Matthias Ehrhardt

Orcid: 0000-0003-2561-8854

Affiliations:
  • University of Wuppertal, IMACM, Germany


According to our database1, Matthias Ehrhardt authored at least 39 papers between 1999 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
A general class of second-order L-stable explicit numerical methods for stiff problems.
Appl. Math. Lett., March, 2024

2023
PINN training using biobjective optimization: The trade-off between data loss and residual loss.
J. Comput. Phys., September, 2023

Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators.
CoRR, 2023

Mixed-dimensional geometric coupling of port-Hamiltonian systems.
Appl. Math. Lett., 2023

2021
Enhanced fifth order WENO Shock-Capturing Schemes with Deep Learning.
CoRR, 2021

Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups.
CoRR, 2021

2020
GivEn - Shape Optimization for Gas Turbines in Volatile Energy Networks.
CoRR, 2020

2019
SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity.
J. Comput. Sci., 2019

Preface.
Int. J. Comput. Math., 2019

A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs.
Proceedings of the Advances in High Performance Computing, 2019

2017
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance.
J. Comput. Appl. Math., 2017

Preface.
Int. J. Comput. Math., 2017

Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory.
Proceedings of the International Conference on Computational Science, 2017

2016
Transparent boundary conditions for iterative high-order parabolic equations.
J. Comput. Phys., 2016

A versatile approach for stochastic correlation using hyperbolic functions.
Int. J. Comput. Math., 2016

Novel methods in computational finance.
Int. J. Comput. Math., 2016

On the non-existence of higher order monotone approximation schemes for HJB equations.
Appl. Math. Lett., 2016

2015
The pricing of Quanto options under dynamic correlation.
J. Comput. Appl. Math., 2015

Force-gradient nested multirate methods for Hamiltonian systems.
Comput. Phys. Commun., 2015

Concept for a one-dimensional discrete artificial boundary condition for the lattice Boltzmann method.
Comput. Math. Appl., 2015

On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation.
Appl. Math. Lett., 2015

2014
Characteristic boundary conditions in the lattice Boltzmann method for fluid and gas dynamics.
J. Comput. Appl. Math., 2014

Numerical methods and mathematical modelling in biology, medicine and social sciences.
Int. J. Comput. Math., 2014

Advanced computational engineering.
Int. J. Comput. Math., 2014

Modelling the dynamics of the students' academic performance in the German region of the North Rhine-Westphalia: an epidemiological approach with uncertainty.
Int. J. Comput. Math., 2014

Exact artificial boundary conditions for a lattice Boltzmann method.
Comput. Math. Appl., 2014

A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics.
Proceedings of the Finite Difference Methods, Theory and Applications, 2014

2013
Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model.
Int. J. Comput. Math., 2013

A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients.
Appl. Math. Comput., 2013

2012
On Dirac delta sequences and their generating functions.
Appl. Math. Lett., 2012

Meshfree methods in option pricing.
Proceedings of the 1st Mediterranean Conference on Embedded Computing, 2012

2011
A high-order compact method for nonlinear Black-Scholes option pricing equations of American options.
Int. J. Comput. Math., 2011

2008
Discrete artificial boundary conditions for nonlinear Schrödinger equations.
Math. Comput. Model., 2008

Exact artificial boundary conditions for problems with periodic structures.
J. Comput. Phys., 2008

On the numerical solution of nonlinear Black-Scholes equations.
Comput. Math. Appl., 2008

A discrete Adomian decomposition method for discrete nonlinear Schrödinger equations.
Appl. Math. Comput., 2008

2006
Discrete transparent boundary conditions for parabolic systems.
Math. Comput. Model., 2006

Adequate numerical solution of air pollution problems by positive difference schemes on unbounded domains.
Math. Comput. Model., 2006

1999
Discrete Transparent Boundary Conditions for General Schrödinger-type Equations.
VLSI Design, 1999


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