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



2026

5704.

Schiedermeier, Gudrun; Schmitz, Denise
Zusammenfassung der Podiumsdiskussion
Demokratierhaltung – digitale Gewalt als gesellschaftliche Herausforderung, 50
2026
Herausgeber: Gesellschaft für Informatik e.V.
ISSN: 2364-6152

5703.

Acu, A.M.; Heilmann, Margareta; Raşa, I.
Convergence of linking Durrmeyer type modifications of generalized Baskatov operators
Bulleting of the Malaysian Math. Sciences Society

5702.

Ehrhardt, Matthias
Ein einfaches Kompartment-Modell zur Beschreibung von Revolutionen am Beispiel des Arabischen Frühlings

5701.

Günther, Michael
Einführung in die Finanzmathematik

5700.

Al{\i}, G; Bartel, A
Electrical RLC networks and diodes

5699.

Gjonaj, Erion; Bahls, Christian Rüdiger; Bandlow, Bastian; Bartel, Andreas; Baumanns, Sascha; Belzen, F; Benderskaya, Galina; Benner, Peter; Beurden, MC; Blaszczyk, Andreas; others
Feldmann, Uwe, 143 Feng, Lihong, 515 De Gersem, Herbert, 341 Gim, Sebasti{\'a}n, 45, 333
MATHEMATICS IN INDUSTRY 14 :587

5698.

Ehrhardt, Matthias
für Angewandte Analysis und Stochastik

5697.

Ehrhardt, Matthias; Günther, Michael; Striebel, Michael
Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations

5696.


High order tensor product interpolation in the Combination Technique
preprint, 14 :25

5695.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Seite 388

5694.

Ehrhardt, Matthias; Csomós, Petra; Faragó, István; others
Invited Papers

5693.

Günther, Michael
Lab Exercises for Numerical Analysis and Simulation I: ODEs

5692.

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

5691.

Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics

5690.

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

5689.

Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5688.


Model Order Reduction Techniques for Basket Option Pricing

5687.

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

5686.

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

5685.

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

5684.

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

5683.

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

5682.

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

5681.

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

5680.

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