# Preprints 2014

#### Multigrid Preconditioning for the Overlap Operator in Lattice QCD

Brannick, J. and Frommer, A. and Kahl, K. and Leder, B. and Rottmann, M. and Strebel, A.

Preprint: imacm_14_40download#### On Mayfield’s stability proof for the discretized transparent boundary condition for the parabolic equation

Petrov, P. and Ehrhardt, M.

Preprint: imacm_14_39download#### On the Spectral Decomposition of Dichotomous and Bisectorial Operators

Winklmeier, M. and Wyss, C.

Preprint: imacm_14_38download#### Discrete Artificial Boundary Conditions for the Lattice Boltzmann Method in 2D

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

Preprint: imacm_14_37download#### High Order Combination Technique for the efficient Pricing of Basket Options

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

Preprint: imacm_14_36download#### On the parallel iterative solution of linear systems arising in the FEAST algorithm for computing inner eigenvalues

Galgon, M. and Krämer, L. and Thies, J. and Basermann, A. and Lang, B.

Preprint: imacm_14_35download#### Interface Reduction for Multirate ODE-Solver

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

Preprint: imacm_14_34download#### Variational principles for self-adjoint operator functions arising from second-order systems

Jacob, B. and Langer, M. and Trunk, C.

Preprint: imacm_14_33download#### Analysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit

Gausling, K. and Bartel, A.

Preprint: imacm_14_32download#### ESSEX: Equipping Sparse Solvers for Exascale

Alvermann, A. and Basermann, A. and Fehske, H. and Galgon, M. and Hager, G. and Kreutzer, M. and Krämer, L. and Lang, B. and Pieper, A. and Röhrig-Zöllner, M. and Shahzad, F. and Thies, J. and Wellein, G.

Preprint: imacm_14_31download#### Convergence of integration based methods for the solution of standard and generalized Hermitian eigenvalue problems

Krämer, L.

Preprint: imacm_14_30download#### Root locii for systems defined on Hilbert spaces

Jacob, B. and Morris, K.

Preprint: imacm_14_29download#### Program & Book of Abstracts --- The 10th International Conference on Scientific Computing in Electrical Engineering SCEE 2014

Bartel, A. and Cimala, C. and Clemens, M. and Günther, M. and ter Maten, J.

Preprint: imacm_14_28download#### Option Pricing with dynamically correlated Stochastic Interest Rate

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

Preprint: imacm_14_27download#### A Probabilistic LCF Model for Turbo Charger Compressor of a Jet Engine

Saadi, M.

Preprint: imacm_14_26download#### High Order Tensor Product Interpolation in the Combination Technique

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

Preprint: imacm_14_25download#### On the right multiplicative perturbation of non-autonomous Lp-maximal regularity

Augner, B. and Jacob, B. and Laasri, H.

Preprint: imacm_14_24download#### Numerical analysis of nonlinear European option pricing problem in illiquid markets

Ehrhardt, M. and Valkov, R.

Preprint: imacm_14_23download#### Model Order Reduction for Multirate ODE-Solvers in a Multiphysics Application

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

Preprint: imacm_14_22download#### C0-semigroups for hyperbolic partial differential equations on a one-dimensional spatial domain

Jacob, B. and Morris, K. and Zwart, H.

Preprint: imacm_14_21download#### Discrete Artificial Boundary Condition for the Lattice Boltzmann Method

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

Preprint: imacm_14_20download#### Any cycle-convergence curve is possible for restarted FOM

Schweitzer, M.

Preprint: imacm_14_19download#### Efficient Numerical Simulation of the Wilson Flow in Lattice QCD

Wandelt, M. and Günther, M.

Preprint: imacm_14_18download#### Convergence of restarted Krylov subspace methods for Stieltjes functions of matrices

Frommer, A. and Güttel, S. and Schweitzer, M.

Preprint: imacm_14_17download#### Analysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit

Gausling, K. and Bartel, A.

Preprint: imacm_14_16download#### Quadrature Methods with Adjusted Grids for Stochastic Models of Coupled Problems

Pulch, R. and Bartel, A. and Schöps, S.

Preprint: imacm_14_15download#### A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics

Arnold, A. and Ehrhardt, M.

Preprint: imacm_14_14download#### Proper Orthogonal Decomposition in Option Pricing: Basket Options and Heston Model

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

Preprint: imacm_14_13download#### Integrated Forecasting of day-ahead Prices in the German Electricity Market

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

Preprint: imacm_14_12download#### The Pricing of Quanto Options under Dynamic Correlation

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

Preprint: imacm_14_11download#### Fichera Theory and its Application in Finance

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

Preprint: imacm_14_10download#### The Dynamic Correlation Model and its Application to the Heston Model

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

Preprint: imacm_14_09download#### Desch-Schappacher perturbation of one-parameter semigroups on locally convex spaces

Jacob, B. and Wegner, S. and Wintermayr, J.

Preprint: imacm_14_08download#### Probabilistic Schmid Factors and Scatter of LCF Life

Gottschalk, H. and Schmitz, S. and Seibel, T. and Rollmann, G. and Krause, R. and Beck, T.

Preprint: imacm_14_07download#### Representation of the non-dominated set in biobjective combinatorial optimization

Vaz, D. and Paquete, L. and Fonseca, C. and Klamroth, K. and Stiglmayr, M.

Preprint: imacm_14_06download#### Locally covariant quantum field theory with external sources -- Relative Cauchy evolution, automorphisms and dynamical locality

Fewster, C. and Schenkel, A.

Preprint: imacm_14_05download#### FUNM\_QUAD: An implementation of a stable, quadrature based restarted Arnoldi method for matrix functions

Frommer, A. and Güttel, S. and Schweitzer, M.

Preprint: imacm_14_04download#### Modelling Stochastic Correlation

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

Preprint: imacm_14_03download#### Robust and Efficient Uncertainty Quantification and Validation of RFIC Isolation

Di Bucchianico, A. and ter Maten, E.J.W. and Pulch, R. and Janssen, R. and Niehof, J. and Hanssen, M. and Kapora, S.

Preprint: imacm_14_02download#### STRIKE – Novel Methods in Computational Finance

Buckova, Z. and da Silva, J. and Ehrhardt, M. and Günther, M. and ter Maten, E.Jan W.

Preprint: imacm_14_01download

# Preprints 2013

#### Stability and Stabilization of Infinite-dimensional Linear Port-Hamiltonian Systems

Augner, B. and Jacob, B.

Preprint: imacm_13_36download#### Force-Gradient Nested Multirate Methods for Hamiltonian Systems

Shcherbakov, D. and Ehrhardt, M. and Günther, M. and Peardon, M.

Preprint: imacm_13_35download#### PDAEs in Refined Electrical Network Modelling

Bartel, A. and Günther, M.

Preprint: imacm_13_34download#### Index-2 elliptic partial differential-algebraic models for circuits and devices

Ali, G. and Bartel, A. and Rotundo, N.

Preprint: imacm_13_33download#### An Optimal {p}-Refinement Strategy for Dynamic Iteration of ODEs and DAEs

Schöps, S. and Bartel, A. and Günther, M.

Preprint: imacm_13_32download#### Exact Artificial Boundary Conditions for a Lattice Boltzmann Method

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

Preprint: imacm_13_31download#### Minimal failure probability for ceramic design via shape control

Bolten, M. and Gottschalk, H. and Schmitz, S.

Preprint: imacm_13_30download#### Sensitivity analysis of linear dynamical systems in uncertainty quantification

Pulch, R. and ter Maten, E.J.W. and Augustin, F.

Preprint: imacm_13_29download#### Stochastic Galerkin Methods and Model Order Reduction for Linear Dynamical Systems

Pulch, R. and ter Maten, E.J.W.

Preprint: imacm_13_28download#### Evaluating the Effects of Changing Market Parameters and Policy Implications in the German Electricity Market

Hendricks, C. and Ehrhardt, M.

Preprint: imacm_13_27download#### Popular Support to Terrorist Organizations: A Short-Term Prediction based on a Dynamic Model applied to a Real Case

Ehrhardt, M. and Peco, M. and Tarazona, A. and Villanueva, R. and Villanueva-Oller, J.

Preprint: imacm_13_26download#### Multirate generalized additive Runge Kutta methods

Günther, M. and Sandu, A.

Preprint: imacm_13_25download#### A class of generalized additive Runge-Kutta methods

Sandu, A. and Günther, M.

Preprint: imacm_13_24download#### An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems

Ehrhardt, M. and Valkov, R.

Preprint: imacm_13_23download#### Asymptotics of Evolution Equations beyond {B}anach spaces

Jacobs, B. and Wegner, S.

Preprint: imacm_13_22download#### The weighted Weiss conjecture and reproducing kernel theses for generalized Hankel operators

Jacob, B. and Rydhe, E. and Wynn, A.

Preprint: imacm_13_21download#### Probabilistic Analysis of LCF Crack Initiation Life of a Turbine Blade under Thermomechanical Loading

Schmitz, S. and Gottschalk, H. and Rollmann, G. and Krause, R.

Preprint: imacm_13_20download#### An Adaptive Aggregation Based Domain Decomposition Multilevel Method for the Lattice Wilson Dirac Operator: Multilevel Results

Frommer, A. and Kahl, K. and Krieg, S. and Leder, B. and Rottmann, M.

Preprint: imacm_13_19download#### Adaptive Aggregation Based Domain Decomposition Multigrid for the Lattice Wilson Dirac Operator

Frommer, A. and Kahl, K. and Krieg, S. and Leder, B. and Rottmann, M.

Preprint: imacm_13_18download#### Efficient and stable Arnoldi restarts for matrix functions based on quadrature

Frommer, A. and Güttel, S. and Schweitzer, M.

Preprint: imacm_13_17download#### A Probabilistic Model for LCF

Schmitz, S. and Seibel, T. and Beck, T. and Rollmann, G. and Krause, R. and Gottschalk, H.

Preprint: imacm_13_16download#### Dirac operators on noncommutative curved spacetimes

Schenkel, A. and Uhlemann, C.

Preprint: imacm_13_15download#### A versatile General Approach for Stochastic Correlation using Hyperbolic Functions

Teng, L. and van Emmerich, C. and Ehrhardt, M. and Günther, M.

Preprint: imacm_13_14download#### Classical and Quasi-Newton methods for a Meteorological Parameters Prediction Boundary Value Problem

Famelis, I. and Galanis, G. and Ehrhardt, M. and Triantafyllou, D.

Preprint: imacm_13_13download#### A C^∗-algebra for quantized principal U(1)-connections on globally hyperbolic Lorentzian manifolds

Benini, M. and Dappiaggi, C. and Hack, T. and Schenkel, A.

Preprint: imacm_13_12download#### Generalized grid transfer operators for multigrid methods applied on Toeplitz matrices

Bolten, M. and Donatelli, M. and Huckle, T. and Kravvaritis, C.

Preprint: imacm_13_11download#### Analysis of smoothed aggregation multigrid methods based on Toeplitz matrices

Bolten, M. and Donatelli, M. and Huckle, T.

Preprint: imacm_13_10download#### Clean Spread Options in the German Electricity Market

Hendricks, C. and Ehrhardt, M.

Preprint: imacm_13_09download#### A Deflated Conjugate Gradient Method for Multiple Right Hand Sides and Multiple Shifts

Birk, S. and Frommer, A.

Preprint: imacm_13_08download#### Sensitivity Analysis and Model Order Reduction for Random Linear Dynamical Systems

Pulch, R. and ter Maten, E. Jan W. and Augustin, F.

Preprint: imacm_13_07download#### Dichotomous Hamiltonians with Unbounded Entries and Solutions of Riccati Equations

Tretter, C. and Wyss, C.

Preprint: imacm_13_06download#### On the convergence rate of dynamic iteration for coupled problems with multiple subsystem

Bartel, A. and Brunk, M. and Schöps, S.

Preprint: imacm_13_05download#### Quantized Abelian principal connections on Lorentzian manifolds

Benini, M. and Dappiaggi, C. and Schenkel, A.

Preprint: imacm_13_04download#### A linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems

Dächert, K. and Klamroth, K.

Preprint: imacm_13_03download#### Risk Estimation For LCF Crack Initiation

Schmitz, S. and Rollmann, G. and Gottschalk, H. and Krause, R.

Preprint: imacm_13_02download#### Bilateral Counterparty Risk Valuation of CDS contracts with Simultaneous Defaults

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

Preprint: imacm_13_01download

# Preprints 2012

#### Symmetric, Time-Reversible and Volume-Preserving Projection Methods for Differential Equations on Manifolds: the Non-Abelian Case

Wandelt, M. and Günther, M. and Striebel, M.

Preprint: imacm_12_35download#### Robust DC and efficient time-domain fast fault simulation

Tasíc, 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.

Preprint: imacm_12_34download#### Efficient frequency-transient co-simulation of coupled heat-electromagnetic problems

Kaufmann, C. and Günther, M. and Klagges, D. and Knorrenschild, M. and Richwin, M. and Schöps, S. and ter Maten, J.

Preprint: imacm_12_33download#### Characteristic Boundary Conditions in the Lattice Boltzmann Method for Fluid and Gas Dynamics

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

Preprint: imacm_12_32download#### Stochastic Collocation and Stochastic Galerkin Methods for Linear Differential Algebraic Equations

Pulch, R.

Preprint: imacm_12_31download#### Access Time Optimization of SRAM Memory with Statistical Yield Constraint

Doorn, T. and ter Maten, J. and Di Bucchianico, A. and Beelen, T. and Janssen, R.

Preprint: imacm_12_30download#### Efficient Calculation of Uncertainty Quantification

ter Maten, E.J.W. and Pulch, R. and Schilders, W.H.A. and Janssen, H.H.J.M.

Preprint: imacm_12_29download#### Coupled Heat-Electromagnetic Simulation of Inductive Charging Stations for Electric Vehicles

Kaufmann, C. and Günther, M. and Klagges, D. and Richwin, M. and Schöps, S. and ter Maten, J.

Preprint: imacm_12_28download#### Optimal Reliability in Design for Fatigue Life

Gottschalk, H. and Schmitz, S.

Preprint: imacm_12_27download#### Modelling the dynamics of the students academic performance in the German region of North Rhine-Westphalia: an epidemiological approach with uncertainty

Cortés, J.-C. and Ehrhardt, M. and Sánchez-Sánchez, A. and Santonja, F.-J. and Villanueva, R.-J.

Preprint: imacm_12_26download#### Quantum field theory on affine bundles

Benini, M. and Dappiaggi, C. and Schenkel, A.

Preprint: imacm_12_25download#### Applications of Laplace--Carleson embeddings to admissibility and controllability

Jacob, B. and Partington, J. and Pott, S.

Preprint: imacm_12_24download#### Weighted multiple interpolation and the control of perturbed semigroup systems

Jacob, B. and Partington, J. and Pott, S.

Preprint: imacm_12_23download#### Counting eigenvalues and improving the integration in the FEAST algorithm

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

Preprint: imacm_12_22download#### A triviality result in the AdS/CFT correspondence for Euclidean quantum fields with exponential interaction

Gottschalk, H. and Thaler, H.

Preprint: imacm_12_21download#### Noncommutative connections on bimodules and Drinfeld twist deformation

Aschieri, P. and Schenkel, A.

Preprint: imacm_12_20download#### Analysis of the Deflated Conjugate Gradient Method Based on Symmetric Multigrid Theory

Kahl, K. and Rittich, H.

Preprint: imacm_12_19download#### Veri_x000C_fied Stability Analysis using the Lyapunov Matrix Equation

Frommer, A. and Hashemi, B.

Preprint: imacm_12_18download#### Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model

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

Preprint: imacm_12_17download#### A stochastic model for analysing the global stability of oscillators

Pulch, R.

Preprint: imacm_12_16download#### Linear bosonic and fermionic quantum gauge theories on curved spacetimes

Hack, T. and Schenkel, A.

Preprint: imacm_12_15download#### Modelling the dynamics of the students academic performance in the German region of North Rhine-Westphalia

Cortés, J.-C. and Ehrhardt, M. and Sánchez-Sánchez, A. and Santonja, F.-J. and Villanueva, R.-J.

Preprint: imacm_12_14download#### On Dirac delta sequences and their generating functions

A Dang, Q. and Ehrhardt, M.

Preprint: imacm_12_13download#### Transient Simulation of kp-Schr\"odinger Systems using Discrete Transparent Boundary Conditions

Zisowsky, A. and Arnold, A. and Ehrhardt, M. and Koprucki, T.

Preprint: imacm_12_12download#### Deflation and Flexible SAP-Preconditioning of GMRES in Lattice QCD Simulation

Frommer, A. and Nobile, A. and Zingler, P.

Preprint: imacm_12_11download#### Aggregation-Based Multigrid Methods for circulant and {Toeplitz} Matrices

Bolten, M. and Donatelli, M. and Huckle, T.

Preprint: imacm_12_10download#### Dissecting the FEAST algorithm for generalized eigenproblems

Krämer, L. and Di Napoli, E. and Galgon, M. and Lang, B. and Bientinesi, P.

Preprint: imacm_12_09download#### A Nonstandard Finite Difference Scheme for Convection-Diffusion Equations having Constant Coefficients

Ehrhardt, M. and Mickens, R.

Preprint: imacm_12_08download#### Conservative and Finite Volume Methods for the convection-dominated Pricing Problem

German, R. and Ehrhardt, M.

Preprint: imacm_12_07download#### Parallel transport observables for connections on finite projective modules over matrix algebras

Schenkel, A.

Preprint: imacm_12_06download#### Quantization of the massive gravitino on FRW spacetimes

Schenkel, A. and Uhlemann, C.

Preprint: imacm_12_05download#### Dynamical Backreaction in Robertson-Walker Spacetime

Eltzner, B. and Gottschalk, H.

Preprint: imacm_12_04download#### Stochastic Galerkin methods for analysing equilibria of random dynamical systems

Pulch, R.

Preprint: imacm_12_03download#### Optimized Far Field Boundary Conditions for Hyperbolic Systems

Amro, T. and Arnold, A. and Ehrhardt, M.

Preprint: imacm_12_02download#### On Laplace-Carleson embedding theorems

Jacob, B. and Partington, J. and Pott, S.

Preprint: imacm_12_01download

# Preprints 2011

#### A CG Method for Multiple Right Hand Sides and Multiple Shifts in Lattice {QCD} Calculations

Birk, S. and Frommer, A.

Preprint: imacm_11_32download#### Aggregation-based Multilevel Methods for Lattice {QCD}

Frommer, A. and Kahl, K. and Krieg, S. and Leder, B. and Rottmann, M.

Preprint: imacm_11_31download#### Error Bounds for the Sign Function

Frommer, A. and Kahl, K. and Lippert, T. and Rittich, H.

Preprint: imacm_11_30download#### 2-norm Error Bounds and Estimates for {L}anczos Approximations to Linear Systems and Rational Matrix Functions

Frommer, A. and Kahl, K. and Lippert, T. and Rittich, H.

Preprint: imacm_11_29download#### An Introduction to the Lattice Boltzmann Method for Coupled Problems

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

Preprint: imacm_11_28download#### Success-Guided Selection of Expanded Systems for Result-Verifying Nonlinear Solvers

Just, E. and Lang, B.

Preprint: imacm_11_27download#### On the construction of grid transfer operators for multigrid methods

Bolten, M. and Donatelli, M. and Huckle, T.

Preprint: imacm_11_26download#### Implementation of multigrid on QPACE

Bolten, M. and Brinkers, D. and Rüde, U. and Stürmer, M.

Preprint: imacm_11_25download#### A Bootstrap Algebraic Multilevel Method for Markov Chains

Bolten, M. and Brandt, A. and Brannick, J. and Frommer, A. and Kahl, K. and Livshits, I.

Preprint: imacm_11_24download#### Block Factorizations and qd-Type Transformations for the MR^3 Algorithm

Willems, P. and Lang, B.

Preprint: imacm_11_23http://www-ai.math.uni-wuppertal.de/SciComp/en/Publications/73_2011.php#### Twisted Factorizations and qd-Type Transformations for the MR^3 Algorithm: New Representation and Analysis

Preprint: imacm_11_22download#### A Framework for the MR^3 Algorithm: Theory and Implementation

Willems, P. and Lang, B.

Preprint: imacm_11_21download#### Bootstrap AMG

Brandt, A. and Brannick, J. and Kahl, K. and Livshits, I.

Preprint: imacm_11_20download#### Accuracy of Symmetric Partitioned Runge-Kutta Methods for Differential Equations on Lie Groups

Striebel, M. and Günther, M. and Knechtli, F. and Wandelt, M.

Preprint: imacm_11_19download#### Multistep Methods for Lattice QCD Simulations

Shcherbakov, D. and Ehrhardt, M.

Preprint: imacm_11_18download#### Meshfree Methods in Option Pricing

Belova, A. and Ehrhardt, M. and Shmidt, T.

Preprint: imacm_11_17download#### Dynamic Iteration for Coupled Problems of Electric Circuits and Distributed Devices

Bartel, A. and Brunk, M. and Günther, M. and Schöps, S.

Preprint: imacm_11_16download#### Model order reduction of parameterized nonlinear systems by interpolating input-output behavior

Striebel, M. and Rommes, J.

Preprint: imacm_11_15download#### Symmetric Partitioned Runge-Kutta Methods for Differential Equations on Lie Groups

Wandelt, M. and Günther, M. and Knechtli, F. and Striebel, M.

Preprint: imacm_11_14download#### Higher-Order Cosimulation of Field/Circuit Coupled Problems

Schöps, S. and De Gersem, H. and Bartel, A.

Preprint: imacm_11_13download#### Hamiltonians and Riccati equations for linear systems with unbounded control and observation operators

Wyss, C. and Jacob, B. and Zwart, H.

Preprint: imacm_11_12download#### Second-Order Systems with Acceleration Measurements

Jacob, B. and Morris, K.

Preprint: imacm_11_11download#### Isomorphisms for spaces of predictable processes and an extension of the It\^o integralfor Simulation of Oil Pollution

Rüdiger, B. and Tappe, S.

Preprint: imacm_11_10download#### Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution

A Dang, Q. and Ehrhardt, M. and Tran, G. and Le, D.

Preprint: imacm_11_09download#### Multi-objective optimization of RF circuit blocks via surrogate models and NBI and SPEA2 methods

De Tommasi, L. and Beelen, T.G.J. and Sevat, M.F. and Rommes, J. and ter Maten, E.J.W.

Preprint: imacm_11_08download#### Initial conditions and robust Newton-Raphson for Harmonic Balance analysis of free-running oscillators

Virtanen, J. and ter Maten, E.J.W. and Beelen, T. and Honkala, M. and Hulkkonen, M.

Preprint: imacm_11_07download#### Importance sampling for determining SRAM yield and optimization with statistical constraint

ter Maten, E.J.W. and Wittich, O. and Di Bucchianico, A. and Doorn, T.S. and Beelen, T.G.J.

Preprint: imacm_11_06download#### Robust periodic steady state analysis of autonomous oscillators based on generalized eigenvalues

Mirzavand Boroujeni, R. and ter Maten, E.J.W. and Beelen, T. and Schilders, W. and Abdipour, A.

Preprint: imacm_11_05download#### Generalised Polynomial Chaos for Semi-Explicit Differential Algebraic Equations of Index 1

Pulch, R.

Preprint: imacm_11_04download#### Discrete Transparent Boundary Conditions for Multiband Effective Mass Approximations

Klindworth, D. and Ehrhardt, M. and Koprucki, T.

Preprint: imacm_11_03download#### Modelling and Numerical Valuation of Power Derivatives in Energy Markets

Nguyen, M. and Ehrhardt, M.

Preprint: imacm_11_02download#### Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities. Applications to ground states computations

Antione, X. and Besse, C. and Ehrhardt, M. and Klein, P.

Preprint: imacm_11_01download

# Preprints 2010

#### Generalized Multiple Objective Bottleneck Problems

Gorski, J. and Klamroth, K. and Ruzika, S.

Preprint: imacm_10_20download#### Multirate Time Integration of Field/Circuit Coupled Problems by Schur Complements

Schöps, S. and Bartel, A. and De Gersem, H.

Preprint: imacm_10_19download#### Modelling and simulation of forced oscillators with random periods

Pulch, R.

Preprint: imacm_10_18download#### A convergent iteration scheme for semiconductor/circuit coupled problems

Ali, G. and Bartel, A. and Brunk, M. and Schöps, S.

Preprint: imacm_10_17download#### Model order reduction of parameterized nonlinear systems by interpolating input-output behavior

Striebel, M. and Rommes, J.

Preprint: imacm_10_16download#### An Introduction to Fluid-Porous Interface Coupling

Ehrhardt, M.

Preprint: imacm_10_15download#### A New Method for Stress Testing on Investment Products

Beitz, M. and Ehrhardt, M.

Preprint: imacm_10_14download#### A high-order compact method for nonlinear Black-Scholes option pricing equations of American Options

Dremkova, E. and Ehrhardt, M.

Preprint: imacm_10_13download#### Absorbing boundary conditions for solving stationary Schrödinger equations

Antione, X. and Besse, C. and Ehrhardt, M. and Klein, P.

Preprint: imacm_10_12download#### A Cosimulation Framework for Multirate Time-Integration of Field/Circuit Coupled Problems

Schöps, S. and De Gersem, H. and Bartel, A.

Preprint: imacm_10_11download#### Structural analysis of electrical circuits including magnetoquasistatic devices

Bartel, A. and Baumanns, S. and Schöps, S.

Preprint: imacm_10_10download#### Test examples for nonlinear feasibility problems with expensive functions

Kaiser, M. and Klamroth, K. and Thekale, A.

Preprint: imacm_10_09download#### Discrete transparent boundary conditions for the Schr\"odinger equation on circular domains

Arnold, A. and Ehrhardt, M. and Schulte, M. and Sofronov, I.

Preprint: imacm_10_08download#### Efficient Numerical Valuation of Continuous Installment Options

Mezentsev, A. and Pomelnikov, A. and Ehrhardt, M.

Preprint: imacm_10_07download#### An Adaptive Augmented Weighted Tchebycheff Method to Solve Discrete, Integer-Valued Bicriteria Optimization Problems

Dächert, K. and Gorski, J. and Klamroth, K.

Preprint: imacm_10_06download#### Phase conditions for autonomous oscillators with random parameters

Pulch, R.

Preprint: imacm_10_05download#### Modeling boundary conditions for solving stationary Schrödinger equations

Antione, X. and Besse, C. and Ehrhardt, M. and Klein, P.

Preprint: imacm_10_04download#### Solving nonlinear feasibility problems with expensive functions

Kaiser, M. and Thekale, A.

Preprint: imacm_10_03download#### Absorbing Boundary Condition for Hyperbolic Systems

Ehrhardt, M.

Preprint: imacm_10_02download#### Model Order Reduction using Singularly Perturbed Systems

Mohaghegh, K. and Pulch, R. and ter Maten, J.

Preprint: imacm_10_01download

# Preprints 2009

#### Comparison of the continuous, semi-discrete and fully-discrete transparent boundary conditions (TBC) for the parabolic wave equation 1. Theory

Sumichrast, L. and Ehrhardt, M.

Preprint: imacm_09_08download#### A model of an electrochemical flow cell with porous layer

Ehrhardt, M. and Fuhrmann, J. and Linke, A.

Preprint: imacm_09_07download#### Fast Numerical Methods for Waves in Periodic Media

Ehrhardt, M. and Zheng, C.

Preprint: imacm_09_06download#### Model order reduction for semi-explicit systems of differential algebraic equations

Mohaghegh, K.

Preprint: imacm_09_05download#### Greedy algorithms for a class of knapsack problems with binary weights

Gorski, J. and Paquete, L. and Pedrosa, F.

Preprint: imacm_09_04download#### Measuring the Value at Risk of a Stock Portfolio - The Copula Approach

Deuss, P.

Preprint: imacm_09_03download#### Polynomial chaos for boundary value problems of dynamical systems

Pulch, R.

Preprint: imacm_09_02download#### Polynomial chaos expansions for analysing oscillators with uncertainties

Pulch, R.

Preprint: imacm_09_01download

# Preprints 2008

#### Nonlinear Model Order Reduction Based on Trajectory Piecewise Linear Approach: Comparing Different Linear Cores

Mohaghegh, K.

Preprint: imacm_08_07download#### DAE-index and convergence analysis of lumped electric circuits refined by 3-D magnetoquasistatic conductor models

Schöps, S.

Preprint: imacm_08_06download#### Polynomial chaos for the computation of failure probabilities in periodic problems

Pulch, R.

Preprint: imacm_08_05download#### Polynomial chaos for analysing periodic processes of differential algebraic equations with random parameters

Pulch, R.

Preprint: imacm_08_04download#### Modular Levy Copulas Join Up For Series Representation

Tappe, K.

Preprint: imacm_08_03download#### Polynomial chaos for multirate partial differential algebraic equations with random parameters

Pulch, R.

Preprint: imacm_08_02download#### Polynomial chaos for linear DAEs with random parameters

Pulch, R.

Preprint: imacm_08_01download

# Preprints 2007

#### Multirate models for simulating a Colpitts oscillator

Pulch, R.

Preprint: imacm_07_04download#### Launching a canon into multivariate Levy processes

Tappe, K.

Preprint: imacm_07_03download#### Stochastic Mean Reversion in the Large Homogenous Portfolio Model

van Emmerich, C.

Preprint: imacm_07_02download#### Polynomial chaos for simulating random volatilities

Pulch, R. and van Emmerich, C.

Preprint: imacm_07_01download

# Preprints 2006

#### Wavelet-based Adaptive Grids for Multirate Partial Differential-Algebraic Equations

Bartel, A. and Knorr, S. and Pulch, R.

Preprint: imacm_06_08download#### A Concept for Classification of Partial Differential Algebraic Equations in Nanoelectronics

Bartel, A. and Pulch, R.

Preprint: imacm_06_07download#### Initial-boundary value problems of warped MPDAEs including minimisation criteria

Pulch, R.

Preprint: imacm_06_06download#### Multirate Partial Differential Algebraic Equations for Simulating Radio Frequency Signals

Pulch, R. and Günther, M. and Knorr, S.

Preprint: imacm_06_05download#### Simulation of Quasiperiodic Signals via Warped MPDAEs using Houben's Approach

Greb, J. and Pulch, R.

Preprint: imacm_06_04download#### Modelling Correlation as a Stochastic Process

van Emmerich, C.

Preprint: imacm_06_03download#### Wavelet-based Adaptive Grids for the Simulation of Multirate Partial Differential-Algebraic Equations

Bartel, A. and Knorr, S.

Preprint: imacm_06_02download#### Transformation Qualities of Warped MPDAE Models

Pulch, R.

Preprint: imacm_06_01download

# Preprints 2005

#### Complete the Correlation Matrix

Kahl, C. and Günther, M.

Preprint: imacm_05_04download#### Balanced Milstein Methods for Ordinary SDEs

Kahl, C. and Schurz, H.

Preprint: imacm_05_03download#### Warped MPDAE Models including Minimisation Criteria for the Simulation of RF Signals

Pulch, R.

Preprint: imacm_05_02download#### Variational Methods for Solving Warped Multirate PDAEs

Pulch, R.

Preprint: imacm_05_01download

# Preprints 2004

#### Multidimensional Models for Analysing Frequency Modulated Signals

Pulch, R.

Preprint: imacm_04_11download#### Structure preserving stochastic integration schemes in interest rate derivative modeling

Kahl, C. and Günther, M. and Roßberg, T.

Preprint: imacm_04_10download#### Towards One-Step Multirate Methods in Chip Design

Striebel, M. and Günther, M.

Preprint: imacm_04_09download#### Modeling and Simulation for Thermal-Electric Coupling in an SOI-Circuit

Bartel, A. and Feldmann, U.

Preprint: imacm_04_08download#### Simulation of Pulsed Signals in MPDAE-Modelled SC-Circuits

Knorr, S. and Feldmann, U.

Preprint: imacm_04_07download#### Index Analysis of Multirate Partial Differential-Algebraic Systems in RF-Circuits

Knorr, S. and Günther, M.

Preprint: imacm_04_06download#### Semidiscretisation Methods for Warped MPDAEs

Pulch, R.

Preprint: imacm_04_05download#### Parabolic Differential-Algebraic Models in Electrical Network Design

Ali, G. and Bartel, A. and Günther, M.

Preprint: imacm_04_04download#### Warped MPDAE Models with Continuous Phase Conditions

Pulch, R.

Preprint: imacm_04_03download#### Finite Difference Methods for Solving Warped Multirate Partial Differential Algebraic Equations

Pulch, R.

Preprint: imacm_04_02download#### A Charge Oriented Mixed Multirate Method for a special Class of Index-1 Network Equations in Chip Design

Striebel, M. and Günther, M.

Preprint: imacm_04_01download

# Preprint 2003

#### Multi Time Scale Differential Equations for Simulating Frequency Modulated Signals

Pulch, R.

Preprint: imacm_03_01download

zuletzt bearbeitet am: 23.03.2020