Applied and Computational Mathematics (ACM)

Multirate Partial Differential Algebraic Equations

In radio frequency (RF) applications, electric circuits produce signals exhibiting fast oscillations, whereas the amplitude and/or frequency change slowly in time. Thus, solving a system of differential algebraic equations (DAEs), which describes the circuit's transient behaviour, becomes inefficient, since the fast rate restricts the step sizes in time. A multivariate model is able to decouple the widely separated time scales of RF signals and provides an alternative approach. Consequently, a system of DAEs changes into a system of multirate partial differential algebraic equations (MPDAEs). The determination of multivariate solutions allows for the exact reconstruction of corresponding time-dependent signals. Hence, an efficient numerical simulation is obtained by exploiting the periodicities in fast time scales. On the one hand, the simulation of enveloppe-modulated signals requires the solution of initial-boundary value problems of the MPDAEs. On the other hand, the simulation of quasiperiodic signals implies multiperiodic boundary conditions only for the MPDAEs. In case of quasiperiodic signals, a method of characteristics solves the multirate model efficiently, since the system of partial differential algebraic equations exhibits a hyperbolic structure.

Publications



2024

4880.

Levron, Yoash; Valadez, Alan; Weiss, George
Testing the Local Stability of a Multi-Machine Power System with Constant Power Loads
2024

4879.

Ehrhardt, Matthias; Kruse, Thomas; Tordeux, Antoine
The collective dynamics of a stochastic port-Hamiltonian self-driven agent model in one dimension
ESAIM: Mathematical Modelling and Numerical Analysis, 58 (2) :515–544
2024
Publisher: EDP Sciences

4878.

Rohde, Martin; Burgmann, Sebastian; Janoske, Uwe
The impact of a two-dimensional vibration excitation on the critical incident flow velocity of a sessile droplet
International Journal of Multiphase Flow, 171 :104663
2024
Publisher: Pergamon

4877.

Reiter, Kendra; Schmidt, Marie; Stiglmayr, Michael
The Line-Based Dial-a-Ride Problem
In Bouman, Paul C. and Kontogiannis, Spyros C., Editor, 24th Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2024)Volume123fromOpen Access Series in Informatics (OASIcs), Page 14:1—14:20
24th Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2024). Open Access Series in Informatics (OASIcs)
In Bouman, Paul C. and Kontogiannis, Spyros C., Editor
Publisher: Schloss Dagstuhl — Leibniz-Zentrum für Informatik, Dagstuhl, Germany
2024

4876.

Ehrhardt, Matthias; Zheng, Chunxiong
für Angewandte Analysis und Stochastik
2024

4875.

[german] Zeller, Diana; Bohrmann-Linde, Claudia; Mack, Nils; Diekmann, Charlotte; Schrader, Claudia
Virtual Reality für den Chemieunterricht
Nachrichten aus der Chemie, 72 (6) :15-22
2024

4874.

Kapllani, Lorenc; Teng, Long; Rottmann, Matthias
Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations
To appear in International Journal of Uncertainty Quantification
2024
Publisher: Begell

4873.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Page 388

4872.

Ehrhardt, Matthias; Zheng, Chunxiong
für Angewandte Analysis und Stochastik

4871.

Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions

4870.

Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs

4869.

Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model

4868.

Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options

4867.

Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options

4866.

Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes

4865.

Ehrhardt, Matthias; Farkas, B{\'a}lint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes

4864.

Calvo-Garrido, MC; Ehrhardt, M; V{\'a}zquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 390

4863.

Calvo-Garrido, MC; Ehrhardt, M; Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 390

4862.

Acu, A.M.; Heilmann, Margareta; Raşa, I.
Voronovskaja type results for the Aldaz-Kounchev-Render versions of generalized Baskakov Operators
submitted

4861.

Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Page 377

4860.

Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions

4859.

Carmen Calvo-Garrido, Mar{\i}a; Ehrhardt, Matthias; V{\'a}zquez, Carlos
Pricing swing options in electricity markets with two stochastic factors: PIDE modeling and numerical solution
3rd International Conference on Computational Finance (ICCF2019), Page 89

4858.

Carmen Calvo-Garrido, Mar{\i}a; 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), Page 89

4857.

Putek, PA; Ter Maten, EJW; Günther, M
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine

4856.

Günther, M; Ehrhardt, M; Knechtli, F; Shcherbakov, D; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes

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