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



2022

4714.

Austrup, Volker Andreas
Search for scalar and vector leptoquarks decaying into quarks and leptons of different generations
Bergische Universitaet Wuppertal
2022

4713.

Roggel, Jens
Search for vector-like partners of the top and bottom quarks with the ATLAS experiment
Wuppertal U.
2022

4712.

Abreu, Pedro; others
Searches for Ultra-High-Energy Photons at the Pierre Auger Observatory
Universe, 8 (11) :579
2022

4711.

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: Springer

4710.

Kienitz, J.
Semi-Analytic Conditional Expectations
RISK, 7
2022

4709.

Kienitz, Jörg
Semi-analytical conditional expectations
Risk Cutting Edge, 7
2022
Herausgeber: Incisive Media

4708.

Arora, Sahiba; Glück, Jochen
Stability of (eventually) positive semigroups on spaces of continuous functions
C. R., Math., Acad. Sci. Paris, 360 :771--775
2022

4707.

Gerlach, Moritz; Glück, Jochen; Kunze, Markus
Stability of transition semigroups and applications to parabolic equations
To appear in Trans. Amer. Math. Soc.
2022

4706.

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 Press

4705.

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 Press

4704.

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 Press

4703.

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: 2075-1354

4702.

Kienitz, Jörg
Stochastic volatility – a story of two decades of SABR and Wilmott magazine
Wilmott, 2022 (121) :24–26
2022
Herausgeber: Wilmott Magazine

4701.

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 2022

4700.

[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
2022

ISBN: 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, 1520-569X

4698.

Kääpä, Alex; Kampert, Karl-Heinz; Mayotte, Eric
The effects of the GMF on the transition from Galactic to extragalactic cosmic rays
PoS, ICRC2021 :004
2022

4697.

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
2022

4696.

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
2022

4695.

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
2022

4694.

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
2022

4693.

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--483

4692.

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
2022

4691.

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
2022

4690.

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