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
5569.
Ehrhardt, Matthias
für Angewandte Analysis und Stochastik5568.
Ehrhardt, Matthias; Günther, Michael; Striebel, Michael
Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations5567.
High order tensor product interpolation in the Combination Technique
preprint, 14 :255566.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Seite 3885565.
Ehrhardt, Matthias; Csomós, Petra; Faragó, István; others
Invited Papers5564.
Günther, Michael
Lab Exercises for Numerical Analysis and Simulation I: ODEs5563.
Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics5562.
Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics5561.
Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital5560.
Bartel, PD Dr A
Mathematische Modellierung in Anwendungen5559.
Model Order Reduction Techniques for Basket Option Pricing5558.
Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance5557.
Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems5556.
Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Seite 3775555.
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 MACHINE5554.
Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs5553.
Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model5552.
Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options5551.
Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes5550.
Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 3905549.
Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions5548.
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 895547.
Putek, PA; Ter Maten, EJW
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine5546.
Knechtli, F; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes5545.
Putek, Piotr; Günther, Michael
Topology Optimization and Analysis of a PM synchronous Machine for Electrical Automobiles