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
- 2022
4717.
Rudd, Ralph; McWalter, Thomas; Kienitz, Jörg; Platen, Eckhard
Robust product Markovian quantization
The Journal of Computational Finance, 25 (4) :55–78
2022
Publisher: Incisive Media4716.
Aad, Georges; others
Search for flavour-changing neutral-current interactions of a top quark and a gluon in pp collisions at $\sqrt{s}=13$~TeV with the ATLAS detector
Eur. Phys. J. C, 82 (4) :334
20224715.
Vorländer, Anna
Search for high-mass resonances in dilepton final states with associated b-jets at the ATLAS experiment
20224714.
Austrup, Volker Andreas
Search for scalar and vector leptoquarks decaying into quarks and leptons of different generations
Bergische Universitaet Wuppertal
20224713.
Roggel, Jens
Search for vector-like partners of the top and bottom quarks with the ATLAS experiment
Wuppertal U.
20224712.
Abreu, Pedro; others
Searches for Ultra-High-Energy Photons at the Pierre Auger Observatory
Universe, 8 (11) :579
20224711.
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail
Self-exciting price impact via negative resilience in stochastic order books
Annals of Operations Research :1--23
2022
Publisher: Springer4710.
Kienitz, J.
Semi-Analytic Conditional Expectations
RISK, 7
20224709.
Kienitz, Jörg
Semi-analytical conditional expectations
Risk Cutting Edge, 7
2022
Publisher: Incisive Media4708.
Arora, Sahiba; Glück, Jochen
Stability of (eventually) positive semigroups on spaces of continuous functions
C. R., Math., Acad. Sci. Paris, 360 :771--775
20224707.
Gerlach, Moritz; Glück, Jochen; Kunze, Markus
Stability of transition semigroups and applications to parabolic equations
To appear in Trans. Amer. Math. Soc.
20224706.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies
Advances in Applied Mathematics and Mechanics, 14 (2) :528–538
2022
Publisher: Global Science Press4705.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies
Advances in Applied Mathematics and Mechanics, 14 (2) :528–538
2022
Publisher: Global Science Press4704.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies
Advances in Applied Mathematics and Mechanics, 14 (2) :528–538
2022
Publisher: Global Science Press4703.
Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael; Winkler, Renate
Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies
AAMM, 14 (2) :528--538
2022
ISSN: 2075-13544702.
Kienitz, Jörg
Stochastic volatility – a story of two decades of SABR and Wilmott magazine
Wilmott, 2022 (121) :24–26
2022
Publisher: Wilmott Magazine4701.
Muniz, M.; Ehrhardt, M.; Günther, M.; Winkler, R.
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
IMACM preprint 22/14
June 20224700.
[english] Mertineit, Ann-Kathrin; Schaper, Klaus; Bohrmann-Linde, Claudia; Burdinski, Dirk; Zulauf, Bert; Meuter, Nico; Hackradt, Hans; Kremer, Richard
Teaching Software Skills Using a Freely Accessible Learning Space - an OER Approach
Page 7073-7081
2022ISBN: 978-84-09-42484-9
4699.
Alvarez, Elena Gómez; Carslaw, Nicola; Dusanter, Sébastien; Edwards, Pete; Gábor Mihucz, Viktor; Heard, Dwayne; Kleffmann, Jörg; Nehr, Sascha; Schoemacker, Coralie; Venables, Dean
Techniques for measuring indoor radicals and radical precursors
Applied Spectroscopy Reviews, 57 (7) :580—624
August 2022
ISSN: 0570-4928, 1520-569X4698.
Kääpä, Alex; Kampert, Karl-Heinz; Mayotte, Eric
The effects of the GMF on the transition from Galactic to extragalactic cosmic rays
PoS, ICRC2021 :004
20224697.
Albrecht, Johannes; others
The Muon Puzzle in cosmic-ray induced air showers and its connection to the Large Hadron Collider
Astrophys. Space Sci., 367 (3) :27
20224696.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Page 477–483
Publisher: Springer Cham
20224695.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Page 477–483
Publisher: Springer Cham
20224694.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The parareal algorithm and the sparse grid combination technique in the application of the Heston model
Progress in Industrial Mathematics at ECMI 2021, Page 477–483
Publisher: Springer Cham
20224693.
Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model
Progress in Industrial Mathematics at ECMI 2021
Page 477--483
Publisher: Springer International Publishing Cham
2022
477--483