Thomas Kruse

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 25

Top Topics

Monte Carlo Methods

Diffusion Processes

Differential Equations

Reference Models

Top Venues

Publications

Thomas Kruse, Philipp Strack
Optimal Dynamic Control of an Epidemic. Oper. Res. 72 (3) (2024)
Julia Ackermann, Thomas Kruse, Mikhail Urusov
Self-exciting price impact via negative resilience in stochastic order books. Ann. Oper. Res. 336 (1-2) (2024)
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. J. Num. Math. 31 (1) (2023)
Julia Ackermann, Arnulf Jentzen, Thomas Kruse, Benno Kuckuck, Joshua Lee Padgett
-sense. CoRR (2023)
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse
Overcoming the Curse of Dimensionality in the Numerical Approximation of Parabolic Partial Differential Equations with Gradient-Dependent Nonlinearities. Found. Comput. Math. 22 (4) (2022)
Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer
-Divergences. Manag. Sci. 67 (10) (2021)
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. CoRR (2021)
Martin Hutzenthaler, Thomas Kruse, Tuan Anh Nguyen
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations. CoRR (2021)
Julia Ackermann, Thomas Kruse, Mikhail Urusov
Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters. SIAM J. Financial Math. 12 (2) (2021)
Christian Beck, Arnulf Jentzen, Thomas Kruse
Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations. CoRR (2020)
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen
Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities. CoRR (2020)
Christian Beck, Fabian Hornung, Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse
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. 28 (4) (2020)
Martin Hutzenthaler, Thomas Kruse
Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities. SIAM J. Numer. Anal. 58 (2) (2020)
Christian Beck, Fabian Hornung, Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse
Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations. CoRR (2019)
Weinan E, Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations. J. Sci. Comput. 79 (3) (2019)
Thomas Kruse, Philipp Strack
An Inverse Optimal Stopping Problem for Diffusion Processes. Math. Oper. Res. 44 (2) (2019)
Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer
-Divergences and Reference Models on the Contents of Uncertainty Sets. Oper. Res. 67 (2) (2019)
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse
Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities. CoRR (2019)
Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello
Gate-Level-Accurate Fault-Effect Analysis at Virtual-Prototype Speed. SAFECOMP Workshops (2016)
Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello
Speeding up safety verification by fault abstraction and simulation to transaction level. VLSI-SoC (2016)
Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello, Bogdan-Andrei Tabacaru
Transformation of Failure Propagation Models into Fault Trees for Safety Evaluation Purposes. DSN Workshops (2016)
Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello
Efficient Checkpointing-Based Safety-Verification Flow Using Compiled-Code Simulation. DSD (2016)
Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello
Fault-effect analysis on system-level hardware modeling using virtual prototypes. FDL (2016)
Thomas Kruse, Philipp Strack
Optimal stopping with private information. J. Econ. Theory 159 (2015)
Moomen Chaari, Wolfgang Ecker, Cristiano Novello, Bogdan-Andrei Tabacaru, Thomas Kruse
A model-based and simulation-assisted FMEDA approach for safety-relevant E/E systems. DAC (2015)
Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse
BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM J. Control. Optim. 52 (2) (2014)
Jan-Hendrik Oetjens, Nico Bannow, Markus Becker, Oliver Bringmann, Andreas Burger, Moomen Chaari, Samarjit Chakraborty, Rolf Drechsler, Wolfgang Ecker, Kim Grüttner, Thomas Kruse, Christoph Kuznik, Hoang Minh Le, Mauderer Mauderer, Wolfgang Müller, Daniel Müller-Gritschneder, Frank Poppen, Hendrik Post, Sebastian Reiter, Wolfgang Rosenstiel, S. Roth, Ulf Schlichtmann, Andreas von Schwerin, Bogdan-Andrei Tabacaru, Alexander Viehl
Safety Evaluation of Automotive Electronics Using Virtual Prototypes: State of the Art and Research Challenges. DAC (2014)
Stefan Ankirchner, Peter Kratz, Thomas Kruse
Hedging Forward Positions: Basis Risk Versus Liquidity Costs. SIAM J. Financial Math. 4 (1) (2013)
Andreas R. Vedral, Thomas Kruse, Jörg F. Wollert
Development and performance evaluation of an antenna diversity module for industrial communication based on IEEE 802.15.4. ETFA (2007)
Peter Jensen, Wolfgang Ecker, Thomas Kruse, Martin Zambaldi
SystemVerilog: Interface Based Design. FDL (2004)
Martin Zambaldi, Wolfgang Ecker, Thomas Kruse, Wolfgang Müller
The Formal Simulation Semantics of SystemVerilog. FDL (2004)
Stefan Kahlert, Thomas Kruse, Dieter Monjau
A Formal Semantics for a Graphical Model Representation in System Design. EUROCAST (1995)
Wolfgang Glunz, Thomas Kruse, Torsten Rössel, Dieter Monjau
Integrating SDL and VHDL for System-Level Hardware Design. CHDL (1993)