Bergische Universität Wuppertal
Fachbereich Mathematik und Naturwissenschaften
Applied and Computational Mathematics (ACM)

Team
Research
Publications
Teaching


Research Projects

PRISEMA: Pricing of Financial Instruments in Emission Markets

Leader of the bilateral German-Portuguese Project Pricing of Financial Instruments in Emission Markets, financed by the DAAD (05/2024-04/2026)

BraWu: Bratislava-Wuppertal research group on mathematical modelling in finance

Leader of the bilateral German-Slovakian Project Bratislava-Wuppertal research group on mathematical modelling in finance, financed by the DAAD (01/2023-12/2024)

NIMROD: Numerical methods for inverse problems in evolutionary differential equations with applications to mathematical finance, heat-mass transfer, honeybee population and environmental pollution

External Partner in WP4 Advanced Numerical Methods of Bulgarian project Numerical methods for inverse problems in evolutionary differential equations with applications to mathematical finance, heat-mass transfer, honeybee population and environmental pollution, financed by National Science Fund Bulgaria (01/2023-12/2027)

MAT-DYN-NET: Mathematical models for interacting dynamics on networks

Member of working group 5 WG5 : Numerical methods and applications, of the COST Action 18232, Mathematical models for interacting dynamics on networks, financed by the EU (2019-2022)

MATTHIAS: Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution

Leader of the bilateral German-Slovakian Project Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution, financed by the DAAD (01/2020-12/2021)

Major Research Instrumentation Programme as per Art. 91b GG

Member of Grant of the Major Research Instrumentation Programme as per Art. 91b GG, financed by the DFG (09/2019-)

WAMPUS: Wide-Angle Mode Parabolic equations in Underwater acoustics: derivation and numerical Solutions

Leader of the bilateral German-Russian Project Wide-Angle Mode Parabolic equations in Underwater acoustics: derivation and numerical Solutions, financed by the Heinrich Hertz Stiftung (10/2019-12/2019)

FRACTAL: FRActional models and CompuTationAL Finance

Leader of the bilateral German-Portuguese Project FRActional models and CompuTationAL Finance, financed by the DAAD (01/2019-12/2020)

CSITI - Coupled Systems and Innovative Time Integrators

Member of the bilateral German-Hungarian Project Coupled Systems and Innovative Time Integrators, financed by the DAAD (01/2019-12/2020)

STIMULATE - SimulaTIon in MUltiscaLe physicAl and biological sysTEms

Leader of

  • ESR 10 project "Algorithms for Relativistic Lattice Boltzmann" (with Ferrara & Cyprus Institute)
  • ESR 11 project "Two way coupling in turbulence flow: modulating turbulence by preferential concentration of particles" (with Rome Tor Vergata & Cyprus Institute)
in Horizon 2020 MSCA-ITN-2017-EJD Project STIMULATE - SimulaTIon in MUltiscaLe physicAl and biological sysTEms (04/2018-03/2022)

AQUAGRAPH: Absorbing boundary conditions for quantum graphs

Leader of the bilateral German-Uzbek Project Absorbing boundary conditions for quantum graphs, financed by the DAAD (09/2018)

IMPROVE: Interest rate Modelling with Applications to Pricing of Swaptions and Barrier Options

Leader of the bilateral German-South African Project Interest rate Modelling with Applications to Pricing of Swaptions and Barrier Options, financed by the DAAD (04/2018-09/2018)

ENANEFA: Efficient Numerical Approximation of Nonlinear Equations in Financial Applications

Leader of the bilateral German-Slovakian Project Efficient Numerical Approximation of Nonlinear Equations in Financial Applications, financed by the DAAD (01/2018-12/2019)

GIVEN: Shape Optimization for Gas Turbines in Volatile Energy Networks

Principal Investigator of the Task Mathematical Modelling of Heat Transfer and Turbine Blade Cooling in the Project GIVEN: Shape Optimization for Gas Turbines in Volatile Energy Networks, financed by the BMBF (09/2017-12/2020)

HIsPANo: High-order iterative parabolic approximations for the nonlinear wave equations and their numerical implementation

Leader of the bilateral German-Russian Project High-order iterative parabolic approximations for the nonlinear wave equations and their numerical implementation, financed by the DAAD (09/2017-11/2017)

HPC-LEAP: High Performance Computing in Life Sciences, Engineering And Physics

Leader of

  • ESR 1 project "Optimized implementations of the Lattice Boltzmann Method in 2 & 3D on highly parallel computing devices" (with Ferrara)
  • ESR 9 project "Modelling Turbulence in LBM and implementing on GPUs" (with Rome Tor Vergata)
in Horizon 2020 MSCA-ITN-2014-EJD Project HPC-LEAP - High Performance Computing in Life Sciences, Engineering And Physics (04/2015-03/2019)

EPALC: Efficient Parallel Algorithms for Large-Scale Computational Problems

External Partner in WP4 Advanced Numerical Methods of Bulgarian project Efficient Parallel Algorithms for Large-Scale Computational Problems (01/2015-12/2016)

DTBC-PAHEWA: DTBCs for the parabolic approximations to the Helmholtz equation in underwater acoustics

Leader of the bilateral German-Russian Project Discrete transparent boundary conditions for the parabolic approximations to the Helmholtz equation in underwater acoustics, financed by the DAAD (10/2014-11/2014)

HiPeCa: High Performance Calibration and Computation in Finance

Leader of the bilateral German-Spanish Project High Performance Calibration and Computation in Finance, financed by the DAAD (01/2014-12/2015)

ACES: Applied Computing in Engineering and Science

Leader of beneficiary Wuppertal in the EU TEMPUS Project ACES - Applied Computing in Engineering and Science (12/2013-10/2016), extended to 10/2017.

STRIKE: Novel Methods for Computational Finance

Coordinator of the Marie Curie Multi-ITN STRIKE - Novel Methods in Computational Finance (01/2013-12/2016)

Leader of

  • ESR 1 project "Compact Finite Difference Methods on Special Meshes"

NL-BS: Numerical Solution of Nonlinear Black-Scholes Equations

Leader of the bilateral German-Slovakian Project Numerical Solution of Nonlinear Black-Scholes Equations, financed by the DAAD (01/2013-12/2014)

New numerical and computational methods for the solution of differential equations with applications in environmental issues

Member of the Project New numerical and computational methods for the solution of differential equations with applications in environmental issues, financed by The European Union & The Ministry of Education, Lifelong Learning and Religious Affairs of Greece (01/2012-08/2014)

TRABS: Transformation Techniques and Artificial Boundary Conditions for Black-Scholes Equations

Leader of the bilateral Bulgarian-German Project Transformation Techniques and Artificial Boundary Conditions for Black-Scholes Equations, financed by the European Social Fund (09/2013-10/2013)

OILPOLL: Mathematical Modelling and Numerical Algorithms for Oil Pollution

Leader of the bilateral German-Vietnamese Project Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution, financed by the IB of the BMBF (10/2010-09/2012)

STRONGnet: Strong Interaction Supercomputing Training Network

Leader of

  • ESR project "Structure-Preserving Projection Methods for Hamiltonian Systems"
in FP7 MSCA-ITN-2010-ITN Project STRONGNet - Strong Interaction Supercomputing Training Network (01/2010-12/2013)

FBC-HYP: Far field boundary conditions for linear hyperbolic systems

Member of Project Far field boundary conditions for linear hyperbolic systems, financed by a DAAD scholarship for Tareq Amro (06/2010-08/2010)

COFFEE: COupled Fluid Flow in Energy and Environmental research

Member of the Leibniz Group 1 COupled Fluid Flow in Energy and Environmental research, financed by the Leibniz Association (03/2008-09/2009)

Fin-Diff-Fin: Finite Differences for Financial derivative models

Leader of the bilateral German-Slovakian Project Finite Differences for Financial derivative models, financed by the DAAD (01/2007-12/2008)

TBC-MET: Transparent Boundary Conditions for the Equations in Meteorology

Leader of the bilateral German-Norwegian Project Transparent Boundary Conditions for the Equations in Meteorology, financed by the DAAD (01/2006-12/2007)

D11: Numerical Treatment of PDEs on unbounded Domains

Head of Project D11 (Junior Research Group) of the DFG Research Center Mathematics for Key Technologies (11/2002-05/2006)

AIRPOLL: Mathematical Modelling and Numerical Algorithms for Air & Water Pollution

Leader of the bilateral German-Vietnamese Initiation Project Mathematical Modelling and Advanced Numerical Algorithms for Simulation of Air and Water Pollution, financed by the IB of the BMBF (04/2005-07/2005)

IKYDA: New Mathematical and Numerical Techniques in Underwater Acoustics

Leader of the bilateral German-Greek Project New Mathematical and Numerical Techniques in Underwater Acoustics, financed by the DAAD (01/2004-12/2005)

COST Action 2100 - Pervasive Mobile & Ambient Wireless Communication

Member of the working group 2 of the COST Action 2100 - Pervasive Mobile & Ambient Wireless Communication (started 12/2006)

HYKE: Hyperbolic and Kinetic Equations

Member of Team-D1 of European Research Training Network Hyperbolic and Kinetic Equations: Asymptotics, Numerics, Analysis (08/2002-07/2005)

Past Projects

Member of TMR-Network Asymptotic Methods in Kinetic Theory (03/1998-12/2001)

Member of DFG-Project Analysis und Numerik von kinetischen Quantentransportmodellen (07/1996-02/2001)

Member of DFG-Project Quantenhydrodynamische Modelle - QHD (1993-1997)

Member of DAAD-Project (with Acciones Integradas-Spain) Räumliche und zeitliche Strukturen in Halbleiter und Oszillator-Ensembles (1994-1998)



University of Wuppertal
Faculty of Mathematics and Natural Sciences
Department of Mathematics
Applied Mathematics & Numerical Analysis Group

Last modified:   Disclaimer   ehrhardt@math.uni-wuppertal.de