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



2022

4768.

Ankirchner, Stefan; Kruse, Thomas; Löhr, Wolfgang; Urusov, Mikhail
Properties of the EMCEL scheme for approximating irregular diffusions
Journal of Mathematical Analysis and Applications, 509 (1) :125931
2022
Publisher: Academic Press

4767.

Ankirchner, Stefan; Kruse, Thomas; Löhr, Wolfgang; Urusov, Mikhail
Properties of the EMCEL scheme for approximating irregular diffusions
Journal of Mathematical Analysis and Applications, 509 (1) :125931
2022
Publisher: Academic Press

4766.

Haussmann, N.; Clemens, M.
Quantifizierung der Unsicherheit bei der Expositionsbestimmung des menschlichen Körpers durch niederfrequente Magnetfelder auf GPUs mit Monte-Carlo Simulationen
URSI e.V. Deutschland 2022 Kleinheubacher Tagung (KHB 2022)
Miltenberg, Germany
Publisher: Abstract accepted
2022

4765.

Kienitz, J.; McWalter, T. A.; Rudd, R.; Platen, E.
Quantization methods for stochastic differential equations
In Günther, Michael and Schilders, Wil, Editor from Mathematics in Industry
Page 299–329
Publisher: Springer Cham
2022
299–329

4764.

Kienitz, J.; McWalter, T. A.; Rudd, R.; Platen, E.
Quantization methods for stochastic differential equations
In Günther, Michael and Schilders, Wil, Editor from Mathematics in Industry
Page 299–329
Publisher: Springer Cham
2022
299–329

4763.

Addazi, A.; others
Quantum gravity phenomenology at the dawn of the multi-messenger era-A review
Prog. Part. Nucl. Phys., 125 :103948
2022

4762.

Bannenberg, Marcus WFM; Ciccazzo, Angelo; Günther, Michael
Reduced order multirate schemes in industrial circuit simulation
Journal of Mathematics in Industry, 12 (1) :1--13
2022
Publisher: SpringerOpen

4761.

Bannenberg, Marcus WFM; Ciccazzo, Angelo; Günther, Michael
Reduced order multirate schemes in industrial circuit simulation
Journal of Mathematics in Industry, 12 (1) :12
2022
Publisher: Springer Verlag

4760.

Bannenberg, Marcus WFM; Ciccazzo, Angelo; Günther, Michael
Reduced order multirate schemes in industrial circuit simulation
Journal of Mathematics in Industry, 12 (1) :12
2022
Publisher: Springer Verlag

4759.

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail
Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems
arXiv preprint arXiv:2206.03772
2022

4758.

Rudd, Ralph; McWalter, Thomas; Kienitz, Jörg; Platen, Eckhard
Robust product Markovian quantization
The Journal of Computational Finance, 25 (4) :55–78
2022
Publisher: Incisive Media

4757.

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
2022

4756.

Vorländer, Anna
Search for high-mass resonances in dilepton final states with associated b-jets at the ATLAS experiment
2022

4755.

Austrup, Volker Andreas
Search for scalar and vector leptoquarks decaying into quarks and leptons of different generations
Bergische Universitaet Wuppertal
2022

4754.

Roggel, Jens
Search for vector-like partners of the top and bottom quarks with the ATLAS experiment
Wuppertal U.
2022

4753.

Abreu, Pedro; others
Searches for Ultra-High-Energy Photons at the Pierre Auger Observatory
Universe, 8 (11) :579
2022

4752.

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: Springer

4751.

Kienitz, J.
Semi-Analytic Conditional Expectations
RISK, 7
2022

4750.

Kienitz, Jörg
Semi-analytical conditional expectations
Risk Cutting Edge, 7
2022
Publisher: Incisive Media

4749.

Arora, Sahiba; Glück, Jochen
Stability of (eventually) positive semigroups on spaces of continuous functions
C. R., Math., Acad. Sci. Paris, 360 :771--775
2022

4748.

Gerlach, Moritz; Glück, Jochen; Kunze, Markus
Stability of transition semigroups and applications to parabolic equations
To appear in Trans. Amer. Math. Soc.
2022

4747.

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 Press

4746.

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 Press

4745.

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 Press

4744.

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: 2075-1354