146 citations · 222 across the 32 of their papers we have counts for
5 papers · 1 filter
Structure-Preserving Data-Driven Identification of Port-Hamiltonian Differential-Algebraic Systems
Tom Zwerschke, Matthias Ehrhardt, Michael Günther +1
We present a data-driven approach to identifying linear index-1 differential-algebraic pH systems (pH-DAEs) based on input-output measurements. In comparison to the identification…
A Space Mapping approach for the calibration of financial models with the application to the Heston model
Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
We present a novel approach for parameter calibration of the Heston model for pricing an Asian put option, namely space mapping. Since few parameters of the Heston model can be dir…
Localized KBO with genetic dynamics for multi-modal optimization
Federica Ferrarese, Claudia Totzeck
In this paper, we introduce a novel approach to multi-modal optimization by enhancing the recently developed kinetic-based optimization (KBO) method with genetic dynamics (GKBO). T…
Structure-preserving identification of port-Hamiltonian systems -- a sensitivity-based approach
Michael Günther, Birgit Jacob, Claudia Totzeck
We present a gradient-based calibration algorithm to identify a port-Hamiltonian system from given time-domain input-output data. The gradient is computed with the help of sensitiv…
Parameter identification in uncertain scalar conservation laws discretized with the discontinuous stochastic Galerkin Scheme
Louisa Schlachter, Claudia Totzeck
We study an identification problem which estimates the parameters of the underlying random distribution for uncertain scalar conservation laws. The hyperbolic equations are discret…