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Publikationen des Instituts für Mathematik

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Armbruster, D., Göttlich, S. und Knapp, S. (2020). Continuous approximation of (Mt,Mt,1) distributions with application to production. Journal of Computational Dynamics : JCD, tba, tba (forthcoming).
Baumgärtner, V., Göttlich, S. und Knapp, S. (2020). Feedback stabilization for a coupled PDE-ODE production system. Mathematical Control and Related Fields : MCRF, 10, 405-424.
Chiarello, F. A., Friedrich, J., Goatin, P. und Göttlich, S. (2020). Micro-macro limit of a non-local generalized Aw-Rascle type model. SIAM Journal on Applied Mathematics, tba, tba (forthcoming).
Döring, L., Kyprianou, A. E. und Weissmann, P. (2020). Stable processes conditioned to avoid an interval. Stochastic Processes and Their Applications, 130, 471-487.
Döring, L. und Weissmann, P. (2020). Stable processes conditioned to hit an interval continuously from the outside. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 26, 980-1015.
Göttlich, S. und Knapp, S. (2020). Modeling random traffic accidents by conservation laws. Mathematical Biosciences and Engineering : MBE, 17, 1677-1701.
Göttlich, S. und Knapp, S. (2020). Uncertainty quantification with risk measures in production planning. Journal of Mathematics in Industry, 10, 1-21.
Göttlich, S., Knapp, S. und Weber, D. (2020). The food seeking behavior of slime mold: a macroscopic approach. Mathematical Biosciences and Engineering : MBE, 17, 6631-6658.
Mase, M. (2020). Polytope duality for families of K3 surfaces and coupling. Bulletin of the Brazilian Mathematical Society = Boletim da Sociedade Brasileira de Matemática, tba, 1-38.
Neuenkirch, A. und Szölgyenyi, M. (2020). The Euler-Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem. IMA Journal of Numerical Analysis : IMAJNA, tba, 1-28.
Rossi, E., Weißen, J., Goatin, P. und Göttlich, S. (2020). Well-posedness of a non-local model for material flow on conveyor belts. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique, 54, 679-704.
Tong, L., Chen, L., Göttlich, S. und Wang, S. (2020). The global classical solution to compressible Euler system with velocityalignment. AIMS Mathematics, 5, 6673-6692.
Yin, Q., Chen, L. und Göttlich, S. (2020). The mean field kinetic equation for interacting particle systems with non-Lipschitz force. Mathematical Methods in the Applied Sciences : MMAS, 43, 1901-1914.
Burger, M., Göttlich, S. und Jung, T. (2019). Derivation of second order traffic flow models with time delays. Networks and Heterogeneous Media : NHM, 14, 265-288.
Chiarello, F. A., Friedrich, J., Goatin, P., Göttlich, S. und Kolb, O. (2019). A non-local traffic flow model for 1-to-1 junctions. European Journal of Applied Mathematics, 1-21.
Dambach, T., Göttlich, S. und Knapp, S. (2019). Car path tracking in traffic flow networks with bounded buffers at junctions. Mathematical Methods in the Applied Sciences : MMAS, 43, 3331-3353.
Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2019). On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability, 29, 2302-2337.
Döring, L., Watson, A. R. und Weissmann, P. (2019). Levy processes with finite variance conditioned to avoid an interval. Electronic Journal of Probability : EJP, 24, 1-32.
Festa, A., Göttlich, S. und Pfirsching, M. (2019). A model for a network of conveyor belts with discontinuous speed and capacity. Networks and Heterogeneous Media : NHM, 14, 389-410.
Fokken, E., Göttlich, S. und Kolb, O. (2019). Modeling and simulation of gas networks coupled to power grids. Journal of Engineering Mathematics, 119, 217-239.
Friedrich, J. und Kolb, O. (2019). Maximum principle satisfying CWENO schemes for non-local conservation laws. SIAM Journal on Scientific Computing, 41, A973-A988.
Göttlich, S. und Knapp, S. (2019). Load-dependent machine failures in production network models. SIAM Journal on Applied Mathematics, 79, 1197-1217.
Göttlich, S., Korn, R. und Lux, K. (2019). Optimal control of electricity input given an uncertain demand. Mathematical Methods of Operations Research, 90, 301-328.
Göttlich, S., Lux, K. und Neuenkirch, A. (2019). The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate. Advances in Difference Equations : ADE, 2019, 1-21.
Göttlich, S., Potschka, A. und Teuber, C. (2019). A partial outer convexification approach to control transmission lines. Computational Optimization and Applications, 72, 431-456.
Koch, S. und Neuenkirch, A. (2019). The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter. Discrete and Continuous Dynamical Systems : DCDS. Series B, 24, 3865-3880.
Lenthe, P. und Weissmann, P. (2019). Completely asymmetric stable processes conditioned to avoid an interval. Journal of Applied Probability, 56, 1187-1197.
Neuenkirch, A., Szölgyenyi, M. und Szpruch, L. (2019). An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis. SIAM Journal on Numerical Analysis, 57, 378-403.
Prims, D., Kötz, J., Göttlich, S. und Katterfeld, A. (2019). Validation of flow models as new simulation approach for parcel handling in bulk mode. Logistics journal : LJ : Reviewed publications, 2019, 18.06.2019.
Bender, C. und Parczewski, P. (2018). Discretizing Malliavin calculus. Stochastic Processes and Their Applications, 128, 2489 - 2537.
Chen, L., Göttlich, S. und Knapp, S. (2018). Modeling of a diffusion with aggregation: rigorous derivation and numerical simulation. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique, 52, 567-593.
Duc, L. H., Garrido-Atienza, M. J., Neuenkirch, A. und Schmalfuß, B. (2018). Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1). Journal of Differential Equations, 264, 1119-1145.
Döring, L. (2018). Unterschiede von Studierenden als Herausforderung betrachten. Forschung & Lehre, 25, 03.08.2018.
Erbrich, M., Göttlich, S. und Pfirsching, M. (2018). Optimal packing of material flow on conveyor belts. Optimization and Engineering, 19, 71-96.
Friedrich, J., Kolb, O. und Göttlich, S. (2018). A Godunov type scheme for a class of LWR traffic flow models with non-local flux. Networks and Heterogeneous Media : NHM, 13, 531-547.
Garrido-Atienza, M. J., Neuenkirch, A. und Schmalfuß, B. (2018). Asymptotical stability of differential equations driven by Hölder continuous paths. Journal of Dynamics and Differential Equations, 30, 359-377.
Göttlich, S., Knapp, S. und Schillen, P. (2018). A pedestrian flow model with stochastic velocities: Microscopic and macroscopic approaches. Kinetic and Related Models, 11, 1333-1358.
Göttlich, S. und Pfirsching, M. (2018). A micro-macro hybrid model with application for material and pedestrian flow. Cogent Mathematics & Statistics, 5, 1476049.
Göttlich, S. und Teuber, C. (2018). Space mapping techniques for the optimal inflow control of transmission lines. Optimization Methods and Software, 33, 120-139.
Koch, S. (2018). Directional Malliavin derivatives: A characterisation of independence and a generalised chain rule. Communications on Stochastic Analysis, 12, 137-156.
Kolb, O. (2018). A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data. Journal of Scientific Computing, 74, 1480-1503.
Kolb, O., Costeseque, G., Goatin, P. und Göttlich, S. (2018). Pareto-optimal coupling conditions for the Aw-Rascle-Zhang traffic flow model at junctions. SIAM Journal on Applied Mathematics, 78, 1981-2002.
Müller, M., Moerkotte, G. und Kolb, O. (2018). Improved selectivity estimation by combining knowledge from sampling and synopses. Proceedings of the VLDB Endowment, 11, 1016-1028.
Naumann, A., Kolb, O. und Semplice, M. (2018). On a third order CWENO boundary treatment with application to networks of hyperbolic conservation laws. Applied Mathematics and Computation, 325, 252-270.
Neuenkirch, A. und Parczewski, P. (2018). Optimal approximation of skorohod integrals. Journal of Theoretical Probability, 31, 206-231.
Oesting, M., Schlather, M. und Zhou, C. (2018). Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 24, 1497-1530.
Altmayer, M. und Neuenkirch, A. (2017). Discretising the Heston model: an analysis of the weak convergence rate. IMA Journal of Numerical Analysis : IMAJNA, 37, 1930-1960.
Che, J., Chen, L., Göttlich, S., Pandey, A. und Wang, J. (2017). Boundary layer analysis from the Keller-Segel system to the aggregation system in one space dimension. Communications on Pure and Applied Analysis : CPAA, 16, 1013-1036.
Chen, L., Göttlich, S. und Yin, Q. (2017). Mean field limit and propagation of chaos for a pedestrian flow model. Journal of Statistical Physics, 166, 211-229.
Dreieich, S., Döring, L. und Kyprianou, A. E. (2017). Real self-similar processes started from the origin. The Annals of Probability, 45, 1952-2003.
Döring, L., Horvath, B. und Teichmann, J. (2017). Functional analytic (ir-)regularity properties of SABR type processes. International Journal of Theoretical and Applied Finance : IJTAF, 20, 1750013-1-48.
Döring, L., Klenke, A. und Mytnik, L. (2017). Finite system scheme for mutually catalytic branching with infinite branching rate. The Annals of Applied Probability, 27, 3113-3152.
Fiebig, U.-R., Strokorb, K. und Schlather, M. (2017). The realization problem for tail correlation functions. Extremes : Statistical Theory and Applications in Science, Engineering and Economics, 20, 121-168.
Göttlich, S. und Knapp, S. (2017). Semi-Markovian capacities in production network models. Discrete and Continuous Dynamical Systems : DCDS. Series B, 22, 3235-3258.
Göttlich, S., Potschka, A. und Ziegler, U. (2017). Partial outer convexification for traffic light optimization in road networks. SIAM Journal on Scientific Computing, 39, B53-B75.
Göttlich, S. und Schillen, P. (2017). Numerical discretization of boundary control problems for systems of balance laws: Feedback stabilization. European Journal of Control, 35, 11-18.
Göttlich, S. und Schillen, P. (2017). Numerical feedback stabilization with applications to networks. Discrete Dynamics in Nature and Society, 2017, 1-11.
Ha, N.-T., Sharifi, A. R., Heise, J., Schlather, M., Schnyder, U., Gross, J. J., Schmitz-Hsu, F., Bruckmaier, R. und Simianer, H. (2017). A reaction norm sire model to study the effect of metabolic challenge in early lactation on the functional longevity of dairy cows. Journal of Dairy Science : JDS, 100, 3742-3753.
Kolb, O., Döring, L., Klinger, M., Schlather, M. und Schmidt, M. U. (2017). Individualisierte Tutorien im Mathematikstudium. Neues Handbuch Hochschullehre, 82, 77-88.
Kolb, O., Göttlich, S. und Goatin, P. (2017). Capacity drop and traffic control for a second order traffic model. Networks and Heterogeneous Media : NHM, 12, 663-681.
Oesting, M., Schlather, M. und Friederichs, P. (2017). Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts. Extremes : Statistical Theory and Applications in Science, Engineering and Economics, 20, 309-332.
Parczewski, P. (2017). Donsker-type theorems for correlated geometric fractional Brownian motions and related processes. Electronic Communications in Probability : ECP, 22, 1-13.
Parczewski, P. (2017). Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis, 11, 479-490.
Parczewski, P. (2017). Optimal approximation of Skorohod integrals - examples with substandard rates. Communications on Stochastic Analysis, 11, 43-61.
Parczewski, P. (2017). The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications, 4, 189-198.
Schlather, M. und Moreva, O. (2017). A parametric variogram model bridging between bounded and unbounded variogram. Wiley Interdisciplinary Reviews : WIREs. Cognitive Science, 6, 47-52.
Alfonsi, A., Klöck, F. und Schied, A. (2016). Multivariate transient price impact and matrix-valued positive definite functions. Mathematics of operations research, 41, 914-934.
Carberry, E. und Schmidt, M. U. (2016). The closure of spectral data for constant mean curvature tori in S^3. Journal für die reine und angewandte Mathematik, 2016, 149-166.
Carberry, E. und Schmidt, M. U. (2016). The prevalence of tori amongst constant mean curvature planes in R³. Journal of Geometry and Physics, 106, 352-366.
Che, J., Chen, L., Göttlich, S. und Wang, J. (2016). Existence of a classical solution to complex material flow problems. Mathematical Methods in the Applied Sciences : MMAS, 39, 4069-4081.
Domschke, P., Kolb, O. und Lang, J. (2016). Adaptive modelling, simulation and optimization of gas and water supply networks. Proceedings in applied mathematics and mechanics : PAMM, 16, 839-840.
Döring, L. und Kyprianou, A. E. (2016). Perpetual integrals for Lévy processes. Journal of Theoretical Probability, 29, 1192-1198.
Goatin, P., Göttlich, S. und Kolb, O. (2016). Speed limit and ramp meter control for traffic flow networks. Engineering Optimization, 48, 1121-1144.
Göttlich, S. und Harter, C. (2016). A weakly coupled model of differential equations for thief tracking. Networks and Heterogeneous Media : NHM, 11, 447-469.
Göttlich, S., Herty, M. und Schillen, P. (2016). Electric transmission lines: control and numerical discretization. Optimal Control, Applications & Methods, 37, 980-995.
Göttlich, S. und Kühn, S. (2016). Routing strategies in production networks with random breakdowns. Communications in Mathematical Sciences : CMS, 14, 1799-1820.
Göttlich, S., Kühn, S., Ohst, J. P. und Ruzika, S. (2016). Evacuation modeling: a case study on linear and nonlinear nNetwork flow models. EURO Journal on Computational Optimization, 4, 219-239.
Göttlich, S., Kühn, S., Schwarz, J. A. und Stolletz, R. (2016). Approximations of time-dependent unreliable flow lines with finite buffers. Mathematical Methods of Operations Research, 83, 295-323.
Hauswirth, L., Kilian, M. und Schmidt, M. U. (2016). Mean-convex Alexandrov embedded constant mean curvature tori in the 3-sphere. Proceedings of the London Mathematical Society, 112, 588-622.
Knopf, M. (2016). Darboux coordinates for periodic solutions of the sinh–Gordon equation. Journal of Geometry and Physics, 110, 60-68.
Lang, A., Potthoff, J., Schlather, M. und Schwab, D. (2016). Continuity of random fields on Riemannian manifolds. Communications on Stochastic Analysis, 10, 185-193.
Malinowski, A., Schlather, M. und Zhang, Z. (2016). Intrinsically weighted means and non-ergodic marked point processes. The annals of statistics, 68, 1-24.
Martini, J. W. R., Schlather, M. und Schütz, S. (2016). A model for carrier-mediated biological signal transduction based on equilibrium ligand binding theory. Bulletin of Mathematical Biology, 78, 1039-1057.
Mishura, Y. und Schied, A. (2016). Constructing functions with prescribed pathwise quadratic variation. Journal of Mathematical Analysis and Applications, 442, 117-137.
Neuenkirch, A. und Shalaiko, T. (2016). The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. Journal of Complexity, 33, 107-117.
Neuman, E. und Schied, A. (2016). Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance and Stochastics, 20, 495-509.
Schied, A. (2016). On a class of generalized Takagi functions with linear pathwise quadratic variation. Journal of Mathematical Analysis and Applications, 433, 974-990.
Schied, A. und Voloshchenko, I. (2016). Pathwise no-arbitrage in a class of delta hedging strategies. Probability, uncertainty, and quantitative risk, 1, 1-24.
Akhtari, B., Babolian, E. und Neuenkirch, A. (2015). An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence. Discrete and Continuous Dynamical Systems : DCDS, Series B, 20, 23-38.
Altmayer, M. und Neuenkirch, A. (2015). Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by parts. SIAM Journal on Financial Mathematics : SIFIN, 6, 22-52.
Berestycki, J., Döring, L., Mytnik, L. und Zambotti, L. (2015). Hitting properties and non-uniqueness for SDEs driven by stable processes. Stochastic Processes and their Applications, 125, 918-940.
Berger, S., Schlather, M., Campos, G. . ., Weigend, S., Preisinger, R., Erbe, M. und Simianer, H. (2015). A scale-corrected comparison of linkage disequilibrium levels between genic and non-genic regions. PLOS ONE, 10, 1-19.
Böcherer, S. und Das, S. (2015). Linear independence of Poincaré series of exponential type via non-analytic methods. Transactions of the American Mathematical Society, 367, 1329-1345.
Domschke, P., Kolb, O. und Lang, J. (2015). Adjoint-based error control for the simulation and optimization of gas and water supply networks. Applied Mathematics and Computation, 259, 1003-1018.
Döring, L. (2015). A jump-type SDE approach to real-valued self-similar Markov processes. Transactions of the American Mathematical Society, 367, 7797-7836.
Ehlert, A., Fiebig, U.-R., Janßen, A. und Schlather, M. (2015). Joint extremal behavior of hidden and observable time series with applications to GARCH processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics, 18, 109-140.
Engelke, S., Kabluchko, Z. und Schlather, M. (2015). Maxima of independent non-identically distributed Gaussian vectors. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 21, 38-61.
Engelke, S., Malinowski, A., Kabluchko, Z. und Schlather, M. (2015). Estimation of Hüsler-Reiss distributions and Brown-Resnick processes. Journal of the Royal Statistical Society / Series B, Statistical methodology, 77, 239-265.
Forestier-Coste, L., Göttlich, S. und Herty, M. (2015). Data-fitted second-order macroscopic production models. SIAM journal on applied mathematics, 75, 999-1014.
Göttlich, S., Herty, M. und Ziegler, U. (2015). Modeling and optimizing traffic light settings on road networks. Computers & Operations Research, 55, 36-51.
Göttlich, S., Klar, A. und Tiwari, S. (2015). Complex material flow problems: a multi-scale model hierarchy and particle methods. Journal of Engineering Mathematics, 92, 15-29.
Göttlich, S. und Schindler, P. (2015). Discontinuous Galerkin method for material flow problems. Mathematical Problems in Engineering : MPE, 2015, 1-15.
Göttlich, S. und Schindler, P. (2015). Optimal inflow control of production systems with finite buffers. Discrete and Continuous Dynamical Systems : DCDS. Series B, 20, 107-127.
Ha, N.-T., Gross, J. J., von Dorland, A., Tetens, J., Thaller, G., Schlather, M., Bruckmaier, R. und Simianer, H. (2015). Gene-based mapping and pathway analysis of 2 metabolic traits in dairy cows. PLOS ONE, 10, 1-15.
Hauswirth, L., Kilian, M. und Schmidt, M. U. (2015). On mean-convex Alexandrov embedded surfaces in the 3-sphere. Mathematische Zeitschrift, 281, 483-499.
Kilian, M., Schmidt, M. U. und Schmitt, N. (2015). Flows of constant mean curvature tori in the 3-sphere: The equivariant case. Journal für die reine und angewandte Mathematik, 2015, 46-86.
Kolb, O. und Göttlich, S. (2015). A continuous buffer allocation model using stochastic processes. European Journal of Operational Research : EJOR, 242, 865-874.
Krätschmer, V., Schied, A. und Zähle, H. (2015). Quasi-Hadamard differentiability of general risk functionals and its application. Statistics and Risk Modeling, 32, 25-47.
Malinowski, A., Schlather, M. und Zhang, Z. (2015). Marked point process adjusted tail dependence analysis for high-frequency financial data. Statistics and its interface, 8, 109-122.
Neuenkirch, A. und Shalaiko, T. (2015). The relation between mixed and rough SDEs and its application to numerical methods. Stochastic Analysis and Applications, 33, 927-942.
Ober, U., Huang, W., Magwire, M., Schlather, M., Simianer, H. und Mackay, T. F. C. (2015). Accounting for genetic architecture improves sequence based genomic prediciton for a Drosophila fitness trait. PLOS ONE, 10, 1-17.
Schlather, M., Malinowski, A., Menck, P. J., Oesting, M. und Strokorb, K. (2015). Analysis, simulation and prediction of multivariate random fields with package randomfields. Journal of Statistical Software, 63, 1-25.
Strokorb, K., Ballani, F. und Schlather, M. (2015). Tail correlation functions of max-stable processes: Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF. Extremes : Statistical Theory and Applications in Science, Engineering and Economics, 18, 241-271.
Strokorb, K. und Schlather, M. (2015). An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 21, 276-302.

Chiarello, F. A., Friedrich, J., Goatin, P. und Göttlich, S. (2020). Micro-Macro limit of a non-local generalized Aw-Rascle type model. HAL : archives-ouvertes, hal-02443123. Mannheim [u.a.].
Armbruster, D., Göttlich, S. und Knapp, S. (2019). Continuous approximation of Mt/Mt/1 distributions with application to production. Mannheim.
Baumgärtner, V., Göttlich, S. und Knapp, S. (2019). Feedback stabilization for a coupled PDE-ODE production system. Mannheim.
Chiarello, F. A., Friedrich, J., Goatin, P. und Göttlich, S. (2019). A non-local traffic flow model for 1-to-1 junctions. Mannheim [u.a.].
Dambach, T., Göttlich, S. und Knapp, S. (2019). Car path tracking in traffic flow networks with bounded buffers at junctions. Mannheim.
Fokken, E., Göttlich, S. und Kolb, O. (2019). Optimal control of compressor stations in a coupled gas-to-power network. Mannheim.
Göttlich, S., Hante, F. M., Potschka, A. und Schewe, L. (2019). Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints. Mannheim.
Göttlich, S. und Knapp, S. (2019). Uncertainty quantification with risk measures in production planning. Mannheim.
Kötz, J., Kolb, O. und Göttlich, S. (2019). A combined first and second order traffic network model. Mannheim.
Neuenkirch, A. und Szölgyenyi, M. (2019). The Euler-Maruyama scheme for SDEs with irregular drift: Convergence rates via reduction to a quadrature problem. Ithaca, NY: Cornell University.
Rossi, E., Kötz, J., Goatin, P. und Göttlich, S. (2019). Well-posedness of a non-local model for material flow on conveyor belts. Mannheim [u.a.].
Yin, Q., Chen, L. und Göttlich, S. (2019). The mean field kinetic equation for interacting particle systems with non-Lipschitz force. Mannheim.
Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2018). Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Mannheim [u.a.].
Döring, L. und Kyprianou, A. E. (2018). Entrance and exit at infinity for stable jump diffusions. Mannheim [u.a.].
Döring, L., Kyprianou, A. E. und Weissmann, P. (2018). Stable processes conditioned to avoid an interval. Mannheim [u.a.].
Döring, L., Watson, A. R. und Weissmann, P. (2018). Lévy processes with finite variance conditioned to avoid an interval. Mannheim [u.a.].
Döring, L. und Weissmann, P. (2018). Stable processes conditioned to hit an interval continuously from the outside. Mannheim [u.a.].
Fokken, E., Göttlich, S. und Kolb, O. (2018). Modeling and simulation of gas networks coupled to power grids. Mannheim.
Göttlich, S., Korn, R. und Lux, K. (2018). Optimal control of electricity input given an uncertain demand. Mannheim.
Neuenkirch, A., Nourdin, I., Rößler, A. und Tindel, S. (2018). Trees and asymptotic developments for fractional stochastic differential equations. Ithaca, NY: Cornell University.
Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2017). On Skorokhod embeddings and Poisson equations. Mannheim [u.a.].
Göttlich, S., Lux, K. und Neuenkirch, A. (2017). The Euler scheme for stochastic differential equations with discontinuous drift coefficient: A numerical study of the convergence rate. Ithaca, NY: Cornell University.
Neuenkirch, A. und Shalaiko, T. (2016). The order barrier for strong approximation of rough volatility models. Ithaca, NY: Cornell University.

Fokken, E., Göttlich, S. und Kolb, O. (2020). Optimal control of compressor stations in a coupled gas-to-power network. In Bertsch, V., Advances in energy system optimization : Proceedings of the 2nd International Symposium on Energy System Optimization (S. 67-80). Trends in Mathematics, Birkhäuser ; Springer International Publishing: Cham.
Göttlich, S., Hameister, K. und Herty, M. (2020). Convex quadratic mixed-integer problems with quadratic constraints. In Neufeld, J., Operations Research proceedings : selected papers of the annual international Conference of the German Operations Research Society (GOR), Dresden, Germany, September 4-6, 2019 (S. tba). Operations Research Proceedings, Springer International Publishing: Cham.
Samara, A., Rempe, F. und Göttlich, S. (2020). Modelling arterial travel time distribution using copulas. In , The 23rd IEEE International Conference on Intelligent Transportation Systems September 20 – 23, 2020 Virtual Conference (S. 1-6). , IEEE: Piscataway, NJ.
Göttlich, S., Korn, R. und Lux, K. (2019). Optimal inflow control penalizing undersupply in transport systems with uncertain demands. In Faragó, I., Progress in industrial mathematics at ECMI 2018 : The 20th European Conference on Mathematics for Industry (S. 485-490). Mathematics in Industry, Springer: Cham.
Knapp, S. und Göttlich, S. (2019). A production model with history based random machine failures. In Faragó, I., Progress in Industrial Mathematics at ECMI 2018 : The 20th European Conference on Mathematics for Industry, 18-22 June 2018, Budapest, Hungary (S. 491-497). , Springer: Cham.
Lux, K. und Göttlich, S. (2019). Optimal inflow control in transport systems with uncertain demands ‐ A comparison of undersupply penalties. In , 90th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM) (S. 1-2). Proceedings in Applied Mathematics and Mechanics : PAMM, Wiley-VCH: Weinheim [u.a.].
Samara, A., Rempe, F., Fastenrath, U. und Göttlich, S. (2019). Assessing the probability of arriving on time using historical travel time data in a road network. In Qu, Q., The 2019 IEEE Intelligent Transportation Systems Conference - ITSC : Auckland, New Zealand, 27-30 October 2019 (S. 1343-1348). , IEEE: Piscataway, NJ.
Burger, M., Göttlich, S. und Jung, T. (2018). Derivation of a first order traffic flow model of Lighthill-Whitham-Richards type. In Ferrara, A., 15th IFAC Symposium on Control in Transportation Systems CTS 2018 : Savona, Italy, 6–8 June 2018 : proceedings (S. 49-54). IFAC-PapersOnLine, Elsevier: Frankfurt ; München [u.a.].
Festa, A. und Göttlich, S. (2018). A Mean Field Games approach for multi-lane traffic management. In Filippova, T., 17th IFAC Workshop on Control Applications of Optimization CAO 2018 Yekaterinburg, Russia, 15–19 October 2018 : proceedings (S. 793-798). IFAC-PapersOnLine, Elsevier: Frankfurt ; München [u.a.].
Göttlich, S., Herty, M. und Luckert, M. (2017). Modeling of material flow problems. In Ghezzi, L., Math for the digital factory (S. 21-36). Mathematics in industry, Springer: Cham.
Burger, M., Gerdts, M., Göttlich, S. und Herty, M. (2016). Dynamic programming approach for discrete-valued time discrete optimal control problems with dwell time constraints. In Désidéri, J., System Modeling and Optimization : 27th IFIP TC 7 Conference, CSMO 2015, Sophia Antipolis, France, June 29 - July 3, 2015, Revised Selected Papers (S. 159-168). IFIP Advances in Information and Communication Technology, Springer: Cham.
Kolb, O. (2016). On the full and global accuracy of a compact third order WENO scheme: Part II. In Karazösen, B., Numerical Mathematics and Advanced Applications - ENUMATH 2015 (S. 53-62). Lecture Notes in Computational Science and Engineering, Springer International Publishing: Cham.
Wagner, L., Lang, J. und Kolb, O. (2016). Second order implicit schemes for scalar conservation laws. In Karazösen, B., Numerical Mathematics and Advanced Applications - ENUMATH 2015 (S. 33-41). Lecture Notes in Computational Science and Engineering, Springer International Publishing: Cham.

Göttlich, S., Herty, M. und Milde, A. (2020). Mathematical modelling, simulation, optimization for power engineering and management. Berlin ; Heidelberg: Springer (forthcoming).
Hameister, K. (2018). A dual tailored branch-and-bound algorithm for quadratic mixed-integer problems applied to production models with buffers. München: Verlag Dr. Hut.
Knapp, S. (2018). Stochastic extensions of production and pedestrian models: Microscopic and macroscopic approaches. München: Verlag Dr. Hut.
Pfirsching, M. (2018). A multi-scale model for material flow problems based on a non-local conservation law: simulation and optimization. München: Verlag Dr. Hut.
Teuber, C. (2017). Optimal control methods for transmission lines. München: Verlag Dr. Hut.
Föllmer, H. und Schied, A. (2016). Stochastic finance : an introduction in discrete time. Berlin ; Boston, MA: De Gruyter.
Altmayer, M. (2015). Quadrature of discontinuous SDE functionals using Malliavin integration by parts. München: Verlag Dr. Hut.
Schillen, P. (2015). Modelling and control of balance laws with applications to networks. München: Verlag Dr. Hut.

Göttlich, S. und Knapp, S. (2020). Artificial networks for the estimation of pedestrian interaction forces. In Gibelli, L. Crowd dynamics (S. tba). Cham: Birkhäuser.
Ableitinger, C., Göttlich, S. und Sickenberger, T. (2018). Eine Modellierungsaufgabe zum Thema „Optimale Auslastung von Flugzeugen“. In Siller, H. 25 Jahre ISTRON-Gruppe - eine Best-of-Auswahl aus der ISTRON-Schriftenreihe (S. 331-342). Wiesbaden: Springer Spektrum.
Göttlich, S. (2018). Schnelles Boarding leichtgemacht: Eine Simulationsstudie mit zellulären Automaten. In Greefrath, G. Digitale Werkzeuge, Simulationen und mathematisches Modellieren : didaktische Hintergründe und Erfahrungen aus der Praxis (S. 165-181). Wiesbaden: Springer Spektrum.

Lux, K. (2020). Optimal inflow control in hyperbolic supply systems with uncertain demand. Dissertation, Dr. Hut. München.
Madensoy, M. (2020). Change points and uniform confidence for spot volatility. Dissertation, . Mannheim.
Koch, S. (2019). Sensitivity results in stochastic analysis. Dissertation, . Mannheim.
Yin, Q. (2019). Mean field limit of many particle system with non-Lipschitz force. Dissertation, . Mannheim.
Balnojan, S. (2018). Stokes matrices of isolated hypersurface singularities. Dissertation, . Mannheim.
Gauß, F. (2018). Period maps and Torelli results for marked hypersurface singularities. Dissertation, . Mannheim.
Moreva, O. (2018). Bivariate Gaussian random fields : models, simulation, and inference. Dissertation, . Mannheim.
Schreck, N. (2018). From estimation to prediction of genomic variances : allowing for linkage disequilibrium and unbiasedness. Dissertation, . Mannheim.
Schwab, D. (2018). Random fields on general domains - analytic properties, models, and simulations. Dissertation, . Mannheim.
Simon, T. (2018). On the isospectral problem of Fermi curves of two-dimensional doubly periodic Schrödinger operators. Dissertation, . Mannheim.
Weissmann, P. (2018). Lévy processes conditioned to avoid and hit intervals. Dissertation, . Mannheim.
Dirrler, M. (2017). Spatial point process models with applications to max-stable random fields. Dissertation, . Mannheim.
Heß, M. (2017). An enumerative method for convex programs with linear complementarity constraints and application to the bilevel problem of a forecast model for high complexity products. Dissertation, . Mannheim.
Kalinin, A. (2017). Markovian integral equations and path-dependent partial differential equations. Dissertation, . Mannheim.
Kroll, M. (2017). Concentration inequalities for Poisson point processes with applications to non-parametric statistics. Dissertation, . Mannheim.
Lübcke, E. (2017). The direct and the inverse problem of finite type Fermi curves of two-dimensional double-periodic Schrödinger operators. Dissertation, . Mannheim.
Strehle, E. (2017). Single- and multiplayer trade execution strategies under transient price impact. Dissertation, . Mannheim.
Falkenburg, O. (2016). Auswertung der Skorokhodmetrik. Dissertation, . Mannheim.
Makmul, J. (2016). Microscopic and macroscopic models for pedestrian crowds. Dissertation, . Mannheim.
Voloshchenko, I. (2016). On pathwise functional Itô calculus and its applications to mathematical finance. Dissertation, . Mannheim.
Werner, F. (2016). Brownian motions on metric graphs. Dissertation, . Mannheim.
Altmayer, M. (2015). Quadrature of discontinuous SDE functionals using Malliavin integration by parts. Dissertation, . Mannheim.
Lazgham, M. (2015). A state-constrained stochastic optimal control problem arising in portfolio liquidation. Dissertation, . Mannheim.