Applied and Computational Mathematics (ACM)

Multirate

Highly integrated electric cicuits show a phenomenon called latency. That is, a processed signal causes activity only in a small subset of the whole circuit (imagine a central processing unit), whereas the other part of the system behaves almost constant over some time - is latent. Such an electric system can be described as coupled system, where the waveforms show different time scales, also refered to as multirate.

More generally, any coupled problem formulation due to coupled physical effects, may cause a multirate problem: image the simulation of car driving on the road, there you need a model for the wheel, the chassis, the dampers, the road,... (cf. co-simulation). Again each system is covered by their own time constant, which might vary over several orders of magnitude comparing different subsystems.

Classical methods cannot exploit this multirate potential, but resolve everything on the finest scale. This causes an over sampling of the latent components. In constrast, Co-simulation or especially dedicated multirate methods are designed to use the inherent step size to resolve the time-domain behaviour of each subystem with the required accuracy. This requires a time-stepping for each.

Group members working in that field

  • Andreas Bartel
  • Michael Günther

Former and ongoing Projects

  • CoMSON
  • ICESTARS
  • 03GUNAVN

Cooperations

Publications



scheduled 2023

6180.

Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer
scheduled 2023

6179.

Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer

6178.

Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific

6177.

Teng, Long; Ehrhardt, Matthias; G\"unther, Michael
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific
scheduled 2023

6176.

{Duffy, D.; Kienitz, J.}
Monte Carlo Frameworks - Building Customisable and High-performance C++ Applications
Publisher: {John Wiley \& Sons, Chichester}

6175.

{Kienitz, J.}
Stochastic Processes in Finance I
{Wilmott Magazine}

6174.

{Kienitz, J.}
Stochastic Processes in Finance II
{Wilmott Magazine}, {6}

6173.

{Kienitz, J.}
Stochastic Processes in Finance III
{Wilmott Magazine}
{2009}

6172.

{Beyer, P.; Kienitz, J.}
{Pricing {F}orward {S}tart {O}ption in {M}odels based on {L}évy {P}rocesses}
{The Icfai University Journal of Derivatives Markets}, {6(2)} :{7--23}
{2009}

6171.

{Kienitz, J.}
{The {CGMY} model}
{The Encyclopedia of Quantitative Finance (ed. Cont), Wiley}
{2009}

6170.

Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer

6169.

Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer

6168.

Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer

6167.

Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer
2023

6166.

Jacob, Birgit; Totzeck, Claudia
Port-Hamiltonian structure of interacting particle systems and its mean-field limit
2023

6165.

Bauß, Julius; Stiglmayr, Michael
Augmenting Biobjective Branch \& Bound with Scalarization-Based Information
Submitted to Mathematical Methods of Operations Research
2023
Publisher: arXiv

6164.

Carrillo, Jose Antonio; Totzeck, Claudia; Vaes, Urbain
Consensus-based Optimization and Ensemble Kalman Inversion for Global Optimization Problems with Constraints
, Modeling and Simulation for Collective Dynamics,Lecture Notes Series, Institute for Mathematical Sciences, NUS Volume 40
2023

6163.

[german] Cornelius, Soraya; Bohrmann-Linde, Claudia
Kompetenzförderung durch Erklärvideos in einem Selbstlernbuch zum Einstieg in die Organische Chemie
MNU-Journal, 01.2023 :48-54
2023
ISSN: 0025-5866

6162.

Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific

6161.

[german] Grandrath, Rebecca; Bohrmann-Linde, Claudia
Mit Lactase und Lactose zum elektrischen Strom - enzymatische Brennstoffzellen auf Filterpapierbasis für den Chemieunterricht.
CHEMKON, 30 (1) :37-41
January 2023

6160.

Günther, Michael; Jacob, Birgit; Totzeck, Claudia
Structure-preserving identification of port-Hamiltonian systems - a sensitivity-based approach
2023

6159.

[english] Rendon-Enriquez, Ibeth; Palma-Cando, Alex; Körber, Florian; Niebisch, Felix; Forster, Michael; Tausch, Michael W.; Scherf, Ullrich
Thin Polymer Films by Oxidative or Reductive Electropolymerization and Their Application in Electrochromic Windows and Thin-Film Sensors
molecules, 28 (2) :883
January 2023

6158.

Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific

6157.

Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific

6156.

Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific

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