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
- 2017
3717.
Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance
Journal of Computational and Applied Mathematics, 316 :175–194
2017
Herausgeber: North-Holland3716.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
High-order methods for parabolic equations in multiple space dimensions for option pricing problems
20173715.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
High-order methods for parabolic equations in multiple space dimensions for option pricing problems
20173714.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
High-order methods for parabolic equations in multiple space dimensions for option pricing problems
20173713.
Hendricks, C.; Heuer, C.; Ehrhardt, M.; Günther, M.
High-Order-Compact {ADI} schemes for pricing basket options in the combination technique
In M. Ehrhardt and M. Günther and E. J. W. ter Maten, Editor, Novel Methods in Computational Finance, Seite 399--405
In M. Ehrhardt and M. Günther and E. J. W. ter Maten, Editor
Herausgeber: Springer
20173712.
Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael
High-order-compact ADI schemes for pricing basket options in the combination technique
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Seite 399–405
Herausgeber: Springer Cham
2017
399–4053711.
Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael
High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique
Novel Methods in Computational Finance :399--405
2017
Herausgeber: Springer International Publishing3710.
Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael
High-order-compact ADI schemes for pricing basket options in the combination technique
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Seite 399–405
Herausgeber: Springer Cham
2017
399–4053709.
Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael
High-order-compact ADI schemes for pricing basket options in the combination technique
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Seite 399–405
Herausgeber: Springer Cham
2017
399–4053708.
Biallas, Phillip
Hydrogenolysis of geminal diazides
Tetrahedron Letters, 58 (44) :4209–4211
2017
ISSN: 0040-40393707.
Coulon, M.; Ehrhardt, M.; Grossinho, M.; Hout}, K. {In; Oosterlee, C.; Shiryaev, A.; Touzi, N.; (eds), C. Vázquez
ICCF 2017 - Novel Methods in Computational Finance
Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal
20173706.
Lai, C. H.; Grossinho, M.; Ehrhardt, M.; Guerra, M.; Janela, J.; Sevcovic, D.; Vázquez, C.
ICCF 2017 - Novel Methods in Computational Finance
Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal
20173705.
Pulch, Roland; Putek, Piotr; De Gersem, Herbert; Gillon, Renaud
Identification of probabilistic input data for a Glue-Die-Package problem
In Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Méndez, Miguel E., Editor, Progress in Industrial Mathematics at ECMI 2016, Seite 255–262
In Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Méndez, Miguel E., Editor
Herausgeber: Springer Cham
20173704.
Gallus, Jens; Kirchner, Ulf; Vogt, Rainer; Benter, Thorsten
Impact of driving style and road grade on gaseous exhaust emissions of passenger vehicles measured by a Portable Emission Measurement System (PEMS)
Transportation Research Prat D - Transport and Environment, 52 (A) :215-226
20173703.
Gallus, Jens; Kirchner, Ulf; Vogt, Rainer; Benter, Thorsten
Impact of driving style and road grade on gaseous exhaust emissions of passenger vehicles measured by a Portable Emission Measurement System (PEMS)
Transportation Research Prat D - Transport and Environment, 52 (A) :215-226
20173702.
Gallus, Jens; Kirchner, Ulf; Vogt, Rainer; Benter, Thorsten
Impact of driving style and road grade on gaseous exhaust emissions of passenger vehicles measured by a Portable Emission Measurement System (PEMS)
Transportation Research Prat D - Transport and Environment, 52 (A) :215-226
20173701.
Hahne, J.; Dahmen, D.; Schuecker, J.; Frommer, A.; Bolten, Matthias; Helias, M.; Diesmann, M.
Integration of continuous-time dynamics in a spiking neural network simulator
Front. Neuroinform., 11 :00034
20173700.
Hahne, J.; Dahmen, D.; Schuecker, J.; Frommer, A.; Bolten, M.; Helias, M.; Diesmann, M.
Integration of continuous-time dynamics in a spiking neural network simulator
Front. Neuroinform., 11 :00034
20173699.
Hahne, J.; Dahmen, D.; Schuecker, J.; Frommer, A.; Bolten, M.; Helias, M.; Diesmann, M.
Integration of continuous-time dynamics in a spiking neural network simulator
Front. Neuroinform., 11 :00034
20173698.
Kienitz, Jörg; Caspers, Peter
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling
Band 2
Herausgeber: Palgrave Macmillan UK
2017ISBN: 9781137360199
3697.
Gabbana, A.; Mendoza, M.; Succi, S.; Tripiccione, R.
Kinetic approach to relativistic dissipation
Physical Review E, 96 :023305
2017
Herausgeber: American Physical Society3696.
Knechtli, Francesco; Günther, Michael; Peardon, Michael
Lattice Quantum Chromodynamics
Herausgeber: Springer Netherlands
20173695.
Knechtli, Francesco; Günther, Michael; Peardon, Michael
Lattice Quantum Chromodynamics: Practical Essentials
aus SpringerBriefs in Physics
Herausgeber: Springer Netherlands
2017ISBN: 978-94-024-0997-0
3694.
Knechtli, Francesco; Günther, Michael; Peardon, Michael
Lattice Quantum Chromodynamics: Practical Essentials
aus SpringerBriefs in Physics
Herausgeber: Springer Netherlands
2017ISBN: 978-94-024-0997-0
3693.
Knechtli, Francesco; Günther, Michael; Peardon, Michael
Lattice quantum chromodynamics: practical essentials
2017