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
- 2025
5403.
[German] Grandrath, Rebecca; Wiebel, Michelle; Bensberg, Kathrin; Schebb, Nils Helge; Kirsch, Stefan F.; Bohrmann-Linde, Claudia
Aus der Schale in die Schule
Nachrichten aus der Chemie, 73 (3) :10-12
March 20255402.
Asya, Berçin V.; Wang, Sitao; Euchler, Eric; Khiêm, Vu Ngoc; Göstl, Robert
Optical Force Probes for Spatially Resolved Imaging of Polymer Damage and Failure
Aggregate, 6 :e70014
February 2025
ISSN: 2692-45605401.
Hahmann, Johannes; Schüpp, Boris N.; Ishaqat, Aman; Selvakumar, Arjuna; Göstl, Robert; Gräter, Frauke; Herrmann, Andreas
Sequence-specific, mechanophore-free mechanochemistry of DNA
Chem, 11 :102376
January 2025
ISSN: 2451-9294, 2451-93085400.
Clevenhaus, A.; Totzeck, C.; Ehrhardt, M.
A Space Mapping approach for the calibration of financial models with the application to the Heston model
20255399.
Model Order Reduction Techniques for Basket Option Pricing5398.
Ehrhardt, Matthias
für Angewandte Analysis und Stochastik5397.
Ehrhardt, Matthias; Günther, Michael; Striebel, Michael
Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations5396.
High order tensor product interpolation in the Combination Technique
preprint, 14 :255395.
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Page 3885394.
Ehrhardt, Matthias; Csomós, Petra; Faragó, István; others
Invited Papers5393.
Günther, Michael
Lab Exercises for Numerical Analysis and Simulation I: ODEs5392.
Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics5391.
Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics5390.
Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital5389.
Bartel, PD Dr A
Mathematische Modellierung in Anwendungen5388.
Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems5387.
Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance5386.
Al{\i}, G; Bartel, A
Electrical RLC networks and diodes5385.
Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Page 3775384.
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 MACHINE5383.
Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs5382.
Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model5381.
Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options5380.
Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes5379.
Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 390