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



5392.

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

5391.


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

5390.

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

5389.

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

5388.

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

5387.

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

5386.

Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics

5385.

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

5384.

Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5383.


Model Order Reduction Techniques for Basket Option Pricing

5382.

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

5381.

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

5380.

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

5379.

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

5378.

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

5377.

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

5376.

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

5375.

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

5374.

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

5373.

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

5372.

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

5371.

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

5370.

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

5369.

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

5368.

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