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
5569.
Ehrhardt, Matthias
für Angewandte Analysis und Stochastik5568.
Ehrhardt, Matthias; Günther, Michael; Striebel, Michael
Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations5567.
High order tensor product interpolation in the Combination Technique
preprint, 14 :255566.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Seite 3885565.
Ehrhardt, Matthias; Csomós, Petra; Faragó, István; others
Invited Papers5564.
Günther, Michael
Lab Exercises for Numerical Analysis and Simulation I: ODEs5563.
Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics5562.
Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics5561.
Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital5560.
Bartel, PD Dr A
Mathematische Modellierung in Anwendungen5559.
Model Order Reduction Techniques for Basket Option Pricing5558.
Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance5557.
Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems5556.
Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Seite 3775555.
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 MACHINE5554.
Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs5553.
Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model5552.
Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options5551.
Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes5550.
Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Seite 3905549.
Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions5548.
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 895547.
Putek, PA; Ter Maten, EJW
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine5546.
Knechtli, F; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes5545.
Putek, Piotr; Günther, Michael
Topology Optimization and Analysis of a PM synchronous Machine for Electrical Automobiles