Forschungsgebiete: Applied and Computational Mathematics: Prof. Dr. Matthias Ehrhardt

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

Team Research Publications Teaching

Research Interests

Nonstandard Schemes in Mathematical Epidemiology
	Nonstandard Schemes in Mathematical Epidemiology
Machine Learning for Numerical Analysis
	Machine Learning for Numerical Analysis
Port-Hamiltonian Systems
	Port-Hamiltonian Systems
Stochastic Lie Group Methods
	Stochastic Lie Group Methods
Machine Learning Enhanced Approaches for Forecasting of Energy Prices
	Machine Learning Enhanced Approaches for Forecasting of Energy Prices
Stochastic Port-Hamiltonian Systems
	Stochastic Port-Hamiltonian Systems
Numerical Solution of PDEs on Metric Graphs
	Numerical Solution of PDEs on Metric Graphs
Space Mapping Approach in Computational Finance
	Space Mapping Approach in Computational Finance
Novel Numerical Approaches in Underwater Acoustics
	Novel Numerical Approaches in Underwater Acoustics
Source Interferogram and Hologram in Shallow Water
	Source Interferogram and Hologram in Shallow Water
Interface Conditions Between Free Flow and Porous Media Flow in Fuel Cells
	Interface Conditions Between Free Flow and Porous Media Flow in Fuel Cells
Thévenin-type Modelling and Numerics for the Dynamics of Electrochemical Batteries
	Thévenin-type Modelling and Numerics for the Dynamics of Electrochemical Batteries
Analysis of Operator Splitting Approaches
	Analysis of Operator Splitting Approaches
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, artificial boundary conditions
	Lattice Boltzmann Methods, artificial boundary conditions
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

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

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

Research Interests

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