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



2021

4668.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
A parallel sparse grid combination technique using the Parareal Algorithm
Preprint IMACM
2021
Publisher: Bergische Universität Wuppertal

4667.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
A parallel Sparse Grid Combination Technique using the Parareal Algorithm
2021

4666.

Teng, Long
A review of tree-based approaches to solve forward-backward stochastic differential equations
Journal of Computational Finance, 25 (3) :125–159
2021
Publisher: Incisive Media

4665.

Teng, Long
A review of tree-based approaches to solve forward-backward stochastic differential equations
JCF, 25 (3) :125--159
2021

4664.

Caracas, Ioana Alexandra; others
A tau scenario application to a search for upward-going showers with the Fluorescence Detector of the Pierre Auger Observatory
PoS, ICRC2021 :1145
2021

4663.

Kühn, Jan; Bartel, Andreas; Putek, Piotr
A thermal extension and loss model for Tellinen’s hysteresis model
COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, 40 (2) :126–141
2021
Publisher: Emerald Group Publishing

4662.

Kühn, Jan; Bartel, Andreas; Putek, Piotr
A thermal extension and loss model for Tellinen’s hysteresis model
COMPEL-The international journal for computation and mathematics in electrical and electronic engineering, 40 (2) :126--141
2021
Publisher: Emerald Publishing Limited

4661.

Clemens, Markus; Kasolis, Fotios; Henkel, M-L; Kähne, B; Günther, Michael
A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations
IEEE Transactions on Magnetics, 57 (6) :1--4
2021
Publisher: IEEE

4660.

Clemens, Markus; Kasolis, Fotios; Henkel, M-L; Kähne, B; Günther, Michael
A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations
IEEE Transactions on Magnetics, 57 (6) :1–4
2021
Publisher: IEEE

4659.

Clemens, Markus; Kasolis, Fotios; Henkel, M-L; Kähne, B; Günther, Michael
A two-step Darwin model time-domain formulation for quasi-static electromagnetic field calculations
IEEE Transactions on Magnetics, 57 (6) :1–4
2021
Publisher: IEEE

4658.

Grogorick, Linda; Lamprecht, Jens
AC:DC – Agile and Collaborative Digital Classroom
HMD - Praxis der Wirtschaftsinformatik, 58 :858–869
2021

4657.

Janssen, N.; Gesell, H.; Gutt, R.; Janoske, U.
Adaption of the Aluminium Electrolysis to Volatile Power Supply: Development of a Predictive Model to Investigate the Thermal Behavior of a Cell
presented at NAFEMS World Congress 2022
October 2021

4656.

Hahne, J.; Friedhoff, S.; Bolten, M.
Algorithm 1016: PyMGRIT: a Python package for the parallel-in-time method MGRIT
ACM Trans. Math. Software, 47 (2) :Art. 19, 22
2021

4655.

Hahne, J.; Friedhoff, S.; Bolten, Matthias
Algorithm 1016: PyMGRIT: a Python package for the parallel-in-time method MGRIT
ACM Trans. Math. Software, 47 (2) :Art. 19, 22
2021

4654.

Hahne, J.; Friedhoff, S.; Bolten, M.
Algorithm 1016: PyMGRIT: a Python package for the parallel-in-time method MGRIT
ACM Trans. Math. Software, 47 (2) :Art. 19, 22
2021

4653.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
An ADI Sparse Grid method for pricing efficiently American options under the Heston model
Advances in Applied Mathematics and Mechanics, 13 (6) :1384–1397
2021
Publisher: Global Science Press

4652.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
An ADI Sparse Grid method for pricing efficiently American options under the Heston model
Advances in Applied Mathematics and Mechanics, 13 (6) :1384–1397
2021
Publisher: Global Science Press

4651.

Clevenhaus, Anna; Ehrhardt, Matthias; Günther, Michael
An ADI Sparse Grid method for pricing efficiently American options under the Heston model
Advances in Applied Mathematics and Mechanics, 13 (6) :1384–1397
2021
Publisher: Global Science Press

4650.


An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model
ADVANCES IN APPLIED MATHEMATICS AND MECHANICS, 13 (6) :1384--1397
2021
Publisher: GLOBAL SCIENCE PRESS Office B, 9/F, Kings Wing Plaza2, No. 1 On Kwan St~…
ISSN: 2075-1354

4649.

Treibert, Sarah; Ehrhardt, Matthias
An Unsupervised Physics-Informed Neural Network to Model COVID-19 Infection and Hospitalization Scenarios
2021

4648.

Frommer, Andreas; Schimmel, Claudia; Schweitzer, Marcel
Analysis of probing techniques for sparse approximation and trace estimation of decaying matrix functions
SIAM J. Matrix Anal. Appl., 42 (3) :1290-1318
2021

4647.

Frommer, Andreas; Schimmel, Claudia; Schweitzer, Marcel
Analysis of probing techniques for sparse approximation and trace estimation of decaying matrix functions
SIAM J. Matrix Anal. Appl., 42 (3) :1290-1318
2021

4646.

Frommer, Andreas; Schimmel, Claudia; Schweitzer, Marcel
Analysis of probing techniques for sparse approximation and trace estimation of decaying matrix functions
SIAM J. Matrix Anal. Appl., 42 (3) :1290-1318
2021

4645.

Braschke, Kamil; Zoller, Julian; Zargaran, Amin; Dittler, Achim; Janoske, Uwe
Analytical and numerical calculation of the detachment of particle structures from fibers
Aerosol Science and Technology :1--11
September 2021
Publisher: Informa {UK} Limited

4644.

Muniz, Michelle; Ehrhardt, Matthias; Günther, Michael
Approximating correlation matrices using stochastic Lie group methods
Mathematics, 9 (1) :94
2021
Publisher: MDPI