Publications and Preprints

• K. Lux, P. Ashwin, R. Wood, and C.Kuehn. Uniting Parametric Uncertainty and Tipping Diagrams, preprint (2021), arXiv:2110.15859 .

• C.Kuehn, K. Lux, and Alexandra Neamtu. Warning Signs for Non-Markovian Bifurcations: Color Blindness and Scaling Laws, accepted to Proceedings of the Royal Society A (2021), arXiv:2106.08374 .

• C.Kuehn and K. Lux. Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations, SIAM Journal on Applied Dynamical Systems (SIADS), Vol. 20, Iss. 4, pp. 2295-2334 (2021), doi: 10.1137/21M1392073 .

• S. Göttlich, O. Kolb and K. Lux. Chance‐constrained optimal inflow control in hyperbolic supply systems with uncertain demand, Optimal Control Appl. Methods, pp. 1-24 (2020), https://onlinelibrary.wiley.com/doi/10.1002/oca.2689 .

• K. Lux and S. Göttlich. Optimal inflow control in transport systems with uncertain demands ‐ A comparison of undersupply penalties, PAMM -- Special Issue: 90th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM) 19,1 (2019), https://onlinelibrary.wiley.com/doi/abs/10.1002/pamm.201900252 .

• S. Göttlich, R. Korn and K. Lux. Optimal Inflow Control Penalizing Undersupply in Transport Systems with Uncertain Demands, Progress in Industrial Mathematics at ECMI 2018, pp. 485-490 (2019), https://www.springerprofessional.de/optimal-inflow-control-penalizing-undersupply-in-transport-syste/17421724 .

• S. Göttlich, R. Korn and K. Lux. Optimal control of electricity input given an uncertain demand, Math. Methods Oper. Res. 90, pp. 301–328 (2019), https://link-springer-com.eaccess.ub.tum.de/article/10.1007/s00186-019-00678-6.

• S. Göttlich, K. Lux and A. Neuenkirch. The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate, Adv. Difference Equ. 21, Paper No. 429 (2019). https://advancesindifferenceequations.springeropen.com/articles/10.1186/s13662-019-2361-4 

Theses

• Optimal inflow control in hyperbolic supply systems with uncertain demand, 2020, University of Mannheim. https://www.dr.hut-verlag.de/978-3-8439-4479-3.html 

• The Euler scheme for stochastic differential equations with discontinuous drift coeffcient: analysis and simulations, 2016, University of Mannheim.

• Optimale Portfolioliquidierungsstrategien mit stochastischer Liquidität, 2013, University of Mannheim.

-- KerstinLux - 01 Sep 2021