Institute of Mathematical Modelling, Analysis and Computational Mathematics

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

zuletzt bearbeitet am: 14.02.2020

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