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



2024

5027.

Petrov, Pavel S; Ehrhardt, Matthias; Kozitskiy, Sergey B
A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide
Journal of Sound and Vibration :118304
2024
Herausgeber: Elsevier

5026.

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

5025.

Ambartsumyan, I; Khattatov, E; Yotov, I; Zunino, P; Arnold, Anton; Ehrhardt, Matthias; Ashyralyev, Allaberen; Csom{\'o}s, Petra; Farag{\'o}, Istv{\'a}n; Fekete, Imre; others
Invited Papers
2024

5024.


Sprachsensibler Chemieunterricht digital umgesetzt - Ein Seminarexkurs im Rahmen des Praxissemesters
2024

5023.

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

5022.

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

5021.

Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes

5020.

Ehrhardt, Matthias; Farkas, B{\'a}lint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes

5019.

Calvo-Garrido, MC; Ehrhardt, M; V{\'a}zquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 390

5018.

Acu, A.M.; Heilmann, Margareta; Raşa, I.
Voronovskaja type results for the Aldaz-Kounchev-Render versions of generalized Baskakov Operators
submitted

5017.

Calvo-Garrido, MC; Ehrhardt, M; Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 390

5016.

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

5015.

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

5014.

Carmen Calvo-Garrido, Mar{\i}a; Ehrhardt, Matthias; V{\'a}zquez, 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

5013.

Carmen Calvo-Garrido, Mar{\i}a; 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

5012.

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

5011.

Günther, M; Ehrhardt, M; Knechtli, F; Shcherbakov, D; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes

5010.

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

5009.

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

5008.

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

5007.

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

5006.

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

5005.

Ambartsumyan, I; Khattatov, E; Yotov, I; Zunino, P; Arnold, Anton; Ehrhardt, Matthias; Ashyralyev, Allaberen; Csomós, Petra; Faragó, István; Fekete, Imre; others
Invited Papers

5004.

Ehrhardt, M; Günther, M; Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5003.

Günther, Michael; Kossaczk{\`y}, Igor
Lab Exercises for Numerical Analysis and Simulation I: ODEs

Weitere Infos über #UniWuppertal: