Applied and Computational Mathematics (ACM)

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

Publications



5569.

Ehrhardt, Matthias
für Angewandte Analysis und Stochastik

5568.

Ehrhardt, Matthias; Günther, Michael; Striebel, Michael
Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations

5567.


High order tensor product interpolation in the Combination Technique
preprint, 14 :25

5566.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Seite 388

5565.

Ehrhardt, Matthias; Csomós, Petra; Faragó, István; others
Invited Papers

5564.

Günther, Michael
Lab Exercises for Numerical Analysis and Simulation I: ODEs

5563.

Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics

5562.

Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics

5561.

Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital

5560.

Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5559.


Model Order Reduction Techniques for Basket Option Pricing

5558.

Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance

5557.

Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems

5556.

Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Seite 377

5555.

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 MACHINE

5554.

Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs

5553.

Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model

5552.

Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options

5551.

Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes

5550.

Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 390

5549.

Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions

5548.

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 89

5547.

Putek, PA; Ter Maten, EJW
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine

5546.

Knechtli, F; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes

5545.

Putek, Piotr; Günther, Michael
Topology Optimization and Analysis of a PM synchronous Machine for Electrical Automobiles