Preprints 2016

• Geometric Multigrid for the tight-binding Hamiltonian of graphene

  Kahl, K. and Kintscher, N.

  Preprint: imacm_16_29download

• Including gap junctions into distributed neuronal network simulations

  Hahne, J. and Helias, M. and Kunkel, S. and Igarashi, J. and Kitayama, I. and Wylie, B. and Bolten, M. and Frommer, A. and Diesmann, M.

  Preprint: imacm_16_28download

• The Deflated Conjugate Gradient Method: Convergence, Perturbation and Accuracy

  Kahl, K. and Rittich, H.

  Preprint: imacm_16_27download

• DDalphaAMG for Twisted Mass Fermions

  Alexandrou,C. and Bacchio, S. and Finkenrath, J. and Frommer, A. and Kahl, K. and Rottman, M.

  Preprint: imacm_16_26download

• Adaptive Aggregation-based Domain Decomposition Multigrid for Twisted Mass Fermions

  Alexandrou,C. and Bacchio, S. and Finkenrath, J. and Frommer, A. and Kahl, K. and Rottman, M.

  Preprint: imacm_16_25download

• Robust optimization of an RFIC isolation problem under uncertainties

  Putek, P. and Janssen, R. and Niehof, J. and ter Maten, E.J.W. and Pulch, R. and Günther, M.

  Preprint: imacm_16_24download

• Reduced Models in Option Pricing

  Silva, J.P. and ter Maten, E.J.W. and Günther, M. and Ehrhardt, M.

  Preprint: imacm_16_23download

• Nanoelectronic coupled problem solutions: Uncertainty Quantification of RFIC Interference

  Putek, P. and Janssen, R. and Niehof, J. and ter Maten, E.J.W. and Pulch, R. and Tasić, B. and Günther, M.

  Preprint: imacm_16_22download

• Multirate DAE/ODE-Simulation and Model Order Reduction for Coupled Circuit-Field Systems

  Hachtel, Ch. and Kerler-Back, J. and Bartel, A. and Günther, M. and Stykel, T.

  Preprint: imacm_16_21download

• Implementation of alternating direction explicit methods for higher dimensional Black-Scholes equations

  Bučková, Z. and Pólvora, P. and Ehrhardt, M. and Günther, M.

  Preprint: imacm_16_20download

• Adapted nested force-gradient integrators: the Schwinger model case

  Shcherbakov, D. and Ehrhardt, M. and Finkenrath, J. and Günther, M. and Knechtli, F. and Peardon, M.

  Preprint: imacm_16_19download

• Wide-angle parabolic approximations for the nonlinear Helmholtz equation in the Kerr media

  Petrov, P.S. and Makarov, D.V. and Ehrhardt, M.

  Preprint: imacm_16_18download

• Fitting generalized Gaussian distributions for Process Capability Index

  Beelen, T.G.J. and Dohmen, J.J. and ter Maten, E.J.W. and Tasić B.

  Preprint: imacm_16_17download

• Hybrid finite difference / pseudospectral methods for the Heston and Heston-Hull-White PDE

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

  Preprint: imacm_16_16download

• Quanto Pricing in Stochastic Correlation Models

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

  Preprint: imacm_16_15download

• Modifications of the PCPT Method for HJB Equations

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

  Preprint: imacm_16_14download

• Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations

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

  Preprint: imacm_16_13download

• Short rate as a sum of two CKLS-type processes

  Bučková, Z. and Halgašová, J. and Stehlíková, B.

  Preprint: imacm_16_12download

• The Radau-Lanczos method for matrix functions

  Frommer, A. and Lund-Nguyen, K. and Schweitzer, M. and Szyld, D.B.

  Preprint: imacm_16_11download

• Generalized ROW-Type Methods for Solving Semi-Explicit DAEs of Index-1

  Jax, T. and Steinebach, G.

  Preprint: imacm_16_10download

• Fast Time-Domain Simulation for Reliable Fault Detection

  Tasić, B. and Dohmen, J.J. and Janssen, R. and ter Maten, E.J.W. and Beelen, T.G.J. and Pulch, R.

  Preprint: imacm_16_09download

• A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching

  Schweitzer, M.

  Preprint: imacm_16_08download

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

  Schweitzer, M.

  Preprint: imacm_16_07download

• Hybrid finite difference / pseudospectral methods for the Heston and Heston-Hull-White PDE

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

  Preprint: imacm_16_06download

• Modeling, Minimizing and Managing the Risk of Fatigue for Mechanical Components

  Bittner, L. and Gottschalk, H. and Gröger, M. and Moch, N. and Saadi, M. and Schmitz, S.

  Preprint: imacm_16_05download

• Option Pricing in Markets with Unknown Stochastic Dynamics

  Gottschalk, H. and Nizami, E.

  Preprint: imacm_16_04download

• Beta-admissibility of observation and control operators for hypercontractive semigroups

  Jacob, B. and Partington, J. R. and Pott, S. and Wynn, A.

  Preprint: imacm_16_03download

• Stability and Error Analysis for Coupled Multirate-MOR Methods

  Hachtel, Ch. and Bartel, A. and Günther, M.

  Preprint: imacm_16_02download

• Optimal Reliability for Components under Thermomechanical Cyclic Loading

  Bittner, L. and Gottschalk, H.

  Preprint: imacm_16_01download