ISBN = {3642250998},
author = {Striebel, M. and ter Maten, E. J. W.}
}
@Inproceedings { Doorn2012,
title = {Access time optimization of SRAM memory with statistical yield constraint},
year = {2012},
pages = {219-222},
publisher = {Dept. of Radio Electronics, Brno University of Technology},
address = {Brno, Czech Republic},
booktitle = {Proceedings of 22nd International Conference Radioelektronika 2012 : Department of Radio Electronics, Brno University of Technology, April 17-18, 2012, Brno, Czech Republic},
ISBN = {9788021444683},
author = {Doorn, T. and ter Maten, J. and Bucchianico, A. Di and Beelen, T. and Janssen, R.}
}
@Article { Striebel2011,
title = {Accuracy of Symmetric Partitioned Runge-Kutta Methods for Differential Equations on Lie-Groups},
year = {2011},
keywords = {hep-lat, hep-th},
author = {Striebel, M. and G{\"u}nther, M. and Knechtli, F. and Wandelt, M.}
}
@Article { Klein2011,
title = {Absorbing Boundary Conditions for Solving {N}-Dimensional Stationary \{Schr{{\"o}\}dinger} Equations with Unbounded Potentials and Nonlinearities},
journal = {Commun. Comput. Phys.},
year = {2011},
volume = {10},
number = {5},
pages = {1280--1304},
author = {Klein, P. and Antoine, X. and Besse, C. and Ehrhardt, M.}
}
@Article { Dremkova2011,
title = {A high-order compact method for nonlinear {Black-Scholes} option pricing equations of {A}merican Options},
journal = {Int. J. Comput. Math.},
year = {2011},
volume = {88},
number = {13},
pages = {2782--2797},
author = {Dremkova, E. and Ehrhardt, M.}
}
@Article { Mezentsev2011,
title = {Efficient Numerical Valuation of Continuous Installment Options},
journal = {Adv. Appl. Math. Mech.},
year = {2011},
volume = {3},
number = {2},
pages = {141--164},
author = {Mezentsev, A. and Pomelnikov, A. and Ehrhardt, M.}
}
@Article { Bartel2011,
title = {Structural Analysis of Electrical Circuits Including Magnetoquasistatic Devices},
journal = {Appl. Numer. Math.},
year = {2011},
volume = {61},
pages = {1257--1270},
author = {Bartel, A. and Baumanns, S. and Sch{\"o}ps, S.}
}
@Article { Clemens2011,
title = {Decomposition and Regularization of Nonlinear Anisotropic Curl-Curl {DAEs}},
journal = {COMPEL},
year = {2011},
volume = {30},
number = {6},
pages = {1701--1714},
author = {Clemens, M. and Sch{\"o}ps, S. and de Gersem, H. and Bartel, A.}
}
@Article { Striebel:2011rh,
title = {{Accuracy of Symmetric Partitioned Runge-Kutta Methods for Differential Equations on Lie-Groups}},
journal = {PoS},
year = {2011},
volume = {LATTICE2011},
pages = {049},
booktitle = {{Proceedings, 29th International Symposium on Lattice field theory (Lattice 2011): Squaw Valley, Lake Tahoe, USA, July 10-16, 2011}},
author = {Striebel, M. and G{\"u}nther, M. and Knechtli, F. and Wandelt, M.}
}
@Book { Benner2011,
title = {Model Reduction for Circuit Simulation},
year = {2011},
volume = {74},
web_url = {https://www.ebook.de/de/product/12361881/model_reduction_for_circuit_simulation.html},
editor = {Benner, P. and Hinze, M. and ter Maten, E. J. W.},
publisher = {Springer Verlag},
series = {Lecture Notes in Electrical Engineering},
ISBN = {9400700881}
}
@Incollection { Maten2011,
title = {Importance Sampling for Determining {SRAM} Yield and Optimization with Statistical Constraint},
year = {2011},
volume = {16},
pages = {39--47},
editor = {Michielsen, B. and Poirier, J.-R.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {\{Scientific Computing in Electrical Engineering at {SCEE\} 2010}},
DOI = {10.1007/978-3-642-22453-9_5},
author = {ter Maten, E. J. W. and Wittich, O. and Bucchianico, A. Di and Doorn, T. S. and Beelen, T. G. J.}
}
@Inproceedings { Beitz2011,
title = {A New Method for Stress Testing on Investment Products},
year = {2011},
pages = {223--238},
editor = {Wong, M. C. S.},
publisher = {World Scientific Publishing},
booktitle = {The Risk of Investment Products: From Product Innovation to Risk Compliance},
author = {Beitz, M. and Ehrhardt, M.}
}
@Inproceedings { Shcherbakov2011,
title = {Multistep Methods for Lattice QCD Simulations},
year = {2011},
pages = {327--333},
series = {Proceedings of Science PoS (Lattice 2011)},
booktitle = {Proceedings of LATTICE 2011 - XXIX International Symposium on Lattice Field Theory, July 10-16, 2011, Squaw Valley, Lake Tahoe, California, USA},
author = {Shcherbakov, D. and Ehrhardt, M.}
}
@Inproceedings { Klein2011a,
title = {Absorbing boundary conditions for solving stationary \{Schr{{\"o}\}dinger} equations},
year = {2011},
publisher = {Springer, Berlin, Heidelberg},
booktitle = {Proceedings of the 16th European Conference on Mathematics for Industry, July 26-30, 2010, Wuppertal, Germany},
author = {Klein, P. and Antoine, X. and Besse, C. and Ehrhardt, M.}
}
@Inproceedings { Ehrhardt2011,
title = {Beharrlichkeit 'zahlt' sich aus},
year = {2011},
booktitle = {Zum 25 j{{\"a}}hrigen Jubil{{\"a}}um, Bergische Bl{{\"a}}tter},
author = {Ehrhardt, M.}
}
@Inproceedings { Schoeps2011,
title = {{DAE}-index and convergence analysis of lumped electric circuits refined by 3-d {MQS} conductor models},
year = {2011},
pages = {341--350},
editor = {Roos, J. and Costa, L. R. J.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering (SCEE 2008)},
author = {Sch{\"o}ps, S. and Bartel, A. and de Gersem, H. and G{\"u}nther, M.}
}
@Article { Bechtold2010,
title = {Efficient extraction of thin film thermal parameters from numerical models via parametric model order reduction},
journal = {J. Micromech. Microeng.},
year = {2010},
volume = {20},
ISSN = {045030},
author = {Bechtold, T. and Hohlfeld, D. and Rudnyi, E. B. and G{\"u}nther, M.}
}
@Article { Ali2010,
title = {Existence and uniqueness for an elliptic {PDAE} model of integrated circuit},
journal = {SIAM J. Appl. Math.},
year = {2010},
volume = {70},
pages = {1587--1610},
author = {Ali, G. and Bartel, A. and G{\"u}nther, M.}
}
@Article { Ehrhardt2010b,
title = {Absorbing Boundary Conditions for Hyperbolic Systems},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2010},
volume = {3},
number = {3},
pages = {295--337},
author = {Ehrhardt, M.}
}
@Article { Beelen2010,
title = {Behavioral modeling of the dominant dynamics in input-output transfer of linear(ized) circuits},
journal = {Procedia Computer Science},
year = {2010},
volume = {1},
number = {1},
pages = {347--355},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.procs.2010.04.038},
author = {Beelen, T. G. J. and ter Maten, E. J. W. and Sihaloho, H. J. and van Eijndhoven, S. J. L.}
}
@Article { Buckwar2010,
title = {Runge-Kutta Methods for {SDEs} with Small Noise},
journal = {SIAM J. Sci. Comp.},
year = {2010},
volume = {32},
number = {4},
pages = {1789-1808},
author = {Buckwar, E. and R{\"o}{\ss}ler, R. and Winkler, R.}
}
@Article { Winkler2010,
title = {Wavelet-based Methods for Multirate {PDAEs}},
journal = {PAMM},
year = {2010},
volume = {10},
number = {1},
pages = {435--436},
author = {Winkler, R.}
}
@Book { Guenther2010,
title = {Finanzderivate mit Matlab. Mathematische Modellierung und Numerische Simulation},
year = {2010},
publisher = {Vieweg+Teubner Verlag, Wiesbaden},
edition = {2. Auflage},
author = {G{\"u}nther, M. and J{\"u}ngel, A.}
}
@Book { Ehrhardt2010,
title = {Wave Propagation in Periodic Media - Analysis, Numerical Techniques and practical Applications},
year = {2010},
volume = {1},
editor = {Ehrhardt, M.},
publisher = {Bentham Science Publishers Ltd},
series = {Progress in Computational Physics}
}
@Book { Ciarlet2010,
title = {Essential Numerical Methods in Electromagnetics: A Derivative of Handbook of Numerical Analysis, Special Volume: Numerical Methods in Electromagnetics},
year = {2010},
web_url = {https://www.ebook.de/de/product/13051377/essential_numerical_methods_in_electromagnetics_a_derivative_of_handbook_of_numerical_analysis_special_volume_numerical_methods_in_electromagnetics.html},
editor = {Ciarlet, P. G. and Schilders W. H., A. and ter Maten E. J. W.},
publisher = {ELSEVIER SCIENCE \& TECHNOLOGY},
ISBN = {0444537562}
}
@Incollection { Schoeps2010,
title = {{DAE}-Index and Convergence Analysis ofLumped Electric Circuits Refined by {3-D} Magnetoquasistatic Conductor Models},
year = {2010},
volume = {14},
pages = {341--348},
editor = {Roos, J. and Costa, L.},
publisher = {Springer, Berlin},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering},
author = {Sch{\"o}ps, S. and Bartel, A. and de Gersem, H. and G{\"u}nther, M.}
}
@Incollection { Maten2010,
title = {Multirate time integration for multiscaled systems},
year = {2010},
pages = {317--318},
editor = {Fitt, A. D. et al.},
publisher = {Springer, Berlin},
booktitle = {Progress in Industrial Mathematics at ECMI 2008},
author = {ter Maten, E. J. W. and G{\"u}nther, M.}
}
@Incollection { Verhoeven2010,
title = {Terminal Current Interpolation for Multirate Time Integration of Hierarchical {IC} Models},
year = {2010},
volume = {15},
pages = {333--339},
editor = {Fitt, A. D. and Norbury, J. and Ockendon, H. and Wilson, E.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2008},
DOI = {10.1007/978-3-642-12110-4_51},
author = {Verhoeven, A. and ter Maten, E. J. W. and Dohmen, J. J. and Tasić, B. and Mattheij, R. M. M.}
}
@Incollection { Verhoeven2010a,
title = {Proper Orthogonal Decomposition Model Order Reduction of Nonlinear {IC} Models},
year = {2010},
volume = {15},
pages = {441--446},
editor = {Fitt, A. D. and Norbury, J. and Ockendon, H. and Wilson, E.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2008},
DOI = {10.1007/978-3-642-12110-4_68},
author = {Verhoeven, A. and Striebel, M. and Rommes, J. and ter Maten, E. J. W. and Bechtold, T.}
}
@Incollection { Verhoeven2010b,
title = {Model Order Reduction for Nonlinear {IC} Models with {POD}},
year = {2010},
volume = {14},
pages = {571--578},
editor = {Roos, J. and Costa, L. R. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at {SCEE} 2008},
DOI = {10.1007/978-3-642-12294-1_70},
author = {Verhoeven, A. and Striebel, M. and ter Maten, E. J. W.}
}
@Incollection { Mohaghegh2010,
title = {Nonlinear Model Order Reduction Based on Trajectory Piecewise Linear Approach: Comparing Different Linear Cores},
year = {2010},
volume = {14},
pages = {563--570},
editor = {Roos, J. and Costa, L. R. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at {SCEE} 2008},
DOI = {10.1007/978-3-642-12294-1_69},
author = {Mohaghegh, K. and Striebel, M. and ter Maten, E. J. W. and Pulch, R.}
}
@Incollection { Maten2010a,
title = {{Introduction to Part V (Model Order Reduction)}},
year = {2010},
volume = {14},
pages = {463--467},
editor = {Roos, J. and Costa, L. R. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at {SCEE} 2008},
DOI = {10.1007/978-3-642-12294-1_57},
author = {ter Maten, E. J. W.}
}
@Inproceedings { Ehrhardt2010a,
title = {Fast numerical methods for the simulation of waves in periodic structures},
year = {2010},
volume = {1},
pages = {135--166},
editor = {Ehrhardt, M.},
publisher = {Bentham Science},
series = {Progress in Computational Physics},
booktitle = {Wave Propagation in Periodic Media - Analysis, Numerical Techniques and practical Applications},
author = {Ehrhardt, M. and Zheng, C.}
}
@Inproceedings { Ehrhardt2010c,
title = {\{Die Asymptotik der Schokoladen-Di{{\"a}\}t} (The asymptotics of the chocolate diet, Chapter 7.2)},
year = {2010},
pages = {238--248},
booktitle = {Besser als Mathe - Moderne angewandte Mathematik aus dem Matheon zum Mitmachen},
author = {Ehrhardt, M.}
}
@Inproceedings { Ali2010a,
title = {Analysis of a {PDE} thermal element model for electrothermal Circuit Simulation},
year = {2010},
pages = {273--280},
editor = {Roos, J. and Costa, L. R. J.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering (SCEE 2008)},
author = {Ali, G. and Bartel, A. and Culpo, M. and De Falco, C.}
}
@Inproceedings { Striebel2010,
title = {Domain Decomposition Based Multirating and its Perspective in Circuit Simulation},
year = {2010},
pages = {319--326},
editor = {Fitt, A. D. and Norbury, J. and Ockendon, H. and Wilson, E.},
publisher = {Springer},
booktitle = {Progress in Industrial Mathematics at ECMI 2008},
author = {Striebel, M. and Bartel, A. and G{\"u}nther, M.}
}
@Inproceedings { Maten2010b,
title = {Importance Sampling for SRAM optimization with statistical constraint},
year = {2010},
pages = {111-112},
editor = {Michielsen, B. and Poirier, J.-R.},
booktitle = {{SCEE 2010 - Book of Abstracts}},
author = {ter Maten, E. J. W. and Doorn, T. S. and Bucchianico, A. Di and Beelen, T. G. J.}
}
@Inproceedings { Roemisch2010,
title = {Simultaneous step-size and path control for efficient transient noise analysis},
year = {2010},
pages = {167--174},
editor = {Roos, J. and Costa, L. R.},
publisher = {Springer, Berlin},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2008, Helsinki},
author = {R{\"o}misch, W. and Sickenberger, T. and Winkler, R.}
}
@Mastersthesis { MW,
title = {Implicit partitioned {R}unge-{K}utta integrators for simulations of gauge theories},
year = {2010},
school = {Bergische Universit{{\"a}}t Wuppertal},
author = {Wandelt, M.}
}
@Article { Striebel2009,
title = {A Multirate {ROW}-Scheme for Index-1 Network Equations},
journal = {Appl. Numer. Math.},
year = {2009},
volume = {59},
pages = {800--814},
author = {Striebel, M. and Bartel, A. and G{\"u}nther, M.}
}
@Article { Sumichrast2009,
title = {Comparison of the continuous, semi-discrete and fully-discrete transparent boundary conditions ({TBC}) for the parabolic wave equation 1. Theory},
journal = {Journal of Electrical Engineering},
year = {2009},
volume = {60},
number = {2},
pages = {301--312},
author = {Sumichrast, L. and Ehrhardt, M.}
}
@Article { Ehrhardt2009,
title = {Evaluation of scattering operators for semi-infinite periodic arrays},
journal = {Commun. Math. Sci.},
year = {2009},
volume = {7},
number = {2},
pages = {347--364},
author = {Ehrhardt, M. and Sun, J. and Zheng, C.}
}
@Article { Gloger2009,
title = {A three stepped coordinated Level Set Segmentation Method for Identifying atherosclerotic plaques on MR-images},
journal = {Commun. Numer. Meth. in Engng.},
year = {2009},
volume = {25},
number = {6},
pages = {615--638},
author = {Gloger, O. and Ehrhardt, M. and Dietrich, Th. and Hellwich, O. and Graf, K. and Nagel, E.}
}
@Article { Ehrhardt2009a,
title = {Numerical simulation of waves in periodic structures},
journal = {Commun. Comput. Phys.},
year = {2009},
volume = {5},
number = {5},
pages = {849--870},
author = {Ehrhardt, M. and Han, H. and Zheng, C.}
}
@Article { Bartel2009,
title = {Wavelet-based Adaptive Methods for Multirate Partial Differential-Algebraic Equations},
journal = {APNUM},
year = {2009},
volume = {59},
pages = {495--506},
author = {Bartel, A. and Knorr, S. and Pulch, R.}
}
@Article { Harutyunyan2009,
title = {Simulation of Mutually Coupled Oscillators Using Nonlinear Phase Macromodels},
journal = {{IEEE} Transactions on Computer-Aided Design of Integrated Circuits and Systems},
year = {2009},
volume = {28},
number = {10},
pages = {1456--1466},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
DOI = {10.1109/tcad.2009.2026359},
author = {Harutyunyan, D. and Rommes, J. and ter Maten, J. and Schilders, W.}
}
@Article { Sickenberger2009,
title = {Local error estimates for moderately smooth problems: Part II - {SDEs} and {SDAEs} with small noise},
journal = {BIT Numerical Mathematics},
year = {2009},
volume = {49},
number = {1},
pages = {217-245},
author = {Sickenberger, T. and Weinm{\"u}ller, E. and Winkler, R.}
}
@Incollection { Verhoeven2009,
title = {Model Order Reduction for Nonlinear {IC} Models},
year = {2009},
volume = {312},
pages = {476--491},
editor = {Korytowski, A. and Malanowski, K. and Mitkowski, W. and Szymkat, M.},
publisher = {Springer Berlin Heidelberg},
series = {IFIP Advances in Information and Communication Technology},
booktitle = {System Modeling and Optimization, IFIP AICT 312},
DOI = {10.1007/978-3-642-04802-9_28},
author = {Verhoeven, A. and ter Maten, J. and Striebel, M. and Mattheij, R.}
}
@Inproceedings { Quang2009,
title = {On the numerical solution of some problems of environmental pollution},
year = {2009},
pages = {199--228},
editor = {Robinson, P. and Gallo, R.},
publisher = {Nova Science, Hauppauge, NY},
booktitle = {Environmental Chemistry Research Progress},
author = {Quang, A. Dang and Ehrhardt, M. and Tran, G. L. and Le, D.}
}
@Inproceedings { Arnold,
title = {Numerical Simulation of Quantum Waveguides},
year = {2009},
pages = {115--137},
editor = {Watanabe, K.},
publisher = {Nova Science, Hauppauge, NY},
booktitle = {VLSI and Computer Architecture},
author = {Arnold, A. and Ehrhardt, M. and Schulte, M.}
}
@Inproceedings { Mohaghegh2009,
title = {Model order reduction for semi-explicit systems of differential algebraic systems},
year = {2009},
pages = {1256-1265},
editor = {Troch, I. and Breitenecker, F.},
booktitle = {Proceedings MATHMOD 09 Vienna - Full Papers CD Volume},
author = {Mohaghegh, K. and Pulch, R. and Striebel, M. and ter Maten, J.}
}
@Inproceedings { Doorn2009,
title = {A yield centric statistical design method for optimization of the {SRAM} active column},
year = {2009},
publisher = {{IEEE}},
booktitle = {2009 Proceedings of {ESSCIRC}},
DOI = {10.1109/esscirc.2009.5325954},
author = {Doorn, T. S. and Croon, J. A. and ter Maten, E. J. W. and Bucchianico, A. Di}
}
@Article { Kahl2008a,
title = {Structure preserving stochastic integration schemes in interest rate derivative modeling},
journal = {Appl. Numer. Math.},
year = {2008},
volume = {58},
pages = {284--295},
author = {Kahl, Ch. and G{\"u}nther, M. and Rossberg, T.}
}
@Article { Antoine2008,
title = {A Review of Transparent and Artificial Boundary Conditions Techniques for Linear and Nonlinear \{Schr{{\"o}\}dinger} Equations},
journal = {Commun. Comput. Phys.},
year = {2008},
volume = {4},
number = {4},
pages = {729--796},
author = {Antoine, X. and Arnold, A. and Besse, C. and Ehrhardt, M. and Sch{\"a}dle, A.}
}
@Article { Ehrhardt2008c,
title = {Exact artificial boundary conditions for problems with periodic structures},
journal = {J. Comput. Phys.},
year = {2008},
volume = {227},
number = {14},
pages = {6877--6894},
author = {Ehrhardt, M. and Zheng, C.}
}
@Article { Ehrhardt2008d,
title = {Discrete Models for the Cube-Root Differential Equation},
journal = {Neural, Parallel, and Scientific Computations},
year = {2008},
volume = {16},
number = {2},
pages = {179--188},
author = {Ehrhardt, M. and Mickens, R. E.}
}
@Article { Ankudinova2008a,
title = {On the numerical solution of nonlinear {Black-Scholes} equations},
journal = {Comput. Math. Appl.},
year = {2008},
volume = {56},
number = {3},
pages = {799--812},
author = {Ankudinova, J. and Ehrhardt, M.}
}
@Article { Bratsos2008,
title = {A discrete {Adomian} decomposition method for discrete nonlinear \{Schr{{\"o}\}dinger} equations},
journal = {Appl. Math. Comput.},
year = {2008},
volume = {197},
number = {1},
pages = {190--205},
author = {Bratsos, A. G. and Ehrhardt, M. and Famelis, I. Th.}
}
@Article { Zisowsky2008,
title = {Discrete artificial boundary conditions for nonlinear \{Schr{{\"o}\}dinger} equations},
journal = {Math. Comput. Modell.},
year = {2008},
volume = {47},
number = {11--12},
pages = {1264--1283},
author = {Zisowsky, A. and Ehrhardt, M.}
}
@Article { Ehrhardt2008e,
title = {Discrete Transparent Boundary Conditions for \{Schr{{\"o}\}dinger-type} equations for non-compactly supported initial data},
journal = {Appl. Numer. Math.},
year = {2008},
volume = {58},
number = {5},
pages = {660--673},
author = {Ehrhardt, M.}
}
@Article { Ehrhardt2008f,
title = {A fast, stable and accurate numerical method for the {Black-Scholes} equation of {American} options},
journal = {Int. J. Theoret. Appl. Finance},
year = {2008},
volume = {11},
number = {5},
pages = {471--501},
author = {Ehrhardt, M. and Mickens, R. E.}
}
@Article { Verhoeven2008,
title = {{BDF} compound-fast multirate transient analysis with adaptive stepsize control},
journal = {J. of Numerical Analysis, Industrial and Applied Mathematics (JNAIAM)},
year = {2008},
volume = {3},
number = {3-4},
pages = {275-297},
ISSN = {1790-8140},
author = {Verhoeven, A. and Tasić, B. and Beelen, T. G. J. and ter Maten, E. J. W. and Mattheij, R. M. M.}
}
@Article { Bechtold2008,
title = {Nonlinear Model Order Reduction in Nanoelectronics: Combination of {POD} and {TPWL}},
journal = {{PAMM}},
year = {2008},
volume = {8},
number = {1},
pages = {10057--10060},
publisher = {Wiley},
DOI = {10.1002/pamm.200810057},
author = {Bechtold, T. and Striebel, M. and Mohaghegh, K. and ter Maten, E. J. W.}
}
@Article { Sickenberger2008,
title = {Stochastic oscillations in circuit simulation},
journal = {PAMM},
year = {2008},
volume = {7},
number = {1},
pages = {4050023---4050024},
author = {Sickenberger, T. and Winkler, R.}
}
@Book { Ehrhardt2008,
title = {Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing},
year = {2008},
editor = {Ehrhardt, M.},
publisher = {Nova Science Publishers, Inc., Hauppauge, NY 11788},
ISBN = {978-1-60456-931-5}
}
@Incollection { Kahl2008,
title = {Complete the correlation matrix},
year = {2008},
pages = {229--244},
editor = {Breitner, M. and Denk, G. and Rentrop, P.},
publisher = {Springer, Berlin},
booktitle = {From Nano to Space - Applied Mathematics Inspired by Roland Bulirsch},
author = {Kahl, Ch. and G{\"u}nther, M.}
}
@Incollection { Knorr2008,
title = {Wavelet-collocation of multirate {PDAEs} for the simulation of radio frequency circuits},
year = {2008},
pages = {19--28},
editor = {J{\"a}ger, W. and Krebs, H.-J.},
publisher = {Springer, Berlin},
booktitle = {Mathematics - Key Technology for the Future - Joint Projects between Universities and Industry 2004-2007},
author = {Knorr, S. and Pulch, R. and G{\"u}nther, M.}
}
@Incollection { Voss2008,
title = {Model Order Reduction for Nonlinear Differential Algebraic Equations in Circuit Simulation},
year = {2008},
volume = {12},
pages = {518--523},
editor = {Bonilla, L. L. and Moscoso, M. and Platero, G. and Vega, J. M.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2006},
DOI = {10.1007/978-3-540-71992-2_81},
author = {Voss, Th. and Verhoeven, A. and Bechtold, T. and ter Maten, J.}
}
@Inproceedings { Ehrhardt2008b,
title = {Nonlinear Models in Option Pricing - an Introduction},
year = {2008},
pages = {1--19},
editor = {Ehrhardt, M.},
publisher = {Nova Science, Hauppauge, NY},
booktitle = {Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing},
author = {Ehrhardt, M.}
}
@Inproceedings { Ankudinova2008,
title = {Fixed domain transformations and split-step finite difference schemes for Nonlinear {Black-Scholes} equations for {A}merican Options},
year = {2008},
pages = {243--273},
editor = {Ehrhardt, M.},
publisher = {Nova Science, Hauppauge, NY},
booktitle = {Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing},
author = {Ankudinova, J. and Ehrhardt, M.}
}
@Inproceedings { Ehrhardt2008g,
title = {Mathematical Modeling of Channel - Porous Layer Interfaces in {PEM} Fuel Cells},
year = {2008},
note = {ISBN 978-2-7466-0413-1},
booktitle = {Proceedings of FDFC2008 - Fundamentals and Developments of Fuel Cell Conference 2008, Nancy, France, December 10-12, 2008},
author = {Ehrhardt, M. and Fuhrmann, J. and Holzbecher, E. and Linke, A.}
}
@Inproceedings { Doorn2008,
title = {Importance sampling Monte Carlo simulations for accurate estimation of SRAM yield},
year = {2008},
pages = {230--233},
publisher = {IEEE},
booktitle = {ESSCIRC 2008 - 34th European Solid-State Circuits Conference},
DOI = {10.1109/esscirc.2008.4681834},
author = {Doorn, T. S. and ter Maten, E. J. W. and Croon, J. A. and Bucchianico, A. Di and Wittich, O.}
}
@Inproceedings { Denk2008,
title = {Efficient transient noise analysis in circuit simulation},
year = {2008},
pages = {39-49},
editor = {J{{\"a}}ger, W. and Krebs, H.-J.},
publisher = {Springer, Berlin},
booktitle = {Mathematics - Key Technology for the Future},
author = {Denk, G. and R{\"o}misch, W. and Sickenberger, T. and Winkler, R.}
}
@Article { Pulch2007,
title = {Multirate Partial Differential Algebraic Equations for Simulating Radio Frequency Signals},
journal = {Euro. Jnl. of Applied Mathematics},
year = {2007},
volume = {18},
pages = {709--743},
author = {Pulch, R. and G{\"u}nther, M. and Knorr, S.}
}
@Article { Ehrhardt2007,
title = {Discrete non-local boundary conditions for Split-Step \{Pad{{\'e}\}} Approximations of the One-Way {Helmholtz} Equation},
journal = {J. Comput. Appl. Math.},
year = {2007},
volume = {200},
number = {2},
pages = {471--490},
author = {Ehrhardt, M. and Zisowsky, A.}
}
@Article { Verhoeven2007,
title = {Stability analysis of the {BDF} Slowest-first multirate methods},
journal = {International Journal of Computer Mathematics},
year = {2007},
volume = {84},
number = {6},
pages = {895--923},
publisher = {Informa {UK} Limited},
DOI = {10.1080/00207160701458641},
author = {Verhoeven, A. and Maten, E. J. W. Ter and Mattheij, R. M. M. and Tasić, B.}
}
@Article { Verhoeven2007a,
title = {Model order reduction for nonlinear problems in circuit simulation},
journal = {{PAMM}},
year = {2007},
volume = {7},
number = {1},
pages = {1021603--1021604},
publisher = {Wiley},
DOI = {10.1002/pamm.200700537},
author = {Verhoeven, A. and Voss, T. and Astrid, P. and ter Maten, E. J. W. and Bechtold, T.}
}
@Article { Sickenberger2007a,
title = {Local error estimates for moderately smooth problems: Part I - {ODEs} and {DAEs}},
journal = {BIT Numerical Mathematics},
year = {2007},
volume = {47},
number = {1},
pages = {157-187},
author = {Sickenberger, T. and Weinm{\"u}ller, E. and Winkler, R.}
}
@Article { Buckwar2007,
title = {Multi-step {Maruyama} methods for stochastic delay differential equations},
journal = {Stoch. Anal. Appl.},
year = {2007},
volume = {25},
number = {5},
pages = {933-959},
author = {Buckwar, E. and Winkler, R.}
}
@Article { Buckwar2007a,
title = {Improved linear multi-step methods for stochastic ordinary differential equations},
journal = {J. Comp. Math. Appl.},
year = {2007},
volume = {205},
number = {2},
pages = {912--922},
author = {Buckwar, E. and Winkler, R.}
}
@Article { Denk2007,
title = {Modeling and Simulation of transient noise in circuit simulation},
journal = {Math. Comput. Model. Dyn. Syst.},
year = {2007},
volume = {13},
number = {4},
pages = {383--394},
author = {Denk, G. and Winkler, R.}
}
@Incollection { Striebel2007,
title = {Hierarchical mixed multirating in circuit simulation},
year = {2007},
pages = {221--228},
editor = {Ciuprina, G. and Ioan, D.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2006 Conference held in Sinaia},
author = {Striebel, M. and G{\"u}nther, M.}
}
@Incollection { Vollebregt2007,
title = {Model Order Reduction of Large Scale {ODE} Systems: {MOR} for {ANSYS} versus {ROM} Workbench},
year = {2007},
volume = {11},
pages = {175--182},
editor = {Ciuprina, G. and Ioan, D.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2006},
DOI = {10.1007/978-3-540-71980-9_17},
author = {Vollebregt, A. J. and Bechtold, T. and Verhoeven, A. and ter Maten, E. J. W.}
}
@Incollection { Voss2007,
title = {Trajectory Piecewise Linear Approach for Nonlinear Differential-Algebraic Equations in circuit simulation},
year = {2007},
volume = {11},
pages = {167--173},
editor = {Ciuprina, G. and Ioan, D.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2006},
DOI = {10.1007/978-3-540-71980-9_16},
author = {Voss, T. and Pulch, R. and ter Maten, E. J. W. and Guennouni, A. El}
}
@Incollection { Ilievski2007,
title = {Adjoint Transient Sensitivity Analysis in Circuit Simulation},
year = {2007},
volume = {11},
pages = {183--189},
editor = {Ciuprina, G. and Ioan, D.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE2006},
DOI = {10.1007/978-3-540-71980-9_18},
author = {Ilievski, Z. and Xu, H. and Verhoeven, A. and ter Maten, E. J. W. and Schilders, W. H. A. and Mattheij, R. M. M.}
}
@Inproceedings { Quang2007,
title = {On the numerical solution of some problems of environmental pollution},
year = {2007},
pages = {171--200},
editor = {Bodine, C. B.},
publisher = {Nova Science, Hauppauge, NY},
booktitle = {Air Pollution Research Advances},
author = {Quang, A. Dang and Ehrhardt, M. and Tran, G. L. and Le, D.}
}
@Inproceedings { Sumichrast2007,
title = {Continuous, semi-discrete and fully-discrete formulation of the transparent boundary conditions for the beam propagation method},
year = {2007},
pages = {139--152},
booktitle = {Proceedings of Advanced Aspects of Theoretical Electrical Engineering, Sozopol, Bulgaria, September, 22-25, 2007},
author = {Sumichrast, L. and Ehrhardt, M.}
}
@Inproceedings { Famelis2007,
title = {A discrete Adomian decomposition method for the discrete nonlinear \{Schr{{\"o}\}dinger} equation},
year = {2007},
booktitle = {Proceedings of HERCMA 2007 - The 8th Hellenic European Research on Computer Mathematics \& its Applications Conference, Athens, Greece, September, 20-22, 2007, (Session: Nonlinear Physical Phenomena: Some recent studies)},
author = {Famelis, I. Th. and Ehrhardt, M. and Bratsos, A. G.}
}
@Inproceedings { Sumichrast2007a,
title = {On the three formulations of transparent boundaries for the beam propagation method},
year = {2007},
booktitle = {Proceedings of AMTEE 2007 - Advanced Methods of the Theory of Electrical Engineering (Applied to Power Systems), Pilsen, Czech Republic, September, 10-12, 2007},
author = {Sumichrast, L. and Ehrhardt, M.}
}
@Inproceedings { Antoine2007,
title = {A Review of Artificial Boundary Conditions for the \{Schr{{\"o}\}dinger} Equation},
year = {2007},
volume = {7(1)},
pages = {1023201--1023202},
series = {Special Issue: ICIAM07 Minisymposia - 02 Numerical Analysis},
booktitle = {Proceedings in Applied Mathematics and Mechanics (PAMM)},
author = {Antoine, X. and Arnold, A. and Besse, C. and Ehrhardt, M. and Sch{\"a}dle, A.}
}
@Inproceedings { Bartel2007,
title = {Classification of {PDAEs}},
year = {2007},
volume = {12},
pages = {506--511},
editor = {Bonilla, L. L. and Moscoso, M. and Platero, G. and Vega, J. M.},
publisher = {Springer, Berlin},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at ECMI 2006},
author = {Bartel, A. and Pulch, R.}
}
@Inproceedings { Maten2007,
title = {Optimization of electronic circuits},
year = {2007},
volume = {75},
pages = {573-584},
editor = {Cutello, V. and Fotia, G. and Puccio, L.},
publisher = {World Scientific Publishing Co. Pte. Ltd., Singapore},
series = {Series on Advances in Mathematics for Applied Sciences},
booktitle = {Applied and Industrial Mathematics in Italy II, Selected contributions from the 8th SIMAI conference},
DOI = {10.1142/9789812709394_0050},
author = {ter Maten, E. J. W. and Heijmen, T. G. A. and Lin, C. and Guennouni, A. El}
}
@Inproceedings { Bechtold2007,
title = {Model order reduction: and advanced, efficient and automated computational tool for microsystems},
year = {2007},
volume = {75},
pages = {113-124},
editor = {Cutello, V. and Fotia, G. and Puccio, L.},
publisher = {World Scientific Publishing Co. Pte. Ltd., Singapore},
series = {Series on Advances in Mathematics for Applied Sciences},
booktitle = {Applied and Industrial Mathematics in Italy II, Selected contributions from the 8th SIMAI conference},
DOI = {10.1142/9789812709394_0011},
author = {Bechtold, T. and Verhoeven, A. and ter Maten, E. J. W. and Voss, T.}
}
@Inproceedings { Sickenberger2007,
title = {Adaptive Methods for Transient Noise Analysis},
year = {2007},
pages = {403-410},
editor = {Ciuprina, G. and Ioan, D.},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2006},
author = {Sickenberger, T. and Winkler, R.}
}
@Inproceedings { Roemisch2007,
title = {Mathematik -- Grips f{\"u}r Chips: Effiziente transiente Rauschanalyse in der Schaltungssimulation},
year = {2007},
publisher = {BMBF},
booktitle = {Der Schl{{\"u}}ssel zur Hochtechnologie - Mathematik f{{\"u}}r Innovationen in Industrie und Diensteistungen},
author = {R{\"o}misch, W. and Sickenberger, T. and Winkler, R.}
}
@Article { DangQuang2006,
title = {Adequate Numerical Solution of Air Pollution problems by Positive Difference schemes on unbounded domains},
journal = {Math. Comput. Modelling},
year = {2006},
volume = {44},
number = {9--10},
pages = {834--856},
author = {Quang A, D. and Ehrhardt, M.}
}
@Article { Zisowsky2006,
title = {Discrete Transparent Boundary Conditions for Parabolic Systems},
journal = {Math. Comput. Modelling},
year = {2006},
volume = {43},
number = {3--4},
pages = {294--309},
author = {Zisowsky, A. and Ehrhardt, M.}
}
@Article { Ehrhardt2006,
title = {Fast Calculation of Energy and Mass preserving solutions of \{Schr{{\"o}\}dinger-Poisson} systems on unbounded domains},
journal = {J. Comput. Appl. Math.},
year = {2006},
volume = {187},
number = {1},
pages = {1--28},
author = {Ehrhardt, M. and Zisowsky, A.}
}
@Article { Fijnvandraat2006,
title = {Time domain analog circuit simulation},
journal = {Journal of Computational and Applied Mathematics},
year = {2006},
volume = {185},
number = {2},
pages = {441--459},
publisher = {Elsevier {BV}},
DOI = {10.1016/j.cam.2005.03.021},
author = {Fijnvandraat, J. G. and Houben, S. H. M. J. and ter Maten, E. J. W. and Peters, J. M. F.}
}
@Article { Buckwar2006,
title = {Multi-step methods for {SDEs} and their application to problems with small noise},
journal = {SIAM J. Num. Anal.},
year = {2006},
volume = {44},
number = {2},
pages = {779--803},
author = {Buckwar, E. and Winkler, R.}
}
@Article { Roemisch2006,
title = {Stepsize control for mean-square numerical methods for stochastic differential equations with small noise},
journal = {SIAM J. Sci. Comput.},
year = {2006},
volume = {28},
number = {2},
pages = {604--625},
author = {R{\"o}misch, W. and Winkler, R.}
}
@Article { Buckwar2006a,
title = {Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations},
journal = {BIT Numerical Mathematics},
year = {2006},
volume = {46},
number = {2},
pages = {261--282},
author = {Buckwar, E. and Horvath Bokor, R. and Winkler, R.}
}
@Article { Sickenberger2006,
title = {Efficient transient noise analysis in circuit simulation},
journal = {PAMM},
year = {2006},
volume = {6},
number = {1},
pages = {55--58},
author = {Sickenberger, T. and Winkler, R.}
}
@Article { Buckwar2006c,
title = {Improved Linear Multi-step Methods for Small Noise {SDEs}},
journal = {PAMM},
year = {2006},
volume = {6},
number = {1},
pages = {661--662},
author = {Buckwar, E. and Winkler, R.}
}
@Article { Buckwar2006b,
title = {Asymptotic Mean-square Stability of Linear Multi-step Methods for SODEs},
journal = {PAMM},
year = {2006},
volume = {6},
number = {1},
pages = {659--660},
author = {Buckwar, E. and Winkler, R.}
}
@Incollection { Striebel2006,
title = {Towards One-Step Multirate Methods in Chip Design},
year = {2006},
pages = {129--126},
editor = {Anile, A. M. and et al.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2004 Conference held in Capo d'Orlando},
author = {Striebel, M. and G{\"u}nther, M.}
}
@Incollection { Knorr2006,
title = {Index Analysis of Multirate Partial Differential-Algebraic Systems inRF-Circuits},
year = {2006},
pages = {93--100},
editor = {Anile, A. M. and et al.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2004 Conference held in Capo d'Orlando},
author = {Knorr, S. and G{\"u}nther, M.}
}
@Incollection { Verhoeven2006,
title = {A General Compound Multirate Method for Circuit Simulation Problems},
year = {2006},
volume = {9},
pages = {143--150},
editor = {Anile, A. M. and Ali, G. and Mascali, G.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering},
DOI = {10.1007/978-3-540-32862-9_21},
author = {Verhoeven, A. and Guennouni, A. El and ter Maten, E. J. W. and Mattheij, R. M. M.}
}
@Incollection { Verhoeven2006a,
title = {Digital Linear Control Theory for Automatic Stepsize Control},
year = {2006},
volume = {9},
pages = {137--142},
editor = {Anile, A. M. and Ali, G. and Mascali, G.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering},
DOI = {10.1007/978-3-540-32862-9_20},
author = {Verhoeven, A. and Beelen, T. G. J. and Hautus, M. L. J. and ter Maten, E. J. W.}
}
@Inproceedings { Ehrhardt2006a,
title = {Nonlocal Boundary Conditions for Higher-Order Parabolic Equations},
year = {2006},
volume = {6(1)},
pages = {733--734},
series = {Special Issue: GAMM Annual Meeting 2006},
booktitle = {Proceedings in Applied Mathematics and Mechanics (PAMM)},
author = {Ehrhardt, M. and Zisowsky, A.}
}
@Inproceedings { Bartel2006,
title = {Modeling and Simulation for Thermal-Electric Coupling in an {SOI}-Circuit},
year = {2006},
pages = {27--32},
editor = {Anile, A. M. and Al{{\`i}}, G. and Mascali, G.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering (SCEE-2004 Proceedings)},
author = {Bartel, A. and Feldmann, U.}
}
@Inproceedings { Bartel2006a,
title = {Wavelet-based Adaptive Grids for the Simulation of Multirate Partial Differential-Algebraic Equations},
year = {2006},
volume = {6},
pages = {39--42},
series = {PAMM},
booktitle = {GAMM 2006 Proceedings},
author = {Bartel, A. and Knorr, S.}
}
@Inproceedings { Tasic2006,
title = {Compound {BDF} Multirate Transient Analysis Applied to Circuit Simulation},
year = {2006},
pages = {480-483},
publisher = {Wiley-VCH Verlag GmbH \& Co. KGaA, Weinheim},
booktitle = {ICNAAM 2006, Int. Conf. of Numerical Analysis and Applied Mathematics, Official Conf. of the Eur. Soc. of Comput. Methods in Sciences and Engineering (ESCMSE)},
author = {Tasić, B. and Verhoeven, A. and ter Maten, E. J. W. and Beelen, T. G. J.}
}
@Inproceedings { Maten2006,
title = {Model order reduction for linear and nonlinear circuit simulation},
year = {2006},
pages = {53-77},
booktitle = {Workshop Gesellschaft f{{\"u}}r Mess- und Automatisierungstechnik (GMA), Fachausschuss 1.30 Modellbildung, Identifikation und Simulation in der Automatisierungstechnik},
organization = {VDI/VDE-TU M{{\"u}}nchen-Univ. des Saarlandes},
author = {ter Maten, J. and Verhoeven, A. and Voss, T. and Bechtold, T. and Schilders, W.}
}
@Inproceedings { Winkler2006,
title = {Stochastic Differential-Algebraic Equations in transient noise analysis},
year = {2006},
pages = {151--158},
editor = {Anile, A. and Ali, G. and Mascali, G.},
publisher = {Springer, Berlin},
booktitle = {{Scientific Computing in Electrical Engineering at SCEE 2004}},
author = {Winkler, R.}
}
@Article { Ali2005,
title = {Parabolic differential-algebraic models in electric network design},
journal = {SIAM J. MMS},
year = {2005},
volume = {4/3},
pages = {813--838},
author = {Ali, G. and Bartel, A. and G{\"u}nther, M.}
}
@Article { Striebel2005,
title = {A charge oriented mixed multirate method for a special class of Index-1 network equations in chip design},
journal = {Appl. Numer. Math.},
year = {2005},
volume = {53},
pages = {489--507},
author = {Striebel, M. and G{\"u}nther, M.}
}
@Article { Zisowsky2005,
title = {Discrete Transparent Boundary Conditions for transient \{kp-Schr{{\"o}\}dinger} Equations with Application to Quantum-Heterostructures},
journal = {Journal of Applied Mathematics and Mechanics (ZAMM)},
year = {2005},
volume = {85},
number = {11},
pages = {793--805},
author = {Zisowsky, A. and Arnold, A. and Ehrhardt, M. and Koprucki, Th.}
}
@Article { Verhoeven2005,
title = {Multirate methods for the transient analysis of electrical circuits},
journal = {{PAMM}},
year = {2005},
volume = {5},
number = {1},
pages = {821--822},
publisher = {Wiley},
DOI = {10.1002/pamm.200510382},
author = {Verhoeven, A. and Guennouni, A. El and ter Maten, E. J. W. and Mattheij, R. M. M.}
}
@Article { Maten2005,
title = {Multirate hierarchical time integration for electronic circuits},
journal = {{PAMM}},
year = {2005},
volume = {5},
number = {1},
pages = {819--820},
publisher = {Wiley},
DOI = {10.1002/pamm.200510381},
author = {ter Maten, J. and Verhoeven, A. and Guennouni, A. El and Beelen, Th.}
}
@Book { Schilders2005,
title = {Handbook of Numerical Analysis Vol. XIII. Special Volume: Numerical Methods in Electromagnetics},
year = {2005},
web_url = {https://www.ebook.de/de/product/3615986/w_h_a_schilders_e_j_w_ter_maten_numerical_methods_in_electromagnetics_special_volume.html},
editor = {Schilders, W. H. A. and ter Maten, E. J. W.},
publisher = {Elsevier Science},
ISBN = {0444513752}
}
@Incollection { Guenther2005,
title = {Modeling and discretization of circuit problems},
year = {2005},
pages = {523--659},
editor = {Schilders, W. H. A. and ter Maten, E. J. W.},
publisher = {Elsevier North Holland, Amsterdam},
booktitle = {Handbook of Numerical Analysis. Special Volume Numerical Analysis of Electromagnetism},
author = {G{\"u}nther, M. and Feldmann, U. and ter Maten, E. J. W.}
}
@Incollection { Guennouni2005,
title = {Aspects of Multirate Time Integration Methods in Circuit Simulation Problems},
year = {2005},
volume = {8},
pages = {579--584},
editor = {Bucchianico, A. Di and Mattheij, R. M. M. and Peletier, M. A.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2004, Eindhoven},
DOI = {10.1007/3-540-28073-1_87},
author = {Guennouni, A. El and Verhoeven, A. and ter Maten, E. J. W. and Beelen, T. G. J.}
}
@Incollection { Sevat2005,
title = {{DRK} Methods for Time-Domain Oscillator Simulation},
year = {2005},
volume = {8},
pages = {194--198},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2004, Eindhoven},
DOI = {10.1007/3-540-28073-1_27},
author = {Sevat, M. F. and Houben, S. H. M. J. and ter Maten, E. J. W.}
}
@Inproceedings { Ehrhardt2005,
title = {Finite Difference Schemes on unbounded Domains},
year = {2005},
volume = {2},
pages = {343--384},
editor = {Mickens, R. E.},
publisher = {World Scientific},
booktitle = {Applications of Nonstandard Finite Difference Schemes},
author = {Ehrhardt, M.}
}
@Article { Ehrhardt2004,
title = {Solutions to the Discrete {Airy} Equation: Application to Parabolic Equation Calculations},
journal = {J. Comput. Appl. Math.},
year = {2004},
volume = {172},
number = {1},
pages = {183--206},
author = {Ehrhardt, M. and Mickens, R. E.}
}
@Article { Buckwar2004,
title = {On two-step schemes for SDEs with small noise},
journal = {PAMM},
year = {2004},
volume = {4},
number = {1},
pages = {15-18},
author = {Buckwar, E. and Winkler, R.}
}
@Book { Schilders2004,
title = {Scientific Computing in Electrical Engineering -- Proceedings of the SCEE-2002 conference held in Eindhoven},
year = {2004},
volume = {4},
web_url = {https://www.ebook.de/de/product/3019816/scientific_computing_in_electrical_engineering.html},
editor = {Schilders, W. H. A. and ter Maten, E. J. W. and Houben, S. H. M. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
ISBN = {3540213724}
}
@Incollection { Guenther2004,
title = {Preconditioned splitting in dynamic iteration schemes for coupled {DAE} systems in {RC} network design},
year = {2004},
pages = {173--177},
editor = {Buikis, A. and et al.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Progress in Industrial Mathematics at ECMI 2002},
author = {G{\"u}nther, M.}
}
@Incollection { Bartel2004,
title = {Multirate Co-Simulation of First Order Thermal Models in Electric Circuit Design},
year = {2004},
pages = {104--111},
editor = {Schilders, W. H. A. and et al.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the SCEE-2002 Conference held in Eindhoven},
author = {Bartel, A. and G{\"u}nther, M.}
}
@Incollection { AllaartBruin2004,
title = {Modified Extended {BDF} Time-Integration Methods, Applied to Circuit Equations},
year = {2004},
volume = {4},
pages = {86--93},
editor = {Schilders, W. H. A. and ter Maten, E. J. W. and Houben, S. H. M. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002, Eindhoven},
DOI = {10.1007/978-3-642-55872-6_7},
author = {Allaart-Bruin, S. and ter Maten, J. and Lunel, S. V.}
}
@Incollection { Kevenaar2004,
title = {Methods and Approaches for {RF} Circuit Simulation and Electromagnetic Modelling},
year = {2004},
volume = {4},
pages = {29--45},
editor = {Schilders, W. H. A. and ter Maten, E. J. W. and Houben, S. H. M. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002, Eindhoven},
DOI = {10.1007/978-3-642-55872-6_3},
author = {Kevenaar, T. A. M. and ter Maten, E. J. W. and Janssen, H. H. J. M. and Onneweer, S. P.}
}
@Incollection { Rommes2004,
title = {The Application of Preconditioned {Jacobi-Davidson} Methods in Pole-zero Analysis},
year = {2004},
volume = {4},
pages = {349--355},
editor = {Schilders, W. H. A. and ter Maten, E. J. W. and Houben, S. H. M. J.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002, Eindhoven},
DOI = {10.1007/978-3-642-55872-6_38},
author = {Rommes, J. and Bomhof, C. W. and van der Vorst, H. A. and ter Maten, E. J. W.}
}
@Inproceedings { Ehrhardt2004a,
title = {Discrete Transparent Boundary Conditions for Wide Angle Parabolic Equations: Fast Calculation and Approximation},
year = {2004},
pages = {9--14},
booktitle = {Proceedings of the Seventh European Conference on Underwater Acoustics, July 3-8, 2004, Delft, The Netherlands},
author = {Ehrhardt, M. and Arnold, A.}
}
@Inproceedings { Ali2004,
title = {A priori estimates for multiphysics models in electric circuit design},
year = {2004},
pages = {167--171},
editor = {Buikis, A. and Ciegis, R. and Fitt, A. D.},
publisher = {Springer},
booktitle = {Progress in Industrial Mathematics at ECMI 2002},
author = {Ali, G. and Bartel, A.}
}
@Inproceedings { Ali2004a,
title = {Multi-physics models in electric circuit design},
year = {2004},
pages = {1--6},
editor = {Monaco, R. and Pennisi, S. and Rionero, S. and Ruggeri, T.},
booktitle = {Proceedings ''WASCOM 2003'' 12th Conference on Waves and Stability in Continuous Media, World Scientific Publishing, Singapore, 2004},
author = {Ali, G. and Bartel, A.}
}
@Inproceedings { Winkler2004,
title = {Stochastic {DAEs} in Transient Noise Simulation},
year = {2004},
pages = {408--415},
editor = {Schilders, W. and ter Maten, J. and Houben, S.},
publisher = {Springer},
booktitle = {Scientific Computing in Electrical Engineering at SCEE 2002},
author = {Winkler, R.}
}
@Phdthesis { Bartel2004a,
title = {Partial Differential-Algebraic Models in Chip-Design --- Thermal and Semiconductor Problems},
year = {2004},
school = {TU Munich, Fortschritt-Berichte, VDI Verlag, D{{\"u}}sseldorf},
author = {Bartel, A.:}
}
@Article { Bartel2003a,
title = {From {SOI} to abstract electric-thermal-1D mutiscale modeling for first order thermal effects},
journal = {Mathematical and Computer Modelling of Dynamical Systems},
year = {2003},
volume = {9},
pages = {25--44},
author = {Bartel, A. and G{\"u}nther, M.}
}
@Article { Ali2003,
title = {Elliptic partial differential-algebraic multiphysics models in electrical network design},
journal = {Mathematical Models and Methods in Applied Sciences},
year = {2003},
volume = {13},
number = {9},
pages = {1261--1278},
author = {Ali, G. and Bartel, A. and G{\"u}nther, M. and Tischendorf, C.}
}
@Article { Guenther2003a,
title = {Dynamic iteration may fail for partitioned network simulation},
journal = {PAMM},
year = {2003},
volume = {2},
number = {1},
pages = {499--502},
author = {G{\"u}nther, M.}
}
@Article { Arnold2003,
title = {Discrete transparent boundary conditions for the \{Schr{{\"o}\}dinger} equation: Fast calculation, approximation, and stability},
journal = {Comm. Math. Sci.},
year = {2003},
volume = {1},
number = {3},
pages = {501--556},
DOI = {10.4310/cms.2003.v1.n3.a7},
author = {Arnold, A. and Ehrhardt, M. and Sofronov, I.}
}
@Article { Winkler2003,
title = {Stochastic Differential Algebraic Equations of Index 1 and Applications in Circuit Simulation},
journal = {J. Comp. Math. Appl.},
year = {2003},
volume = {157},
pages = {477--505},
author = {Winkler, R.}
}
@Article { Lamour2003,
title = {Stability of periodic solutions of index-2 differential-algebraic systems},
journal = {J. Math. Anal. Appl.},
year = {2003},
volume = {279},
pages = {475--494},
author = {Lamour, R. and M{\"a}rz, R. and Winkler, R.}
}
@Incollection { Guenther2003,
title = {A refined {PDAE} network model for a {CMOS} ring oscillator},
year = {2003},
pages = {203--218},
editor = {Antreich, K. {et al.}},
publisher = {Birkh{\"a}user Verlag, Basel},
booktitle = {Modeling, Simulation and Optimization of Integrated Circuits},
author = {G{\"u}nther, M.}
}
@Incollection { Bartel2003,
title = {Modeling and Discretization of a Thermal-Electric Test Circuit},
year = {2003},
pages = {187--201},
editor = {Antreich, K. {et al}},
publisher = {Birkh{\"a}user Verlag, Basel},
booktitle = {Modeling, Simulation and Optimization of Integrated Circuits},
author = {Bartel, A. and G{\"u}nther, M. and Schulz, M.}
}
@Incollection { Rentrop2003,
title = {CHORAL -- a charge-oriented algorithm for the numerical integration of electrical circuits},
year = {2003},
pages = {429--438},
editor = {J{\"a}ger, W. and Krebs, H.-J.},
publisher = {Springer Verlag, Berlin},
booktitle = {Mathematics - Key Technology for the Future. Joint Projects Between Universities and Industry},
author = {Rentrop, P. and G{\"u}nther, M. and Hoschek, M. and Feldmann, U.}
}
@Incollection { Heijmen2003,
title = {Augmented Lagrangian Algorithm for Optimizing Analog Circuit Design},
year = {2003},
volume = {5},
pages = {179--184},
editor = {Buikis, A. and Ciegis, R. and Fitt, A. D.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2002, Jurmala},
DOI = {10.1007/978-3-662-09510-2_21},
author = {Heijmen, T. G. A. and Lin, C. and Maten, E. J. W. and Sevat, M. F.}
}
@Incollection { Rommes2003,
title = {{Jacobi-Davidson} Methods and Preconditioning with Applications in Pole-zero Analysis},
year = {2003},
volume = {5},
pages = {191--196},
editor = {Buikis, A. and Ciegis, R. and Fitt, A. D.},
publisher = {Springer Berlin Heidelberg},
series = {Mathematics in Industry},
booktitle = {Progress in Industrial Mathematics at {ECMI} 2002, Jurmala},
DOI = {10.1007/978-3-662-09510-2_23},
author = {Rommes, J. and Vorst, H. A. and Maten, E. J. W.}
}
@Incollection { Maten2003,
title = {Periodic {AC} and Periodic Noise in {RF} Simulation for Electronic Circuit Design},
year = {2003},
volume = {146},
pages = {121--134},
editor = {Antreich, K. and Bulirsch, R. and Gilg, A. and Rentrop, P.},
publisher = {Birkh{{\"a}}user Basel},
series = {Int. Series of Numer. Maths.},
booktitle = {Modeling, Simulation, and Optimization of Integrated Circuits},
DOI = {10.1007/978-3-0348-8065-7_8},
author = {ter Maten, E. J. W. and Fijnvandraat, J. G. and Lin, C. and Peters, J. M. F.}
}
@Inproceedings { Guenther,
title = {Preconditioned splitting and overlapping techniques in modular time integration},
year = {2003},
booktitle = {Mathmod 4 Proceedings},
author = {G{\"u}nther, M. and Arnold, M.}
}
@Inproceedings { Arnold2003a,
title = {Approximation and fast calculation of non-local boundary conditions for the time-dependent \{Schr{{\"o}\}dinger} equation},
year = {2003},
editor = {Kornhuber, R. and Hoppe, R. H. W. and Keyes, D. E. and Priaux, J. and Pironneau, O. and Xu, J.},
series = {Lecture Notes in Computational Science and Engineering (LNCSE)},
booktitle = {Proceedings of the 15th International Conference on Domain Decomposition Methods, July 21-25, 2003, Berlin, Germany},
author = {Arnold, A. and Ehrhardt, M. and Sofronov, I.}
}
@Inproceedings { Bartel2003b,
title = {First order thermal {PDAE} models in electric circuit design},
year = {2003},
editor = {Troch, I. and Breitenecker, F.},
booktitle = {Proceedings 4th Mathmod, Vienna 2003},
author = {Bartel, A.:}
}
@Inproceedings { Houben2003,
title = {A new transient integration method for free-running oscillators},
year = {2003},
pages = {61-66},
editor = {Vahrmann, R.},
booktitle = {Analog 2003 -- Entwicklung von Analogschaltungen mit CAE-Methoden mit dem Schwerpunkt Entwurfsverfahren f{{\"u}}r Automotive-Anwendungen},
author = {Houben, S. H. M. J. and ter Maten, E. J. W. and Sevat, M. F.}
}
@Inproceedings { Roemisch2003,
title = {Stochastic {DAEs} in circuit simulation},
year = {2003},
pages = {303--318},
editor = {Antreich, K. and Bulirsch, R. and Gilg, A. and Rentrop, P.},
publisher = {Birkh{{\"a}}user, Basel},
booktitle = {Modeling, Simulation and Optimization of Integrated Circuits},
author = {R{\"o}misch, W. and Winkler, R.}
}
@Article { Bartel2002,
title = {A multirate W-method for electrical networks in state-space formulation},
journal = {Comp.\verb=~=Appl.\verb=~=Math.},
year = {2002},
volume = {147},
number = {2},
pages = {411--425},
author = {Bartel, A. and G{\"u}nther, M.}
}
@Article { Pulch2002,
title = {A method of characteristics for solving multirate partial differential equations in radio frequency application},
journal = {Appl. Numer. Math.},
year = {2002},
volume = {42},
pages = {397--409},
author = {Pulch, R. and G{\"u}nther, M.}
}
@Article { Ehrhardt2002,
title = {Efficient Numerical Implementation of Discrete Transparent Boundary Conditions for Parabolic Equations in Underwater Acoustics},
journal = {Acta Acustica united with Acustica},
year = {2002},
volume = {88},
pages = {711--713},
author = {Ehrhardt, M.}
}
@Inproceedings { Bartel2002a,
title = {Multirate methods in electrical circuit simulation},
year = {2002},
pages = {258--265},
editor = {Anile, A. M. and Capasso, V. and Greco, A.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Progress in Industrial Mathematics at ECMI 2000},
author = {Bartel, A. and G{\"u}nther, M. and Kv{\ae}rno, A.}
}
@Inproceedings { Bartel2002b,
title = {Numerical Techniques for Different Time Scales in Electric Circuit Simulation},
year = {2002},
volume = {21},
pages = {343--360},
editor = {Breuer, M. and Durst, F. and Zenger, Chr.},
series = {Lecture Notes in Computational Science and Engineering},
booktitle = {High Performance Scientific and Engineering Computing},
author = {Bartel, A. and G{\"u}nther, M. and Pulch, R. and Rentrop, P.}
}
@Inproceedings { Ehrhardt2002a,
title = {Efficient Numerical Implementation of Discrete Transparent Boundary Conditions for Parabolic Equations},
year = {2002},
pages = {381--386},
booktitle = {Proceedings of the Sixth European Conference on Underwater Acoustics, June 24-27, 2002, Gdansk, Poland},
author = {Ehrhardt, M.}
}
@Inproceedings { Arnold2002,
title = {A fast method to implement non-local discrete transparent boundary conditions for the \{Schr{{\"o}\}dinger} equation},
year = {2002},
booktitle = {Proceedings of the GAMM 2002 Conference, March 25-28, 2002, Augsburg, Germany},
author = {Arnold, A. and Ehrhardt, M. and Sofronov, I.}
}
@Inproceedings { Lin2002,
title = {ADAPT: Design assistance for iterative analogue synthesis},
year = {2002},
volume = {38},
pages = {195-200},
editor = {Anheier, W. and Laur, R. and Gr{{\"a}}b, H.},
publisher = {VDE Verlag GMBH, Berlin},
series = {GMM-Fachbericht},
booktitle = {Analog 2002 - Entwicklung von Analogschaltungen mit CAE-Methoden, Bremen},
author = {Lin, C. and Heijmen, T. and ter Maten, J. and Kole, M.}
}
@Article { Guenther2001a,
title = {A {PDAE} model for interconnected linear {RLC} networks},
journal = {Mathematical and Computer Modelling of Dynamical Systems},
year = {2001},
volume = {7},
pages = {189--203},
author = {G{\"u}nther, M.}
}
@Article { Guenther2001b,
title = {Multirate Partitioned {Runge-Kutta} Methods},
journal = {BIT},
year = {2001},
volume = {41},
number = {3},
pages = {504--515},
author = {G{\"u}nther, M. and Kv{\ae}rno, A. and Rentrop, P.}
}
@Article { Guenther2001c,
title = {{ROW} methods adapted to a cheap {Jacobian}},
journal = {Appl. Numer. Math.},
year = {2001},
volume = {37},
pages = {231--240},
author = {G{\"u}nther, M. and Hoschek, M. and Weiner, R.}
}
@Article { Bartel2001,
title = {The developments in multirating for coupled systems},
journal = {Z. f. Angew. Math. u. Mech.},
year = {2001},
volume = {81},
number = {3},
pages = {S739--S742},
author = {Bartel, A. and G{\"u}nther, M.}
}
@Article { Arnold2001,
title = {Preconditioned dynamic iteration for coupled differential-algebraic systems},
journal = {BIT},
year = {2001},
volume = {1},
number = {41},
pages = {1--25},
author = {Arnold, M. and G{\"u}nther, M.}
}
@Article { Ehrhardt2001,
title = {Discrete Transparent Boundary Conditions for the \{Schr{{\"o}\}dinger} Equation},
journal = {Rivista di Mathematica della Universita di Parma},
year = {2001},
volume = {6},
number = {4},
pages = {57--108},
author = {Ehrhardt, M. and Arnold, A.}
}
@Book { Guenther2001,
title = {Partielle differential-algebraische Systeme in der numerischen Zeitbereichsanalyse elektrischer Schaltungen},
year = {2001},
volume = {20 (343)},
publisher = {VDI-Verlag D{\"u}sseldorf},
series = {Fortschritt-Berichte VDI},
author = {G{\"u}nther, M.}
}
@Book { Rienen2001,
title = {Scientific Computing in Electrical Engineering. Proceedings of the 3rd International Workshop, 20-23 August 2000, Warnem{\"u}nde, Germany},
year = {2001},
editor = {van Rienen, U. and G{\"u}nther, M. and Hecht, D.},
publisher = {Springer-Verlag, Berlin},
series = {Lecture Notes in Computational Science and Engineering}
}
@Incollection { Lampe2001,
title = {Robust Limit Cycle Calculations of Oscillators},
year = {2001},
pages = {233--240},
publisher = {Springer Berlin Heidelberg},
booktitle = {Lecture Notes in Computational Science and Engineering},
DOI = {10.1007/978-3-642-56470-3_23},
author = {Lampe, S. and Brachtendorf, H. G. and ter Maten, E. J. W. and Onneweer, S. P. and Laur, R.}
}
@Inproceedings { Guenther2001d,
title = {CHORAL -- a one step method as numerical low pass filter in electrical network analysis},
year = {2001},
pages = {199--215},
editor = {van Rienen, U. and G{\"u}nther, M. and Hecht, D.},
publisher = {Springer-Verlag, Berlin},
booktitle = {Scientific Computing in Electrical Engineering. Proceedings of the 3rd International Workshop, 20-23 August 2000, Warnem{\"u}nde, Germany},
author = {G{\"u}nther, M. and Rentrop, P. and Feldmann, U.}
}
@Inproceedings { Guenther2001e,
title = {{PDAE-Netzwerkmodelle in der elektrischen Schaltungssimulation}},
year = {2001},
pages = {31--38},
editor = {John, W.},
publisher = {Frankfurt},
booktitle = {'99: 5. ITG/GMM-Diskussionssitzung ''Entwicklung von Analogschaltungen mit CAE-Methoden mit dem Schwerpunkt Entwurfsmethodik und parasit{\"a}re Effekte''},
author = {G{\"u}nther, M. and Rentrop, P.}
}
@Inproceedings { Arnold2001--2002,
title = {{Numerik partieller Differentialgleichungen}},
year = {2001},
booktitle = {Vorlesungsskript, Universit{{\"a}}t Saarbr{{\"u}}cken, WS2001/02},
author = {Arnold, A. and Ehrhardt, M. and Rjasanow, S.}
}
@Inproceedings { Bartel2001a,
title = {Multirate {ROW}-Methods of Mixed Type for Circuit Simulation},
year = {2001},
pages = {241--249},
editor = {van Rienen, U. and G{\"u}nther, M. and Hecht, D.},
publisher = {Springer},
booktitle = {Scientic Computing in Electrical Engineering, Lecture Notes in Computational Science and Engineering},
author = {Bartel, A.}
}
@Inproceedings { Houben2001,
title = {Novel time-domain methods for free-running oscillators},
year = {2001},
pages = {III-393 - III-396},
booktitle = {ECCTD'01 - Proceedings of the 15TH European Conference on Circuit Theory and Design},
organization = {Helsinki University of Technology},
author = {Houben, S. H. M. J. and ter Maten, E. J. W. and Maubach, J. M. and Peters, J. M. F.}
}
@Phdthesis { Ehrhardt2001a,
title = {Discrete Artificial Boundary Conditons},
year = {2001},
school = {Technische Universit{{\"a}}t Berlin},
author = {Ehrhardt, M.}
}
@Article { Guenther2000,
title = {Index Concepts for Linear Mixed Systems of Differential-algebraic and Hyperbolic-Type Equations},
journal = {SIAM J. Sci. Comp.},
year = {2000},
volume = {22},
number = {5},
pages = {1610--1629},
author = {G{\"u}nther, M. and Wagner, Y.}
}
@Article { Guenther2000a,
title = {Numerical Simulation of Electrical Circuits},
journal = {GAMM-Mitteilungen},
year = {2000},
volume = {23},
number = {1-2},
pages = {51--77},
author = {G{\"u}nther, M. and Rentrop, P.}
}
@Article { Guenther2000b,
title = {Differential-Algebraic Equations in Electric Circuit Simulation},
journal = {Int. J. Electron. Commun. (AE{\~A})},
year = {2000},
volume = {54},
pages = {101--107},
author = {G{\"u}nther, M. and Hoschek, M. and Rentrop, P.}
}
@Article { Guenther2000c,
title = {Semidiscretization may act like a deregularization},
journal = {Mathematics and Computers in Simulation},
year = {2000},
volume = {53},
pages = {293--301},
author = {G{\"u}nther, M.}
}
@Article { Guenther2000d,
title = {A joint {DAE}/{PDE} model for interconnected electrical networks.},
journal = {Mathematical and Computer Modelling of Dynamical Systems},
year = {2000},
volume = {6},
pages = {114--128},
author = {G{\"u}nther, M.}
}
@Inproceedings { Bartel2000,
title = {Multirate Methods in Electrical Circuit Simulation},
year = {2000},
pages = {258--265},
editor = {Anile, A. M. and Capasso, V. and Greco, A.},
publisher = {Springer},
series = {Mathematics in Industry 1},
booktitle = {Progress in Industrial Mathematics at ECMI 2000},
author = {Bartel, A. and G{\"u}nther, M. and Kv{\ae}rn{\o}, A.}
}
@Inproceedings { Bartel2000a,
title = {Generalised Multirate --- Two {ROW}-type Versions for Circuit simulation},
year = {2000},
publisher = {Philips Electronics},
booktitle = {Unclas- sified NatLab Report No. 2000/804},
author = {Bartel, A.}
}
@Inproceedings { Winkler2000,
title = {On logarithmic norms for differential algebraic equations},
year = {2000},
booktitle = {Preprint 00-17},
organization = {Humboldt-Universit{{\"a}}t zu Berlin},
author = {Winkler, R.}
}
@Article { Guenther1999,
title = {{CAD} based electric circuit modeling in industry {I}: mathematical structure and index of network equations},
journal = {Surv.\verb=~=Math.\verb=~=Ind.},
year = {1999},
volume = {8},
pages = {97--129},
author = {G{\"u}nther, M. and Feldmann, U.}
}
@Article { Guenther1999a,
title = {{CAD} based electric circuit modeling in industry {II}: impact of circuit configurations and parameters},
journal = {Surv.\verb=~=Math.\verb=~=Ind.},
year = {1999},
volume = {8},
pages = {131--157},
author = {G{\"u}nther, M. and Feldmann, U.}
}
@Article { Gilg1999,
title = {Numerical Circuit Simulation},
journal = {Surv.\verb=~=Math.\verb=~=Ind.},
year = {1999},
volume = {8},
pages = {165--169},
author = {Gilg, A. and G{\"u}nther, M.}
}
@Article { Chudej1999,
title = {A global state space approach for the efficient numerical solution of state-constrained trajectory optimization problems},
journal = {J. Optim. Theory Appl.},
year = {1999},
volume = {103},
number = {1},
pages = {75--93},
author = {Chudej, K. and G{\"u}nther, M.}
}
@Article { Ehrhardt1999,
title = {Discrete Transparent Boundary Conditions for General \{Schr{{\"o}\}dinger-type} Equations},
journal = {VLSI Design},
year = {1999},
volume = {9},
number = {4},
pages = {325--338},
author = {Ehrhardt, M.}
}
@Article { Maten1999,
title = {Numerical methods for frequency domain analysis of electronic circuits},
journal = {Surveys on Mathematics for Industry},
year = {1999},
volume = {8},
pages = {171-185},
author = {ter Maten, E. J. W.}
}
@Inproceedings { Guenther1999b,
title = {{ROW-type Integration Methods for Circuit Simulation Packages}},
year = {1999},
pages = {448--455},
editor = {Arkeryd, L. and u.a.},
publisher = {B.G. Teubner, Stuttgart},
booktitle = {Progress in Industrial Mathematics at ECMI 98},
author = {G{\"u}nther, M. and Hoschek, M.}
}
@Inproceedings { Guenther1999c,
title = {Partitioning Strategies in Circuit Simulation},
year = {1999},
volume = {8},
pages = {343--352},
editor = {Bungartz, H.-J. and Durst, F. and Zenger, Chr.},
publisher = {Springer Verlag},
series = {Lecture Notes in Computational Science and Engineering},
booktitle = {High Performance Scientific and Engineering Computing},
author = {G{\"u}nther, M. and Hoschek, M.}
}
@Inproceedings { Feldmann1999,
title = {Some Remarks on Regularization of Circuit Equations},
year = {1999},
pages = {343--348},
editor = {Mathis, W.},
publisher = {Magdeburg},
series = {Conference Proceedings},
booktitle = {X. International Symposium on Theoretical Electrical Engineering},
author = {Feldmann, U. and G{\"u}nther, M.}
}
@Inproceedings { Kevenaar1999,
title = {{RF} {IC} simulation: state-of-the-art and future trends},
year = {1999},
pages = {7-10},
publisher = {Japan Soc. Appl. Phys},
booktitle = {International Conference on Simulation of Semiconductor Processes and Devices. {SISPAD}{\textbackslashtextquotesingle}99 ({IEEE} Cat. No.99TH8387)},
DOI = {10.1109/sispad.1999.799246},
author = {Kevenaar, T. A. M. and ter Maten, E. J. W.}
}
@Article { Guenther1998,
title = {Simulating digital circuits numerically -- a charge-oriented {ROW} approach},
journal = {Numer.\verb=~=Math.},
year = {1998},
volume = {79},
pages = {203--212},
author = {G{\"u}nther, M.}
}
@Article { Arnold1998,
title = {Discrete Transparent Boundary Conditions for Wide Angle Parabolic Equations in Underwater Acoustics},
journal = {Journal of Computational Physics},
year = {1998},
volume = {145},
number = {2},
pages = {611--638},
author = {Arnold, A. and Ehrhardt, M.}
}
@Inproceedings { Arnold1998a,
title = {Discrete Transparent Boundary Conditions for Wide Angle Parabolic Equations in Underwater Acoustics},
year = {1998},
pages = {769--774},
booktitle = {Proceedings of the Fourth European Conference on Underwater Acoustics, September 21-25, 1998, Rome, Italy},
author = {Arnold, A. and Ehrhardt, M.}
}
@Inproceedings { Bartel1998,
title = {{MultiROW within P-Star. A Feasibility Study}},
year = {1998},
publisher = {Philips Electronics},
booktitle = {Unclassified NatLab Report No. 1998/824},
author = {Bartel, A.}
}
@Article { Guenther1997,
title = {{ROW} methods adapted to electric circuit simulation packages},
journal = {Comp.\verb=~=Appl.\verb=~=Math.},
year = {1997},
volume = {82},
pages = {159--170},
author = {G{\"u}nther, M. and Hoschek, M.}
}
@Inproceedings { Guenther1997a,
title = {Modelling transmission lines effects in integrated circuits by a mixed system of {DAEs} and {PDEs}},
year = {1997},
volume = {11},
pages = {535--540},
editor = {Troch, I. and Breitenecker, F.},
publisher = {TU Wien},
series = {Argesim Report},
booktitle = {2nd MATHMOD Vienna. Proceedings IMACS Symposium on Mathematical Modelling},
author = {G{\"u}nther, M.}
}
@Inproceedings { Arnold1997,
title = {A New Discrete Transparent Boundary Condition for Standard and Wide Angle ``Parabolic'' Equations in Underwater Acoustics},
year = {1997},
pages = {623--635},
booktitle = {Proceedings of the Third International Conference on Theoretical and Computational Acoustics, July 14-18, 1997, Newark, New Jersey, USA},
author = {Arnold, A. and Ehrhardt, M.}
}
@Inproceedings { Ehrhardt1997,
title = {Discrete Transparent Boundary Conditions for Parabolic Equations},
year = {1997},
volume = {77(2)},
pages = {543--544},
series = {ZAMM},
booktitle = {Proceedings of the GAMM 96 Conference},
author = {Ehrhardt, M.}
}
@Article { Guenther1996,
title = {The differential-algebraic index concept in electric circuit simulation},
journal = {Z. f. angew. Math. u. Mech.},
year = {1996},
volume = {76},
number = {1},
pages = {91--94},
author = {G{\"u}nther, M. and Rentrop, P.}
}
@Article { Guenther1996a,
title = {Modeling and simulating charge sensitive {MOS} circuits},
journal = {Math. Modelling of Systems},
year = {1996},
volume = {2},
pages = {69--81},
author = {G{\"u}nther, M. and Denk, G. and Feldmann, U.}
}
@Inproceedings { Gunther1996,
title = {The {NAND-gate} -- a benchmark for the numerical simulation of digital circuits},
year = {1996},
pages = {27--33},
editor = {Mathis, W. and Noll, P.},
publisher = {Berlin, VDE-Verlag},
booktitle = {2.ITG-Diskussionssitzung ''Neue Anwendungen Theoretischer Konzepte in der Elektrotechnik - mit Gedenksitzung zum 50. Todestag von Wilhelm Cauer''},
author = {G{\"u}nther, M. and Rentrop, P.}
}
@Inproceedings { Guenther1996b,
title = {Numerical solution of differential-algebraic equations in electric circuit simulation},
year = {1996},
pages = {285--294},
editor = {Neunzert, H.},
publisher = {Chichester, Wiley \& Teubner},
booktitle = {Progress in Industrial Mathematics at ECMI 94},
author = {G{\"u}nther, M.}
}
@Inproceedings { Graeb1996,
title = {Optimization of Parallel Multilevel-Newton Algorithms on Workstation Clusters},
year = {1996},
volume = {1124},
pages = {91--96},
editor = {Bouge, L. and et al.},
publisher = {Berlin, Springer-Verlag},
series = {Lecture Notes in Computer Science},
booktitle = {Euro-Par96 Parallel Processing},
author = {Gr{\"a}b, R. and G{\"u}nther, M. and Wever, U. and Zheng, Q.}
}
@Article { Guenther1995a,
title = {The {DAE}-index in electric circuit simulation},
journal = {Mathematics and Computers in Simulation},
year = {1995},
volume = {39},
pages = {573--582},
author = {G{\"u}nther, M. and Feldmann, U.}
}
@Article { Gerstberger1995,
title = {Charge-oriented extrapolation methods in digital circuit simulation},
journal = {Appl.\verb=~=Numer.\verb=~=Math.},
year = {1995},
volume = {18},
pages = {115--125},
author = {Gerstberger, R. and G{\"u}nther, M.}
}
@Article { Guenther1995b,
title = {Wissenschaftliches Rechnen aus der Sicht der Mathematik},
journal = {Thema Forschung 2/95, TH Darmstadt},
year = {1995},
volume = {2},
pages = {26--35},
author = {G{\"u}nther, M. and Lehn, J. and Rentrop, P. and Rettig, S. and Simeon, B.}
}
@Book { Guenther1995,
title = {{Ladungsorientierte Rosenbrock-Wanner-Methoden zur numerischen Simulation digitaler Schaltungen}},
year = {1995},
volume = {20(168)},
publisher = {VDI-Verlag D{\"u}sseldorf},
series = {Fortschritt-Berichte VDI},
author = {G{\"u}nther, M.}
}
@Inproceedings { Gunther1995,
title = {Impact of modeling and integration scheme on simulation of MOS-circuits},
year = {1995},
pages = {385--390},
editor = {Breitenecker, F. and Husinsky., I.},
publisher = {Amsterdam, Elsevier},
booktitle = {Eurosim'95 Simulation Congress},
author = {G{\"u}nther, M. and Denk, G. and Feldmann, U.}
}
@Mastersthesis { Ehrhardt1995,
title = {\{Finite Differenzenverfahren f{{\"u}\}r hyperbolische Systeme mit absorbierenden Randbedingungen}},
year = {1995},
school = {Technische Universit{{\"a}}t Berlin},
author = {Ehrhardt, M.}
}
@Article { Guenther1994a,
title = {Charge-oriented modelling of electric circuits and {Rosenbrock-Wanner} methods.},
journal = {Journal of Computing and Information},
year = {1994},
volume = {4},
pages = {41--53},
author = {G{\"u}nther, M.}
}
@Article { Janssen1994,
title = {Simulation of coupled electromagnetic and heat dissipation problems},
journal = {{IEEE} Transactions on Magnetics},
year = {1994},
volume = {30},
number = {5},
pages = {3331--3334},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
DOI = {10.1109/20.312651},
author = {Janssen, H. H. J. M. and ter Maten, E. J. W. and van Houwelingen, D.}
}
@Article { Heynderickx1994,
title = {Influence of a temperature gradient on the simple shear now of a nematic liquid crystal},
journal = {Journal of Non-Newtonian Fluid Mechanics},
year = {1994},
volume = {55},
number = {2},
pages = {137--161},
publisher = {Elsevier {BV}},
DOI = {10.1016/0377-0257(94)80002-2},
author = {Heynderickx, I. E. J. and Potze, W. and Maten, E. J. W. Ter}
}
@Incollection { Guenther1994,
title = {Partitioning and multirate strategies in latent electric circuits},
year = {1994},
pages = {33--60},
editor = {Bank, R. E. and et al.},
publisher = {Basel, Birkh{\"a}user},
booktitle = {Mathematical modelling and simulation of electrical circuits and semiconductor devices},
author = {G{\"u}nther, M. and Rentrop, P.}
}
@Inproceedings { Gerstberger1994,
title = {Parallelization of a charge-oriented extrapolation method on the SNI-KSR1},
year = {1994},
volume = {9401},
pages = {57--61},
editor = {Brehm, M. and Schaller, Ch.},
publisher = {M{\"u}nchen, LRZ},
series = {LRZ-Bericht},
booktitle = {{Overview of research on the parallel computer SNI-KSR at the Leibniz-Rechenzentrum M{\"u}nchen}},
author = {Gerstberger, R. and G{\"u}nther, M.}
}
@Article { Guenther1993,
title = {Multirate {ROW} methods and latency of electric circuits},
journal = {Appl.\verb=~=Numer.\verb=~=Math.},
year = {1993},
volume = {13},
pages = {83--102},
author = {G{\"u}nther, M. and Rentrop, P.}
}
@Inproceedings { Denk1993,
title = {{Olympische Chips: Schaltkreise -- Spannung in der Numerik}},
year = {1993},
pages = {14--15},
booktitle = {Technische Universit{\"a}t M{\"u}nchen, TUM-Sonderreihe Forschung f{\"u}r Bayern, Heft 6: Fakult{\"a}t f{\"u}r Mathematik, Fakult{\"a}t f{\"u}r Informatik},
author = {Denk, G. and G{\"u}nther, M. and Schmidt, W.}
}
@Inproceedings { Maten1993,
title = {Vector extrapolation applied to a time cyclic heat problem},
year = {1993},
volume = {8(2)},
pages = {983-994},
editor = {Lewis, R. W.},
publisher = {Pineridge Press Lmt, Swansea, UK},
booktitle = {Numerical methods in thermal problems},
author = {ter Maten, E. J. W. and Huijben, A. J. M.}
}
@Inproceedings { Janssen1993,
title = {Simulation of coupled electromagnetic and heat dissipation problems},
year = {1993},
volume = {1993/117},
pages = {3/1-3/3},
booktitle = {IEE, Colloquium on Coupling Electromagnetic to Other Fields},
author = {Janssen, H. H. J. M. and ter Maten, E. J. W. and van Houwelingen, D.}
}
@Inproceedings { Maten1993a,
title = {Simulation of radiation heat transfer in television tubes},
year = {1993},
volume = {8(1)},
pages = {831-842},
editor = {Lewis, R. W.},
publisher = {Pineridge Press Lmt, Swansea, UK},
booktitle = {Numerical methods in thermal problems},
author = {ter Maten, E. J. W.}
}
@Inproceedings { Schilders1993,
title = {Simulation of non-isothermal Couette flow of liquid crystalline polymers},
year = {1993},
volume = {8(1)},
pages = {480-491},
editor = {Taylor, C.},
publisher = {Pineridge Press Lmt, Swansea, UK},
booktitle = {Numerical methods in laminar and turbulent flow},
author = {Schilders, W. H. A. and ter Maten, E. J. W. and Rusch, J. J. and Heynderickx, I. E. J.}
}
@Inproceedings { Maten1993b,
title = {Simulation of steady non-isothermal flow of liquid crystalline polymers},
year = {1993},
volume = {1},
pages = {572-581},
editor = {Morgan, K. and Onate, E. and Periaux, J. and Peraire, J. and Zienkiewicz, O. C.},
publisher = {Centro Int. de Metodos Num. en Ing. (CIMNE), Barcelona and Pineridge Press Lmt, Swansea, UK},
booktitle = {Finite elements in fluids, New trends and applications},
author = {ter Maten, E. J. W. and Heynderickx, I. E. J. and Potze, W. and Rusch, J. J. and Schilders, W. H. A.}
}
@Article { Maten1992,
title = {Simulation of inductive heating},
journal = {{IEEE} Transactions on Magnetics},
year = {1992},
volume = {28},
number = {2},
pages = {1287--1290},
publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
DOI = {10.1109/20.123925},
author = {ter Maten, E. J. W. and Melissen, J. B. M.}
}
@Mastersthesis { Guenther1992,
title = {{Multirate Rosenbrock-Wanner Verfahren zur Integration von elektrischen Schaltkreisen}},
year = {1992},
school = {Technische Universit{\"a}t at M{\"u}nchen},
type = {Diplomarbeit},
author = {G{\"u}nther, M.}
}
@Article { Weinmueller1988,
title = {Path-following Algorithm for Singular Boundary Value Problems},
journal = {ZAMM},
year = {1988},
volume = {68},
pages = {527--537},
author = {Weinm{\"u}ller, E. and Winkler, E.}
}
@Article { Maten1986,
title = {A convergence analysis of {Hopscotch} methods for fourth order parabolic equations},
journal = {Numerische Mathematik},
year = {1986},
volume = {49},
number = {2-3},
pages = {275--290},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1007/bf01389630},
author = {ter Maten, E. J. W. and Sleijpen, G. L. G.}
}
@Article { Maten1986a,
title = {Splitting methods for fourth order parabolic partial differential equations},
journal = {Computing},
year = {1986},
volume = {37},
number = {4},
pages = {335--350},
publisher = {Springer Science and Business Media {LLC}},
DOI = {10.1007/bf02251091},
author = {ter Maten, E. J. W.}
}
@Inproceedings { Winkler1985,
title = {Path-following for two-point boundary value problems},
year = {1985},
volume = {78},
booktitle = {Seminarbericht 78 der Sektion Mathematik},
organization = {Humboldt-Universit{{\"a}}t zu Berlin},
author = {Winkler, R.}
}
@Inproceedings { Lamour1985,
title = {The program system ''RWA'' (version 2) for the solution of TPBVP - fundamentals and algorithms},
year = {1985},
volume = {67},
booktitle = {Seminarbericht 67 der Sektion Mathematik},
organization = {Humboldt-Universit{{\"a}}t zu Berlin},
author = {Lamour, R. and Hanke, M. and Winkler, R.}
}
@Phdthesis { Maten1984,
title = {Stability analysis of finite difference methods for fourth order parabolic partial differential equations},
year = {1984},
school = {Rijksuniversiteit Utrecht},
type = {Dissertation},
author = {ter Maten, E. J. W.}
}
@Phdthesis { Winkler1984,
title = {Numerische Behandlung von parameterabh{{\"a}}ngigen Zwei-Punkt-Randwertaufgaben unter Ber{{\"u}}cksichtigung von Verzweigungsproblemen},
year = {1984},
school = {Humboldt-Universit{{\"a}}t zu Berlin},
type = {{Dissertation}},
author = {Winkler, R.}
}
@Book { Teng2020Book,
title = {Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance},
publisher = {World Scientific},
author = {Teng, L. and Ehrhardt, M. and G{\"u}nther, M.}
}
@Book { EhrhardtGuentherBuch2020,
title = {Numerik gew{{\"o}}hnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft},
publisher = {Springer},
author = {Ehrhardt, M. and G{\"u}nther, M.}
}