Applied and Computational Mathematics (ACM)

Multirate Partial Differential Algebraic Equations

In radio frequency (RF) applications, electric circuits produce signals exhibiting fast oscillations, whereas the amplitude and/or frequency change slowly in time. Thus, solving a system of differential algebraic equations (DAEs), which describes the circuit's transient behaviour, becomes inefficient, since the fast rate restricts the step sizes in time. A multivariate model is able to decouple the widely separated time scales of RF signals and provides an alternative approach. Consequently, a system of DAEs changes into a system of multirate partial differential algebraic equations (MPDAEs). The determination of multivariate solutions allows for the exact reconstruction of corresponding time-dependent signals. Hence, an efficient numerical simulation is obtained by exploiting the periodicities in fast time scales. On the one hand, the simulation of enveloppe-modulated signals requires the solution of initial-boundary value problems of the MPDAEs. On the other hand, the simulation of quasiperiodic signals implies multiperiodic boundary conditions only for the MPDAEs. In case of quasiperiodic signals, a method of characteristics solves the multirate model efficiently, since the system of partial differential algebraic equations exhibits a hyperbolic structure.

Publications



2022

4743.

Kienitz, Jörg
Stochastic volatility – a story of two decades of SABR and Wilmott magazine
Wilmott, 2022 (121) :24–26
2022
Publisher: Wilmott Magazine

4742.

Muniz, M.; Ehrhardt, M.; Günther, M.; Winkler, R.
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
IMACM preprint 22/14
June 2022

4741.

[english] Mertineit, Ann-Kathrin; Schaper, Klaus; Bohrmann-Linde, Claudia; Burdinski, Dirk; Zulauf, Bert; Meuter, Nico; Hackradt, Hans; Kremer, Richard
Teaching Software Skills Using a Freely Accessible Learning Space - an OER Approach
Page 7073-7081
2022

ISBN: 978-84-09-42484-9

4740.

Alvarez, Elena Gómez; Carslaw, Nicola; Dusanter, Sébastien; Edwards, Pete; Gábor Mihucz, Viktor; Heard, Dwayne; Kleffmann, Jörg; Nehr, Sascha; Schoemacker, Coralie; Venables, Dean
Techniques for measuring indoor radicals and radical precursors
Applied Spectroscopy Reviews, 57 (7) :580—624
August 2022
ISSN: 0570-4928, 1520-569X

4739.

Kääpä, Alex; Kampert, Karl-Heinz; Mayotte, Eric
The effects of the GMF on the transition from Galactic to extragalactic cosmic rays
PoS, ICRC2021 :004
2022

4738.

Albrecht, Johannes; others
The Muon Puzzle in cosmic-ray induced air showers and its connection to the Large Hadron Collider
Astrophys. Space Sci., 367 (3) :27
2022

4737.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Page 477–483
Publisher: Springer Cham
2022

4736.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Page 477–483
Publisher: Springer Cham
2022

4735.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Page 477–483
Publisher: Springer Cham
2022

4734.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model
Progress in Industrial Mathematics at ECMI 2021
Page 477--483
Publisher: Springer International Publishing Cham
2022
477--483

4733.

Bolten, Matthias; Ekström, S.-E.; Furci, I.; Serra-Capizzano, S.
Toeplitz Momentary Symbols: definition, results, and limitations in the spectral analysis of structured matrices
Linear Algebra Appl., 651 :51-82
2022

4732.

Bolten, M.; Ekström, S.-E.; Furci, I.; Serra-Capizzano, S.
Toeplitz Momentary Symbols: definition, results, and limitations in the spectral analysis of structured matrices
Linear Algebra Appl., 651 :51-82
2022

4731.

Maharjan, Drishti; Zaspel, Peter
Toward data-driven filters in paraview
JFV, 29 (3)
2022

4730.

Bolten, Matthias; Doganay, Onur Tanil; Gottschalk, Hanno; Klamroth, Kathrin
Tracing locally Pareto optimal points by numerical integration
SIAM Journal on Control and Optimization, 59 (5) :3302-3328
2022

4729.

Ehrhardt, Matthias
Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line
Physics Letters, Section A, 423 :127822
2022
Publisher: Elsevier

4728.

Ehrhardt, Matthias
Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line
Physics Letters, Section A, 423 :127822
2022
Publisher: Elsevier

4727.


Transparent boundary conditions for the sine-Gordon equation: Modeling the reflectionless propagation of kink solitons on a line
Physics Letters A, 423 :127822
2022
Publisher: North-Holland

4726.

Glück, Jochen; Martin, Florian G.
Uniform convergence of stochastic semigroups
Israel J. Math., 247 (1) :1--19
2022

4725.

Ud Din, Bashir
Validation of Monte Carlo simulated processes from pp collisions at the LHC using neural networks
2022

4724.

Acu, Ana-Maria; Dancs, Madalina; Heilmann, Margareta; Raşa, Ioan; Paşca, Vlad
Voronovskaya type results for special sequences of operators
RACSAM, 116,19
2022

4723.

Knoll, Matthias; Robra-Bissantz, Susanne; Grogorick, Linda
Wirtschaftsinformatik-Forschung für die und mit der Praxis
HMD - Praxis der Wirtschaftsinformatik, 59 :439–443
2022
2021

4722.

[english] Hoffmann, Heiko; Tausch, Michael W.
Diversity with Light: Photoreaction Pathways and Products of Butyrophenone
World Journal of Chemical Education, 9 (4) :163-174
November 2021

4721.

[english] Kremer, Richard; Tausch, Michael W.
Hydrogen Goes Green - Model Experiments for Artificial Photosynthesis
World Journal of Chemical Education, 9 (4) :111-120
November 2021

4720.

[english] Meuter, Nico; Spinnen, Sebastian; Tausch, Michael W.
Light Makes Smart - Photoactive Molecular Switches for Logic Gates
World Journal of Chemical Education, 9 (4) :96-103
November 2021

4719.

[english] Venzlaff, Julian; Bohrmann-Linde, Claudia
Photoreforming of Biomass - Producing Hydrogen from Sugar
World Journal of Chemical Education, 9 (4) :130-135
November 2021