198 citations · 242 across the 10 of their papers we have counts for
11 papers
Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
Ilaria Peri, Linus Wunderlich
Lambda quantiles, originally introduced as lambda value at risk, generalise the classical value at risk by allowing for a variable confidence level. This work presents efficient al…
Function approximations for counterparty credit exposure calculations
Domagoj Demeterfi, Kathrin Glau, Linus Wunderlich
The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this…
The Deep Parametric PDE Method: Application to Option Pricing
Kathrin Glau, Linus Wunderlich
We propose the deep parametric PDE method to solve high-dimensional parametric partial differential equations. A single neural network approximates the solution of a whole family o…
Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model
Christoph Schlembach, Sascha L. Schmidt, Dominik Schreyer +1
Forecasting the number of Olympic medals for each nation is highly relevant for different stakeholders: Ex ante, sports betting companies can determine the odds while sponsors and…
Biorthogonal splines for optimal weak patch-coupling in isogeometric analysis with applications to finite deformation elasticity
Linus Wunderlich, Alexander Seitz, Mert Deniz Alaydin +2
A new construction of biorthogonal splines for isogeometric mortar methods is proposed. The biorthogonal basis has a local support and, at the same time, optimal approximation prop…
Isogeometric shape optimization for nonlinear ultrasound focusing
Markus Muhr, Vanja Nikolić, Barbara Wohlmuth +1
The goal of this work is to improve focusing of high-intensity ultrasound by modifying the geometry of acoustic lenses through shape optimization. The shape optimization problem is…
A hybrid isogeometric approach on multi-patches with applications to Kirchhoff plates and eigenvalue problems
Thomas Horger, Alessandro Reali, Barbara Wohlmuth +1
We present a systematic study on higher-order penalty techniques for isogeometric mortar methods. In addition to the weak-continuity enforced by a mortar method, normal derivatives…
Reduced basis isogeometric mortar approximations for eigenvalue problems in vibroacoustics
Thomas Horger, Barbara Wohlmuth, Linus Wunderlich
We simulate the vibration of a violin bridge in a multi-query context using reduced basis techniques. The mathematical model is based on an eigenvalue problem for the orthotropic l…
The Influence of Quadrature Errors on Isogeometric Mortar Methods
Ericka Brivadis, Annalisa Buffa, Barbara Wohlmuth +1
Mortar methods have recently been shown to be well suited for isogeometric analysis. We review the recent mathematical analysis and then investigate the variational crime introduce…
Trace and flux a priori error estimates in finite element approximations of Signorni-type problems
Olaf Steinbach, Barbara Wohlmuth, Linus Wunderlich
Variational inequalities play in many applications an important role and are an active research area. Optimal a priori error estimates in the natural energy norm do exist but only…
Isogeometric mortar methods
Ericka Brivadis, Annalisa Buffa, Barbara Wohlmuth +1
The application of mortar methods in the framework of isogeometric analysis is investigated theoretically as well as numerically. For the Lagrange multiplier two choices of uniform…