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Preconditioned Dynamic Iteration for Coupled Differential-Algebraic Systems
The network approach to the modelling of complex technical systems results frequently in a set of differential-algebraic systems that are connected by coupling conditions. A common approach to theExpand
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A multirate W-method for electrical networks in state-space formulation
Subunits of coupled technical systems typically behave on differing time scales, which are often separated by several orders of magnitude. An ordinary integration scheme is limited by the fastestExpand
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A Generalized-Structure Approach to Additive Runge-Kutta Methods
TLDR
This work considers a general structure of the additively partitioned Runge--Kutta methods by allowing for different stage values as arguments of different components of the right-hand side. Expand
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Multirate Partitioned Runge-Kutta Methods
TLDR
The coupling of subsystems in a hierarchical modelling approach leads to different time constants in the dynamical simulation of technical systems. Expand
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Multirate generalized additive Runge Kutta methods
TLDR
This work constructs a new class of multirate schemes based on the recently developed generalized additive Runge–Kutta (GARK) methods using different step sizes for different components and for different partitions of the right-hand side. Expand
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The DAE-index in electric circuit simulation
The index of differential-algebraic equations is one measure for the numerical problems in electric circuit simulation. The index depends on the mathematical model in different ways: setup ofExpand
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Modelling and discretization of circuit problems
Publisher Summary This chapter discusses the modeling aspect of differential-algebraic equations (DAEs). In computational engineering, the network modeling approach forms the basis for computer-aidedExpand
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Modelling stochastic correlation
This work deals with the stochastic modelling of correlation in finance. It is well known that the correlation between financial products, financial institutions, e.g., plays an essential role inExpand
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Multirate ROW methods and latency of electric circuits
Abstract In highly integrated electric circuits only a small part of the elements is active, whereas the major part is latent. This latency can be exploited by multirate methods, which integrateExpand
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