Matthias Ehrhardt

Publication Activity (10 Years)

Years Active: 1999-2024
Publications (10 Years): 24

Top Topics

Mathematical Model

Boundary Conditions

Differential Equations

Lattice Boltzmann Method

Top Venues

Int. J. Comput. Math.

Appl. Math. Lett.

J. Comput. Appl. Math.

Publications

Hooman Fatoorehchi, Matthias Ehrhardt
A novel technique for stability analysis of linear time-invariant and nonlinear continuous-time control systems based on Markov parameters and Hankel matrices. Trans. Inst. Meas. Control 46 (10) (2024)
Manh Tuan Hoang, Matthias Ehrhardt
A general class of second-order L-stable explicit numerical methods for stiff problems. Appl. Math. Lett. 149 (2024)
Manh Tuan Hoang, Matthias Ehrhardt
A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator-prey model. J. Comput. Appl. Math. 444 (2024)
Jens Jäschke, Nathanael Skrepek, Matthias Ehrhardt
Mixed-dimensional geometric coupling of port-Hamiltonian systems. Appl. Math. Lett. 137 (2023)
Fabian Heldmann, Sarah Berkhahn, Matthias Ehrhardt, Kathrin Klamroth
PINN Training using Biobjective Optimization: The Trade-off between Data Loss and Residual Loss. CoRR (2023)
Tatiana Kossaczká, Ameya D. Jagtap, Matthias Ehrhardt
Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators. CoRR (2023)
Fabian Heldmann, Sarah Berkhahn, Matthias Ehrhardt, Kathrin Klamroth
PINN training using biobjective optimization: The trade-off between data loss and residual loss. J. Comput. Phys. 488 (2023)
Tatiana Kossaczká, Matthias Ehrhardt, Michael Günther
Enhanced fifth order WENO Shock-Capturing Schemes with Deep Learning. CoRR (2021)
Michelle Muniz, Matthias Ehrhardt, Michael Günther, Renate Winkler
Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups. CoRR (2021)
Jan Backhaus, Matthias Bolten, Onur Tanil Doganay, Matthias Ehrhardt, Benedikt Engel, Christian Frey, Hanno Gottschalk, Michael Günther, Camilla Hahn, Jens Jäschke, Peter Jaksch, Kathrin Klamroth, Alexander Liefke, Daniel Luft, Lucas Mäde, Vincent Marciniak, Marco Reese, Johanna Schultes, Volker Schulz, Sebastian Schmitz, Johannes Steiner, Michael Stiglmayr
GivEn - Shape Optimization for Gas Turbines in Volatile Energy Networks. CoRR (2020)
Lorenc Kapllani, Long Teng, Matthias Ehrhardt
A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs. HPC (2019)
Matthias Ehrhardt, Maria do Rosário Grossinho, Manuel Guerra, João Janela, Choi-Hong Lai, Daniel Sevcovic, Carlos Vázquez
Preface. Int. J. Comput. Math. 96 (11) (2019)
Matthias Ehrhardt, Ján Gasper, Sona Kilianová
SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity. J. Comput. Sci. 37 (2019)
Pavel S. Petrov, Matthias Ehrhardt, Denis V. Makarov
Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory. ICCS (2017)
Matthias Ehrhardt, Maria do Rosário Grossinho, Daniel Sevcovic, Albert N. Shiryaev
Preface. Int. J. Comput. Math. 94 (11) (2017)
Christian Hendricks, Christof Heuer, Matthias Ehrhardt, Michael Günther
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. J. Comput. Appl. Math. 316 (2017)
Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Company
Novel methods in computational finance. Int. J. Comput. Math. 93 (5) (2016)
Igor Kossaczký, Matthias Ehrhardt, Michael Günther
On the non-existence of higher order monotone approximation schemes for HJB equations. Appl. Math. Lett. 52 (2016)
Long Teng, Cathrin van Emmerich, Matthias Ehrhardt, Michael Günther
A versatile approach for stochastic correlation using hyperbolic functions. Int. J. Comput. Math. 93 (3) (2016)
Pavel S. Petrov, Matthias Ehrhardt
Transparent boundary conditions for iterative high-order parabolic equations. J. Comput. Phys. 313 (2016)
Dmitry Shcherbakov, Matthias Ehrhardt, Michael Günther, Michael Peardon
Force-gradient nested multirate methods for Hamiltonian systems. Comput. Phys. Commun. 187 (2015)
Daniel Heubes, Andreas Bartel, Matthias Ehrhardt
Concept for a one-dimensional discrete artificial boundary condition for the lattice Boltzmann method. Comput. Math. Appl. 70 (10) (2015)
Long Teng, Matthias Ehrhardt, Michael Günther
The pricing of Quanto options under dynamic correlation. J. Comput. Appl. Math. 275 (2015)
Pavel S. Petrov, Matthias Ehrhardt
On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation. Appl. Math. Lett. 44 (2015)
Daniel Heubes, Andreas Bartel, Matthias Ehrhardt
Characteristic boundary conditions in the lattice Boltzmann method for fluid and gas dynamics. J. Comput. Appl. Math. 262 (2014)
Anton Arnold, Matthias Ehrhardt
A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics. FDM (2014)
J. C. Cortés, Matthias Ehrhardt, Almudena Sánchez-Sánchez, Francisco-José Santonja, Rafael J. Villanueva
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. 91 (2) (2014)
Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Jacinto Villanueva Micó
Advanced computational engineering. Int. J. Comput. Math. 91 (1) (2014)
Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Jacinto Villanueva Micó
Numerical methods and mathematical modelling in biology, medicine and social sciences. Int. J. Comput. Math. 91 (2) (2014)
Daniel Heubes, Andreas Bartel, Matthias Ehrhardt
Exact artificial boundary conditions for a lattice Boltzmann method. Comput. Math. Appl. 67 (11) (2014)
Long Teng, Matthias Ehrhardt, Michael Günther
Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model. Int. J. Comput. Math. 90 (5) (2013)
Matthias Ehrhardt, Ronald E. Mickens
A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients. Appl. Math. Comput. 219 (12) (2013)
Quang A. Dang, Matthias Ehrhardt
On Dirac delta sequences and their generating functions. Appl. Math. Lett. 25 (12) (2012)
Anna Belova, Tamara Shmidt, Matthias Ehrhardt
Meshfree methods in option pricing. MECO (2012)
Ekaterina Dremkova, Matthias Ehrhardt
A high-order compact method for nonlinear Black-Scholes option pricing equations of American options. Int. J. Comput. Math. 88 (13) (2011)
Matthias Ehrhardt, Chunxiong Zheng
Exact artificial boundary conditions for problems with periodic structures. J. Comput. Phys. 227 (14) (2008)
Andrea Zisowsky, Matthias Ehrhardt
Discrete artificial boundary conditions for nonlinear Schrödinger equations. Math. Comput. Model. 47 (11-12) (2008)
Athanassios G. Bratsos, Matthias Ehrhardt, Ioannis Th. Famelis
A discrete Adomian decomposition method for discrete nonlinear Schrödinger equations. Appl. Math. Comput. 197 (1) (2008)
Julia Ankudinova, Matthias Ehrhardt
On the numerical solution of nonlinear Black-Scholes equations. Comput. Math. Appl. 56 (3) (2008)
Andrea Zisowsky, Matthias Ehrhardt
Discrete transparent boundary conditions for parabolic systems. Math. Comput. Model. 43 (3-4) (2006)
Quang A. Dang, Matthias Ehrhardt
Adequate numerical solution of air pollution problems by positive difference schemes on unbounded domains. Math. Comput. Model. 44 (9-10) (2006)
Matthias Ehrhardt
Discrete Transparent Boundary Conditions for General Schrödinger-type Equations. VLSI Design 1999 (4) (1999)