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



2017

3792.

Pinnau, Rene; Totzeck, Claudia; Tse, Oliver; Martin, Stephan
A consensus-based model for global optimization and its mean-field limit
Mathematical Models and Methods in Applied Sciences, 27 (1) :183-204
2017

3791.

Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail; others
A functional limit theorem for irregular SDEs
, Annales de l'Institut Henri Poincaré, Probabilités et StatistiquesVolume53, Page 1438--1457
Institut Henri Poincaré
2017

3790.

Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail; others
A functional limit theorem for irregular SDEs
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (3) :1438–1457
2017
Publisher: Institute of Mathematical Statistics

3789.

Bolten, Matthias; Moser, D.; Speck, R.
A multigrid perspective on the parallel full approximation scheme in space and time
Numer. Lin. Alg. Appl., 24 (6) :e2110
2017

3788.

Bolten, M.; Moser, D.; Speck, R.
A multigrid perspective on the parallel full approximation scheme in space and time
Numer. Lin. Alg. Appl., 24 (6) :e2110
2017

3787.

Bolten, M.; Moser, D.; Speck, R.
A multigrid perspective on the parallel full approximation scheme in space and time
Numer. Lin. Alg. Appl., 24 (6) :e2110
2017

3786.

Ehrhardt, Matthias
A new two-way artificial boundary condition for wave propagation
23rd AIAA/CEAS Aeroacoustics Conference, Page 3509
2017

3785.

Ehrhardt, Matthias
A new two-way artificial boundary condition for wave propagation
Page 3509
2017
3509

3784.

Ehrhardt, Matthias
A new two-way artificial boundary condition for wave propagation
Page 3509
2017
3509

3783.

Schmiedt, Hanno; Schlemmer, Stephan; Yurchenko, Sergey N.; Yachmenev, Andrey; Jensen, Per
A semi-classical approach to the calculation of highly excited rotational energies for asymmetric-top molecules
Physical Chemistry Chemical Physics, 19 (3) :1847-1856
2017
Publisher: Royal Society of Chemistry

3782.

Schmiedt, Hanno; Schlemmer, Stephan; Yurchenko, Sergey N.; Yachmenev, Andrey; Jensen, Per
A semi-classical approach to the calculation of highly excited rotational energies for asymmetric-top molecules
Physical Chemistry Chemical Physics, 19 (3) :1847-1856
2017
Publisher: Royal Society of Chemistry

3781.

Schmiedt, Hanno; Schlemmer, Stephan; Yurchenko, Sergey N.; Yachmenev, Andrey; Jensen, Per
A semi-classical approach to the calculation of highly excited rotational energies for asymmetric-top molecules
Physical Chemistry Chemical Physics, 19 (3) :1847-1856
2017
Publisher: Royal Society of Chemistry

3780.

Schweitzer, Marcel
A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
Numer. Algorithms, 76 (1) :1-31
2017

3779.

Schweitzer, Marcel
A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
Numer. Algorithms, 76 (1) :1-31
2017

3778.

Schweitzer, Marcel
A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
Numer. Algorithms, 76 (1) :1-31
2017

3777.

Klamroth, Kathrin; Köbis, Elisabeth; Schöbel, Anita; Tammer, Christiane
A unified approach to uncertain optimization
European Journal of Operational Research, 260 :403-420
2017

3776.

Shcherbakov, Dmitry; Ehrhardt, Matthias; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco; Peardon, Michael
Adapted nested force-gradient integrators: The Schwinger model case
Communications in Computational Physics, 21 (4) :1141–1153
2017
Publisher: Cambridge University Press

3775.

Shcherbakov, Dmitry; Ehrhardt, Matthias; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco; Peardon, Michael
Adapted nested force-gradient integrators: The Schwinger model case
Communications in Computational Physics, 21 (4) :1141–1153
2017
Publisher: Cambridge University Press

3774.

Shcherbakov, Dmitry; Ehrhardt, Matthias; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco; Peardon, Michael
Adapted nested force-gradient integrators: The Schwinger model case
Communications in Computational Physics, 21 (4) :1141–1153
2017
Publisher: Cambridge University Press

3773.

Bolten, Matthias; Franchetti, F.; Kelly, P. H.; Lengauer, C.; Mohr, M.
Algebraic description and automatic generation of multigrid methods in SPIRAL
CCPE, 29 (17) :e4105
2017

3772.

Bolten, M.; Franchetti, F.; Kelly, P. H.; Lengauer, C.; Mohr, M.
Algebraic description and automatic generation of multigrid methods in SPIRAL
CCPE, 29 (17) :e4105
2017

3771.

Bolten, M.; Franchetti, F.; Kelly, P. H.; Lengauer, C.; Mohr, M.
Algebraic description and automatic generation of multigrid methods in SPIRAL
CCPE, 29 (17) :e4105
2017

3770.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Page 333–371
Publisher: Springer Cham
2017
333–371

3769.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
Novel Methods in Computational Finance :333--371
2017
Publisher: Springer International Publishing

3768.

Ehrhardt, Matthias; Günther, Michael; Pólvora, Pedro
Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor
Page 333–371
Publisher: Springer Cham
2017
333–371