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
- 2022
4714.
Austrup, Volker Andreas
Search for scalar and vector leptoquarks decaying into quarks and leptons of different generations
Bergische Universitaet Wuppertal
20224713.
Roggel, Jens
Search for vector-like partners of the top and bottom quarks with the ATLAS experiment
Wuppertal U.
20224712.
Abreu, Pedro; others
Searches for Ultra-High-Energy Photons at the Pierre Auger Observatory
Universe, 8 (11) :579
20224711.
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail
Self-exciting price impact via negative resilience in stochastic order books
Annals of Operations Research :1--23
2022
Herausgeber: Springer4710.
Kienitz, J.
Semi-Analytic Conditional Expectations
RISK, 7
20224709.
Kienitz, Jörg
Semi-analytical conditional expectations
Risk Cutting Edge, 7
2022
Herausgeber: Incisive Media4708.
Arora, Sahiba; Glück, Jochen
Stability of (eventually) positive semigroups on spaces of continuous functions
C. R., Math., Acad. Sci. Paris, 360 :771--775
20224707.
Gerlach, Moritz; Glück, Jochen; Kunze, Markus
Stability of transition semigroups and applications to parabolic equations
To appear in Trans. Amer. Math. Soc.
20224706.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies
Advances in Applied Mathematics and Mechanics, 14 (2) :528–538
2022
Herausgeber: Global Science Press4705.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies
Advances in Applied Mathematics and Mechanics, 14 (2) :528–538
2022
Herausgeber: Global Science Press4704.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies
Advances in Applied Mathematics and Mechanics, 14 (2) :528–538
2022
Herausgeber: Global Science Press4703.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies
AAMM, 14 (2) :528--538
2022
ISSN: 2075-13544702.
Kienitz, Jörg
Stochastic volatility – a story of two decades of SABR and Wilmott magazine
Wilmott, 2022 (121) :24–26
2022
Herausgeber: Wilmott Magazine4701.
Muniz, M.; Ehrhardt, M.; Günther, M.; Winkler, R.
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
IMACM preprint 22/14
Juni 20224700.
[english] Mertineit, Ann-Kathrin; Schaper, Klaus; Bohrmann-Linde, Claudia; Burdinski, Dirk; Zulauf, Bert; Meuter, Nico; Hackradt, Hans; Kremer, Richard
Teaching Software Skills Using a Freely Accessible Learning Space - an OER Approach
Seite 7073-7081
2022ISBN: 978-84-09-42484-9
4699.
Alvarez, Elena Gómez; Carslaw, Nicola; Dusanter, Sébastien; Edwards, Pete; Gábor Mihucz, Viktor; Heard, Dwayne; Kleffmann, Jörg; Nehr, Sascha; Schoemacker, Coralie; Venables, Dean
Techniques for measuring indoor radicals and radical precursors
Applied Spectroscopy Reviews, 57 (7) :580—624
August 2022
ISSN: 0570-4928, 1520-569X4698.
Kääpä, Alex; Kampert, Karl-Heinz; Mayotte, Eric
The effects of the GMF on the transition from Galactic to extragalactic cosmic rays
PoS, ICRC2021 :004
20224697.
Albrecht, Johannes; others
The Muon Puzzle in cosmic-ray induced air showers and its connection to the Large Hadron Collider
Astrophys. Space Sci., 367 (3) :27
20224696.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Seite 477–483
Herausgeber: Springer Cham
20224695.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Seite 477–483
Herausgeber: Springer Cham
20224694.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Seite 477–483
Herausgeber: Springer Cham
20224693.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model
Progress in Industrial Mathematics at ECMI 2021
Seite 477--483
Herausgeber: Springer International Publishing Cham
2022
477--4834692.
Bolten, Matthias; Ekström, S.-E.; Furci, I.; Serra-Capizzano, S.
Toeplitz Momentary Symbols: definition, results, and limitations in the spectral analysis of structured matrices
Linear Algebra Appl., 651 :51-82
20224691.
Bolten, M.; Ekström, S.-E.; Furci, I.; Serra-Capizzano, S.
Toeplitz Momentary Symbols: definition, results, and limitations in the spectral analysis of structured matrices
Linear Algebra Appl., 651 :51-82
20224690.
Mittendorf, Fabia
Total Synthesis of Cryptoconcatone D via Construction of 1,3-Diol Units Using Chiral Horner–Wittig Reagents
The Journal of Organic Chemistry, 87 (21) :14899–14908
2022