Matthias Ehrhardt

57 papers Misc 1Journal 53Unranked 3

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A generalized second-order positivity-preserving numerical method for non-autonomous dynamical systems with applications. Appl. Math. Comput. Manh Tuan Hoang, Matthias Ehrhardt
2026	J	`jnl`	A nonstandard finite difference scheme for an SEIQR epidemiological PDE model. Appl. Math. Comput. Achraf Zinihi, Matthias Ehrhardt, Moulay Rchid Sidi Ammi
2026	J	`jnl`	Stochastic Port-Hamiltonian Neural Networks: Universal Approximation with Passivity Guarantees. CoRR Luca Di Persio, Matthias Ehrhardt, Youness Outaleb
2026	J	`jnl`	Structure-preserving coupling and decoupling of port-Hamiltonian systems. Appl. Math. Lett. Matthias Ehrhardt, Michael Günther, Daniel Sevcovic
2025	J	`jnl`	A Space Mapping approach for the calibration of financial models with the application to the Heston model. CoRR Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
2025	J	`jnl`	A Spectral Split-Step Padé Method for Guided Wave Propagation. CoRR Daniel Walsken, Pavel S. Petrov, Matthias Ehrhardt
2025	J	`jnl`	A fast second-order absorbing boundary condition for the linearized Benjamin-Bona-Mahony equation. Numer. Algorithms Zijun Zheng, Gang Pang, Matthias Ehrhardt, Baiyili Liu
2025	J	`jnl`	A finite element-based machine learning model for hydro-mechanical analysis of swelling behavior in clay-sulfate rocks. CoRR Reza Taherdangkoo, Mostafa Mollaali, Matthias Ehrhardt, Thomas Nagel, Lyesse Laloui, Alessio Ferrari, Christoph Butscher
2025	J	`jnl`	Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena. Appl. Math. Lett. Matthias Ehrhardt, Jochen Glück, Pavel S. Petrov, Stefan Tappe
2024	J	`jnl`	A general class of second-order L-stable explicit numerical methods for stiff problems. Appl. Math. Lett. Manh Tuan Hoang, Matthias Ehrhardt
2024	J	`jnl`	A gradient-based calibration method for the Heston model. Int. J. Comput. Math. Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
2024	J	`jnl`	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 Hooman Fatoorehchi, Matthias Ehrhardt
2024	J	`jnl`	A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator-prey model. J. Comput. Appl. Math. Manh Tuan Hoang, Matthias Ehrhardt
2024	J	`jnl`	Absorbing Boundary Conditions for Variable Potential Schrödinger Equations via Titchmarsh-Weyl Theory. CoRR Matthias Ehrhardt, Chunxiong Zheng
2024	J	`jnl`	Editorial. Int. J. Comput. Math. Matthias Ehrhardt, Maria do Rosário Grossinho, Choi-Hong Lai, Kees Oosterlee, Daniel Sevcovic, Carlos Vázquez
2024	J	`jnl`	Transparent PT-symmetric nonlinear networks. CoRR Mashrab Akramov, Jambul Yusupov, Matthias Ehrhardt, Hadi Susanto, Davron Matrasulov
2023	J	`jnl`	Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators. CoRR Tatiana Kossaczká, Ameya D. Jagtap, Matthias Ehrhardt
2023	J	`jnl`	Driven transparent quantum graphs. CoRR J. R. Yusupov, Matthias Ehrhardt, Kh. Sh. Matyokubov, D. U. Matrasulov
2023	J	`jnl`	Mixed-dimensional geometric coupling of port-Hamiltonian systems. Appl. Math. Lett. Jens Jäschke, Nathanael Skrepek, Matthias Ehrhardt
2023	J	`jnl`	PINN Training using Biobjective Optimization: The Trade-off between Data Loss and Residual Loss. CoRR Fabian Heldmann, Sarah Berkhahn, Matthias Ehrhardt, Kathrin Klamroth
2023	J	`jnl`	PINN training using biobjective optimization: The trade-off between data loss and residual loss. J. Comput. Phys. Fabian Heldmann, Sarah Berkhahn, Matthias Ehrhardt, Kathrin Klamroth
2021	J	`jnl`	Enhanced fifth order WENO Shock-Capturing Schemes with Deep Learning. CoRR Tatiana Kossaczká, Matthias Ehrhardt, Michael Günther
2021	J	`jnl`	Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups. CoRR Michelle Muniz, Matthias Ehrhardt, Michael Günther, Renate Winkler
2021	J	`jnl`	Reflectionless propagation of Manakov solitons on a line: A model based on the concept of transparent boundary conditions. CoRR K. K. Sabirov, J. R. Yusupov, M. M. Aripov, Matthias Ehrhardt, D. U. Matrasulov
2020	J	`jnl`	GivEn - Shape Optimization for Gas Turbines in Volatile Energy Networks. CoRR 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
2019	—	`conf`	A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs. HPC Lorenc Kapllani, Long Teng, Matthias Ehrhardt
2019	J	`jnl`	Preface. Int. J. Comput. Math. Matthias Ehrhardt, Maria do Rosário Grossinho, Manuel Guerra, João Janela, Choi-Hong Lai, Daniel Sevcovic, Carlos Vázquez
2019	J	`jnl`	SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity. J. Comput. Sci. Matthias Ehrhardt, Ján Gasper, Sona Kilianová
2017	J	`jnl`	High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. J. Comput. Appl. Math. Christian Hendricks, Christof Heuer, Matthias Ehrhardt, Michael Günther
2017	Misc	`conf`	Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory. ICCS Pavel S. Petrov, Matthias Ehrhardt, Denis V. Makarov
2017	J	`jnl`	Preface. Int. J. Comput. Math. Matthias Ehrhardt, Maria do Rosário Grossinho, Daniel Sevcovic, Albert N. Shiryaev
2016	J	`jnl`	A versatile approach for stochastic correlation using hyperbolic functions. Int. J. Comput. Math. Long Teng, Cathrin van Emmerich, Matthias Ehrhardt, Michael Günther
2016	J	`jnl`	Novel methods in computational finance. Int. J. Comput. Math. Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Company
2016	J	`jnl`	On the non-existence of higher order monotone approximation schemes for HJB equations. Appl. Math. Lett. Igor Kossaczký, Matthias Ehrhardt, Michael Günther
2016	J	`jnl`	Transparent boundary conditions for iterative high-order parabolic equations. J. Comput. Phys. Pavel S. Petrov, Matthias Ehrhardt
2015	J	`jnl`	Concept for a one-dimensional discrete artificial boundary condition for the lattice Boltzmann method. Comput. Math. Appl. Daniel Heubes, Andreas Bartel, Matthias Ehrhardt
2015	J	`jnl`	Force-gradient nested multirate methods for Hamiltonian systems. Comput. Phys. Commun. Dmitry Shcherbakov, Matthias Ehrhardt, Michael Günther, Michael Peardon
2015	J	`jnl`	On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation. Appl. Math. Lett. Pavel S. Petrov, Matthias Ehrhardt
2015	J	`jnl`	The pricing of Quanto options under dynamic correlation. J. Comput. Appl. Math. Long Teng, Matthias Ehrhardt, Michael Günther
2014	—	`conf`	A Transparent Boundary Condition for an Elastic Bottom in Underwater Acoustics. FDM Anton Arnold, Matthias Ehrhardt
2014	J	`jnl`	Advanced computational engineering. Int. J. Comput. Math. Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Jacinto Villanueva Micó
2014	J	`jnl`	Characteristic boundary conditions in the lattice Boltzmann method for fluid and gas dynamics. J. Comput. Appl. Math. Daniel Heubes, Andreas Bartel, Matthias Ehrhardt
2014	J	`jnl`	Exact artificial boundary conditions for a lattice Boltzmann method. Comput. Math. Appl. Daniel Heubes, Andreas Bartel, Matthias Ehrhardt
2014	J	`jnl`	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. J. C. Cortés, Matthias Ehrhardt, Almudena Sánchez-Sánchez, Francisco-José Santonja, Rafael J. Villanueva
2014	J	`jnl`	Numerical methods and mathematical modelling in biology, medicine and social sciences. Int. J. Comput. Math. Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Jacinto Villanueva Micó
2013	J	`jnl`	A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients. Appl. Math. Comput. Matthias Ehrhardt, Ronald E. Mickens
2013	J	`jnl`	Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model. Int. J. Comput. Math. Long Teng, Matthias Ehrhardt, Michael Günther
2012	—	`conf`	Meshfree methods in option pricing. MECO Anna Belova, Tamara Shmidt, Matthias Ehrhardt
2012	J	`jnl`	On Dirac delta sequences and their generating functions. Appl. Math. Lett. Quang A. Dang, Matthias Ehrhardt
2011	J	`jnl`	A high-order compact method for nonlinear Black-Scholes option pricing equations of American options. Int. J. Comput. Math. Ekaterina Dremkova, Matthias Ehrhardt
2008	J	`jnl`	A discrete Adomian decomposition method for discrete nonlinear Schrödinger equations. Appl. Math. Comput. Athanassios G. Bratsos, Matthias Ehrhardt, Ioannis Th. Famelis
2008	J	`jnl`	Discrete artificial boundary conditions for nonlinear Schrödinger equations. Math. Comput. Model. Andrea Zisowsky, Matthias Ehrhardt
2008	J	`jnl`	Exact artificial boundary conditions for problems with periodic structures. J. Comput. Phys. Matthias Ehrhardt, Chunxiong Zheng
2008	J	`jnl`	On the numerical solution of nonlinear Black-Scholes equations. Comput. Math. Appl. Julia Ankudinova, Matthias Ehrhardt
2006	J	`jnl`	Adequate numerical solution of air pollution problems by positive difference schemes on unbounded domains. Math. Comput. Model. Quang A. Dang, Matthias Ehrhardt
2006	J	`jnl`	Discrete transparent boundary conditions for parabolic systems. Math. Comput. Model. Andrea Zisowsky, Matthias Ehrhardt
1999	J	`jnl`	Discrete Transparent Boundary Conditions for General Schrödinger-type Equations. VLSI Design Matthias Ehrhardt