Janos Benk, M.Sc.

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TU München
Institut für Informatik
Boltzmannstr. 3
85748 Garching b. München
MI 02.05.058
benkjanos at googlemail.com
(089) 289 18 602
(089) 289 18 607
Office hours:
by arrangement
Main Research Topic:
Other contributions:
  • Financial pricing toolbox FITOB
  • J.Benk, M. Ulbrich, M. Mehl: The Nitsche Method of the Navier-Stokes Equations for Immersed and Moving Boundaries. In Seventh International Conference on Computational Fluid Dynamics, July 2012.
  • J.Benk, D. Plueger: Hybrid Parallel Solutions of the Black-Scholes PDE with the Truncated Combination Technique. In Proceedings of the HPCS conference, 2012 Madrid.
  • J. Benk, M. Mehl and M. Ulbrich: Sundance PDE Solvers on Cartesian Fixed Grids in Complex and Variable Geometries. In Proceedinggs of the ECCOMAS Thematic Conference CFD & Optimization, Antlya, Turkey, May 23-25, 2011, May 2011.
  • H.-J. Bungartz, J. Benk, B. Gatzhammer, M. Mehl and T. Neckel: Partitioned Simulation of Fluid-Structure Interaction on Cartesian Grids. In H.-J. Bungartz, M. Mehl and M. Schäfer (ed.), Fluid-Structure Interaction -- Modelling, Simulation, Optimisation, Part II, Volume 73 of LNCSE, p. 255–284. Springer, Berlin, Heidelberg, October 2010.
  • J. Benk, H.-J. Bungartz, A.-E. Nagy und S. Schraufstetter: Variants of the Combination Technique for Multi-Dimensional Option Pricing. In Progress in Industrial Mathematics at ECMI 2010, Oktober 2010.
  • S. Schraufstetter und J. Benk: A General Pricing Technique Based on Theta-Calculus and Sparse Grids. In Proceedings of the ENUMATH 2009 Conference, Dezember 2009.
  • 2012 HPCS Madrid
  • 2011 ACCES Achen
  • 2011 IGGSE Raitenhaslach
  • 2011 Simtech Stuttgart
  • 2012 2nd Workshop on Sparse Grids and Applications, Muenchen
  • 2012 International Conference on Computational Fluid Dynamics, ICCFD
  • 2011 ECCOMAS Thematic Conference CFD & Optimization, Antlya, Turkey, May 23-25