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

5393.

Kapllani, Lorenc; Teng, Long
{A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations}
2024

5392.

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

5391.

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, 577 :118304
2024
Herausgeber: Academic Press

5390.

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, 577 :118304
2024
Herausgeber: Academic Press

5389.

Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics, 101 (9-10) :1094–1112
2024
Herausgeber: Taylor & Francis

5388.

Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics, 101 (9-10) :1094–1112
2024
Herausgeber: Taylor & Francis

5387.

Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A gradient-based calibration method for the Heston model
International Journal of Computer Mathematics
2024

5386.

Khosrawi-Rad, Bijan; Strohmann, Timo; Grogorick, Linda; Robra-Bissantz, Susanne
A Meta-Study on Design Knowledge for Virtual Reality in Collaborative Work
Pacific Asia Conference on Information Systems (PACIS)
Ho Chi Minh City, Vietnam
2024

5385.

Schäfers, Kevin; Peardon, Michael; Günther, Michael
A modified Cayley transform for SU (3)
Preprint
2024

5384.

Schäfers, Kevin; Peardon, Michael; Günther, Michael
A modified Cayley transform for SU (3)
Preprint
2024

5383.

Schaefers, Kevin; Peardon, Michael
A modified Cayley transform for SU(3)
2024

5382.

Ehrhardt, Matthias
A nonstandard finite difference scheme for a time-fractional model of Zika virus transmission
Mathematical Biosciences and Engineering, 21 (1) :924–962
2024
Herausgeber: AIMS Press

5381.

Ehrhardt, Matthias
A nonstandard finite difference scheme for a time-fractional model of Zika virus transmission
Mathematical Biosciences and Engineering, 21 (1) :924–962
2024
Herausgeber: AIMS Press

5380.

Hölz, Julian
A Note on the Uniform Ergodicity of Dynamical Systems.
2024

5379.

Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A numerical study of the impact of variance boundary conditions for the Heston model
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Springer
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Herausgeber: Bergische Universität Wuppertal
2024

5378.

Clevenhaus, Anna; Totzeck, Claudia; Ehrhardt, Matthias
A numerical study of the impact of variance boundary conditions for the Heston model
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Springer
In Burnecki, K. and Szwabiński, J. and Teuerle, M., Editor
Herausgeber: Bergische Universität Wuppertal
2024

5377.

Clemens, Markus; Henkel, Marvin-Lucas; Kasolis, Fotios; Günther, Michael
A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type
Preprint
2024

5376.

Clemens, Markus; Henkel, Marvin-Lucas; Kasolis, Fotios; Günther, Michael
A Port-Hamiltonian System Perspective on Electromagneto-Quasistatic Field Formulations of Darwin-Type
Preprint
2024

5375.

Hoang, Manh Tuan; Ehrhardt, Matthias
A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator--prey model
Journal of Computational and Applied Mathematics :115752
2024
Herausgeber: Elsevier

5374.

Dächert, Kerstin; Fleuren, Tino; Klamroth, Kathrin
A simple, efficient and versatile objective space algorithm for multiobjective integer programming
Mathematical Methods of Operations Research, 100 :351—384
2024

5373.

Vinod, Vivin; Zaspel, Peter
Assessing Non-Nested Configurations of Multifidelity Machine Learning for Quantum-Chemical Properties
Machine Learning: Science and Technology, 5 (4) :045005
2024

5372.

Abel, Ulrich; Acu, Ana Maria; Heilmann, Margareta; Raşa, Ioan
Asymptotic expansions for variants of the gamma and Post–Widder operators preserving 1 and x^j
Mathematical Methods in the Applied Sciences, 47 (18) :13718-13733
2024

5371.

Abel, Ulrich; Acu, Ana Maria; Heilmann, Margareta; Raşa, Ioan
Asymptotic properties for a general class of Szász-Mirakjan-Durrmeyer operators
2024

5370.

Bauß, Julius; Stiglmayr, Michael
Augmenting Biobjective Branch & Bound with Scalarization-Based Information
Mathematical Methods of Operations Research
2024

5369.

Vinod, Vivin; Zaspel, Peter
Benchmarking Data Efficiency in Δ-ML and Multifidelity Models for Quantum Chemistry.
2024