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Bertram Düring

28 papers hereh-index 151.1k citations43 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author21
  • middle author6

Across the 27 of 28 papers where every author was matched, so the position is known.

fields
  • math.NA6
  • q-fin.CP6
  • math.AP5
  • physics.soc-ph5
  • math.DS2
  • math.PR2
same name
  • Bertram Düring — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedHigh-order compact finite difference scheme for option pricing in stochastic volatility models

75 citations · 453 across the 27 of their papers we have counts for

collaborators
Showing 2015 · math.NAShow all

3 papers · 2 filters

math.NA2015

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

Bertram Düring, Philipp Fuchs, Ansgar Jüngel

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on th…

math.NA2015★ 41 cited

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

Bertram Düring, Christof Heuer

We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed…

math.NA2015★ 17 cited

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

Bertram Düring, Michel Fournié, Alain Rigal

We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed d…

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