Bertram Düring

12 papers Journal 11Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Breaking Consensus in Kinetic Opinion Formation Models on Graphons.
J. Nonlinear Sci.
Bertram Düring, Jonathan Franceschi, Marie-Therese Wolfram, Mattia Zanella
2021 J jnl
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models.
CoRR
Bertram Düring, Christof Heuer
2019 J jnl
Boltzmann and Fokker-Planck Equations Modelling the Elo Rating System with Learning Effects.
J. Nonlinear Sci.
Bertram Düring, Marco Torregrossa, Marie-Therese Wolfram
2019 J jnl
Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics.
CoRR
José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb
2019 J jnl
High-order compact finite difference scheme for option pricing in stochastic volatility jump models.
J. Comput. Appl. Math.
Bertram Düring, Alexander Pitkin
2019 J jnl
Stability Analysis of Line Patterns of an Anisotropic Interaction Model.
SIAM J. Appl. Dyn. Syst.
José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb
2018 J jnl
A Lagrangian Scheme for the Solution of Nonlinear Diffusion Equations Using Moving Simplex Meshes.
J. Sci. Comput.
José A. Carrillo, Bertram Düring, Daniel Matthes, David S. McCormick
2017 J jnl
High-order ADI scheme for option pricing in stochastic volatility models.
J. Comput. Appl. Math.
Bertram Düring, James Miles
2015 J jnl
High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions.
SIAM J. Numer. Anal.
Bertram Düring, Christof Heuer
2014 J jnl
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids.
J. Comput. Appl. Math.
Bertram Düring, Michel Fournié, Christof Heuer
2013 — conf
A Primal-Dual Approach for a Total Variation Wasserstein Flow.
GSI
Martin Benning, Luca Calatroni, Bertram Düring, Carola-Bibiane Schönlieb
2012 J jnl
High-order compact finite difference scheme for option pricing in stochastic volatility models.
J. Comput. Appl. Math.
Bertram Düring, Michel Fournié