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
- Herbert de Gersem, K.U. Leuven, Belgium
- Jan ter Maten, TU Eindhoven and NXP, the Netherlands
Publications
- 2017
3617.
[german] Zeller, Diana; Bohrmann-Linde, Claudia
Solarzellen ohne Silicium für den Chemieunterricht
Nachrichten aus der Chemie, 65 (12) :1236-1239
2017
Publisher: Wiley3616.
Düring, Bertram; Hendricks, Christian; Miles, James
Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor from Mathematics in Industry
Page 295–312
Publisher: Springer Cham
2017
295–3123615.
Düring, Bertram; Hendricks, Christian; Miles, James
Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor from Mathematics in Industry
Page 295–312
Publisher: Springer Cham
2017
295–3123614.
Düring, Bertram; Hendricks, Christian; Miles, James
Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models
In Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Editor from Mathematics in Industry
Page 295–312
Publisher: Springer Cham
2017
295–3123613.
Ehrhardt, Matthias; Ševčovič, Daniel
Stochastic and Computational Finance (Preface)
International Journal of Computer Mathematics, 94 (11) :2145–2146
2017
Publisher: Taylor & Francis3612.
Ehrhardt, Matthias; Ševčovič, Daniel
Stochastic and Computational Finance (Preface)
International Journal of Computer Mathematics, 94 (11) :2145–2146
2017
Publisher: Taylor & Francis3611.
Ehrhardt, Matthias; Ševčovič, Daniel
Stochastic and Computational Finance Preface
20173610.
Kotthaus, Andreas F.; Ballaschk, Frederic; Stakaj, Vjoni; Mohr, Fabian; Kirsch, Stefan F.
Synthesis and Resolution of a Chiral Diamine: 2,2′-(Propane-2,2-diyl)dipyrrolidine
Synthesis, 49 (14) :3107–3111
2017
ISSN: 0039-7881, 1437-210X3609.
Ballaschk, Frederic; Erhardt, Hellmuth; Kirsch, Stefan F.
Synthesis of substituted pyrazines from N-allyl malonamides
RSC Advances, 7 (88) :55594–55597
2017
ISSN: 2046-20693608.
Heuer, C.; Pólvora, P.; Silva, J.; Ehrhardt, M.; Günther, M.; Maten, E. J. W.
The {STRIKE} Computational Finance Toolbox
In M. Ehrhardt and M. Günther and E. J. W. ter Maten, Editor, Novel Methods in Computational FinanceVolume25fromMathematics in Industry, Page 561--601
In M. Ehrhardt and M. Günther and E. J. W. ter Maten, Editor
Publisher: Springer
20173607.
Wagner, Christian; Kotthaus, Andreas F.; Kirsch, Stefan F.
The asymmetric reduction of imidazolinones with trichlorosilane
Chemical Communications, 53 (32) :4513–4516
2017
ISSN: 1364-548X3606.
[english] Tausch, Michael W.; Bohrmann-Linde, Claudia; Meuter, Nico; Spinnen, Sebastian; Yurdanur, Yasemin; Pereira Vaz, Nuno; Drude, Niklas
The Fascinating World of Photochemistry
20173605.
Wegner, Sven-Ake
The heart of the {B}anach spaces
J. Pure Appl. Algebra, 221 (11) :2880--2909
20173604.
Wegner, Sven-Ake
The heart of the Banach spaces
J. Pure Appl. Algebra, 221 (11) :2880--2909
20173603.
Pinnau, Rene; Totzeck, Claudia; Tse, Oliver
The quasi-neutral limit in optimal semiconductor design
SIAM Journal of Control and Optimization, 55 (4) :2603-2635
20173602.
Frommer, Andreas; Lund, Kathryn; Schweitzer, Marcel; Szyld, Daniel B.
The Radau-Lanczos method for matrix functions
SIAM J. Matrix Anal. Appl., 38 (3) :710-732
20173601.
Frommer, Andreas; Lund, Kathryn; Schweitzer, Marcel; Szyld, Daniel B.
The Radau-Lanczos method for matrix functions
SIAM J. Matrix Anal. Appl., 38 (3) :710-732
20173600.
Frommer, Andreas; Lund, Kathryn; Schweitzer, Marcel; Szyld, Daniel B.
The Radau-Lanczos method for matrix functions
SIAM J. Matrix Anal. Appl., 38 (3) :710-732
20173599.
Schmiedt, Hanno; Jensen, Per; Schlemmer, Stephan
The role of angular momentum in the superrotor theory for rovibrational motion of extremely flexible molecules
Journal of Molecular Spectroscopy, 342 :132-137
2017
Publisher: Academic Press3598.
Schmiedt, Hanno; Jensen, Per; Schlemmer, Stephan
The role of angular momentum in the superrotor theory for rovibrational motion of extremely flexible molecules
Journal of Molecular Spectroscopy, 342 :132-137
2017
Publisher: Academic Press3597.
Schmiedt, Hanno; Jensen, Per; Schlemmer, Stephan
The role of angular momentum in the superrotor theory for rovibrational motion of extremely flexible molecules
Journal of Molecular Spectroscopy, 342 :132-137
2017
Publisher: Academic Press3596.
Daners, Daniel; Glück, Jochen
The role of domination and smoothing conditions in the theory of eventually positive semigroups
Bull. Aust. Math. Soc., 96 (2) :286--298
20173595.
Heuer, Christof; Pólvora, Pedro; Ehrhardt, Matthias; Günther, Michael; Maten, E. Jan W.
The STRIKE computational finance toolbox
Novel Methods in Computational Finance :561–601
2017
Publisher: Springer Cham3594.
Heuer, Christof; Pólvora, Pedro; Ehrhardt, Matthias; Günther, Michael; Maten, E Jan W
The STRIKE Computational Finance Toolbox
Novel Methods in Computational Finance :561--601
2017
Publisher: Springer International Publishing3593.
Heuer, Christof; Pólvora, Pedro; Ehrhardt, Matthias; Günther, Michael; Maten, E. Jan W.
The STRIKE computational finance toolbox
Novel Methods in Computational Finance :561–601
2017
Publisher: Springer Cham