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



2024

5027.

Petrov, Pavel S; Ehrhardt, Matthias; Kozitskiy, Sergey B
A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide
Journal of Sound and Vibration :118304
2024
Publisher: Elsevier

5026.

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael
Hybrid finite difference/pseudospectral methods for stochastic volatility models
19th European Conference on Mathematics for Industry, Page 388

5025.

Ambartsumyan, I; Khattatov, E; Yotov, I; Zunino, P; Arnold, Anton; Ehrhardt, Matthias; Ashyralyev, Allaberen; Csom{\'o}s, Petra; Farag{\'o}, Istv{\'a}n; Fekete, Imre; others
Invited Papers
2024

5024.


Sprachsensibler Chemieunterricht digital umgesetzt - Ein Seminarexkurs im Rahmen des Praxissemesters
2024

5023.

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

5022.

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

5021.

Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes

5020.

Ehrhardt, Matthias; Farkas, B{\'a}lint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes

5019.

Calvo-Garrido, MC; Ehrhardt, M; V{\'a}zquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 390

5018.

Acu, A.M.; Heilmann, Margareta; Raşa, I.
Voronovskaja type results for the Aldaz-Kounchev-Render versions of generalized Baskakov Operators
submitted

5017.

Calvo-Garrido, MC; Ehrhardt, M; Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 390

5016.

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

5015.

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

5014.

Carmen Calvo-Garrido, Mar{\i}a; Ehrhardt, Matthias; V{\'a}zquez, 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

5013.

Carmen Calvo-Garrido, Mar{\i}a; 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

5012.

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

5011.

Günther, M; Ehrhardt, M; Knechtli, F; Shcherbakov, D; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes

5010.

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

5009.

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

5008.

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

5007.

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

5006.

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

5005.

Ambartsumyan, I; Khattatov, E; Yotov, I; Zunino, P; Arnold, Anton; Ehrhardt, Matthias; Ashyralyev, Allaberen; Csomós, Petra; Faragó, István; Fekete, Imre; others
Invited Papers

5004.

Ehrhardt, M; Günther, M; Bartel, PD Dr A
Mathematische Modellierung in Anwendungen

5003.

Günther, Michael; Kossaczk{\`y}, Igor
Lab Exercises for Numerical Analysis and Simulation I: ODEs

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