| Publication | Date of Publication | Type |
|---|
| Discrete artificial boundary conditions | 2024-12-04 | Paper |
| Editorial | 2024-10-28 | Paper |
| A gradient-based calibration method for the Heston model | 2024-10-28 | Paper |
| A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator-prey model | 2024-06-17 | Paper |
| A dynamically consistent nonstandard finite difference scheme for a generalized SEIR epidemic model | 2024-04-05 | Paper |
| A general class of second-order \(L\)-stable explicit numerical methods for stiff problems | 2024-01-02 | Paper |
| Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds | 2023-11-10 | Paper |
| Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators | 2023-09-18 | Paper |
| Discrete Port-Hamiltonian Coupled Heat Transfer | 2023-09-15 | Paper |
| The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model | 2023-09-15 | Paper |
| A Deep Smoothness WENO Method with Applications in Option Pricing | 2023-09-15 | Paper |
| Correlation Matrices Driven by Stochastic Isospectral Flows | 2023-09-15 | Paper |
| Manakov system on metric graphs: modeling the reflectionless propagation of vector solitons in networks | 2023-07-03 | Paper |
| PINN training using biobjective optimization: the trade-off between data loss and residual loss | 2023-06-16 | Paper |
| Transparent boundary conditions for the nonlocal nonlinear Schroedinger equation: A model for reflectionless propagation of PT-symmetric solitons | 2022-09-20 | Paper |
| Mixed-Dimensional Geometric Coupling of Port-Hamiltonian Systems | 2022-02-13 | Paper |
| A gradient based calibration method for the Heston model | 2021-10-27 | Paper |
| Higher Strong Order Methods for It\^o SDEs on Matrix Lie Groups | 2021-02-08 | Paper |
| Transparent boundary conditions for the sine-Gordon equation:Modeling the reflectionless propagation of kink solitons on a line | 2020-11-26 | Paper |
| Operator splitting for abstract Cauchy problems with dynamical boundary condition | 2020-04-27 | Paper |
| Transparent nonlinear networks | 2019-02-26 | Paper |
| Absorbing Boundary Conditions for Solving N-Dimensional Stationary Schrödinger Equations with Unbounded Potentials and Nonlinearities | 2017-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5268541 | 2017-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5268605 | 2017-06-20 | Paper |
| Force-gradient nested multirate methods for Hamiltonian systems | 2016-11-10 | Paper |
| On the Heston model with stochastic correlation | 2016-10-24 | Paper |
| Discrete artificial boundary conditions for the linearized Korteweg-de Vries equation | 2016-09-16 | Paper |
| A versatile approach for stochastic correlation using hyperbolic functions | 2016-05-06 | Paper |
| Discrete Artificial Boundary Conditions for the Korteweg-de Vries Equation | 2015-11-05 | Paper |
| A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics | 2015-08-20 | Paper |
| Transient Simulation of k⋅p-Schrödinger Systems Using Discrete Transparent Boundary Conditions | 2015-01-30 | Paper |
| Discrete Transparent Boundary Conditions for Multi-Band Effective Mass Approximations | 2015-01-30 | Paper |
| The pricing of Quanto options under dynamic correlation | 2014-09-29 | Paper |
| A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients | 2014-04-09 | Paper |
| Numerical evaluation of complex logarithms in the Cox–Ingersoll–Ross model | 2013-10-22 | Paper |
| On Dirac delta sequences and their generating functions | 2012-10-11 | Paper |
| Absorbing Boundary Conditions for Solving Stationary Schrödinger Equations | 2012-08-27 | Paper |
| A high-order compact method for nonlinear Black–Scholes option pricing equations of American options | 2012-05-23 | Paper |
| Multistep Methods for Lattice QCD Simulations | 2012-01-11 | Paper |
| Absorbing Boundary Conditions for Hyperbolic Systems | 2011-09-29 | Paper |
| Evaluation of scattering operators for semi-infinite periodic arrays | 2009-07-22 | Paper |
| A threestepped coordinated level set segmentation method for identifying atherosclerotic plaques on MR‐images | 2009-06-30 | Paper |
| On the numerical solution of nonlinear Black-Scholes equations | 2009-03-12 | Paper |
| Discrete artificial boundary conditions for nonlinear Schrödinger equations | 2008-10-21 | Paper |
| A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS | 2008-09-29 | Paper |
| Discrete models for the cube-root differential equation | 2008-09-12 | Paper |
| Exact artificial boundary conditions for problems with periodic structures | 2008-07-21 | Paper |
| Discrete transparent boundary conditions for Schrödinger-type equations for non-compactly supported initial data | 2008-04-28 | Paper |
| Adequate numerical solution of air pollution problems by positive difference schemes on unbounded domains | 2008-04-17 | Paper |
| A discrete Adomian decomposition method for discrete nonlinear Schrödinger equations | 2008-03-26 | Paper |
| Discrete transparent boundary conditions for parabolic systems | 2008-02-26 | Paper |
| Discrete non-local boundary conditions for split-step Padé approximations of the one-way Helmholtz equation | 2007-03-08 | Paper |
| FINITE DIFFERENCE SCHEMES ON UNBOUNDED DOMAINS | 2006-02-20 | Paper |
| Fast calculation of energy and mass preserving solutions of Schrödinger-Poisson systems on unbounded domains | 2005-12-05 | Paper |
| Discrete transparent boundary conditions for transient kp‐Schrödinger equations with application to quantum heterostructures | 2005-11-15 | Paper |
| Solutions to the discrete Airy equation: application to parabolic equation calculations | 2004-10-12 | Paper |
| Discrete transparent boundary conditions for the Schrödinger equation | 2002-03-13 | Paper |
| Discrete transparent boundary conditions for wide angle parabolic equations in underwater acoustics | 1999-07-07 | Paper |
| Regularization Procedures of Singular Free Boundary Problems in Rotational Bingham Flows | 1997-10-26 | Paper |
