Bergische Universität Wuppertal Fachbereich Mathematik und Naturwissenschaften Angewandte Mathematik - Numerische Analysis (AMNA)

People Research Publications Teaching

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Summary

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References

• M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups, accepted: BIT Numerical Mathematics, 2022.
• M. Muniz, M. Ehrhardt, M. Günther and R. Winkler, Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies, accepted: Advances in Applied Mathematics and Mechanics, 2021.
• M. Muniz, M. Ehrhardt and M. Günther, Correlation Matrices driven by Stochastic Isospectral Flows, in: M. Ehrhardt and M. Günther (eds.), Progress in Industrial Mathematics at ECMI 2021, The European Consortium for Mathematics in Industry, Springer, 2022.
• M. Muniz, M. Ehrhardt and M. Günther, Approximating correlation matrices using stochastic Lie group methods, Mathematics 2021, 9(1), 94. DOI: 10.3390/math9010094

Talks related to the Project

• M. Muniz, Correlation Matrices driven by Stochastic Isospectral Flows ECMI 2021 conference, Wuppertal, April 13-15, 2021.