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_40downloadOn Mayfield’s stability proof for the discretized transparent boundary condition for the parabolic equation
Petrov, P. and Ehrhardt, M.
Preprint: imacm_14_39downloadOn the Spectral Decomposition of Dichotomous and Bisectorial Operators
Winklmeier, M. and Wyss, C.
Preprint: imacm_14_38downloadDiscrete Artificial Boundary Conditions for the Lattice Boltzmann Method in 2D
Heubes, D. and Bartel, A. and Ehrhardt, M.
Preprint: imacm_14_37downloadHigh Order Combination Technique for the efficient Pricing of Basket Options
Hendricks, C. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_36downloadOn 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_35downloadInterface Reduction for Multirate ODE-Solver
Hachtel, C. and Bartel, A. and Günther, M.
Preprint: imacm_14_34downloadVariational principles for self-adjoint operator functions arising from second-order systems
Jacob, B. and Langer, M. and Trunk, C.
Preprint: imacm_14_33downloadAnalysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit
Gausling, K. and Bartel, A.
Preprint: imacm_14_32downloadESSEX: 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_31downloadConvergence of integration based methods for the solution of standard and generalized Hermitian eigenvalue problems
Krämer, L.
Preprint: imacm_14_30downloadRoot locii for systems defined on Hilbert spaces
Jacob, B. and Morris, K.
Preprint: imacm_14_29downloadProgram & 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_28downloadOption Pricing with dynamically correlated Stochastic Interest Rate
Teng, L. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_27downloadA Probabilistic LCF Model for Turbo Charger Compressor of a Jet Engine
Saadi, M.
Preprint: imacm_14_26downloadHigh Order Tensor Product Interpolation in the Combination Technique
Hendricks, C. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_25downloadOn the right multiplicative perturbation of non-autonomous Lp-maximal regularity
Augner, B. and Jacob, B. and Laasri, H.
Preprint: imacm_14_24downloadNumerical analysis of nonlinear European option pricing problem in illiquid markets
Ehrhardt, M. and Valkov, R.
Preprint: imacm_14_23downloadModel Order Reduction for Multirate ODE-Solvers in a Multiphysics Application
Hachtel, C. and Günther, M. and Bartel, A.
Preprint: imacm_14_22downloadC0-semigroups for hyperbolic partial differential equations on a one-dimensional spatial domain
Jacob, B. and Morris, K. and Zwart, H.
Preprint: imacm_14_21downloadDiscrete Artificial Boundary Condition for the Lattice Boltzmann Method
Heubes, D. and Bartel, A. and Ehrhardt, M.
Preprint: imacm_14_20downloadAny cycle-convergence curve is possible for restarted FOM
Schweitzer, M.
Preprint: imacm_14_19downloadEfficient Numerical Simulation of the Wilson Flow in Lattice QCD
Wandelt, M. and Günther, M.
Preprint: imacm_14_18downloadConvergence of restarted Krylov subspace methods for Stieltjes functions of matrices
Frommer, A. and Güttel, S. and Schweitzer, M.
Preprint: imacm_14_17downloadAnalysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit
Gausling, K. and Bartel, A.
Preprint: imacm_14_16downloadQuadrature Methods with Adjusted Grids for Stochastic Models of Coupled Problems
Pulch, R. and Bartel, A. and Schöps, S.
Preprint: imacm_14_15downloadA Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics
Arnold, A. and Ehrhardt, M.
Preprint: imacm_14_14downloadProper 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_13downloadIntegrated Forecasting of day-ahead Prices in the German Electricity Market
Hendricks, C. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_12downloadThe Pricing of Quanto Options under Dynamic Correlation
Teng, L. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_11downloadFichera Theory and its Application in Finance
Buckova, Z. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_10downloadThe Dynamic Correlation Model and its Application to the Heston Model
Teng, L. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_09downloadDesch-Schappacher perturbation of one-parameter semigroups on locally convex spaces
Jacob, B. and Wegner, S. and Wintermayr, J.
Preprint: imacm_14_08downloadProbabilistic 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_07downloadRepresentation 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_06downloadLocally covariant quantum field theory with external sources -- Relative Cauchy evolution, automorphisms and dynamical locality
Fewster, C. and Schenkel, A.
Preprint: imacm_14_05downloadFUNM\_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_04downloadModelling Stochastic Correlation
Teng, L. and Ehrhardt, M. and Günther, M.
Preprint: imacm_14_03downloadRobust 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_02downloadSTRIKE – 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_36downloadForce-Gradient Nested Multirate Methods for Hamiltonian Systems
Shcherbakov, D. and Ehrhardt, M. and Günther, M. and Peardon, M.
Preprint: imacm_13_35downloadPDAEs in Refined Electrical Network Modelling
Bartel, A. and Günther, M.
Preprint: imacm_13_34downloadIndex-2 elliptic partial differential-algebraic models for circuits and devices
Ali, G. and Bartel, A. and Rotundo, N.
Preprint: imacm_13_33downloadAn Optimal {p}-Refinement Strategy for Dynamic Iteration of ODEs and DAEs
Schöps, S. and Bartel, A. and Günther, M.
Preprint: imacm_13_32downloadExact Artificial Boundary Conditions for a Lattice Boltzmann Method
Heubes, D. and Bartel, A. and Ehrhardt, M.
Preprint: imacm_13_31downloadMinimal failure probability for ceramic design via shape control
Bolten, M. and Gottschalk, H. and Schmitz, S.
Preprint: imacm_13_30downloadSensitivity analysis of linear dynamical systems in uncertainty quantification
Pulch, R. and ter Maten, E.J.W. and Augustin, F.
Preprint: imacm_13_29downloadStochastic Galerkin Methods and Model Order Reduction for Linear Dynamical Systems
Pulch, R. and ter Maten, E.J.W.
Preprint: imacm_13_28downloadEvaluating the Effects of Changing Market Parameters and Policy Implications in the German Electricity Market
Hendricks, C. and Ehrhardt, M.
Preprint: imacm_13_27downloadPopular 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_26downloadMultirate generalized additive Runge Kutta methods
Günther, M. and Sandu, A.
Preprint: imacm_13_25downloadA class of generalized additive Runge-Kutta methods
Sandu, A. and Günther, M.
Preprint: imacm_13_24downloadAn unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems
Ehrhardt, M. and Valkov, R.
Preprint: imacm_13_23downloadAsymptotics of Evolution Equations beyond {B}anach spaces
Jacobs, B. and Wegner, S.
Preprint: imacm_13_22downloadThe weighted Weiss conjecture and reproducing kernel theses for generalized Hankel operators
Jacob, B. and Rydhe, E. and Wynn, A.
Preprint: imacm_13_21downloadProbabilistic 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_20downloadAn 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_19downloadAdaptive 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_18downloadEfficient and stable Arnoldi restarts for matrix functions based on quadrature
Frommer, A. and Güttel, S. and Schweitzer, M.
Preprint: imacm_13_17downloadA Probabilistic Model for LCF
Schmitz, S. and Seibel, T. and Beck, T. and Rollmann, G. and Krause, R. and Gottschalk, H.
Preprint: imacm_13_16downloadDirac operators on noncommutative curved spacetimes
Schenkel, A. and Uhlemann, C.
Preprint: imacm_13_15downloadA versatile General Approach for Stochastic Correlation using Hyperbolic Functions
Teng, L. and van Emmerich, C. and Ehrhardt, M. and Günther, M.
Preprint: imacm_13_14downloadClassical 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_13downloadA 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_12downloadGeneralized grid transfer operators for multigrid methods applied on Toeplitz matrices
Bolten, M. and Donatelli, M. and Huckle, T. and Kravvaritis, C.
Preprint: imacm_13_11downloadAnalysis of smoothed aggregation multigrid methods based on Toeplitz matrices
Bolten, M. and Donatelli, M. and Huckle, T.
Preprint: imacm_13_10downloadClean Spread Options in the German Electricity Market
Hendricks, C. and Ehrhardt, M.
Preprint: imacm_13_09downloadA Deflated Conjugate Gradient Method for Multiple Right Hand Sides and Multiple Shifts
Birk, S. and Frommer, A.
Preprint: imacm_13_08downloadSensitivity Analysis and Model Order Reduction for Random Linear Dynamical Systems
Pulch, R. and ter Maten, E. Jan W. and Augustin, F.
Preprint: imacm_13_07downloadDichotomous Hamiltonians with Unbounded Entries and Solutions of Riccati Equations
Tretter, C. and Wyss, C.
Preprint: imacm_13_06downloadOn the convergence rate of dynamic iteration for coupled problems with multiple subsystem
Bartel, A. and Brunk, M. and Schöps, S.
Preprint: imacm_13_05downloadQuantized Abelian principal connections on Lorentzian manifolds
Benini, M. and Dappiaggi, C. and Schenkel, A.
Preprint: imacm_13_04downloadA linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems
Dächert, K. and Klamroth, K.
Preprint: imacm_13_03downloadRisk Estimation For LCF Crack Initiation
Schmitz, S. and Rollmann, G. and Gottschalk, H. and Krause, R.
Preprint: imacm_13_02downloadBilateral 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_35downloadRobust 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_34downloadEfficient 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_33downloadCharacteristic Boundary Conditions in the Lattice Boltzmann Method for Fluid and Gas Dynamics
Heubes, D. and Bartel, A. and Ehrhardt, M.
Preprint: imacm_12_32downloadStochastic Collocation and Stochastic Galerkin Methods for Linear Differential Algebraic Equations
Pulch, R.
Preprint: imacm_12_31downloadAccess 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_30downloadEfficient 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_29downloadCoupled 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_28downloadOptimal Reliability in Design for Fatigue Life
Gottschalk, H. and Schmitz, S.
Preprint: imacm_12_27downloadModelling 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_26downloadQuantum field theory on affine bundles
Benini, M. and Dappiaggi, C. and Schenkel, A.
Preprint: imacm_12_25downloadApplications of Laplace--Carleson embeddings to admissibility and controllability
Jacob, B. and Partington, J. and Pott, S.
Preprint: imacm_12_24downloadWeighted multiple interpolation and the control of perturbed semigroup systems
Jacob, B. and Partington, J. and Pott, S.
Preprint: imacm_12_23downloadCounting eigenvalues and improving the integration in the FEAST algorithm
Galgon, M. and Krämer, L. and Lang, B.
Preprint: imacm_12_22downloadA triviality result in the AdS/CFT correspondence for Euclidean quantum fields with exponential interaction
Gottschalk, H. and Thaler, H.
Preprint: imacm_12_21downloadNoncommutative connections on bimodules and Drinfeld twist deformation
Aschieri, P. and Schenkel, A.
Preprint: imacm_12_20downloadAnalysis of the Deflated Conjugate Gradient Method Based on Symmetric Multigrid Theory
Kahl, K. and Rittich, H.
Preprint: imacm_12_19downloadVeri_x000C_fied Stability Analysis using the Lyapunov Matrix Equation
Frommer, A. and Hashemi, B.
Preprint: imacm_12_18downloadNumerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model
Teng, L. and Ehrhardt, M. and Günther, M.
Preprint: imacm_12_17downloadA stochastic model for analysing the global stability of oscillators
Pulch, R.
Preprint: imacm_12_16downloadLinear bosonic and fermionic quantum gauge theories on curved spacetimes
Hack, T. and Schenkel, A.
Preprint: imacm_12_15downloadModelling 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_14downloadOn Dirac delta sequences and their generating functions
A Dang, Q. and Ehrhardt, M.
Preprint: imacm_12_13downloadTransient 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_12downloadDeflation and Flexible SAP-Preconditioning of GMRES in Lattice QCD Simulation
Frommer, A. and Nobile, A. and Zingler, P.
Preprint: imacm_12_11downloadAggregation-Based Multigrid Methods for circulant and {Toeplitz} Matrices
Bolten, M. and Donatelli, M. and Huckle, T.
Preprint: imacm_12_10downloadDissecting the FEAST algorithm for generalized eigenproblems
Krämer, L. and Di Napoli, E. and Galgon, M. and Lang, B. and Bientinesi, P.
Preprint: imacm_12_09downloadA Nonstandard Finite Difference Scheme for Convection-Diffusion Equations having Constant Coefficients
Ehrhardt, M. and Mickens, R.
Preprint: imacm_12_08downloadConservative and Finite Volume Methods for the convection-dominated Pricing Problem
German, R. and Ehrhardt, M.
Preprint: imacm_12_07downloadParallel transport observables for connections on finite projective modules over matrix algebras
Schenkel, A.
Preprint: imacm_12_06downloadQuantization of the massive gravitino on FRW spacetimes
Schenkel, A. and Uhlemann, C.
Preprint: imacm_12_05downloadDynamical Backreaction in Robertson-Walker Spacetime
Eltzner, B. and Gottschalk, H.
Preprint: imacm_12_04downloadStochastic Galerkin methods for analysing equilibria of random dynamical systems
Pulch, R.
Preprint: imacm_12_03downloadOptimized Far Field Boundary Conditions for Hyperbolic Systems
Amro, T. and Arnold, A. and Ehrhardt, M.
Preprint: imacm_12_02downloadOn 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_32downloadAggregation-based Multilevel Methods for Lattice {QCD}
Frommer, A. and Kahl, K. and Krieg, S. and Leder, B. and Rottmann, M.
Preprint: imacm_11_31downloadError Bounds for the Sign Function
Frommer, A. and Kahl, K. and Lippert, T. and Rittich, H.
Preprint: imacm_11_30download2-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_29downloadAn Introduction to the Lattice Boltzmann Method for Coupled Problems
Heubes, D. and Bartel, A. and Ehrhardt, M.
Preprint: imacm_11_28downloadSuccess-Guided Selection of Expanded Systems for Result-Verifying Nonlinear Solvers
Just, E. and Lang, B.
Preprint: imacm_11_27downloadOn the construction of grid transfer operators for multigrid methods
Bolten, M. and Donatelli, M. and Huckle, T.
Preprint: imacm_11_26downloadImplementation of multigrid on QPACE
Bolten, M. and Brinkers, D. and Rüde, U. and Stürmer, M.
Preprint: imacm_11_25downloadA 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_24downloadBlock 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.phpTwisted Factorizations and qd-Type Transformations for the MR^3 Algorithm: New Representation and Analysis
Preprint: imacm_11_22downloadA Framework for the MR^3 Algorithm: Theory and Implementation
Willems, P. and Lang, B.
Preprint: imacm_11_21downloadBootstrap AMG
Brandt, A. and Brannick, J. and Kahl, K. and Livshits, I.
Preprint: imacm_11_20downloadAccuracy 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_19downloadMultistep Methods for Lattice QCD Simulations
Shcherbakov, D. and Ehrhardt, M.
Preprint: imacm_11_18downloadMeshfree Methods in Option Pricing
Belova, A. and Ehrhardt, M. and Shmidt, T.
Preprint: imacm_11_17downloadDynamic Iteration for Coupled Problems of Electric Circuits and Distributed Devices
Bartel, A. and Brunk, M. and Günther, M. and Schöps, S.
Preprint: imacm_11_16downloadModel order reduction of parameterized nonlinear systems by interpolating input-output behavior
Striebel, M. and Rommes, J.
Preprint: imacm_11_15downloadSymmetric Partitioned Runge-Kutta Methods for Differential Equations on Lie Groups
Wandelt, M. and Günther, M. and Knechtli, F. and Striebel, M.
Preprint: imacm_11_14downloadHigher-Order Cosimulation of Field/Circuit Coupled Problems
Schöps, S. and De Gersem, H. and Bartel, A.
Preprint: imacm_11_13downloadHamiltonians and Riccati equations for linear systems with unbounded control and observation operators
Wyss, C. and Jacob, B. and Zwart, H.
Preprint: imacm_11_12downloadSecond-Order Systems with Acceleration Measurements
Jacob, B. and Morris, K.
Preprint: imacm_11_11downloadIsomorphisms 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_10downloadMathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution
A Dang, Q. and Ehrhardt, M. and Tran, G. and Le, D.
Preprint: imacm_11_09downloadMulti-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_08downloadInitial 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_07downloadImportance 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_06downloadRobust 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_05downloadGeneralised Polynomial Chaos for Semi-Explicit Differential Algebraic Equations of Index 1
Pulch, R.
Preprint: imacm_11_04downloadDiscrete Transparent Boundary Conditions for Multiband Effective Mass Approximations
Klindworth, D. and Ehrhardt, M. and Koprucki, T.
Preprint: imacm_11_03downloadModelling and Numerical Valuation of Power Derivatives in Energy Markets
Nguyen, M. and Ehrhardt, M.
Preprint: imacm_11_02downloadAbsorbing 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_20downloadMultirate Time Integration of Field/Circuit Coupled Problems by Schur Complements
Schöps, S. and Bartel, A. and De Gersem, H.
Preprint: imacm_10_19downloadModelling and simulation of forced oscillators with random periods
Pulch, R.
Preprint: imacm_10_18downloadA convergent iteration scheme for semiconductor/circuit coupled problems
Ali, G. and Bartel, A. and Brunk, M. and Schöps, S.
Preprint: imacm_10_17downloadModel order reduction of parameterized nonlinear systems by interpolating input-output behavior
Striebel, M. and Rommes, J.
Preprint: imacm_10_16downloadAn Introduction to Fluid-Porous Interface Coupling
Ehrhardt, M.
Preprint: imacm_10_15downloadA New Method for Stress Testing on Investment Products
Beitz, M. and Ehrhardt, M.
Preprint: imacm_10_14downloadA high-order compact method for nonlinear Black-Scholes option pricing equations of American Options
Dremkova, E. and Ehrhardt, M.
Preprint: imacm_10_13downloadAbsorbing boundary conditions for solving stationary Schrödinger equations
Antione, X. and Besse, C. and Ehrhardt, M. and Klein, P.
Preprint: imacm_10_12downloadA Cosimulation Framework for Multirate Time-Integration of Field/Circuit Coupled Problems
Schöps, S. and De Gersem, H. and Bartel, A.
Preprint: imacm_10_11downloadStructural analysis of electrical circuits including magnetoquasistatic devices
Bartel, A. and Baumanns, S. and Schöps, S.
Preprint: imacm_10_10downloadTest examples for nonlinear feasibility problems with expensive functions
Kaiser, M. and Klamroth, K. and Thekale, A.
Preprint: imacm_10_09downloadDiscrete 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_08downloadEfficient Numerical Valuation of Continuous Installment Options
Mezentsev, A. and Pomelnikov, A. and Ehrhardt, M.
Preprint: imacm_10_07downloadAn Adaptive Augmented Weighted Tchebycheff Method to Solve Discrete, Integer-Valued Bicriteria Optimization Problems
Dächert, K. and Gorski, J. and Klamroth, K.
Preprint: imacm_10_06downloadPhase conditions for autonomous oscillators with random parameters
Pulch, R.
Preprint: imacm_10_05downloadModeling boundary conditions for solving stationary Schrödinger equations
Antione, X. and Besse, C. and Ehrhardt, M. and Klein, P.
Preprint: imacm_10_04downloadSolving nonlinear feasibility problems with expensive functions
Kaiser, M. and Thekale, A.
Preprint: imacm_10_03downloadAbsorbing Boundary Condition for Hyperbolic Systems
Ehrhardt, M.
Preprint: imacm_10_02downloadModel 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_08downloadA model of an electrochemical flow cell with porous layer
Ehrhardt, M. and Fuhrmann, J. and Linke, A.
Preprint: imacm_09_07downloadFast Numerical Methods for Waves in Periodic Media
Ehrhardt, M. and Zheng, C.
Preprint: imacm_09_06downloadModel order reduction for semi-explicit systems of differential algebraic equations
Mohaghegh, K.
Preprint: imacm_09_05downloadGreedy algorithms for a class of knapsack problems with binary weights
Gorski, J. and Paquete, L. and Pedrosa, F.
Preprint: imacm_09_04downloadMeasuring the Value at Risk of a Stock Portfolio - The Copula Approach
Deuss, P.
Preprint: imacm_09_03downloadPolynomial chaos for boundary value problems of dynamical systems
Pulch, R.
Preprint: imacm_09_02downloadPolynomial 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_07downloadDAE-index and convergence analysis of lumped electric circuits refined by 3-D magnetoquasistatic conductor models
Schöps, S.
Preprint: imacm_08_06downloadPolynomial chaos for the computation of failure probabilities in periodic problems
Pulch, R.
Preprint: imacm_08_05downloadPolynomial chaos for analysing periodic processes of differential algebraic equations with random parameters
Pulch, R.
Preprint: imacm_08_04downloadModular Levy Copulas Join Up For Series Representation
Tappe, K.
Preprint: imacm_08_03downloadPolynomial chaos for multirate partial differential algebraic equations with random parameters
Pulch, R.
Preprint: imacm_08_02downloadPolynomial 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_04downloadLaunching a canon into multivariate Levy processes
Tappe, K.
Preprint: imacm_07_03downloadStochastic Mean Reversion in the Large Homogenous Portfolio Model
van Emmerich, C.
Preprint: imacm_07_02downloadPolynomial 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_08downloadA Concept for Classification of Partial Differential Algebraic Equations in Nanoelectronics
Bartel, A. and Pulch, R.
Preprint: imacm_06_07downloadInitial-boundary value problems of warped MPDAEs including minimisation criteria
Pulch, R.
Preprint: imacm_06_06downloadMultirate Partial Differential Algebraic Equations for Simulating Radio Frequency Signals
Pulch, R. and Günther, M. and Knorr, S.
Preprint: imacm_06_05downloadSimulation of Quasiperiodic Signals via Warped MPDAEs using Houben's Approach
Greb, J. and Pulch, R.
Preprint: imacm_06_04downloadModelling Correlation as a Stochastic Process
van Emmerich, C.
Preprint: imacm_06_03downloadWavelet-based Adaptive Grids for the Simulation of Multirate Partial Differential-Algebraic Equations
Bartel, A. and Knorr, S.
Preprint: imacm_06_02downloadTransformation 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_04downloadBalanced Milstein Methods for Ordinary SDEs
Kahl, C. and Schurz, H.
Preprint: imacm_05_03downloadWarped MPDAE Models including Minimisation Criteria for the Simulation of RF Signals
Pulch, R.
Preprint: imacm_05_02downloadVariational 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_11downloadStructure preserving stochastic integration schemes in interest rate derivative modeling
Kahl, C. and Günther, M. and Roßberg, T.
Preprint: imacm_04_10downloadTowards One-Step Multirate Methods in Chip Design
Striebel, M. and Günther, M.
Preprint: imacm_04_09downloadModeling and Simulation for Thermal-Electric Coupling in an SOI-Circuit
Bartel, A. and Feldmann, U.
Preprint: imacm_04_08downloadSimulation of Pulsed Signals in MPDAE-Modelled SC-Circuits
Knorr, S. and Feldmann, U.
Preprint: imacm_04_07downloadIndex Analysis of Multirate Partial Differential-Algebraic Systems in RF-Circuits
Knorr, S. and Günther, M.
Preprint: imacm_04_06downloadSemidiscretisation Methods for Warped MPDAEs
Pulch, R.
Preprint: imacm_04_05downloadParabolic Differential-Algebraic Models in Electrical Network Design
Ali, G. and Bartel, A. and Günther, M.
Preprint: imacm_04_04downloadWarped MPDAE Models with Continuous Phase Conditions
Pulch, R.
Preprint: imacm_04_03downloadFinite Difference Methods for Solving Warped Multirate Partial Differential Algebraic Equations
Pulch, R.
Preprint: imacm_04_02downloadA 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
