- 2014
- 348.C. Hendricks, M. Ehrhardt and M. Günther, "High Order Combination Technique for the efficient Pricing of Basket Options" , 2014.
- 347.M. Galgon, L. Krämer, J. Thies, A. Basermann and B. Lang, "On the parallel iterative solution of linear systems arising in the FEAST algorithm for computing inner eigenvalues" , 2014.
- 346.C. Hachtel, A. Bartel and M. Günther, "Interface Reduction for Multirate ODE-Solver" , 2014.
- 345.K. Gausling and A. Bartel, "Analysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit" , 2014.
- 344.A. Alvermann, A. Basermann, H. Fehske, M. Galgon, G. Hager, M. Kreutzer, L. Krämer, B. Lang, A. Pieper, M. Röhrig-Zöllner, F. Shahzad, J. Thies and G. Wellein, "ESSEX: Equipping Sparse Solvers for Exascale" , 2014.
- 343.L. Krämer, "Convergence of integration based methods for the solution of standard and generalized Hermitian eigenvalue problems" , 2014.
- 342.B. Jacob and K. Morris, "Root locii for systems defined on Hilbert spaces" , 2014.
- 341.A. Bartel, C. Cimala, M. Clemens, M. Günther and J. Maten, "Program & Book of Abstracts --- The 10th International Conference on Scientific Computing in Electrical Engineering SCEE 2014" , 2014.
- 340.L. Teng, M. Ehrhardt and M. Günther, "Option Pricing with dynamically correlated Stochastic Interest Rate" , 2014.
- 339.M. Saadi, "A Probabilistic LCF Model for Turbo Charger Compressor of a Jet Engine" , 2014.
- 338.B. Augner, B. Jacob and H. Laasri, "On the right multiplicative perturbation of non-autonomous Lp-maximal regularity" , 2014.
- 337.M. Ehrhardt and R. Valkov, "Numerical analysis of nonlinear European option pricing problem in illiquid markets" , 2014.
- 336.C. Hachtel, M. Günther and A. Bartel, "Model Order Reduction for Multirate ODE-Solvers in a Multiphysics Application" , 2014.
- 335.B. Jacob, K. Morris and H. Zwart, "C0-semigroups for hyperbolic partial differential equations on a one-dimensional spatial domain" , 2014.
- 334.M. Schweitzer, "Any cycle-convergence curve is possible for restarted FOM" , 2014.
- 333.M. Wandelt and M. Günther, "Efficient Numerical Simulation of the Wilson Flow in Lattice QCD" , 2014.
- 332.A. Frommer, S. Güttel and M. Schweitzer, "Convergence of restarted Krylov subspace methods for Stieltjes functions of matrices" , 2014.
- 331.R. Pulch, A. Bartel and S. Schöps, "Quadrature Methods with Adjusted Grids for Stochastic Models of Coupled Problems" , 2014.
- 330.A. Arnold and M. Ehrhardt, "A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics" , 2014.
- 329.J. Silva, E. J. W. Maten, M. Günther and M. Ehrhardt, "Proper Orthogonal Decomposition in Option Pricing: Basket Options and Heston Model" , 2014.
- 328.C. Hendricks, M. Ehrhardt and M. Günther, "Integrated Forecasting of day-ahead Prices in the German Electricity Market" , 2014.
- 327.L. Teng, M. Ehrhardt and M. Günther, "The Pricing of Quanto Options under Dynamic Correlation" , 2014.
- 326.Z. Bučková, M. Ehrhardt and M. Günther, "Fichera Theory and its Application in Finance" , 2014.
- 325.L. Teng, M. Ehrhardt and M. Günther, "The Dynamic Correlation Model and its Application to the Heston Model" , 2014.
- 324.B. Jacob, S. Wegner and J. Wintermayr, "Desch-Schappacher perturbation of one-parameter semigroups on locally convex spaces" , 2014.
- 323.H. Gottschalk, S. Schmitz, T. Seibel, G. Rollmann, R. Krause and T. Beck, "Probabilistic Schmid Factors and Scatter of LCF Life" , 2014.
- 322.C. Fewster and A. Schenkel, "Locally covariant quantum field theory with external sources -- Relative Cauchy evolution, automorphisms and dynamical locality" , 2014.
- 321.A. Frommer, S. Güttel and M. Schweitzer, "FUNM\_QUAD: An implementation of a stable, quadrature based restarted Arnoldi method for matrix functions" , 2014.
- 320.L. Teng, M. Ehrhardt and M. Günther, "Modelling Stochastic Correlation" , 2014.
- 319.A. Di Bucchianico, E. J. W. Maten, R. Pulch, R. Janssen, J. Niehof, M. Hanssen and S. Kapora, "Robust and Efficient Uncertainty Quantification and Validation of RFIC Isolation" , 2014.
- 318.Z. Bučková, J. Silva, M. Ehrhardt, M. Günther and E. J. W. Maten, "STRIKE – Novel Methods in Computational Finance" , 2014.
- 317.A. Bátkai, P. Csomós, K. Engel and B. Farkas, "Stability for Lie--Trotter products for some operator matrix semigroups", Proceedings in Applied Mathematics and Mechanics, vol. 14, pp. 995-998, 2014.
- 316.B. Farkas and S. G. R{\'e}v{\'e}sz, "The periodic decomposition problem" in Theory and applications of difference equations and discrete dynamical systems, Springer, Heidelberg, 2014, pp. 143--169.
- 315.B. Farkas, J. Pintz and S. G. R{\'e}v{\'e}sz, "On the optimal weight function in the <prt>G</prt>oldston-<prt>P</prt>intz-<prt>Y</prt>\i ld\i r\i m method for finding small gaps between consecutive primes" in Number theory, analysis, and combinatorics, https://arxiv.org/abs/1306.2133: De Gruyter, Berlin, 2014, pp. 75-104.
- 314.S. Wegner, "Universal extrapolation spaces for <prt>C_0</prt>-semigroups", Ann. Univ. Ferrara Sez. VII Sci. Mat., vol. 60, no. 2, pp. 447--463, 2014.
- 313.B. Jacob, E. Rydhe and A. Wynn, "The weighted <prt>W</prt>eiss conjecture and reproducing kernel theses for generalized <prt>H</prt>ankel operators", J. Evol. Equ., vol. 14, no. 1, pp. 85--120, 2014.
- 312.J. Glück, "Square roots and continuity in strictly linearly ordered semigroups on real intervals", Semigroup Forum, vol. 89, no. 3, pp. 491--500, 2014.
- 311.B. Augner and B. Jacob, "Stability and stabilization of infinite-dimensional linear port-<prt>H</prt>amiltonian systems", Evol. Equ. Control Theory, vol. 3, no. 2, pp. 207--229, 2014.
- 310.A. Bátkai, P. Csomós and B. Farkas, "Operator splitting for dissipative delay equations", Proceedings in Applied Mathematics and Mechanics, vol. 14, pp. 989-990, 2014.
- 309.Y. Kopylov and S. Wegner, "Exact couples in semiabelian categories revisited", J. Algebra, vol. 414, pp. 264--270, 2014.
- 308.C. Tretter and C. Wyss, "Dichotomous <prt>H</prt>amiltonians with unbounded entries and solutions of <prt>R</prt>iccati equations", J. Evol. Equ., vol. 14, no. 1, pp. 121--153, 2014.
- 307.B. Jacob, J. R. Partington and S. Pott, "Applications of <prt>L</prt>aplace-<prt>C</prt>arleson embeddings to admissibility and controllability", SIAM J. Control Optim., vol. 52, no. 2, pp. 1299--1313, 2014.
- 306.C. Hendricks, M. Ehrhardt and M. Günther, "High Order Tensor Product Interpolation in the Combination Technique" , 2014.
- 305.D. Heubes, A. Bartel and M. Ehrhardt, "Discrete Artificial Boundary Condition for the Lattice Boltzmann Method" , 2014.
- 304.[English] M. Stiglmayr, J. R. Figueira and K. Klamroth, "On the multicriteria allocation problem", Annals of Operations Research, vol. 222, no. 1, pp. 535--549, 2014. Springer US.
- 2013
- 303.B. Augner and B. Jacob, "Stability and Stabilization of Infinite-dimensional Linear Port-Hamiltonian Systems" , 2013.
- 302.D. Shcherbakov, M. Ehrhardt, M. Günther and M. Peardon, "Force-Gradient Nested Multirate Methods for Hamiltonian Systems" , 2013.
- 301.A. Bartel and M. Günther, "PDAEs in Refined Electrical Network Modelling" , 2013.
- 300.G. Ali, A. Bartel and N. Rotundo, "Index-2 elliptic partial differential-algebraic models for circuits and devices" , 2013.
- 299.S. Schöps, A. Bartel and M. Günther, "An Optimal {p}-Refinement Strategy for Dynamic Iteration of ODEs and DAEs" , 2013.
Last modified: 12.06.2023
