Applied and Computational Mathematics (ACM)

Index Analysis

DAEs are no ODEs. Actually, Differential agebraic equations (DAEs) are a mixture of ordinary differential equations (ODEs) and algebraic relations. This may create difficulties, which are not seen at the first sight. The analysis shows that due this mixture hidden differentiation might occur. Recalling from analysis that differentiation is not an unbounded operator, such a process is much more difficult to handle than the integrals used for solving ODEs. E.g. imagine a sinosoidal signal of small amplitude but with high frequency, such as a numerical error, the derivative is of much larger magnitude.

Clearly, the more derivatives involved in the exact solution of a DAE, the more one needs to be careful in numerical computations. The index is a measure for this difficutly. That is why it is important to know the index before simulation.

Group members working on that field

  • Andreas Bartel
  • Michael Günther

 

Cooperations

  • Giuseppe Ali (Academia)
  • Sascha Baumanns (Academia)
  • Caren Tischendorf (Academia)

Publications



2025

5387.

Hahmann, Johannes; Schüpp, Boris N.; Ishaqat, Aman; Selvakumar, Arjuna; Göstl, Robert; Gräter, Frauke; Herrmann, Andreas
Sequence-specific, mechanophore-free mechanochemistry of DNA
Chem, 11 :102376
Januar 2025
ISSN: 2451-9294, 2451-9308

5386.

Clément, François; Doerr, Carola; Klamroth, Kathrin; Paquete, Luís
Constructing Optimal Star Discrepancy Sets
accepted in Proceedings of the AMS
2025

5385.

Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options

5384.


Model Order Reduction Techniques for Basket Option Pricing

5383.

Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance

5382.

Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems

5381.

Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Seite 377

5380.

Putek, Piotr; PAPLICKI, Piotr; Pulch, Roland; Maten, Jan; Günther, Michael; PA{\L}KA, Ryszard
NONLINEAR MULTIOBJECTIVE TOPOLOGY OPTIMIZATION AND MULTIPHYSICS ANALYSIS OF A PERMANENT-MAGNET EXCITED SYNCHRONOUS MACHINE

5379.

Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs

5378.

Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model

5377.

Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes

5376.

Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics

5375.

Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 390

5374.

Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions

5373.

Ehrhardt, Matthias; Vázquez, Carlos
Pricing swing options in electricity markets with two stochastic factors: PIDE modeling and numerical solution
3rd International Conference on Computational Finance (ICCF2019), Seite 89

5372.

Putek, PA; Ter Maten, EJW
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine

5371.

Knechtli, F; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes

5370.

Putek, Piotr; Günther, Michael
Topology Optimization and Analysis of a PM synchronous Machine for Electrical Automobiles

5369.

Ehrhardt, Matthias; Günther, Michael
Vorhersage-Modelle am Beispiel des Corona-Virus COVID-19

5368.

Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5367.

Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital

5366.

Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics

5365.

Günther, Michael
Einführung in die Finanzmathematik
2025

5364.

Kienitz, J; Moodliyar, L
Gaussian views explained
Wilmott, 2025 (135) :72–77
2025
Herausgeber: Wilmott Magazine

5363.

Storch, Sonja; Campagna, Davide; Aydonat, Simay; Göstl, Robert
Mechanochemical generation of nitrogen-centred radicals for the formation of tertiary amines in polymers
RSC Mechanochemistry, 2
Januar 2025

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