Bergische Universität Wuppertal
Fachbereich Mathematik und Naturwissenschaften
Angewandte Mathematik - Numerische Analysis (AMNA)
People
Research
Publications
Teaching
Research Interests
Artificial Boundary Conditions for Evolutionary Partial Differential Equations
Schrödinger Equations
Numerical Treatment of PDEs on unbounded Domains
Absorbing Boundary conditions using Titchmarsh-Weyl theory
Transient Simulation of kp-Schrödinger Systems
One-way Helmholtz Equations
One-way wave propagation models in
(underwater-)acoustics
(numerical methods)
Transparent boundary conditions for a hierarchy of high-order parabolic approximations
Parabolic Equations
Artificial Boundary Conditions for the Black-Scholes Equation
Hyperbolic Equations
Far field boundary conditions for linear hyperbolic systems
Transparent boundary conditions for the equations in meteorology
Korteweg-de Vries Equation
Numerical Solution of Periodic Media Problems
Numerical Solution of Periodic Media Problems
Computational Finance
Numerical solution techniques for Nonlinear Black-Scholes equations
Discrete Artifcial Boundary Conditions for Black-Scholes equation for American options
Numerical Pricing of Installment Options
Energy Derivatives
Numerical Pricing of Swing Options
Clean Spread Options in the German Electricity Market
Effects of Changing Market Parameters and Policy Implications in the German Electricity Market
Stresstests
Numerical Schemes
High-order compact method for nonlinear Black-Scholes equations of American Options
Conservative and Finite Volume Methods
Stable explicit finite difference scheme for a nonlinear European option pricing problem
Numerical Computation of the CDF for a Cox-Ingersoll-Ross Process
Bilateral Counterparty Risk Valuation of CDS contracts with Simultaneous Defaults
Modelling Correlation
A General Approach for Stochastic Correlation using Hyperbolic Functions
Dynamic Correlation Model and its Application to the Heston Model
Numerical Simulation of Environmental Problems
New numerical and computational methods for the solution of differential equations with applications in environmental issues
Mathematical Modelling and Advanced Numerical Algorithms for Simulation of Air and Water Pollution
positivity-preserving schemes
adjoint methods
Optimization with parabolic equations of air pollution:
optimal location of industrial enterprises
optimization of emissions from enterprises for ensuring sanitary environment criteria
Mathematical Modelling and Numerical Algorithms for Simulation of Oil Pollution
Coupled Fluid Flow Processes in Energy and Environmental Research
Lattice Boltzmann Methods
Characteristic Boundary Conditions for the LBM
Exact Artificial Boundary Conditions for a Lattice Boltzmann Method
Geometric Numerical Integration
Symplectic Schemes for Shadow Hamiltonians
Force-Gradient Nested Multirate Methods for Hamiltonian Systems
Mathematical Modelling in Social Sciences
Modelling Academic Underachievement
Modelling Smoking Habits
Modelling the Process of Radicalization in Extremist Groups
Level-Set Methods
Level-Set Methods in medical image segmentation
Applied Mathematics in Secondary Schools II
MATEMA - Experience Math in Everyday Life (in german)
University of Wuppertal
Faculty of Mathematics and Natural Sciences
Department of Mathematics
Applied Mathematics & Numerical Analysis Group
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ehrhardt@math.uni-wuppertal.de