Applied and Computational Mathematics (ACM)

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



2016

3367.

Wu, Xueran; Jacob, Birgit; Elbern, Hendrik
Optimal control and observation locations for time-varying systems on a finite-time horizon
SIAM J. Control Optim., 54 (1) :291--316
2016

3366.

[german] Tausch, Michael W.; Dörschelln, Jennifer; Banerji, Amitabh; Zepp, Melanie
organic photo electronics - Didaktisches Kofferset zu organischen LEDs und Solarzellen
Praxis der Naturwissenschaften - Chemie in der Schule, 65 (1) :28--31
2016

3365.

Sayed, S. El; Bolten, M.; Pleiter, D.; Frings, W.
Parallel I/O characterisation based on server- side performance counters
2016 1st Joint International Workshop on Parallel Data Storage and data Intensive Scalable Computing Systems (PDSW-DISCS), Seite 7--12
2016

3364.

Sayed, S. El; Bolten, Matthias; Pleiter, D.; Frings, W.
Parallel I/O characterisation based on server- side performance counters
2016 1st Joint International Workshop on Parallel Data Storage and data Intensive Scalable Computing Systems (PDSW-DISCS), Seite 7-12
2016

3363.

Sayed, S. El; Bolten, M.; Pleiter, D.; Frings, W.
Parallel I/O characterisation based on server- side performance counters
2016 1st Joint International Workshop on Parallel Data Storage and data Intensive Scalable Computing Systems (PDSW-DISCS), Seite 7-12
2016

3362.

Maten, E. J. W
Part V: Uncertainty Quantification
In A. Bartel and M. Clemens and M. Günther and E. J. W. ter Maten, Editor, Scientific Computing in Electrical Engineering at SCEE 2014, Wuppertal Band 23 aus Mathematics in Industry
Seite 153-154
Herausgeber: Springer International Publishing
2016
153-154

3361.

[german] Tausch, Michael W.; Heffen, Maria
Photosynthese und Atmung en miniature - Teil 1
Chemie \& Schule, 31 (3) :5
2016

3360.

Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
2016

3359.

Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
Preprint IMACM
2016
Herausgeber: Bergische Universität Wuppertal

3358.

Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
Preprint IMACM
2016
Herausgeber: Bergische Universität Wuppertal

3357.

Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
Preprint IMACM
2016
Herausgeber: Bergische Universität Wuppertal

3356.

Ehrhardt, Matthias; Vázquez Cendón, Carlos
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Journal of Computational Finance, Forthcoming, 20 (3) :81--107
2016

3355.

Silva, J. P.; Maten, E. J. W.; Günther, M.; Ehrhardt, M.
Proper Orthogonal Decomposition in Option Pricing: Basket Options and {Heston} Model
In G. Russo and V. Capasso and G. Nicosia and V. Romano, Editor, {Progress in Industrial Mathematics at ECMI 2014} Band 22 aus Mathematics in Industry
Seite 217--227
Herausgeber: Springer International Publishing
2016
217--227

3354.


Proper orthogonal decomposition in option pricing: basket options and Heston model
Progress in Industrial Mathematics at ECMI 2014 18, Seite 217--227
Springer International Publishing
2016

3353.

Maten, E. Jan W.; Günther, Michael; Ehrhardt, Matthias
Proper orthogonal decomposition in option pricing: Basket options and Heston model
Progress in Industrial Mathematics at ECMI 2014, Seite 217–227
Springer International Publishing
Herausgeber: Springer Cham
2016

3352.

Maten, E. Jan W.; Günther, Michael; Ehrhardt, Matthias
Proper orthogonal decomposition in option pricing: Basket options and Heston model
Progress in Industrial Mathematics at ECMI 2014, Seite 217–227
Springer International Publishing
Herausgeber: Springer Cham
2016

3351.

Maten, E. Jan W.; Günther, Michael; Ehrhardt, Matthias
Proper orthogonal decomposition in option pricing: Basket options and Heston model
Progress in Industrial Mathematics at ECMI 2014, Seite 217–227
Springer International Publishing
Herausgeber: Springer Cham
2016

3350.

Pulch, Roland; Bartel, Andreas; Schöps, Sebastian
Quadrature methods with adjusted grids for stochastic models of coupled problems
In Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Editor, Progress in Industrial Mathematics at ECMI 2014, Seite 377–384
In Russo, Giovanni and Capasso, Vincenzo and Nicosia, Giuseppe and Romano, Vittorio, Editor
Herausgeber: Springer Cham
2016

3349.

Pulch, Roland; Bartel, Andreas; Schöps, Sebastian
Quadrature methods with adjusted grids for stochastic models of coupled problems
In Russo, G. and Capasso, V. and Nicosia, G. and Romano, V., Editor, Progress in Industrial Mathematics at ECMI 2014 18Band22ausMathematics in Industry, Seite 377--384
Springer International Publishing
In Russo, G. and Capasso, V. and Nicosia, G. and Romano, V., Editor
Herausgeber: Springer
2016

3348.

König, Ilka
Qualifizierung von Abbauprodukten in den Ablaugen der Zellstoffindustrie
2016

3347.

Aral, Ali; Gonska, Heiner; Heilmann, Margareta; Tachev, G.
Quantitative Voronovskaya-type Results for Polynomially Bounded Functions
Results in Mathematics, 70 :313-324
2016

3346.

Knechtli, Francesco; Günther, Michael; Peardon, Michael
Quantum Field Theory ({QFT}) on the Lattice
{SpringerBriefs} in Physics
Seite 1--34
Herausgeber: Springer Netherlands
Oktober 2016
1--34

3345.

Knechtli, Francesco; Günther, Michael; Peardon, Michael
Quantum Field Theory (QFT) on the Lattice
aus SpringerBriefs in Physics
Seite 1–34
Herausgeber: Springer Netherlands
2016
1–34

3344.

Knechtli, Francesco; Günther, Michael; Peardon, Michael
Quantum Field Theory (QFT) on the Lattice
aus SpringerBriefs in Physics
Seite 1–34
Herausgeber: Springer Netherlands
2016
1–34

3343.

Melnikov, Vladlen V.; Yurchenko, Sergey N.; Tennyson, Jonathan; Jensen, Per
Radiative cooling of H\(_{3}\)O\(^{+}\) and its deuterated isotopologues
Physical Chemistry Chemical Physics, 18 (37) :26268-26274
2016
Herausgeber: Royal Society of Chemistry