Publications, Preprints, and Talks

Recents preprints and publications

• Approximation of SPDEs
  • T. Müller-Gronbach, K. Ritter, Lower bounds and non-uniform time discretization for approximation of stochastic heat equations, Found. Comput. Math. 7, 135-181, 2007. Preprint
  • T. Müller-Gronbach, K. Ritter, An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise, BIT 47, 339-418, 2007. Preprint
  • T. Müller-Gronbach, K. Ritter, T. Wagner, Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise, in: Monte Carlo and Quasi-Monte Carlo Methods 2006 (A. Keller, S. Heinrich, H. Niederreiter, eds.), pp. 577-589, Springer-Verlag, Berlin, 2007. Preprint
  • T. Müller-Gronbach, K. Ritter, T. Wagner, Optimal pointwise approximation of infinite-dimensional Ornstein-Uhlenbeck processes Preprint Stoch. Dyn. 8, 519-541, 2008.
• Nonlinear approximation of stochastic processes
  • J. Creutzig, T. Müller-Gronbach, K. Ritter, Free-knot spline approximation of stochastic processes, J. Complexity 23, 867-889, 2007. Preprint
• Weak approximation of SDEs (parabolic initial value problems)
  • K. Petras, K. Ritter, On the complexity of parabolic initial-value problems with variable drift, J. Complexity 22, 118-145, 2006. Preprint
• Survey on the complexity of strong and weak approximation
  • T. Müller-Gronbach, K. Ritter, Minimal errors for strong and weak approximation of stochastic differential equations, in: Monte Carlo and Quasi-Monte Carlo Methods 2006 (A. Keller, S. Heinrich, H. Niederreiter, eds.), pp. 53-82, Springer-Verlag, Berlin, 2007. Preprint
• Applied statistics and optimization
  • U. Günther, A. Martin, K. Ritter, T. Wagner, Cash recycling systems: prediction and optimization, Proc. Appl. Math. Mech. 6, 667--668, 2006. Preprint

Two recent talks

• On the complexity of infinite-dimensional quadrature problems, Conference on Monte Carlo and Quasi Monte Carlo Methods, Montreal, July 2008.
• Non-uniform time discretization and lower bounds for stochastic heat equations, Workshop on Numerics and Stochastics, Helsinki University of Technology, August 2008.

A complete list of publications.