activity
20132026
most citedGrand-canonical-like molecular-dynamics simulations by using an adaptive-resolution technique

84 citations · 277 across the 25 of their papers we have counts for

collaborators

28 papers

math.PR2026

An -Variational Formula on Wiener Space

David Criens, Carsten Hartmann, Michael Kupper

We establish a stochastic control representation for -norms on Wiener space. For every and every non-negative universally measurable functional , we show that $$\|φ…

cond-mat.stat-mech2023

Scaling law for the size dependence of a finite-range quantum gas

Luigi Delle Site, Carsten Hartmann

In a recent work [Reible et al., Phys. Rev. Res. 5, 023156, 2023], it has been shown that the mean particle-particle interaction across an ideal surface that divides a system into…

cs.LG2023★ 1 cited

Transgressing the boundaries: towards a rigorous understanding of deep learning and its (non-)robustness

Carsten Hartmann, Lorenz Richter

The recent advances in machine learning in various fields of applications can be largely attributed to the rise of deep learning (DL) methods and architectures. Despite being a key…

cs.AI2023

Long Short-Term Memory Neural Network for Temperature Prediction in Laser Powder Bed Additive Manufacturing

Ashkan Mansouri Yarahmadi, Michael Breuß, Carsten Hartmann

In context of laser powder bed fusion (L-PBF), it is known that the properties of the final fabricated product highly depend on the temperature distribution and its gradient over t…

math-ph2021

Two-sided Bogoliubov inequality to estimate finite size effects in quantum molecular simulations

Benedikt Reible, Carsten Hartmann, Luigi Delle Site

We generalise the two-sided Bogoliubov inequality for classical particles from [L. Delle Site et al., J.Stat.Mech.Th.Exp. 083201 (2017)] to systems of quantum particles. As in the…

q-fin.PR2021

-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs

Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita +1

In this article we propose a -hypergeometric model with uncertain volatility (UV) where we derive a worst-case scenario for option pricing. The approach is based on the connexio…