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2020 – today
- 2024
[j9]Bertram Düring, Jonathan Franceschi, Marie-Therese Wolfram, Mattia Zanella:
Breaking Consensus in Kinetic Opinion Formation Models on Graphons. J. Nonlinear Sci. 34(4): 79 (2024)- 2021
- [i2]Bertram Düring, Christof Heuer:
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models. CoRR abs/2107.09094 (2021)
2010 – 2019
- 2019
- [j8]Bertram Düring
, Alexander Pitkin:
High-order compact finite difference scheme for option pricing in stochastic volatility jump models. J. Comput. Appl. Math. 355: 201-217 (2019) - [j7]Bertram Düring, Marco Torregrossa, Marie-Therese Wolfram:
Boltzmann and Fokker-Planck Equations Modelling the Elo Rating System with Learning Effects. J. Nonlinear Sci. 29(3): 1095-1128 (2019) - [j6]José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb:
Stability Analysis of Line Patterns of an Anisotropic Interaction Model. SIAM J. Appl. Dyn. Syst. 18(4): 1798-1845 (2019) - [i1]José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb:
Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics. CoRR abs/1912.09337 (2019) - 2018
- [j5]José A. Carrillo, Bertram Düring, Daniel Matthes, David S. McCormick:
A Lagrangian Scheme for the Solution of Nonlinear Diffusion Equations Using Moving Simplex Meshes. J. Sci. Comput. 75(3): 1463-1499 (2018) - 2017
- [j4]Bertram Düring, James Miles:
High-order ADI scheme for option pricing in stochastic volatility models. J. Comput. Appl. Math. 316: 109-121 (2017) - 2015
- [j3]Bertram Düring, Christof Heuer:
High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions. SIAM J. Numer. Anal. 53(5): 2113-2134 (2015) - 2014
- [j2]Bertram Düring, Michel Fournié, Christof Heuer:
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. J. Comput. Appl. Math. 271: 247-266 (2014) - 2013
- [c1]Martin Benning, Luca Calatroni, Bertram Düring, Carola-Bibiane Schönlieb:
A Primal-Dual Approach for a Total Variation Wasserstein Flow. GSI 2013: 413-421 - 2012
- [j1]Bertram Düring, Michel Fournié:
High-order compact finite difference scheme for option pricing in stochastic volatility models. J. Comput. Appl. Math. 236(17): 4462-4473 (2012)
Coauthor Index
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