High-order compact finite difference scheme for option pricing in stochastic volatility models. - Bertram Düring; Michel Fournié (J. Comput. Appl. Math., 2012)

A Primal-Dual Approach for a Total Variation Wasserstein Flow. - Martin Benning; Luca Calatroni; Bertram Düring; Carola-Bibiane Schönlieb (GSI, 2013)

High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. - Bertram Düring; Michel Fournié; Christof Heuer (J. Comput. Appl. Math., 2014)

High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions. - Bertram Düring; Christof Heuer (SIAM J. Numer. Anal., 2015)

High-order ADI scheme for option pricing in stochastic volatility models. - Bertram Düring; James Miles (J. Comput. Appl. Math., 2017)

A Lagrangian Scheme for the Solution of Nonlinear Diffusion Equations Using Moving Simplex Meshes. - José A. Carrillo 001; Bertram Düring; Daniel Matthes; David S. McCormick (J. Sci. Comput., 2018)

Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics. - José A. Carrillo 001; Bertram Düring; Lisa Maria Kreusser; Carola-Bibiane Schönlieb (CoRR, 2019)

High-order compact finite difference scheme for option pricing in stochastic volatility jump models. - Bertram Düring; Alexander Pitkin (J. Comput. Appl. Math., 2019)

Boltzmann and Fokker-Planck Equations Modelling the Elo Rating System with Learning Effects. - Bertram Düring; Marco Torregrossa; Marie-Therese Wolfram (J. Nonlinear Sci., 2019)

Stability Analysis of Line Patterns of an Anisotropic Interaction Model. - José A. Carrillo 001; Bertram Düring; Lisa Maria Kreusser; Carola-Bibiane Schönlieb (SIAM J. Appl. Dyn. Syst., 2019)

Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models. - Bertram Düring; Christof Heuer (CoRR, 2021)

Breaking Consensus in Kinetic Opinion Formation Models on Graphons. - Bertram Düring; Jonathan Franceschi; Marie-Therese Wolfram; Mattia Zanella (J. Nonlinear Sci., 2024)