Bertram Düring

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 8

Top Topics

Diffusion Equation

Stability Analysis

Top Venues

J. Comput. Appl. Math.

J. Nonlinear Sci.

SIAM J. Numer. Anal.

Publications

Bertram Düring, Jonathan Franceschi, Marie-Therese Wolfram, Mattia Zanella
Breaking Consensus in Kinetic Opinion Formation Models on Graphons. J. Nonlinear Sci. 34 (4) (2024)
Bertram Düring, Christof Heuer
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models. CoRR (2021)
José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb
Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics. CoRR (2019)
Bertram Düring, Alexander Pitkin
High-order compact finite difference scheme for option pricing in stochastic volatility jump models. J. Comput. Appl. Math. 355 (2019)
Bertram Düring, Marco Torregrossa, Marie-Therese Wolfram
Boltzmann and Fokker-Planck Equations Modelling the Elo Rating System with Learning Effects. J. Nonlinear Sci. 29 (3) (2019)
José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb
Stability Analysis of Line Patterns of an Anisotropic Interaction Model. SIAM J. Appl. Dyn. Syst. 18 (4) (2019)
José A. Carrillo, Bertram Düring, Daniel Matthes, David S. McCormick
A Lagrangian Scheme for the Solution of Nonlinear Diffusion Equations Using Moving Simplex Meshes. J. Sci. Comput. 75 (3) (2018)
Bertram Düring, James Miles
High-order ADI scheme for option pricing in stochastic volatility models. J. Comput. Appl. Math. 316 (2017)
Bertram Düring, Christof Heuer
High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions. SIAM J. Numer. Anal. 53 (5) (2015)
Bertram Düring, Michel Fournié, Christof Heuer
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. J. Comput. Appl. Math. 271 (2014)
Martin Benning, Luca Calatroni, Bertram Düring, Carola-Bibiane Schönlieb
A Primal-Dual Approach for a Total Variation Wasserstein Flow. GSI (2013)
Bertram Düring, Michel Fournié
High-order compact finite difference scheme for option pricing in stochastic volatility models. J. Comput. Appl. Math. 236 (17) (2012)