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



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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