Publications

Preprints

  1. Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
    [arXiv, PDF]
  2. Propagation of minimality in the supercooled Stefan problem
    [arXiv, PDF]

Peer-reviewed scientific journals

  1. Clemens Heitzinger, Gudmund Pammer and Stefan Rigger
    Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
    SIAM/ASA Journal on Uncertainty Quantification (2018), 6(1), 213–242. [PDF]
  2. Clemens Heitzinger, Michael Leumüller, Gudmund Pammer and Stefan Rigger
    Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation.
    SIAM/ASA Journal on Uncertainty Quantification (2018), 6(3), 1019-1042. [PDF]