Thomas Kruse

According to our database1, Thomas Kruse authored at least 24 papers between 1993 and 2021.

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



In proceedings 
PhD thesis 




Multilevel Picard approximations for McKean-Vlasov stochastic differential equations.
CoRR, 2021

Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities.
SIAM J. Numer. Anal., 2020

Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations.
J. Num. Math., 2020

Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations.
CoRR, 2020

Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities.
CoRR, 2020

An Inverse Optimal Stopping Problem for Diffusion Processes.
Math. Oper. Res., 2019

On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations.
J. Sci. Comput., 2019

Technical Note - The Joint Impact of <i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets.
Oper. Res., 2019

Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities.
CoRR, 2019

Speeding up safety verification by fault abstraction and simulation to transaction level.
Proceedings of the 2016 IFIP/IEEE International Conference on Very Large Scale Integration, 2016

Gate-Level-Accurate Fault-Effect Analysis at Virtual-Prototype Speed.
Proceedings of the Computer Safety, Reliability, and Security, 2016

Fault-effect analysis on system-level hardware modeling using virtual prototypes.
Proceedings of the 2016 Forum on Specification and Design Languages, 2016

Transformation of Failure Propagation Models into Fault Trees for Safety Evaluation Purposes.
Proceedings of the 46th Annual IEEE/IFIP International Conference on Dependable Systems and Networks Workshops, 2016

Efficient Checkpointing-Based Safety-Verification Flow Using Compiled-Code Simulation.
Proceedings of the 2016 Euromicro Conference on Digital System Design, 2016

Optimal stopping with private information.
J. Econ. Theory, 2015

A model-based and simulation-assisted FMEDA approach for safety-relevant E/E systems.
Proceedings of the 52nd Annual Design Automation Conference, 2015

BSDEs with Singular Terminal Condition and a Control Problem with Constraints.
SIAM J. Control. Optim., 2014

Hedging Forward Positions: Basis Risk Versus Liquidity Costs.
SIAM J. Financial Math., 2013

Development and performance evaluation of an antenna diversity module for industrial communication based on IEEE 802.15.4.
Proceedings of 12th IEEE International Conference on Emerging Technologies and Factory Automation, 2007

The Formal Simulation Semantics of SystemVerilog.
Proceedings of the Forum on specification and Design Languages, 2004

SystemVerilog: Interface Based Design.
Proceedings of the Forum on specification and Design Languages, 2004

A Formal Semantics for a Graphical Model Representation in System Design.
Proceedings of the Computer Aided Systems Theory, 1995

Integrating SDL and VHDL for System-Level Hardware Design.
Proceedings of the Computer Hardware Description Languages and their Applications, Proceedings of the 11th IFIP WG10.2 International Conference on Computer Hardware Description Languages and their Applications, 1993