Coupled DAE Problems
A circuit (DAE model) coupled to a magnetostatic field device (PDE model)
Coupled Problems of differential-algebraic equations (DAEs) arise typically from either multiphysical modeling (e.g. in circuit simulation with heating) or from refined modeling, where crucial parts of the original problem are replaced by a better, but computational more expensive model (e.g. circuits refined by field models). Furthermore splitting methods may turn a monolithic DAE problem into coupled subproblems, e.g. because of different time scales (multirate). In any case the DAEs arise from network approaches or space-discretization of PDAEs (Partial Differential Algebraic Equations).
Often the coupled equations have quite different properties, i.e., symmetries, definiteness or time scales. Thus the coupled system must be analyzed (e.g. the index) and tailored methods have to be developed (e.g. dynamic iteration).
Details
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