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



2018

3895.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid Finite--Difference/Pseudospectral Methods for the Heston and Heston--Hull--White Partial Differential Equations
Journal of Computational Finance, 21 (5)
2018

3894.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Journal of Computational Finance, 21 (5) :1–33
2018
Herausgeber: Incisive Media

3893.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Journal of Computational Finance, 21 (5) :1–33
2018
Herausgeber: Incisive Media

3892.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Journal of Computational Finance, 21 (5) :1–33
2018
Herausgeber: Incisive Media

3891.

Pulch, R.; Putek, P.; de Gersem, H.; Gillon, R.
Identification of probabilistic input data for a glue-die-package problem
In Quintela, P. and Barral, P. and Gómez, D. and Pena, F.J. and Rodríguez, J. and Salgado, P. and Vázquez-Mendéz, M.E., Editor, Progress in Industrial Mathematics at ECMI 2016 aus Mathematics in Industry
Seite 255--262
Herausgeber: Springer,
2018
255--262

3890.

Gomes, Ricardo J.; Guerreiro, Andreia P.; Kuhn, Tobias; Paquete, Luís
Implicit enumeration strategies for the hypervolume subset selection problem
Computers & Operations Research, 100 :244 - 253
2018

3889.

Jacob, Birgit; Nabiullin, Robert; Partington, Jonathan R.; Schwenninger, Felix L.
Infinite-dimensional input-to-state stability and {O}rlicz spaces
SIAM J. Control Optim., 56 (2) :868--889
2018

3888.

Jacob, Birgit; Nabiullin, Robert; Partington, Jonathan R.; Schwenninger, Felix L.
Infinite-dimensional input-to-state stability and Orlicz spaces
SIAM J. Control Optim., 56 (2) :868--889
2018

3887.

Kienitz, J.; Caspers, P.
Interest Rate Derivatives Explained: Volume 2 Term Structure and Volatility Modelling
Herausgeber: Palgrave McMillan
2018

3886.

Budde, Christian; Farkas, Bálint
Intermediate and extrapolated spaces for bi-continuous operator semigroups
Journal of Evolution Equations, 19 (2) :321-359
2018

3885.

Pulch, R.; Putek, P.; E.J.W. ; Schoenmaker, W.
IX: Uncertainty Quantification: Introduction and Implementations
In ter Maten, E. J. W. and Brachtendorf H., G. and Pulch, R. and Schoenmaker, W., Editor, Nanoelectronic Coupled Problems Solutions
Seite 195-216
Herausgeber: Springer
2018
195-216

3884.

Bohrmann-Linde, Claudia; Krüger, J.; Schneiderhahn, K.
Lehrerband zu Chemie 1 (Baden-Württemberg)
Herausgeber: C.C.Buchner, Bamberg
2018

3883.

Bohrmann-Linde, Claudia; Kröger, Simone; Siehr, I.
Lehrerband zu Chemie 2 (Berlin/Brandenburg)
Herausgeber: C.C.Buchner, Bamberg
2018

3882.

[english] Hoffmann, Heiko; Tausch, Michael W.
Low-Cost Equipment for Photochemical Reactions
Journal of Chemical Education, 95 (12) :2289--2292
2018
Herausgeber: American Chemical Society ({ACS})

3881.

Beckermann, Bernhard; Kressner, Daniel; Schweitzer, Marcel
Low-rank updates of matrix functions
SIAM J. Matrix Anal. Appl., 39 (1) :539-565
2018

3880.

Beckermann, Bernhard; Kressner, Daniel; Schweitzer, Marcel
Low-rank updates of matrix functions
SIAM J. Matrix Anal. Appl., 39 (1) :539-565
2018

3879.

Beckermann, Bernhard; Kressner, Daniel; Schweitzer, Marcel
Low-rank updates of matrix functions
SIAM J. Matrix Anal. Appl., 39 (1) :539-565
2018

3878.

Gerlach, Moritz; Glück, Jochen
Lower bounds and the asymptotic behaviour of positive operator semigroups
Ergodic Theory Dynam. Systems, 38 (8) :3012--3041
2018

3877.

Tausch, Michael W.
Mehr Licht im Chemieunterricht! Experimentelle Zugänge zu Grundkonzepten der Photochemie
{CHIMIA} International Journal for Chemistry, 72 (1) :23--26
2018
Herausgeber: Swiss Chemical Society

3876.

Kaminski, Martin
Methodenentwicklung einer Quarzrohrofenpyrolyse von Mikroplastik und Anreicherung der Produkte in Tenax® mit anschließender GCxGC-MS-Analytik
2018

3875.

Bolten, Matthias; Kahl, K.; Kressner, D.; Macedo, F.; Sokolović, S.
Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
Electron. Trans. Numer. Anal., 48 :348-361
2018

3874.

Bolten, M.; Kahl, K.; Kressner, D.; Macedo, F.; Sokolović, S.
Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
Electron. Trans. Numer. Anal., 48 :348-361
2018

3873.

Bolten, M.; Kahl, K.; Kressner, D.; Macedo, F.; Sokolović, S.
Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
Electron. Trans. Numer. Anal., 48 :348--361
2018

3872.

Hachtel, Christoph; Kerler-Back, Johanna; Bartel, Andreas; Günther, Michael; Stykel, Tatjana
Multirate {DAE}/{ODE}-simulation and model order reduction for coupled field-circuit systems
Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Seite 91--100
Springer International Publishing
Herausgeber: Springer International Publishing
2018

3871.

Hachtel, Christoph; Kerler-Back, Johanna; Bartel, Andreas; Günther, Michael; Stykel, Tatjana
Multirate DAE/ODE-simulation and model order reduction for coupled field-circuit systems
Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Seite 91--100
Springer International Publishing
2018