List of participants print version
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Variance reduction techniques for the numerical simulation of the stochastic heat equation
Implicit Volterra Series Interpolation for Model Reduction of Bilinear Systems
Geometric integration and absorbing boundary conditions
Operator DAEs with Noise Appearing in Fluid Dynamics
Delayed SIR Epidemic Model with a Saturated Incidence Rate
Coupled error propagation in terms of vector valued error terms
Volume Preservation by Runge-Kutta Methods
A flow-on-manifold formulation of DAEs. Application to positive systems.
Efficient goal-oriented global error estimation for BDF-type methods
Analytic and numerical solutions to the problem of double pendulum stabilization
Boltze, Lothar Exponential Krylov subspace time integration for nanophotonics applications
Time-Splitting Scheme for Nonhydrostatic Atmospheric Model
On grid generation for numerical schemes of atmospheric models
Implicit–explicit general linear methods with inherent Runge–Kutta stability
Bruder, Jürgen Stochastic Numerics and Stability Issues
Function Space Optimal Control Methods for Tracking Problems in Vehicle Engineering
The construction of high order G-symplectic methods
Linearly implicit methods for a class of degenerate convection-diffusion problems
Splitting methods for the Schrödinger equation with vector potential
Avoiding order reduction when integrating nonlinear Schroedinger equation
Geometric methods for differential equations in applications of computer animation
Error Control in Solving Differential Algebraic Equations of High Order
PDE pricing of financial instruments with stochastic correlation
Multi-symplectic discretisation of wave map equations
Trigonometrically fitted numerical methods for reaction-diffusion problems
On the construction of explicit exponential-based schemes for stiff Stochastic Differential Equations
High order finite difference schemes for obstacle problems
Locally implicit and implicit discontinuous Galerkin time domain method for electromagnetic wave propagation in dispersive media
On the numerical solution of generalized Ostrovsky equations
High-order compact finite difference schemes for option pricing in stochastic volatility models
Overcoming order reduction in diffusion-reaction splitting
Consistent initialization of DAEs using a specific minimum-norm correction
Accelerating convergence of Generalized Picard Iterations
Model Reduction of Quadratic Bilinear Descriptor Systems using Parametric Reduction Techniques with Error Estimation
Hydrodynamic force elements: A PDAE approach
Enforcing power-law kinetic energy spectra under conservative discretizations of fluids
Algebraic Variables in Higher Index DAEs
Gerisch, Alf Some families of W-methods to stabilize standard explicit Runge-Kutta methods for stiff problems
Resolvent Krylov subspace approximation to C0-semigroups and their discretisations
High-Order Explicit Local Time-Stepping Methods For Wave Propagation
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A convergence analysis for the shift-and-invert Krylov method
On the numerical solutions of linear delay differential-algebraic equations
On Coupled MOR-Multirate Schemes: Derivation and Error Analysis
Hansen, Eskil Lie Group time integration of a nonlinear geometrically exact Cosserat rod model
Improvement of dimension splitting methods
High-Order-Compact ADI schemes for pricing basket options in the combination technique
Convergence analyses of the Peaceman–Rachford and Douglas–Rachford Schemes for Semilinear Evolution Equations
Herter, Rainer High-order accurate methods for fractional differential equations
High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions with application to basket options
Classical and novel analysis of positive invariance and strong stability preserving time integrators
Hundsdorfer, Willem Structure preserving discretization of port-Hamiltonian systems
Stabilized Extended One-Step Schemes for Stiff and Non-Stiff Delay Differential Equations
Convergence of ADI schemes for two-dimensional convection-diffusion equations with mixed derivative term
Generalized ROW-Type Methods for Solving Semi-Explicit DAEs of Index-1
The backward error of the Leja method
Exact PDE close-form solution of the vibrating rectangular nanoplates using nonlocal trigonometric shear deformation plate theory
Explicit peer methods with variable nodes
A parallelization approach for the simulation of large scale multibody systems
Split-explicit methods with a large number of explicit stages
Optimal second-order diagonally implicit SSP Runge–Kutta methods
Influence of defect between closely placed disks on their capacity
Geometric Integration of Degenerate Lagrangian Systems
Efficient time integration of the Maxwell-Klein-Gordon equation in the non-relativistic limit regime
Embedded Nested Implicit Runge-Kutta Pairs of Gauss and Lobatto Types with Global Error Control for Stiff Ordinary Differential Equations
Global Error Control in Nonlinear Kalman Filtering Algorithms
Numerical solutions of time-dependent KdV type system via the Lie group method
Kværnø, Anne On stochastic Runge-Kutta methods preservinq quadratic invariants
Newmark type time integration methods for strongly damped mechanical systems
Lamour, René On Global Error Estimation and Control for Stiff Initial Value Problems
Space-Time Finite-Element Exterior Calculus and Variational Discretizations of Gauge Field Theories
An Algorithm with Global Error Control for the Numerical Solution of the Generalized Density Profile Equation
Parallel exponential Rosenbrock methods
Jounce Newtonian equations for oscillating memristive circuits
A numerical technique for applying time splitting methods in shallow water equations.
The Index of DAEs, Science or Religion
On the 0/1 test for chaos for continuous ODEs: resonance, oversampling and frequency properties.
Error estimation approach for controlling the comunication step size for semi-implicit co-simulation methods
A Family of Runge-Kutta Restarters for Discontinuous ODEs
New answers to an old question: Essential underlying ODE versus inherent explicit ODE
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Nonholonomic mechanics for perfect fluids
Extended defect corrected averaging for highly oscillatory PDEs
Weak convergence for a stochastic exponential integrator and finite element discretization of SPDE for multiplicative and additive noise
Operator Index Reduction in Electromagnetism
Existence and optimality of SSP linear multistep methods: a duality-based approach
A splitting approach for the KdV and KP equations
Cosimulation Convergence Criteria for Hessenberg DAEs of Index 2
Haar Wavelet Operational Matrix Method for Solving a System of Fractional Differential Equations with nonlinear uncertain parameters
Asymptotic-preserving methods and differential algebraic equations
Unique solutions of initial value problems for mechanical systems with redundant unilateral constraints
Numerical solution of three dimensional conjugate problems of forest fires spread
Effective order Runge–Kutta methods with free output
On the parallel implementation of numerical schemes for the hyperbolic Euler equations
The Hankel norm for quadrature methods applied to random dynamical systems
Application of Bernoulli polynomials for solving fractional Riccati differential equations
Rakin, SergeI I. Adaptive timestep control for high order implicit Runge-Kutta methods
Rattenbury, Nicolette How to avoid order reduction when Lawson methods are used to solve linear initial boundary value problems
Stabilized Numerical Schemes for Singularly Perturbed Delay Differential Equations
Structure-preserving integrators for smooth and non-smooth thermomechanical problems
Multi-methods for time discretization of evolutionary PDEs
Efficient A-stable peer two-step methods
Influence of spatial discretization of flexible structures on the stability of coupled simulations
Space adaptive linearly implicit two-step peer methods for time-dependent PDEs
Non-smoooth contact dynamics for the large-scale simulation of granular material
A class of implicit peer methods
Sample Selection Approaches in Parameterized Model Order Reduction
Steinebach, Gerd Strehmel, Karl Computational mean-square stability analysis for linear systems of SODEs
Perturbation Analysis of hyperbolic PDAEs
IMEX Schemes for Pricing Options under Jump-Diffusion Models
Trzaska, Zdzislaw Regularization of linear time-varying delay differential-algebraic equations
Numerical solution of Euler-Bernoulli beam subjected to concentrated load
Forward option pricing using Gaussian RBFs
Global error control with peer methods
TVD-based Finite Volume Methods for Sound-Advection-Buoyancy Systems
Variable step size implementation of a generalized-α Lie group integrator
Wolke, Ralf Convergence analysis of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with nonsmooth initial data
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