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1

Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models

Burkovska, O., Haasdonk, B., Salomon, J., Wohlmuth, B.

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 1.05 MB

english, 2015

2

Feedback control of parametrized PDEs via model order reduction and dynamic programming principle

Alla, Alessandro, Haasdonk, Bernard, Schmidt, Andreas

Journal:

Advances in Computational Mathematics

Year:

2020

Language:

english

File:

PDF, 1.60 MB

english, 2020

3

Surrogate modeling of multiscale models using kernel methods

Wirtz, D., Karajan, N., Haasdonk, B.

Journal:

International Journal for Numerical Methods in Engineering

Year:

2015

Language:

english

File:

PDF, 2.92 MB

english, 2015

4

Special Issue on Model Reduction

Amsallem, David, Farhat, Charbel, Haasdonk, Bernard

Journal:

International Journal for Numerical Methods in Engineering

Year:

2015

Language:

english

File:

PDF, 35 KB

english, 2015

5

Invariant kernel functions for pattern analysis and

Bernard Haasdonk, Hans Burkhardt

Journal:

Machine Learning

Year:

2007

Language:

english

File:

PDF, 838 KB

english, 2007

6

A-posteriori error estimation for second order mechanical systems

Thomas Ruiner, Jörg Fehr, Bernard Haasdonk, Peter Eberhard

Journal:

Acta Mechanica Sinica

Year:

2012

Language:

english

File:

PDF, 542 KB

english, 2012

7

Kernel Discriminant Analysis for Positive Definite and Indefinite Kernels

Pekalska, E., Haasdonk, B.

Journal:

IEEE Transactions on Pattern Analysis and Machine Intelligence

Year:

2009

Language:

english

File:

PDF, 3.20 MB

english, 2009

8

Greedy-based approximation of frequency-weighted Gramian matrices for model reduction in multibody dynamics

Fehr, J., Fischer, M., Haasdonk, B., Eberhard, P.

Journal:

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik

Year:

2013

Language:

english

File:

PDF, 1016 KB

english, 2013

9

The localized reduced basis multiscale method for two-phase flows in porous media

Kaulmann, S., Flemisch, B., Haasdonk, B., Lie, K. -A., Ohlberger, M.

Journal:

International Journal for Numerical Methods in Engineering

Year:

2015

Language:

english

File:

PDF, 1.28 MB

english, 2015

10

Modeling and Simulation of PEM Fuel Cells

Fuhrmann, J., Haasdonk, B., Holzbecher, E., Ohlberger, M.

Journal:

Journal of Fuel Cell Science and Technology

Year:

2008

Language:

english

File:

PDF, 38 KB

english, 2008

11

redNumerical modelling of a peripheral arterial stenosis using dimensionally reduced models and kernel methods

Köppl, Tobias, Santin, Gabriele, Haasdonk, Bernard, Helmig, Rainer

Journal:

International Journal for Numerical Methods in Biomedical Engineering

Year:

2018

Language:

english

File:

PDF, 905 KB

english, 2018

12

Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario

Köppel, Markus, Franzelin, Fabian, Kröker, Ilja, Oladyshkin, Sergey, Santin, Gabriele, Wittwar, Dominik, Barth, Andrea, Haasdonk, Bernard, Nowak, Wolfgang, Pflüger, Dirk, Rohde, Christian

Journal:

Computational Geosciences

Year:

2018

Language:

english

File:

PDF, 831 KB

english, 2018

13

[IUTAM Bookseries] IUTAM Symposium on Model Order Reduction of Coupled Systems, Stuttgart, Germany, May 22–25, 2018 Volume 36 (MORCOS 2018) || Polynomial Tensor-Based Stability Identification of Milling Process: Application to Reduced Thin-Walled Workpiece

Fehr, Jörg, Haasdonk, Bernard

Year:

2020

Language:

english

File:

PDF, 362 KB

english, 2020

14

[IUTAM Bookseries] IUTAM Symposium on Model Order Reduction of Coupled Systems, Stuttgart, Germany, May 22–25, 2018 Volume 36 (MORCOS 2018) || Analysis of Parametric Models for Coupled Systems

Fehr, Jörg, Haasdonk, Bernard

Year:

2020

Language:

english

File:

PDF, 269 KB

english, 2020

15

[IUTAM Bookseries] IUTAM Symposium on Model Order Reduction of Coupled Systems, Stuttgart, Germany, May 22–25, 2018 Volume 36 (MORCOS 2018) || Polynomial Tensor-Based Stability Identification of Milling Process: Application to Reduced Thin-Walled Workpiece

Fehr, Jörg, Haasdonk, Bernard

Year:

2020

File:

PDF, 362 KB

2020

16

Rigorous and effective a-posteriori error bounds for nonlinear problemsâapplication to RB methods

Schmidt, Andreas, Wittwar, Dominik, Haasdonk, Bernard

Journal:

Advances in Computational Mathematics

Year:

2020

Language:

english

File:

PDF, 1.19 MB

english, 2020

17

Multiresolution Visualization of Higher Order Adaptive Finite Element Simulations

B. Haasdonk, M. Ohlberger, M. Rumpf, A. Schmidt, K. G. Siebert

Journal:

Year:

2003

Language:

english

File:

PDF, 1.04 MB

english, 2003

18

Convergence of a staggered Lax-Friedrichs scheme for nonlinear conservation laws on unstructured two-dimensional grids

Bernard Haasdonk, Dietmar Kröner, Christian Rohde

Journal:

Numerische Mathematik

Year:

2001

Language:

english

File:

PDF, 204 KB

english, 2001

19

Efficient a-posteriori error estimation for nonlinear kernel-based reduced systems

D. Wirtz, B. Haasdonk

Journal:

Systems & Control Letters

Year:

2012

Language:

english

File:

PDF, 415 KB

english, 2012

20

A new local reduced basis discontinuous Galerkin approach for heterogeneous multiscale problems

Sven Kaulmann, Mario Ohlberger, Bernard Haasdonk

Journal:

Comptes Rendus Mathematique

Year:

2011

Language:

french

File:

PDF, 465 KB

french, 2011

21

Feature space interpretation of SVMs with indefinite kernels

Journal:

IEEE Transactions on Pattern Analysis and Machine Intelligence

Year:

2005

Language:

english

File:

PDF, 1.13 MB

english, 2005

22

A Reduced Basis Method for Parametrized Variational Inequalities

Haasdonk, B., Salomon, J., Wohlmuth, B.

Journal:

SIAM Journal on Numerical Analysis

Year:

2012

Language:

english

File:

PDF, 651 KB

english, 2012

23

Reduced Basis Approximation for Nonlinear Parametrized Evolution Equations based on Empirical Operator Interpolation

Drohmann, Martin, Haasdonk, Bernard, Ohlberger, Mario

Journal:

SIAM Journal on Scientific Computing

Year:

2012

Language:

english

File:

PDF, 2.74 MB

english, 2012

24

Multiresolution Visualization of Higher Order Adaptive Finite Element Simulations

B. Haasdonk, M. Ohlberger, M. Rumpf, A. Schmidt, K. G. Siebert

Journal:

Year:

2003

Language:

english

File:

PDF, 1.04 MB

english, 2003

25

Efficient parametric analysis of the chemical master equation through model order reduction

Steffen Waldherr, Bernard Haasdonk

Journal:

BMC Systems Biology

Year:

2012

Language:

english

File:

PDF, 630 KB

english, 2012

26

A Dirichlet–Neumann reduced basis method for homogeneous domain decomposition problems

Maier, I., Haasdonk, B.

Journal:

Applied Numerical Mathematics

Year:

2014

Language:

english

File:

PDF, 1.16 MB

english, 2014

27

[IEEE Comput. Soc Eighth International Workshop on Frontiers in Handwriting Recognition - Niagara on the Lake, Ont., Canada (6-8 Aug. 2002)] Proceedings Eighth International Workshop on Frontiers in Handwriting Recognition - Online handwriting recognition with support vector machines - a kernel approach

Bahlmann, C., Haasdonk, B., Burkhardt, H.

Year:

2002

Language:

english

File:

PDF, 417 KB

english, 2002

28

Reduced Basis Methods for Parameterized Partial Differential Equations with Stochastic Influences Using the Karhunen--Loève Expansion

Haasdonk, Bernard, Urban, Karsten, Wieland, Bernhard

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2013

Language:

english

File:

PDF, 655 KB

english, 2013

29

Certified Nonlinear Parameter Optimization with Reduced Basis Surrogate Models

Dihlmann, Markus, Haasdonk, Bernard

Journal:

Year:

2013

Language:

english

File:

PDF, 329 KB

english, 2013

30

A Posteriori Error Estimation for DEIM Reduced Nonlinear Dynamical Systems

Wirtz, D., Sorensen, D. C., Haasdonk, B.

Journal:

SIAM Journal on Scientific Computing

Year:

2014

Language:

english

File:

PDF, 1.82 MB

english, 2014

31

[IEEE 2008 19th International Conference on Pattern Recognition (ICPR) - Tampa, FL, USA (2008.12.8-2008.12.11)] 2008 19th International Conference on Pattern Recognition - Indefinite Kernel Fisher Discriminant

Haasdonk, Bernard, Pekalska, Elzbieta

Year:

2008

Language:

english

File:

PDF, 234 KB

english, 2008

32

Certified PDE-constrained parameter optimization using reduced basis surrogate models for evolution problems

Dihlmann, Markus A., Haasdonk, Bernard

Journal:

Computational Optimization and Applications

Year:

2015

Language:

english

File:

PDF, 920 KB

english, 2015

33

Reduced basis approximation and a-posteriori error estimation for the coupled Stokes-Darcy system

Martini, Immanuel, Rozza, Gianluigi, Haasdonk, Bernard

Journal:

Advances in Computational Mathematics

Year:

2015

Language:

english

File:

PDF, 1.28 MB

english, 2015

34

Efficient reduced models and a posteriori error estimation for parametrized dynamical systems by offline/online decomposition

Haasdonk, Bernard, Ohlberger, Mario

Journal:

Mathematical and Computer Modelling of Dynamical Systems

Year:

2011

Language:

english

File:

PDF, 319 KB

english, 2011

35

A reduced basis Kalman filter for parametrized partial differential equations

Markus Dihlmann,, Bernard Haasdonk,

Journal:

ESAIM Control Optimisation and Calculus of Variations

Year:

2015

Language:

english

File:

PDF, 3.16 MB

english, 2015

36

Model order reduction and error estimation with an application to the parameter-dependent eddy current equation

Jung, Nadine, Patera, Anthony T., Haasdonk, Bernard, Lohmann, Boris

Journal:

Mathematical and Computer Modelling of Dynamical Systems

Year:

2011

Language:

english

File:

PDF, 1.32 MB

english, 2011

37

Effiziente und gesicherte Modellreduktion für parametrisierte dynamische Systeme

Haasdonk, Bernard

Journal:

at - Automatisierungstechnik

Year:

2010

Language:

german

File:

PDF, 308 KB

german, 2010

38

A training set and multiple bases generation approach for parameterized model reduction based on adaptive grids in parameter space

Haasdonk, Bernard, Dihlmann, Markus, Ohlberger, Mario

Journal:

Mathematical and Computer Modelling of Dynamical Systems

Year:

2011

Language:

english

File:

PDF, 1.26 MB

english, 2011

39

Special Issue on “Model Order Reduction of Parameterized Problems”

Haasdonk, Bernard, Lohmann, Boris

Journal:

Mathematical and Computer Modelling of Dynamical Systems

Year:

2011

Language:

english

File:

PDF, 73 KB

english, 2011

40

A reduced basis Landweber method for nonlinear inverse problems

Garmatter, Dominik, Haasdonk, Bernard, Harrach, Bastian

Journal:

Inverse Problems

Year:

2016

Language:

english

File:

PDF, 721 KB

english, 2016

41

A POD-EIM reduced two-scale model for crystal growth

Redeker, Magnus, Haasdonk, Bernard

Journal:

Advances in Computational Mathematics

Year:

2015

Language:

english

File:

PDF, 2.57 MB

english, 2015

42

[IEEE Proceedings of the 17th International Conference on Pattern Recognition, 2004. ICPR 2004. - Cambridge, UK (2004.08.26-2004.08.26)] Proceedings of the 17th International Conference on Pattern Recognition, 2004. ICPR 2004. - Adjustable invariant features by partial Haar-integration

Haasdonk, B., Halawani, A., Burkhardt, H.

Year:

2004

Language:

english

File:

PDF, 383 KB

english, 2004

43

Basis generation approaches for a reduced basis linear quadratic regulator

Schmidt, Andreas, Dihlmann, Markus, Haasdonk, Bernard

Journal:

IFAC-PapersOnLine

Year:

2015

Language:

english

File:

PDF, 1.29 MB

english, 2015

44

PEBL-ROM: Projection-error based local reduced-order models

Amsallem, David, Haasdonk, Bernard

Journal:

Advanced Modeling and Simulation in Engineering Sciences

Year:

2016

Language:

english

File:

PDF, 3.82 MB

english, 2016

45

Online Reduced Basis Construction Procedure for Model Reduction of Parametrized Evolution Systems

Dihlmann, Markus, Kaulmann, Sven, Haasdonk, Bernard

Journal:

IFAC Proceedings Volumes

Year:

2012

Language:

english

File:

PDF, 287 KB

english, 2012

46

A-Posteriori Error Estimation for Parameterized Kernel-Based Systems

Wirtz, Daniel, Haasdonk, Bernard

Journal:

IFAC Proceedings Volumes

Year:

2012

Language:

english

File:

PDF, 911 KB

english, 2012

47

A POD–EIM reduced two-scale model for precipitation in porous media

Redeker, M., Haasdonk, B.

Journal:

Mathematical and Computer Modelling of Dynamical Systems

Year:

2016

Language:

english

File:

PDF, 2.39 MB

english, 2016

48

Reduced Basis Method for quadratically nonlinear transport equations

Jung, N., Haasdonk, B., Kroner, D.

Journal:

International Journal of Computing Science and Mathematics

Year:

2009

Language:

english

File:

PDF, 2.24 MB

english, 2009

49

Reduced basis method for H2 optimal feedback control problems

Schmidt, A., Haasdonk, B.

Journal:

IFAC-PapersOnLine

Year:

2016

Language:

english

File:

PDF, 452 KB

english, 2016

50

Convergence Rates of the POD–Greedy Method

Haasdonk, Bernard

Journal:

ESAIM Mathematical Modelling and Numerical Analysis

Year:

2013

Language:

english

File:

PDF, 261 KB

english, 2013