Multirate

Highly integrated electric cicuits show a phenomenon called latency. That is, a processed signal causes activity only in a small subset of the whole circuit (imagine a central processing unit), whereas the other part of the system behaves almost constant over some time - is latent. Such an electric system can be described as coupled system, where the waveforms show different time scales, also refered to as multirate.
More generally, any coupled problem formulation due to coupled physical effects, may cause a multirate problem: image the simulation of car driving on the road, there you need a model for the wheel, the chassis, the dampers, the road,... (cf. co-simulation). Again each system is covered by their own time constant, which might vary over several orders of magnitude comparing different subsystems.
Classical methods cannot exploit this multirate potential, but resolve everything on the finest scale. This causes an over sampling of the latent components. In constrast, Co-simulation or especially dedicated multirate methods are designed to use the inherent step size to resolve the time-domain behaviour of each subystem with the required accuracy. This requires a time-stepping for each.
Group members working in that field
- Andreas Bartel
- Michael Günther
Former and ongoing Projects
Cooperations
- Herbert de Gersem, K.U. Leuven, Belgium
- Jan ter Maten, TU Eindhoven and NXP, the Netherlands
Publications
- 2025
5400.
Asya, Berçin V.; Wang, Sitao; Euchler, Eric; Khiêm, Vu Ngoc; Göstl, Robert
Optical Force Probes for Spatially Resolved Imaging of Polymer Damage and Failure
Aggregate, 6 :e70014
Februar 2025
ISSN: 2692-45605399.
Hahmann, Johannes; Schüpp, Boris N.; Ishaqat, Aman; Selvakumar, Arjuna; Göstl, Robert; Gräter, Frauke; Herrmann, Andreas
Sequence-specific, mechanophore-free mechanochemistry of DNA
Chem, 11 :102376
Januar 2025
ISSN: 2451-9294, 2451-93085398.
Clevenhaus, A.; Totzeck, C.; Ehrhardt, M.
A Space Mapping approach for the calibration of financial models with the application to the Heston model
20255397.
Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems5396.
Ehrhardt, Matthias; Günther, Michael; Striebel, Michael
Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations5395.
High order tensor product interpolation in the Combination Technique
preprint, 14 :255394.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Seite 3885393.
Ehrhardt, Matthias; Csomós, Petra; Faragó, István; others
Invited Papers5392.
Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics5391.
Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics5390.
Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital5389.
Bartel, PD Dr A
Mathematische Modellierung in Anwendungen5388.
Model Order Reduction Techniques for Basket Option Pricing5387.
Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance5386.
Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Seite 3775385.
Gjonaj, Erion; Bahls, Christian Rüdiger; Bandlow, Bastian; Bartel, Andreas; Baumanns, Sascha; Belzen, F; Benderskaya, Galina; Benner, Peter; Beurden, MC; Blaszczyk, Andreas; others
Feldmann, Uwe, 143 Feng, Lihong, 515 De Gersem, Herbert, 341 Gim, Sebasti{\'a}n, 45, 333
MATHEMATICS IN INDUSTRY 14 :5875384.
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 MACHINE5383.
Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs5382.
Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model5381.
Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options5380.
Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes5379.
Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 3905378.
Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions5377.
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 895376.
Putek, PA; Ter Maten, EJW
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine