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Bertram Düring

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29

Voter demographics and socio-economic factors in kinetic models for opinion formation

3 December 2024 by Bertram Düring and Oliver Wright

Physics and Society, Adaptation and Self-Organizing Systems

Breaking Consensus in Kinetic Opinion Formation Models on Graphons

24 June 2024 by Bertram Düring and others

Mathematical Physics, Analysis of PDEs

Steady states of an Elo-type rating model for players of varying strength

21 April 2022 by Bertram Düring and others

Analysis of PDEs

On a kinetic opinion formation model for pre-election polling

23 November 2021 by Bertram Düring and Oliver Wright

Physics and Society, Adaptation and Self-Organizing Systems

Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models

19 July 2021 by Bertram Düring and Christof Heuer

Computational Finance, Numerical Analysis

A stylized model for wealth distribution

16 July 2021 by Bertram Düring and others

Probability, Physics and Society

Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics

7 January 2021 by Jose Carrillo and others

Analysis of PDEs, Numerical Analysis

Continuum and thermodynamic limits for a simple random-exchange model

2 March 2020 by Bertram Düring and others

Probability, General Economics

Stability analysis of line patterns of an anisotropic interaction model

19 August 2019 by Jose Carrillo and others

Dynamical Systems, Numerical Analysis

High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models

7 March 2019 by Bertram Düring and Alexander Pitkin

Computational Finance

High-order compact finite difference scheme for option pricing in stochastic volatility jump models

4 February 2019 by Bertram Düring and Alexander Pitkin

Computational Finance, Numerical Analysis

Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects

23 November 2018 by Bertram Düring and others

Physics and Society, Analysis of PDEs

Kinetic models for optimal control of wealth inequalities

27 July 2018 by Bertram Düring and others

Physics and Society, General Economics

An Anisotropic Interaction Model for Simulating Fingerprints

20 November 2017 by Bertram Düring and others

Dynamical Systems, Classical Analysis and ODEs

Efficient hedging in Bates model using high-order compact finite differences

16 October 2017 by Bertram Düring and Alexander Pitkin

Computational Finance

Pattern formation of a nonlocal, anisotropic interaction model

20 April 2017 by Martin Burger and others

Analysis of PDEs, Numerical Analysis

A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes

6 February 2017 by Jose Carrillo and others

Numerical Analysis, Analysis of PDEs

Sparse grid high-order ADI scheme for option pricing in stochastic volatility models

4 November 2016 by Bertram Düring and others

Computational Finance, Numerical Analysis

Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids

1 November 2016 by Bertram Düring and Christof Heuer

Computational Finance, Numerical Analysis

A kinetic equation for economic value estimation with irrationality and herding

13 January 2016 by Bertram Düring and others

Analysis of PDEs

High-order ADI scheme for option pricing in stochastic volatility models

8 December 2015 by Bertram Düring and James Miles

Computational Finance, Numerical Analysis

A higher-order gradient flow scheme for a singular one-dimensional diffusion equation

1 September 2015 by Bertram Düring and others

Numerical Analysis

High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions

22 June 2015 by Bertram Düring and Christof Heuer

Numerical Analysis

High-order ADI schemes for convection-diffusion equations with mixed derivative terms

28 May 2015 by Bertram Düring and others

Numerical Analysis

High-order compact schemes for Black-Scholes basket options

28 May 2015 by Bertram Düring and Christof Heuer

Computational Finance, Numerical Analysis

Opinion dynamics: inhomogeneous Boltzmann-type equations modelling opinion leadership and political segregation

27 May 2015 by Bertram Düring and Marie-Therese Wolfram

Physics and Society, Adaptation and Self-Organizing Systems

High-order compact finite difference scheme for option pricing in stochastic volatility models

21 April 2014 by Bertram Düring and Michel Fournié

Computational Finance, Numerical Analysis

High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids

21 April 2014 by Bertram Düring and others

Computational Finance, Numerical Analysis

A primal-dual approach for a total variation Wasserstein flow

23 May 2013 by Martin Benning and others

Numerical Analysis

ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing

23 May 2013 by Luca Calatroni and others

Numerical Analysis

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Numerical Analysis Computational Finance Analysis of PDEs Physics and Society Adaptation and Self-Organizing Systems Dynamical Systems Optimization and Control Probability General Finance General Economics Economics Classical Analysis and ODEs Mathematical Physics Tissues and Organs