Applied and Computational Mathematics (ACM)

Coupled DAE Problems

A circuit (DAE model) coupled to a magnetostatic field device (PDE model)

Coupled Problems of differential-algebraic equations (DAEs) arise typically from either multiphysical modeling (e.g. in circuit simulation with heating) or from refined modeling, where crucial parts of the original problem are replaced by a better, but computational more expensive model (e.g. circuits refined by field models). Furthermore splitting methods may turn a monolithic DAE problem into coupled subproblems, e.g. because of different time scales (multirate). In any case the DAEs arise from network approaches or space-discretization of PDAEs (Partial Differential Algebraic Equations).

Often the coupled equations have quite different properties, i.e., symmetries, definiteness or time scales. Thus the coupled system must be analyzed (e.g. the index) and tailored methods have to be developed (e.g. dynamic iteration).

Details

Publications



2025

5387.

Hahmann, Johannes; Schüpp, Boris N.; Ishaqat, Aman; Selvakumar, Arjuna; Göstl, Robert; Gräter, Frauke; Herrmann, Andreas
Sequence-specific, mechanophore-free mechanochemistry of DNA
Chem, 11 :102376
January 2025
ISSN: 2451-9294, 2451-9308

5386.

Clément, François; Doerr, Carola; Klamroth, Kathrin; Paquete, Luís
Constructing Optimal Star Discrepancy Sets
accepted in Proceedings of the AMS
2025

5385.

Ehrhardt, Matthias; Günther, Michael
Numerical Pricing of Game (Israeli) Options

5384.


Model Order Reduction Techniques for Basket Option Pricing

5383.

Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance

5382.

Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems

5381.

Maten, E Jan W; Ehrhardt, Matthias
MS40: Computational methods for finance and energy markets
19th European Conference on Mathematics for Industry, Page 377

5380.

Putek, Piotr; PAPLICKI, Piotr; Pulch, Roland; Maten, Jan; Günther, Michael; PA{\L}KA, Ryszard
NONLINEAR MULTIOBJECTIVE TOPOLOGY OPTIMIZATION AND MULTIPHYSICS ANALYSIS OF A PERMANENT-MAGNET EXCITED SYNCHRONOUS MACHINE

5379.

Günther, Michael; Wandelt, Dipl Math Mich{\`e}le
Numerical Analysis and Simulation I: ODEs

5378.

Ehrhardt, Matthias; Günther, Michael
Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model

5377.

Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit
Operator Splitting and Multirate Schemes

5376.

Ehrhardt, Matthias
Mathematical Modelling of Monkeypox Epidemics

5375.

Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 390

5374.

Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions

5373.

Ehrhardt, Matthias; Vázquez, Carlos
Pricing swing options in electricity markets with two stochastic factors: PIDE modeling and numerical solution
3rd International Conference on Computational Finance (ICCF2019), Page 89

5372.

Putek, PA; Ter Maten, EJW
Reliability-based Low Torque Ripple Design of Permanent Magnet Machine

5371.

Knechtli, F; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes

5370.

Putek, Piotr; Günther, Michael
Topology Optimization and Analysis of a PM synchronous Machine for Electrical Automobiles

5369.

Ehrhardt, Matthias; Günther, Michael
Vorhersage-Modelle am Beispiel des Corona-Virus COVID-19

5368.

Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5367.

Ehrhardt, Matthias; Günther, Michael
Mathematical Study of Grossman's model of investment in health capital

5366.

Ehrhardt, Matthias; Günther, Michael
Mathematical Modelling of Dengue Fever Epidemics

5365.

Günther, Michael
Einführung in die Finanzmathematik
2025

5364.

Kienitz, J; Moodliyar, L
Gaussian views explained
Wilmott, 2025 (135) :72–77
2025
Publisher: Wilmott Magazine

5363.

Storch, Sonja; Campagna, Davide; Aydonat, Simay; Göstl, Robert
Mechanochemical generation of nitrogen-centred radicals for the formation of tertiary amines in polymers
RSC Mechanochemistry, 2
January 2025

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