Matthias Ehrhardt

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena
Applied Mathematics Letters
2025-11-18Paper
Absorbing boundary conditions for variable potential Schrödinger equations via Titchmarsh-Weyl theory
Communications in Computational Physics
2025-09-17Paper
Mathematical modeling and Hyers-Ulam stability for a nonlinear epidemiological model with _p operator and Mittag-Leffler kernel
Advances in Applied Mathematics and Mechanics
2025-08-05Paper
A fast second-order absorbing boundary condition for the linearized Benjamin-Bona-Mahony equation
Numerical Algorithms
2025-03-21Paper
Discrete artificial boundary conditions2024-12-04Paper
Editorial
International Journal of Computer Mathematics
2024-10-28Paper
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics
2024-10-28Paper
A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator-prey model
Journal of Computational and Applied Mathematics
2024-06-17Paper
A dynamically consistent nonstandard finite difference scheme for a generalized SEIR epidemic model
Journal of Difference Equations and Applications
2024-04-05Paper
A general class of second-order \(L\)-stable explicit numerical methods for stiff problems
Applied Mathematics Letters
2024-01-02Paper
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
Applied Numerical Mathematics
2023-11-10Paper
Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators2023-09-18Paper
Discrete Port-Hamiltonian Coupled Heat Transfer
Mathematics in Industry
2023-09-15Paper
The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model
Mathematics in Industry
2023-09-15Paper
A Deep Smoothness WENO Method with Applications in Option Pricing
Mathematics in Industry
2023-09-15Paper
Correlation Matrices Driven by Stochastic Isospectral Flows
Mathematics in Industry
2023-09-15Paper
Manakov system on metric graphs: modeling the reflectionless propagation of vector solitons in networks
Physics Letters. A
2023-07-03Paper
PINN training using biobjective optimization: the trade-off between data loss and residual loss
Journal of Computational Physics
2023-06-16Paper
Transparent boundary conditions for the nonlocal nonlinear Schroedinger equation: A model for reflectionless propagation of PT-symmetric solitons
(available as arXiv preprint)
2022-09-20Paper
Mixed-Dimensional Geometric Coupling of Port-Hamiltonian Systems
(available as arXiv preprint)
2022-02-13Paper
A gradient based calibration method for the Heston model2021-10-27Paper
Higher Strong Order Methods for It\^o SDEs on Matrix Lie Groups
(available as arXiv preprint)
2021-02-08Paper
Transparent boundary conditions for the sine-Gordon equation:Modeling the reflectionless propagation of kink solitons on a line
(available as arXiv preprint)
2020-11-26Paper
Operator splitting for abstract Cauchy problems with dynamical boundary condition
(available as arXiv preprint)
2020-04-27Paper
Transparent nonlinear networks2019-02-26Paper
Absorbing boundary conditions for solving \(N\)-dimensional stationary Schrödinger equations with unbounded potentials and nonlinearities
Communications in Computational Physics
2017-10-27Paper
scientific article; zbMATH DE number 6733683 (Why is no real title available?)2017-06-20Paper
Numerical simulation of waves in periodic structures2017-06-20Paper
Force-gradient nested multirate methods for Hamiltonian systems
Computer Physics Communications
2016-11-10Paper
On the Heston model with stochastic correlation
International Journal of Theoretical and Applied Finance
2016-10-24Paper
Discrete artificial boundary conditions for the linearized Korteweg-de Vries equation
Numerical Methods for Partial Differential Equations
2016-09-16Paper
A versatile approach for stochastic correlation using hyperbolic functions
International Journal of Computer Mathematics
2016-05-06Paper
Discrete Artificial Boundary Conditions for the Korteweg-de Vries Equation2015-11-05Paper
A transparent boundary condition for an elastic bottom in underwater acoustics
Finite Difference Methods,Theory and Applications
2015-08-20Paper
Transient simulation of \(\mathbf k\cdot \mathbf p\)-Schrödinger systems using discrete transparent boundary conditions
Multi-Band Effective Mass Approximations
2015-01-30Paper
Discrete transparent boundary conditions for multi-band effective mass approximations
Multi-Band Effective Mass Approximations
2015-01-30Paper
The pricing of Quanto options under dynamic correlation
Journal of Computational and Applied Mathematics
2014-09-29Paper
A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients
Applied Mathematics and Computation
2014-04-09Paper
Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model
International Journal of Computer Mathematics
2013-10-22Paper
On Dirac delta sequences and their generating functions
Applied Mathematics Letters
2012-10-11Paper
Absorbing boundary conditions for solving stationary Schrödinger equations
Mathematics in Industry
2012-08-27Paper
A high-order compact method for nonlinear Black-Scholes option pricing equations of American options
International Journal of Computer Mathematics
2012-05-23Paper
Multistep Methods for Lattice QCD Simulations2012-01-11Paper
Absorbing boundary conditions for hyperbolic systems
Numerical Mathematics: Theory, Methods and Applications
2011-09-29Paper
Evaluation of scattering operators for semi-infinite periodic arrays
Communications in Mathematical Sciences
2009-07-22Paper
A threestepped coordinated level set segmentation method for identifying atherosclerotic plaques on MR‐images
Communications in Numerical Methods in Engineering
2009-06-30Paper
On the numerical solution of nonlinear Black-Scholes equations
Computers & Mathematics with Applications
2009-03-12Paper
Discrete artificial boundary conditions for nonlinear Schrödinger equations
Mathematical and Computer Modelling
2008-10-21Paper
A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS
International Journal of Theoretical and Applied Finance
2008-09-29Paper
Discrete models for the cube-root differential equation2008-09-12Paper
Exact artificial boundary conditions for problems with periodic structures
Journal of Computational Physics
2008-07-21Paper
Discrete transparent boundary conditions for Schrödinger-type equations for non-compactly supported initial data
Applied Numerical Mathematics
2008-04-28Paper
Adequate numerical solution of air pollution problems by positive difference schemes on unbounded domains
Mathematical and Computer Modelling
2008-04-17Paper
A discrete Adomian decomposition method for discrete nonlinear Schrödinger equations
Applied Mathematics and Computation
2008-03-26Paper
Discrete transparent boundary conditions for parabolic systems
Mathematical and Computer Modelling
2008-02-26Paper
Discrete non-local boundary conditions for split-step Padé approximations of the one-way Helmholtz equation
Journal of Computational and Applied Mathematics
2007-03-08Paper
FINITE DIFFERENCE SCHEMES ON UNBOUNDED DOMAINS
Advances in the Applications of Nonstandard Finite Difference Schemes
2006-02-20Paper
Fast calculation of energy and mass preserving solutions of Schrödinger-Poisson systems on unbounded domains
Journal of Computational and Applied Mathematics
2005-12-05Paper
Discrete transparent boundary conditions for transient <i>kp</i>‐Schrödinger equations with application to quantum heterostructures
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik
2005-11-15Paper
Solutions to the discrete Airy equation: application to parabolic equation calculations
Journal of Computational and Applied Mathematics
2004-10-12Paper
Discrete transparent boundary conditions for the Schrödinger equation
Rivista di Matematica della Università di Parma. Serie 6
2002-03-13Paper
Discrete transparent boundary conditions for wide angle parabolic equations in underwater acoustics
Journal of Computational Physics
1999-07-07Paper
Regularization Procedures of Singular Free Boundary Problems in Rotational Bingham Flows
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik
1997-10-26Paper


Research outcomes over time


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