Preprints

2011

11/02	Mai Huong Nguyen, Matthias Ehrhardt:
	Modelling and Numerical Valuation of Power Derivatives in Energy Markets (pdf)

11/01	Xavier Antoine, Christophe Besse, Matthias Ehrhardt, Pauline Klein:
	Absorbing boundary conditions for solving N-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities. Applications to ground states computations (pdf)

2010

10/20	Jochen Gorski, Kathrin Klamroth, Stefan Ruzika:
	Generalized Multiple Objective Bottleneck Problems (pdf)

10/19	Sebastian Schöps, Andreas Bartel, Herbert De Gersem:
	Multirate Time Integration of Field/Circuit Coupled Problems by Schur Complements (pdf)

10/18	Roland Pulch:
	Modelling and simulation of forced oscillators with random periods (pdf)

10/17	Giuseppe Alì, Andreas Bartel, Markus Brunk, Sebastian Schöps:
	A convergent iteration scheme for semiconductor/circuit coupled problems (pdf)

10/16	Michael Striebel, Joost Rommes:
	Model order reduction of parameterized nonlinear systems by interpolating input-output behavior (pdf)

10/15	Matthias Ehrhardt:
	An Introduction to Fluid-Porous Interface Coupling (pdf)

10/14	Maria Beitz, Matthias Ehrhardt:
	A New Method for Stress Testing on Investment Products (pdf)

10/13 (II)	Ekaterina Dremkova, Matthias Ehrhardt:
	A high-order compact method for nonlinear Black-Scholes option pricing equations of American Options (pdf)

10/12	Xavier Antoine, Christophe Besse, Matthias Ehrhardt, Pauline Klein:
	Absorbing boundary conditions for solving stationary Schrödinger equations (pdf)

10/11	Sebastian Schöps, Herbert De Gersem, Andreas Bartel:
	A Cosimulation Framework for Multirate Time-Integration of Field/Circuit Coupled Problems (pdf) published in IEEE Transactions on Magnetics, 46(8):3233 - 3236, 2010.

10/10	Andreas Bartel, Sascha Baumanns, Sebastian Schöps:
	Structural analysis of electrical circuits including magnetoquasistatic devices (pdf)

10/09	Markus Kaiser, Kathrin Klamroth, Alexander Thekale:
	Test examples for nonlinear feasibility problems with expensive functions (pdf)

10/08	Anton Arnold, Matthias Ehrhardt, Maike Schulte, Ivan Sofronov:
	Discrete transparent boundary conditions for the Schrödinger equation on circular domains (pdf)

10/07	Anton Mezentsev, Anton Pomelnikov, Matthias Ehrhardt:
	Efficient Numerical Valuation of Continuous Installment Options (pdf)

10/06 (II)	Kerstin Dächert, Jochen Gorski, Kathrin Klamroth:
	An Adaptive Augmented Weighted Tchebycheff Method to Solve Discrete, Integer-Valued Bicriteria Optimization Problems (pdf)

10/05	Roland Pulch:
	Phase conditions for autonomous oscillators with random parameters (pdf)

10/04	Xavier Antoine, Christophe Besse, Matthias Ehrhardt, Pauline Klein:
	Modeling boundary conditions for solving stationary Schrödinger equations (pdf)

10/03	Markus Kaiser, Alexander Thekale:
	Solving nonlinear feasibility problems with expensive functions (pdf)

10/02	Matthias Ehrhardt:
	Absorbing Boundary Condition for Hyperbolic Systems (pdf)

10/01	Kasra Mohaghegh, Roland Pulch, Jan ter Maten:
	Model Order Reduction using Singularly Perturbed Systems (pdf)

2009

09/05	L'ubomir Sumichrast, Matthias Ehrhardt:
	Comparison of the continuous, semi-discrete and fully-discrete transparent boundary conditions (TBC) for the parabolic wave equation 1. Theory (pdf)

09/04	Matthias Ehrhardt, Jürgen Fuhrmann, Alexander Linke:
	A model of an electrochemical flow cell with porous layer (pdf)

09/03	Matthias Ehrhardt, Chunxiong Zheng:
	Fast Numerical Methods for Waves in Periodic Media (pdf)

09/02	Jochen Gorski, Luis Paquete, Fabio Pedrosa:
	Greedy algorithms for a class of knapsack problems with binary weights (pdf)

09/01	Roland Pulch:
	Polynomial chaos for boundary value problems of dynamical systems (pdf)