PUMA

academical publication management
collect, organize, and share publications

( en | de )

 

Disambiguation of "Ehrhardt, Matthias"

Author of the publication

copydeleteadd this publication to your clipboard
Preface.

, , , and . Int. J. Comput. Math., 94 (11): 2145-2146 (2017)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Dr. Natalia Ehrhardt University of Stuttgart

Jan Martin Ehrhardt University of Stuttgart

Matthias Keinert

Concept of a Computerized Numerical Control Kernel for Execution on Multi-core Processors, , and . IEEE Advanced Motion Control, page 599-604. (April 2016)

Matthias Bachmann

Matthias Bachmann

 

Other publications of authors with the same name

Discrete Transparent Boundary Conditions for General Schrödinger-type Equations.. VLSI Design, 1999 (4): 325-338 (1999)Preface., , , and . Int. J. Comput. Math., 94 (11): 2145-2146 (2017)On Dirac delta sequences and their generating functions., and . Appl. Math. Lett., 25 (12): 2385-2390 (2012)On the numerical solution of nonlinear Black-Scholes equations., and . Computers & Mathematics with Applications, 56 (3): 799-812 (2008)A discrete Adomian decomposition method for discrete nonlinear Schrödinger equations., , and . Applied Mathematics and Computation, 197 (1): 190-205 (2008)Force-gradient nested multirate methods for Hamiltonian systems., , , and . Comput. Phys. Commun., (2015)A versatile approach for stochastic correlation using hyperbolic functions., , , and . Int. J. Comput. Math., 93 (3): 524-539 (2016)On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation., and . Appl. Math. Lett., (2015)Novel methods in computational finance., , and . Int. J. Comput. Math., 93 (5): 723-724 (2016)A high-order compact method for nonlinear Black-Scholes option pricing equations of American options., and . Int. J. Comput. Math., 88 (13): 2782-2797 (2011)