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

Team
Research
Publications
Teaching


2027

2026

  • June, ECMI 2026 - 23rd ECMI Conference on Industrial and Applied Mathematics, Kaunas, Lithuania.
    • Minisymposium "Novel methods in computational finance" by Rafal Weron (Wroclaw) and Matthias Ehrhardt (Wuppertal)
  • 2026 IMACS World Congress
  • 2026 ECCOMAS conference
  • September 1-4, ICCF 2026 - 6th International Conference on Computational Finance, University of Oxford, United Kingdom.
  • SciCADE 2026, University Edinburgh, United Kingdom.

2025

2024

  • March 15-20, ALGORITMY 2024 - Conference on Scientific Computing, Vysoke Tatry, Podbanske, Slovakia.
    • Minisymposium Computational Methods for Finance and Energy Markets by Daniel Sevcovic (Bratislava) and Matthias Ehrhardt (Wuppertal)
  • April 2-5, ICCF 2024 - 5th International Conference on Computational Finance, Amsterdam, The Netherlands.
    • Minisymposium Computational Methods for Finance and Energy Markets by Rafal Weron (Wroclaw) and Matthias Ehrhardt (Wuppertal)
    • TALK The space mapping approach for the Heston model
  • May 17, TALK Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators, University of Würzburg, Germany.
  • May 22, 1st Lisbon-Wuppertal PRISEMA-Workshop Pricing of Financial Instruments in Emission Markets, Lisbon, Portugal. TALK The space mapping approach for the Heston model
  • June 23-29 ECMI MW 2024 - 37th ECMI Modelling Week, Catania, Italy.
    • Instructor for Project: Mathematical Modelling of Immigration: Ethnic Enclave Formation versus Cultural Integration
  • August 19-23 26th International Symposium on Mathematical Theory of Networks and Systems, Cambridge, UK. TALK Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems
  • September 4, Slovak-German BraWu-Seminar on Numerical and Applied Mathematics, CU Bratislava, Slovakia. TALK Title.
  • September 11-18, International Summer School and Conference Evolution Equations, Approximation, Spectral Optimization, Almaty, Kasachstan (invited speaker)
  • December 2-5, 15th Traffic and Granular Flow (TGF), Lyon, France.

2023

  • February 26 - March 3, SIAM Conference on Computational Science and Engineering (CSE23), Amsterdam, The Netherlands.
  • June 26-30, ECMI 2023 - 22nd ECMI Conference on Industrial and Applied Mathematics, Wrocław, Poland.
    • Minisymposium "Novel methods in computational finance" by Rafal Weron (Wroclaw) and Matthias Ehrhardt (Wuppertal)
  • September 20, Slovak-German Seminar on Numerical and Applied Mathematics, CU Bratislava, TALK The idea of Space Mapping in Finance and the first steps towards it.
  • September 25-27, KLAIM 2023 Kaiserslautern Applied and Industrial Mathematics Days, Kaiserslautern, Fraunhofer ITWM, Germany.
  • November 2, TALK Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators, KTH Stockholm, Sweden.
  • November 3, TALK A gentle introduction to physics-informed neural networks (PINNs), KTH Stockholm, Sweden.
  • December ?, TALK Deep smoothness WENO scheme for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators,, Hong Kong.
2022

2021

2020

2019

2018

2017

2016

2015

2014

  • January 6-10, Winter School Methods for Nonlinear Problems, University of Greenwich, UK. (attendance).
  • January 14, Seminar, University of Wuppertal, Germany, TALK: Stable Explicit Time Stepping for Fully Non-Linear Option Pricing Problems. (ABSTRACT)
  • March 13-14, Seminar on Development of a Master Programme in Applied Computing, Vienna University of Technology, Austria, INVITED TALK.
  • March 26 - 28, STRIKE Postbank Workshop, Bonn, Germany. (co-Organizer)
  • June 9 - 13, ECMI 2014 Conference, European Consortium for Mathematics in Industry, Taormina, Italy. (Organizer Minisymposium Computational Finance (16 Talks), Organizer Minisymposium Mathematical Modelling in Energy Markets (8 Talks)). Modelling Stochastic Correlation (TALK)
  • June 18 - 23, Sixth Conference Finite Difference Methods: Theory and Applications, Lozenetz, Bulgaria, A Review of Transparent and Artificial Boundary Conditions Techniques for Linear and Nonlinear Schrödinger Equations (PLENARY TALK) (ABSTRACT)
  • July 22 - 25, SCEE 2014 - The 10th International Conference on Scientific Computing in Electrical Engineering, Wuppertal, Germany. (attendance)
  • September 8 - 12, Summer School in the framework of Conference MMEI 2014, Mathematical Methods in Economics and Industry, Bratislava - Smolenice castle, Slovakia.
    3 INVITED TALKS
    • Risk Assessment in Marie Curie Multi-ITNs
    • Project Time Management in Marie Curie Multi-ITNs
    • How to write a competitive MSCA proposal in Horizon 2020
  • September 16, Seminar, University of A Coruña, Spain, Modelling Stochastic Correlation (PLENARY TALK)
  • September 29 - October 2, ITN STRIKE Midterm Review & Mini-Workshop Stochastic Computation and Optimization,, University Würzburg, Germany.

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

1999

  • January 11 - 13, TMR-Workshop on Quantum transport models and dispersive problems, Erwin Schrödinger Institute, Vienna, Austria. (ATTENDANCE)
  • March 10, Seminar Differential Equations, Department of Applied Mathematics, University of Granada, Spain (during 2 month stay) (TALK)
  • April 12 - 16, Joint TMR Conference on Hyperbolic and Kinetic Problems, jointly with the TMR "Hyperbolic Conservation Laws", S. Margherita Ligure, Italy. (ATTENDANCE)
  • May 10 - 14, ICTCA'99 - 4th International Conference on Theoretical and Computational Acoustics, Trieste, Italy. (TALK)
  • August 1 - 7, Equadiff 99, Berlin, Germany. (ATTENDANCE)
  • November 25, Applied Math Seminar, University of Saarbrücken, Germany (TALK)
  • December 10 - 11, TMR-midterm review in Oberwolfach, Germany. (TALK)

1998

1997

1996

  • May 23, Seminar of working group partial differential equations, TU Berlin, Germany. (TALK)
  • May 27 - 31, GAMM 96 Conference, Prague, Czech Republic.(TALK)
  • September 2 - 6, Summerschool Partial differential equations, numerics and applications, Jülich, Germany. (POSTER)



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

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