Preprints 2015

• Adaptive algebraic multigrid on SIMD architectures

  Heybrock, S. and Rottmann, M. and Georg, P. and Wettig, T.

  Preprint: imacm_15_41download

• (Approximate) Low-Mode Averaging with a new Multigrid Eigensolver

  Bali, G. and Collins, S. and Frommer, A. and Kahl, K. and Kanamori, I. and Müller, B. and Rottmann, M. and Simeth, J.

  Preprint: imacm_15_40download

• High-order ADI schemes for parabolic equations in the combination technique with application in finance

  Hendricks, Ch. and Heuer, Ch. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_39download

• Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matricess

  Schweitzer, M.

  Preprint: imacm_15_38download

• Easy to say they’re hard, but hard to see they’re easy - Toward a categorization of tractable multiobjective combinatorial optimization problems

  Figueira, J. R. and Fonseca, C. and Halffmann, P. and Klamroth, K. and Paquete, L. and Ruzika, St. and Schulze, B. and Stiglmayr, M. and Willems, D.

  Preprint: imacm_15_37download

• Nanoelectronic COupled Problems Solutions - nanoCOPS

  ter Maten, E.J.W. and Putek, P. and Günther, M. and Tischendorf, C. and Strohm, Ch. and Schoenmaker, W. and Meuris, P. and de Smedt, B. and Benner, P. and Feng, L. and Banagaaya, N. and Yue, Y. and Janssen, R. and Dohmen, J.J. and Tasic, B. et al.

  Preprint: imacm_15_36download

• Uncertainty Quantification for Robust Topology Optimization of Power Transistor Devices

  Putek, P. and Meuris, P. and Pulch, R. and ter Maten, J. and Schoenmaker, W. and Günther, M.

  Preprint: imacm_15_34download

• Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods

  Putek, P. and Gausling, K. and Bartel, A. and Gawrylczyk, K.M. and ter Maten, J. and Pulch, R. and Günther, M.

  Preprint: imacm_15_33download

• Multi-objective topology optimization and losses reduction in a permanent magnet excited synchronous machine

  Putek, P. and Paplicki, P. and Pulch, R. and ter Maten, E.J.W. and Günther, M. and Palka, R.

  Preprint: imacm_15_32download

• Coupling Interfaces and their Impact in Field/Circuit Co-Simulation

  Gausling, K. and Bartel, A.

  Preprint: imacm_15_31download

• Pricing Swing Options in Electricity Markets with two Stochastic Factors using a Partial Differential Equation Approach

  Calvo-Garrido, M. and Ehrhardt, M. and Vazquez Cedon, C.

  Preprint: imacm_15_30download

• Calibration of Levy Processes using Optimal Control of Kolmogorov Equations with Periodic Boundary Conditions

  Annunziato, M. and Gottschalk, H.

  Preprint: imacm_15_29download

• Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids

  Düring, B. and Heuer, Ch.

  Preprint: imacm_15_28download

• High-Order-Compact ADI schemes for pricing basket options in the combination technique

  Hendricks, Ch. and Heuer, Ch. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_27download

• Transparent boundary conditions for the high-order parabolic approximations

  Petrov, P.S. and Ehrhardt, M.

  Preprint: imacm_15_26download

• Well-posedness and Stability of Linear Port-Hamiltonian Systems with Nonlinear Boundary Feedback

  Augner, B.

  Preprint: imacm_15_25download

• On the Non-Existence of Higher Order Monotone Approximation Schemes for HJB Equations

  Kossaczký, I. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_24download

• Quantum fields obtained from convoluted generalized white noise never have positive metric

  Albeverio, S. and Gottschalk, H.

  Preprint: imacm_15_23download

• On the Heston model with Stochastic Correlation

  Teng, L. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_22download

• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions

  Frommer, A. and Schweitzer, M.

  Preprint: imacm_15_21download

• Mathematical Modelling of Radicalization Processes: the Example of Right-wing Extremism in Germany

  Deutsch, T. and Ehrhardt, M.

  Preprint: imacm_15_20download

• Optimal Actuator and Observation Location for Time-Varying Systems on a Finite-Time Horizon

  Wu, X. and Jacob, B. and Elbern, H.

  Preprint: imacm_15_19download

• Efficiency and Sensitivity Analysis of Observation Networks for Atmospheric Inverse Modelling with Emissions

  Wu, X. and Elbern, H. and Jacob, B.

  Preprint: imacm_15_18download

• High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions

  Düring, B. and Heuer, C.

  Preprint: imacm_15_17download

• High-order compact schemes for Black-Scholes basket options

  Düring, B. and Heuer, C.

  Preprint: imacm_15_16download

• Alternating Direction Explicit Methods for Convection Diffusion Equations

  Buckova, Z. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_15download

• High-Order-Compact ADI schemes for diffusion equations with mixed derivatives in the combination technique

  Hendricks, C. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_14download

• Advanced topics in Model Order Reduction

  Harutyunyan, D. and Ionutiu, R. and ter Maten, E.J.W. and Rommes, J. and Schilders, W.H.A. and Striebel, M.

  Preprint: imacm_15_13download

• Parameterized Model Order Reduction

  Ciuprina, G. and Fernandez Villena, J. 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 Stefanescu, A. and Striebel, M.

  Preprint: imacm_15_12download

• Model Order Reduction - Methods, Concepts and Properties

  Antoulas, A. 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.

  Preprint: imacm_15_11download

• Fast Fault Simulation to identify subcircuits involving faulty components

  Tasic, 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 Günther, M.

  Preprint: imacm_15_10download

• Transparent boundary conditions for a hierarchy of high-order parabolic approximations

  Petrov, P. and Ehrhardt, M.

  Preprint: imacm_15_09download

• Assessment of Models for Pedestrian Dynamics with Functional Principal Component Analysis

  Chraibi, M. and Ensslen, T. and Gottschalk, H. and Saadi, M. and Seyfried, A.

  Preprint: imacm_15_08download

• Adaptive choice of projectors in projection based eigensolvers

  Galgon, M. and Krämer, L. and Lang, B.

  Preprint: imacm_15_07download

• Multirate GARK schemes for multiphysics problems

  Günther, M. and Hachtel, C. and Sandu, A.

  Preprint: imacm_15_06download

• Discrete Artificial Boundary Conditions for the Korteweg-de Vries Equation

  Besse, C. and Ehrhardt, M. and Lacroix-Violet, I.

  Preprint: imacm_15_05download

• Concept for a one-dimensional discrete artificial boundary condition for the lattice Boltzmann method

  Heubes, D. and Bartel, A. and Ehrhardt, M.

  Preprint: imacm_15_04download

• nanoCOPS: Nanoelectronic COupled Problem Solutions

  ter Maten, E.J.W. and Günther, M. and Putek, P. and Benner, P. and Feng, L. and Schneider, J. and Brachtendorf, H.-G. and Bittner, K. and Deleu, F. and Wieers, A. and Janssen, R. and Kratochvil, T. and Gotthans, T. and Pulch, R. and Liu, Q. and Reynier, P. and Schoenmaker, W. and Merius, P. and Schöps, S. and De Gersem, H. and Tischendorf, C. and Strohm, C.

  Preprint: imacm_15_03download

• The European Project nanoCOPS for Nanoelectronic Coupled Problems Solutions

  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 Schöps, S. and Tischendorf, C.

  Preprint: imacm_15_02download

• Numerical Simulation of the Heston model with Stochastic Correlation

  Teng, L. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_15_01download