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Mixed integer programming (MIP) has become one of the most important techniques in Operations Research and Discrete Optimization. SCIP (Solving Constraint Integer Programs) is currently one of the fastest non-commercial MIP solvers. It is based on the branch-and-bound procedure in which the problem is recursively split into smaller subproblems, thereby creating a so-called branching tree. We present ParaSCIP, an extension of SCIP, which realizes a parallelization on a distributed memory computing environment. ParaSCIP uses SCIP solvers as independently running processes to solve subproblems (nodes of the branching tree) locally. This makes the parallelization development independent of the SCIP development. Thus, ParaSCIP directly profits from any algorithmic progress in future versions of SCIP. Using a first implementation of ParaSCIP, we were able to solve two previously unsolved instances from MIPLIB2003, a standard test set library for MIP solvers. For these computations, we used up to 2048 cores of the HLRN~II supercomputer.
We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on linear outer approximation to solve MIQCPs to global optimality. Our analysis is based on a set of 86 publicly available test instances.
MIPLIB 2010
(2012)
This paper reports on the fifth version of the Mixed Integer Programming Library. The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups. This includes the main benchmark test set of 87 instances, which are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved. For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to test the accuracy of provided solutions using exact arithmetic.
In this paper we formulate a boundary layer approximation
for an Allen--Cahn-type equation involving a small parameter $\eps$. Here, $\eps$ is related to the thickness of the boundary layer and we are interested in the limit when $\eps$ tends to $0$ in order to derive nontrivial boundary conditions. The evolution of the system is written as an energy balance formulation of the L^2-gradient flow with the corresponding Allen--Cahn energy functional. By transforming the boundary layer to a fixed domain we show the convergence of the solutions to a solution of a limit system. This is done by using concepts related to Gamma- and Mosco convergence. By considering different scalings in the boundary layer we obtain different boundary conditions.
A theorem on error estimates for smooth nonlinear programming
problems in Banach spaces is proved that can be used to derive
optimal error estimates for optimal control problems. This theorem is applied
to a class of optimal control problems for quasilinear elliptic equations.
The state equation is approximated by a finite element scheme, while different
discretization methods are used for the control functions. The distance of
locally optimal controls to their discrete approximations is estimated.
Our model of the bovine estrous cycle is a set of ordinary differential equations which generates hormone profiles of successive estrous cycles with several follicular waves per cycle. It describes the growth and decay of the follicles and the corpus luteum, as well as the change of the key substances over time. In this work we describe recent improvements of this model, including the introduction of new components, and elimination of time delays. We validate our model by showing that the simulations agree with observations from synchronization studies and with measured progesterone data after a single dose administration of synthetic prostaglandin F2alpha.
Modelling, parameter identification, and simulation play an important rôle in Systems Biology. In recent years, various software packages have been established for scientific use in both licencing types, open source as well as commercial. Many of these codes are based on inefficient and mathematically outdated algorithms. By introducing the package BioPARKIN recently developed at ZIB, we want to improve this situation significantly. The development of the software BioPARKIN involves long standing mathematical ideas that, however, have not yet entered the field of Systems Biology, as well as new ideas and tools that are particularly important for the analysis of the dynamics of biological networks. BioPARKIN originates from the package PARKIN, written by P.Deuflhard and U.Nowak, that has been applied successfully for parameter identification in physical chemistry for many years.
This study presents a differential equation model for the feedback mechanisms between
Gonadotropin-releasing Hormone (GnRH), Follicle-Stimulating Hormone (FSH), Luteinizing
Hormone (LH), development of follicles and corpus luteum, and the production of estradiol
(E2), progesterone (P4), inhibin A (IhA), and inhibin B (IhB) during the female menstrual
cycle. In contrast to other models, this model does not involve delay differential equations
and is based on deterministic modelling of the GnRH pulse pattern, which allows for faster
simulation times and efficient parameter identification. These steps were essential to tackle
the task of developing a mathematical model for the administration of GnRH analogues. The
focus of this paper is on model development for GnRH receptor binding and the integration of
a pharmacokinetic/pharmacodynamic model for the GnRH agonist Nafarelin and the GnRH
antagonist Cetrorelix into the menstrual cycle model. The final mathematical model describes
the hormone profiles (LH, FSH, P4, E2) throughout the menstrual cycle in 12 healthy women.
Moreover, it correctly predicts the changes in the cycle following single and multiple dose
administration of Nafarelin or Cetrorelix at different stages in the cycle.
We propose a new approach to competitive analysis by introducing the novel concept of online approximation schemes. Such scheme algorithmically constructs an online algorithm with a competitive ratio arbitrarily close to the best possible competitive ratio for any online algorithm. We study the problem of scheduling jobs online to minimize the weighted sum of completion times on parallel, related, and unrelated machines, and we derive both deterministic and randomized algorithms which are almost best possible among all online algorithms of the respective settings. Our method relies on an abstract characterization of online algorithms combined with various simplifications and transformations. We also contribute algorithmic means to compute the actual value of the best possible competitive ratio up to an arbitrary accuracy. This strongly contrasts all previous manually obtained competitiveness results for algorithms and, most importantly, it reduces the search for the optimal competitive ratio to a question that a computer can answer. We believe that our method can also be applied to many other problems and yields a completely new and interesting view on online algorithms.
Some optimal control problems for linear and nonlinear ordinary differential equations related to the optimal switching between
different magnetic fields are considered. The main aim is to move an electrical initial current by a controllable
voltage in shortest time to a desired terminal current and to hold it afterwards. Necessary optimality conditions are derived by
Pontryagin's principle and a Lagrange technique. In the case of a linear system, the principal structure of time-optimal controls is
discussed. The associated optimality systems are solved by a one-shot strategy
using a multigrid software package. Various numerical examples are discussed.
Global higher integrability of minimizers of variational problems with mixed boundary conditions
(2012)
We consider integral functionals with densities of p-growth, with respect to gradients, on a Lipschitz domain with mixed boundary conditions. The aim of this paper is to prove that, under uniform estimates within certain classes of p-growth and coercivity assumptions on the density, the minimizers are of higher integrability order, meaning that they belong to the space of first order Sobolev functions with an integrability of order $p+\epsilon$ for a uniform $\epsilon >0$. The results are applied to a model describing damage evolution in a nonlinear elastic body and to a model for shape memory alloys.
Global spatial regularity for elasticity models with cracks, contact and other nonsmooth constraints
(2012)
A global higher differentiability result in Besov
spaces is proved for the displacement fields of linear elastic models
with self contact.
Domains with cracks are studied, where nonpenetration
conditions/Signorini conditions are imposed on the crack faces.
It is shown that
in a neighborhood of crack tips (in 2D) or
crack fronts (3D) the displacement fields are
$B^{3/2}_{2,\infty}$ regular.
The proof relies on a difference
quotient argument for the directions tangential to the crack. In order
to obtain the regularity estimates also in the normal direction, an
argument due to
Ebmeyer/Frehse/Kassmann is modified.
The methods are then applied to further examples like
contact problems with nonsmooth rigid foundations, to a model with
Tresca friction and
to minimization problems with
nonsmooth energies and constraints as they occur for instance in the modeling of
shape memory alloys.
Based on Falk's approximation Theorem for variational
inequalities, convergence rates for FE-discretizations of contact
problems are derived relying on the proven regularity properties.
Several numerical examples illustrate the theoretical results.
Existence result for a class of generalized standard materials with thermomechanical coupling
(2012)
This paper deals with the study of a three-dimensional model of thermomechanical coupling for viscous solids exhibiting hysteresis effects. This model is written in accordance with the formalism of generalized standard materials. It is composed by the momentum equilibrium equation combined with the flow rule, which describes some stress-strain dependance, and the heat-transfer equation. An existence result for this thermodynamically consistent problem is obtained by using a fixed-point argument and some qualitative properties of the solutions are established.
In this paper we revisit models for the description of the evolution of crystalline films with anisotropic surface energies.
We prove equivalences of symmetry properties of anisotropic surface energy models commonly used in the literature.
Then we systematically develop a framework for the derivation of surface diffusion models for the self-assembly of quantum dots during Stranski-Krastanov
growth that include surface energies also with large anisotropy as well as the effect of wetting energy,
elastic energy and a randomly perturbed atomic deposition flux.
A linear stability analysis for the resulting sixth-order semilinear evolution equation for the thin film surface shows that that the new model allows
for large anisotropy and gives rise to the formation of anisotropic quantum dots. The nonlinear three-dimensional evolution is investigated via numerical solutions.
These suggest that increasing anisotropy stabilizes the faceted surfaces and may lead to a dramatic slow-down of the coarsening of the dots.
A typical phase field approach for describing phase separation and
coarsening phenomena in alloys is the Cahn-Hilliard model. This
model has been generalized to the so-called Cahn-Larche system
by combining it with elasticity to capture non-neglecting deformation
phenomena,
which occur during phase separation and coarsening processes in the material.
In order to account for damage effects,
we extend the existing framework of Cahn-Hilliard and Cahn-Larche
systems by incorporating an internal damage variable of local character. This
damage variable allows to model the effect that damage of a material point is influenced by its local surrounding.
The damage process is described by a unidirectional rate-dependent evolution inclusion
for the internal variable.
For the introduced Cahn-Larche systems
coupled with rate-dependent
damage processes, we
establish a suitable notion of weak solutions and prove existence of weak solutions.
An electronic model for solar cells including active interfaces and energy resolved defect densities
(2011)
We introduce an electronic model for solar cells taking into account
heterostructures with active
interfaces and energy resolved volume and interface trap densities.
The model consists of continuity equations for electrons and holes with thermionic
emission transfer conditions at the interface and of ODEs for the trap
densities with energy level and spatial position as parameters,
where the right hand sides contain generation-recombination as well as
ionization reactions. This system is coupled with a Poisson
equation for the electrostatic potential.
We show the thermodynamic correctness of the model and prove a priori estimates
for the solutions to the evolution system. Moreover, existence and uniqueness
of weak solutions of the problem are proven. For this purpose we solve a
regularized problem and verify bounds of the corresponding solution
not depending on the regularization level.
Dissipativity is an important property of individual systems
that guarantees a stable interconnected system.
However, due to errors in the modeling process weakly non-dissipative
models may be constructed.
In this paper we introduce a method to perturb a non-dissipative LTI system in order to enforce dissipativity using spectral perturbation results for
para-Hermitian pencils.
Compared to earlier algorithms the new method
is applicable to a wider class of problems,
it utilizes a simpler framework, and
employs a larger class of allowable perturbations
resulting in smaller perturbations. Moreover, system stability can be enforced as well.
Numerical examples are provided to show the effectiveness of the new approach.
Time-stepping procedures for the solution of evolution equations can be performed on parallel architecture by parallelizing the space computation at each time step. This, however, requires heavy communication between processors and becomes inefficient when many time-steps are to be computed and many processors are available. In such
cases parallelization in time is advantageous.
In this paper we present a method for parallelization in time of linear multistep discretizations of linear evolution problems; we consider a model parabolic and a model hyperbolic problem, and their, respectively, A(theta)-stable and A-stable linear multistep discretizations. The method consists of a discrete decoupling procedure, whereby N+1 decoupled Helmholtz problems with complex frequencies are obtained; N being the number of time steps computed in parallel. The usefulness of the method rests on our ability to solve these Helmholtz problems efficiently. We discuss the theory and give numerical examples for multigrid preconditioned iterative solvers of relevant
complex frequency Helmholtz problems. The parallel
approach can easily be combined with a time-stepping procedure, thereby obtaining a block time-stepping method where each block of steps is computed in parallel. In this way we are able to optimize the algorithm with respect to the number of processors available, the difficulty of solving the Helmholtz problems, and the possibility of both time and space adaptivity. Extensions to other linear evolution problems and to Runge-Kutta time discretization
are briefly mentioned.
Affinely-Adjustable Robust Counterparts provide tractable alternatives to (two-stage) robust programs with arbitrary recourse. We apply them to robust network design with polyhedral demand uncertainty, introducing the affine routing principle. We compare the affine routing to the well-studied static and dynamic routing schemes for robust network design. All three schemes are embedded into the general framework of two-stage network design with recourse. It is shown that affine routing can be seen as a generalization of the widely used static routing still being tractable and providing cheaper solutions. We investigate properties on the demand polytope under which affine routings reduce to static routings and also develop conditions on the uncertainty set leading to dynamic routings being affine. We show however that affine routings suffer from the drawback that (even totally) dominated demand vectors are not necessarily supported by affine solutions. Uncertainty sets have to be designed accordingly. Finally, we present computational results on networks from SNDlib. We conclude that for these instances the optimal solutions based on affine routings tend to be as cheap as optimal network designs for dynamic routings. In this respect the affine routing principle can be used to approximate the cost for two-stage solutions with free recourse which are hard to compute.
This paper establishes the equivalence of conforming Courant finite element method and nonconforming Crouzeix-Raviart finite element method in the sense that the respective energy error norms are equivalent up to generic constants and higher-order data oscillations in a Poisson model problem. The Raviart-Thomas mixed finite element method is better than the previous two whereas the conjecture of the converse relation is proved to be false.
This paper completes the analysis of comparison initiated by Braess in Calcolo (2010). Two numerical benchmarks illustrate the comparison theorems and the possible strict superiority of the Raviart-Thomas mixed finite element method. Applications include least-squares finite element methods and equality of approximation classes for concepts of optimality for adaptive finite element methods.
This work concerns the approximation of the shape operator of smooth surfaces in $\mathbb{R}^{3}$ from polyhedral surfaces. We introduce two generalized shape operators that are vector-valued linear functionals on a Sobolev space of vector fields and can be rigorously defined on smooth and on polyhedral surfaces. We consider polyhedral surfaces that approximate smooth surfaces and prove two types of approximation estimates: one concerning the approximation of the generalized shape operators in the operator norm and one concerning the pointwise approximation of the (classic) shape operator, including mean and Gaussian curvature, principal curvatures, and principal curvature directions.
The estimates are confirmed by numerical experiments.
We propose a framework for deformation-based surface modeling that is interactive, robust and intuitive to use. The deformations are described by a non-linear optimization problem that models static states of elastic shapes under external forces which implement the user input. Interactive response is achieved by a combination of model reduction, a robust energy approximation, and an efficient quasi-Newton solver. Motivated by the observation that a typical modeling session requires only a fraction of the full shape
space of the underlying model, we use second and third derivatives of a deformation energy to construct a low-dimensional shape space that forms the feasible set for the optimization. Based on mesh coarsening, we propose an
energy approximation scheme with adjustable approximation quality. The quasi-Newton solver guarantees superlinear convergence without the need of costly Hessian evaluations during modeling. We demonstrate the effectiveness of the approach on different examples including the test suite introduced in [Botsch and Sorkine 2008].
This work concerns the approximation of the shape operator of smooth surfaces in R^3 from polyhedral surfaces. We introduce two generalized shape operators that are vector-valued linear functionals on a Sobolev space of vector fields and can be rigorously defined on smooth and on polyhedral surfaces. We consider polyhedral surfaces that approximate smooth surfaces and prove two types of approximation estimates: one concerning the approximation of the generalized shape operators in the operator norm and one concerning the pointwise approximation of the (classic) shape operator. We show experimental results that confirm our estimates.
Explicit Error Estimates for Courant, Crouzeix-Raviart and Raviart-Thomas Finite Element Methods
(2011)
The elementary analysis of this paper presents explicit expressions of the constants in the a priori error estimates for the lowest-order Courant, Crouzeix-Raviart nonconforming and Raviart-Thomas mixed finite element methods in the Poisson model problem. The three constants and their dependences on some maximal angle in the triangulation are indeed all comparable and allow accurate a priori error control.
We show that many couplings between parabolic systems for processes in solids can be formulated as a gradient system with respect to the total free energy or the total entropy. This includes Allen-Cahn, Cahn-Hilliard, and reaction-diffusion systems and the heat equation. For this, we write the coupled system as an Onsager system $(X,\Phi,K)$ defining the evolution $\dot{U} = -K(U)D\Phi(U)$. Here $\Phi$ is the driving functional, while the Onsager operator $K(U)$ is symmetric and positive semidefinite. If the inverse $G = K^{-1}$ exists, the triple $(X,\Phi,G)$ defines a gradient system. Onsager systems are well suited to model bulk-interface interactions by using the dual dissipation potential $\Psi^*(U,\Xi) = 1/2 <\Xi,K(U)\Xi>$. Then, the two functionals $\Phi$ and $\Psi^*$ can be written as a sum of a volume integral and a surface integral, respectively. The latter may contain interactions of the driving forces in the interface as well as the traces of the driving forces from the bulk. Thus, capture and escape mechanisms like thermionic emission appear naturally in Onsager systems, namely simply through integration by parts.
A new finite element method computes conductivity in some unstructured particle-reinforced composite material. The 2-phase material under consideration is composed of a poorly conducting matrix material filled by highly conducting circular inclusions which are randomly dispersed. The mathematical model is a Poisson-type problem with discontinuous coefficients. The discontinuities are huge in contrast and quantity.
The proposed method generalizes classical continuous piecewise affine finite elements to special computational meshes which encode the particles in a network structure. Important geometric parameters such as the volume fraction are preserved exactly.
The computational complexity of the resulting method is proportional to the number of inclusions and this is optimal in comparison to data complexity.
The discretization error is proportional to the particle distance and does not depend on the conductivity contrast in the medium.
Duality Results for Stationary Problems of Open Pit Mine Planning in a Continuous Function Framework
(2011)
Open Pit Mine Planning problems are usually considered in a Mixed Integer Programming
context. Characterizing each attainable profile by a continuous function yields a continuous
framework. It allows for a more detailed modeling of slope constraints and other material
properties of slanted layers. Although the resulting nonlinear programming problems are
in general non-convex and non-differentiable, they provide certain advantages as one can
directly compute sensitivities of optimal solutions w.r.t. small data perturbations. In this
work duality results are derived for the stationary problems of the continuous framework
employing an additional condition called convex-likeness.
An optimal control problem to find the fastest collision-free trajectory of a robot surrounded by obstacles is presented.
The collision avoidance is based on linear programming arguments and expressed as state constraints. The optimal control problem is
solved with a sequential programming method. In order to decrease the number of unknowns and constraints a backface culling active set
strategy is added to the resolution technique.
An adaptive a posteriori error estimator based finite element method for the
numerical solution of a coupled Cahn-Hilliard/Navier-Stokes system with a
double-obstacle homogenous free (interfacial) energy density is proposed. A
semi-implicit Euler scheme for the time-integration is applied which results in
a system coupling a quasi-Stokes or Oseen-type problem for the fluid flow to
a variational inequality for the concentration and the chemical potential according
to the Cahn-Hilliard model [13]. A Moreau-Yosida regularization is
employed which relaxes the constraints contained in the variational inequality
and, thus, enables semi-smooth Newton solvers with locally superlinear convergence
in function space. Moreover, upon discretization this yields a mesh
independent method for a fixed relaxation parameter. For the finite dimensional
approximation of the concentration and the chemical potential piecewise
linear and globally continuous finite elements are used, and for the numerical
approximation of the fluid velocity Taylor-Hood finite elements are employed.
The paper ends by a report on numerical examples showing the efficiency of the
new method
We derive a new representation of Lagrangian subspaces in the form
%
\[
{\mathrm Im}\Pi^T [I,X]^T,
\]
%
where $\Pi$ is a symplectic matrix which is the product of a permutation matrix and a real orthogonal diagonal matrix, and $X$ satisfies
%
\[
\abs{X_{ij}} \leq \begin{cases}1 & \text{if $i=j$,}\\ \sqrt{2} & \text{if $i\neq j$.} \end{cases}
\]
%
This representation allows to limit element growth in the context of doubling algorithms
for the computation of Lagrangian subspaces and the solution of Riccati equations.
It is shown that a simple doubling algorithm using this representation can reach full machine accuracy on a wide range of problems, obtaining invariant subspaces of the same quality as those computed by the state-of-the-art algorithms based on orthogonal transformations.
The same idea carries over to representations of arbitrary subspaces and can be used
for other types of structured pencils.
This note constructs a local generalized finite element basis for elliptic problems with heterogeneous and highly varying diffusion tensor. The basis functions are solutions of local problems on vertex patches. The error of the corresponding generalized finite element method decays exponentially w.r.t. the number of element layers in the patches. Hence, on a uniform mesh of size H, patches of diameter log(1/H) are sufficient to preserve the convergence rates of the classical P1-FEM for the Poisson problem.
The analysis does not rely on regularity of the solution or scale separation in the coefficient.
The result justifies the use of the class of variational multiscale methods, introduced in [Comput. Methods Appl. Mech. Engrg., 196:2313--2324, 2007].
R is a language and environment for statistical computing and graphics. It can be considered an alternative implementation of the S language developed in the 1970s and 1980s for data analysis and graphics (Becker and Chambers, 1984; Becker et al., 1988). The R language is part of the GNU project and offers versions that compile and run on almost every major operating system currently available. We highlight several R packages built specifically for the analysis of neuroimaging data in the context of functional MRI, diffusion tensor imaging, and dynamic contrast-enhanced MRI. We review their methodology and give an overview of their capabilities for neuroimaging. In addition we summarize some of the current activities in the area of neuroimaging software development in R.
The well-known Kalman-Yakubovich-Popov Lemma establishes an equivalence between dissipativity and the solvability of a linear matrix inequality. In this paper we strengthen this result by showing the equivalence of dissipativity to the solvability of a so-called Lur'e equation, which mainly is a linear matrix inequality with a rank minimizing condition. Finally, we apply the result to standard systems to obtain the well-known result about the solvability of the algebraic Riccati equation.
We investigate geodesic finite elements for functions with values in a space of zero curvature, like a torus or the M\"obius strip. Unlike in the general case, a closed-form expression for geodesic finite element functions is then available. This simplifies computations, and allows us to prove optimal estimates for the interpolation error in 1d and 2d. We also show the somewhat surprising result that the discretization by Kirchhoff transformation of the Richards equation proposed by Berninger et al. is a discretization by geodesic finite elements in the manifold $\mathbb{R}$ with a special metric.
We introduce functional perturbation results for PDE eigenvalue problems including the functional backward error
and the functional condition number. These results are used to establish a combined a posteriori error estimator embodying the discretization and the approximation error for the simple eigenpair.
Based on known perturbation results in $H^{1}(\Omega)$ and $H^{-1}(\Omega)$ norms and a standard residual a posteriori error estimator, a balancing AFEM algorithm is proposed. The stopping criterion for the eigensolver is based on the equilibrating strategy, i.e., iterations proceed as long as the discrete part of the error estimator dominates the continuous part. All our statements are illustrated with several numerical examples.
We consider anisotropic Allen--Cahn equations with interfacial energy
induced by an anisotropic surface energy density $\gamma$.
Assuming that $\gamma$
is positive, positively homogeneous of degree one,
strictly convex in tangential directions to the unit sphere,
and sufficiently smooth, we show stability of
various time discretizations. In particular,
we consider a fully implicit and a linearized time discretization
of the interfacial energy combined with implicit
and semi-implicit time discretizations
of the double-well potential. In the semi-implicit variant,
concave terms are taken explicitly.
The arising discrete spatial problems are solved by
globally convergent truncated nonsmooth Newton multigrid methods.
Numerical experiments show the accuracy of the different
discretizations.
We also illustrate that pinch-off under anisotropic
mean curvature flow is no longer frame invariant,
but depends on the orientation of the initial configuration.
This paper deals with a three-dimensional mixture model describing materials undergoing phase transition with thermal expansion. The problem is formulated within the framework of generalized standard solids by the coupling of the momentum equilibrium equation and the flow rule with the heat transfer equation. A global solution for this thermodynamically consistent problem is obtained by using a fixed-point argument combined with global energy estimates.
We consider three-dimensional models for rate-independent processes describing materials undergoing phase transformations with heat transfer. The problem is formulated within the framework of generalized standard solids by the coupling of the momentum equilibrium equation and the flow rule with the heat transfer equation. Under appropriate regularity assumptions on the initial data, we prove the existence a global solution for this thermodynamically consistent system, by using a fixed-point argument combined with global energy estimates.
We consider rate-independent evolutionary systems over a physically domain Ω that are governed by simple hysteresis operators at each material point. For multiscale systems where ε denotes the ratio between the microscopic and the macroscopic length scale, we show that in the limit ε → 0 we are led to systems where the hysteresis operators at each macroscopic point is a generalized Prandtl-Ishlinskii operator.
The Stefan problem is coupled with a spatially inhomogeneous and anisotropic Gibbs-Thomson condition at the phase boundary. We show the long-time existence of weak solutions for the non-degenerate Stefan problem with a spatially inhomogeneous and anisotropic Gibbs-Thomson law and a conditional existence result for the corresponding degenerate Stefan problem. To this end, approximate solutions are constructed by means of variational problems
for energy functionals with spatially inhomogeneous and anisotropic interfacial energy. By passing to the limit, we establish solutions of the Stefan problem with a spatially inhomogeneous and anisotropic Gibbs-Thomson law in a weak generalized BV-formulation.
The derivation of multiplier-based optimality conditions for elliptic mathematical programs with equilibrium constraints (MPEC) is essential for the characterization of solutions and de- velopment of numerical methods. Though much can be said for broad classes of elliptic MPECs in both polyhedric and non-polyhedric settings, the calculation becomes significantly more com- plicated when additional constraints are imposed on the control. In this paper we develop three derivation methods for constrained MPEC problems: via concepts from variational analysis, via penalization of the control constraints, and via penalization of the lower-level problem with the subsequent regularization of the resulting nonsmoothness. The developed methods and obtained results are then compared and contrasted.
We analyze a rate-independent model for damage evolution in elastic bodies. The central quantities are a stored energy functional and a dissipation functional, which is assumed to be positively homogeneous of degree one. Since the energy is not simultaneously (strictly) convex in the damage variable and the displacements, solutions may have jumps as a function of time. The latter circumstance makes it necessary to recur to suitable notions of weak solution. However, the by-now classical concept of global energetic solution fails to describe accurately the behavior of the system at jumps.
Hence, we consider rate-independent damage models as limits of systems driven by viscous, rate-dependent dissipation. We use a technique for taking the vanishing viscosity limit, which is based on arc-length reparameterization. In this way, in the limit we obtain a novel formulation for the rate-independent damage model, which highlights the interplay of viscous and rate-independent effects in the jump regime, and provides a better description of the energetic behavior of the system at jumps.
We consider linear differential-algebraic m-input m-output systems with positive
strict relative degree or proper inverse transfer function; in the single-input single-output case these
two disjoint classes make the whole of all linear DAEs without feedthrough term. Structural properties
- such as normal forms (i.e. the counterpart to the Byrnes-Isidori form for ODE systems), zero
dynamics, and high-gain stabilizability - are analyzed for two purposes: first, to gain insight into the
system classes and secondly, to solve the output regulation problem by funnel control. The funnel
controller achieves tracking of a class of reference signals within a pre-specified funnel; this means in
particular, the transient behaviour of the output error can be specified and the funnel controller does
neither incorporate any internal model for the reference signals nor any identification mechanism, it
is simple in its design. The results are illuminated by position and velocity control of a mechanical
system encompassing springs, masses, and dampers.
A Composite Finite Element Method approximates linear elliptic boundary value problems of Dirichlet type with discontinuous coefficients at possibly high contrast. The challenge is the discontinuity in the coefficient across some interface which is not necessarily resolved by the underlying finite element mesh. The method is non-conforming in the sense that shape functions preserve continuity across the interface only in an approximative way. However, the method allows to balance the non-conformity and the best approximation error in such a way that the total discretization error is optimal with regard to the mesh size and independent of contrast.
This paper presents some weighted H2-regularity estimates for a model Poisson problem with discontinuous coefficient at high contrast. The coefficient represents a random particle reinforced composite material, i.e., highly conducting circular particles are randomly distributed in some background material with low conductivity. Based on these regularity results we study the percolation of thermal conductivity of the material as the volume fraction of the particles is close to the jammed state. We proof that the characteristic percolation behavior of the material is well captured by standard conforming finite element models.
Discrete Laplace--Beltrami operators on polyhedral surfaces play an important role for various applications in geometry processing and related areas like physical simulation or computer graphics. While discretizations of the weak Laplace--Beltrami operator are well-studied, less is known about the strong form. We present a principle for constructing strongly consistent discrete Laplace--Beltrami operators based on the cotan weights. The consistency order we obtain, improves previous results reported for the mesh Laplacian. Furthermore, we prove consistency of the discrete Willmore energies corresponding to the discrete Laplace--Beltrami operators.
In this paper a high-order finite element method with curvilinear elements is proposed for the simulation of plasmonic structures. Most finite element packages use low order basis functions and non-curved elements, which is very costly for demanding problems such as the simulation of nano-antennas. To enhance the performance of finite elements, we use curvilinear quadrilateral elements to calculate the near-field from an impinging plane wave with
second order absorbing boundary conditions. The magnetic field amplitude on the surface of one object is compared with a computation based on a multiple multipole expansion. Moreover, the convergence behavior of p-FEM with absorbing boundary conditions motivate an adaptive strategy of polynomial degree enhancement and enlargement of the domain.
The focus of this note lies on the numerical analysis of models describing the propagation
of a single crack in a linearly elastic material. The evolution of the crack is modeled as a
rate-independent process based on the Griffith criterion. We follow two different approaches
for setting up mathematically well defined models: the global energetic approach and an
approach based on a viscous regularization.
We prove the convergence of solutions of fully discretized models (i.e. with respect to time
and space) and derive relations between the discretization parameters (mesh size, time step
size, viscosity parameter, crack increment) which guarantee the convergence of the schemes.
Further, convergence rates are provided for the approximation of energy release rates by
certain discrete energy release rates. Thereby we discuss both, models with self-contact
conditions on the crack faces as well as models with pure Neumann conditions on the crack
faces. The convergence proofs rely on regularity estimates for the elastic fields close to the
crack tip and local and global finite element error estimates. Finally the theoretical results
are illustrated with some numerical calculations.
New perturbation results for the behavior of eigenvalues and Jordan forms of real and complex matrices
under generic rank one perturbations are discussed. Several results that are available in the complex
case are proved as well for the real case and the assumptions on the genericity are weakened.
Rank one perturbations that lead to maximal algebraic multiplicities of the ``new" eigenvalues are also
discussed.
We introduce geodesic finite elements as a conforming way to discretize partial differential equations for functions $v : \Omega \to M$, where $\Omega$ is an open subset of $\R^d$ and $M$ is a Riemannian manifold. These geodesic finite elements naturally generalize standard first-order
finite elements for Euclidean spaces. They also generalize the geodesic finite elements proposed for $d=1$ by the author. Our formulation is equivariant under isometries of $M$, and hence preserves objectivity of continuous problem formulations. We concentrate on partial differential equations that can be formulated as minimization problems. Discretization leads to algebraic minimization problems on product manifolds $M^n$. These can be solved efficiently
using a Riemannian trust-region method. We propose a monotone multigrid method to solve the constrained inner problems with linear multigrid speed. As an example we numerically compute harmonic maps from a domain in $\R^3$
to $S^2$.
We propose transmission conditions of order $1$, $2$ and $3$ approximating the shielding behaviour of thin conducting curved sheets for the magneto-quasistatic eddy current model in 2D. This model reduction applies to sheets whose thicknesses $\eps$ are at the order of the skin depth or essentially smaller. The sheet has itself not to be resolved, only its midline is represented by an interface. The computation is directly in one step with almost no additional cost. We prove the well-posedness w.r.t.~to the small parameter $\eps$ and obtain optimal bound for the modelling error outside the sheet of order $\eps^{N+1}$ for the condition of order $N$. We end the paper with numerical experiments involving high order finite elements for sheets with varying curvature.
A robust implementation of a Dupire type local volatility model is an important issue for every option trading floor. Typically, this (inverse) problem is solved in a two step procedure : (i) a smooth parametrization of the implied volatility surface; (ii) computation of the local volatility based on the resulting call price surface. Point (i), and in particular how to extrapolate the implied volatility in extreme strike regimes not seen in the market, has been the subject of numerous articles, starting with Lee (Math. Finance, 2004). In the present paper we give direct analytic insights into the asymptotic behavior of local volatility at extreme strikes.
Convergence of Heston to SVI
(2011)
In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in~\cite{Gatheral} and the large-time asymptotic of the Heston implied volatility derived in~\cite{FJM} agree algebraically, thus confirming a conjecture from~\cite{Gatheral} as well as providing a simpler expression for the asymptotic implied volatility in the Heston model. We show how this result can help in interpreting SVI parameters.
We derive a full asymptotic expansion for call option prices and a third order approximation for implied volatility in the large-time, large log-moneyness regime for a general exponential Levy model, by extending the saddlepoint argument used in Forde,Jacquier & Mijatovic for the Heston model. As for the Heston model, there are two special log-moneyness values where the call option asymptotics are qualitatively different, and we use an Edgeworth expansion to deal with these cases. We also characterise the behaviour of the implied volatility skew at large-maturities; in particular we show that the derivative of the dimensionless implied variance with respect to log-moneyness exists and is less than or equal to 4 in the large-maturity limit, which is consistent with the bound on the right and left-side derivative given in Rogers&Tehranchi.
We characterise the asymptotic smile and term structure of implied volatility in the Heston model at small maturities and all strikes. Using saddlepoint methods we derive a small-maturity expansion formula for call option prices, which we then transform into a closed-form expansion (including the leading-order and correction terms) for implied volatility. This refined expansion reveals the relationship between the small-expiry smile and all Heston parameters (including the pair in the volatility drift coefficient), sharpening the leading-order result of~\cite{FJ09I} which found the relationship between the zero-expiry smile and the diffusion coefficients. We solve for in/out-of-the-money and at-the-money cases; in the latter case our proof involves subleading-order saddlepoint approximation along a suitable path of integration.
Using Freidlin-Wentzell sample path large deviations theory, we characterise the small-time behaviour of probabilities of a process following an uncorrelated local-stochastic volatility model.
As a corollary, we determine the small-maturity behaviour of the implied volatility under this class of processes.
This note studies an issue relating to essential smoothness that can arise when the theory of large deviations is applied to a certain option pricing formula in the Heston model. The note identifies a gap, based on this issue, in the proof of Corollary 2.4 in [2] and describes how to circumvent it. This completes the proof of Corollary 2.4 in [2] and hence of the main result in [2], which describes the limiting behaviour of the implied volatility smile in the Heston model far from maturity.
Multiresolution meshes provide an efficient and structured representation of geometric objects. To increase the
mesh resolution only at vital parts of the object, adaptive refinement is widely used. We propose a lossless compression
scheme for these adaptive structures that exploits the parent-child relationships inherent to the mesh
hierarchy. We use the rules that correspond to the adaptive refinement scheme and store bits only where some
freedom of choice is left, leading to compact codes that are free of redundancy. Moreover, we extend the coder to
sequences of meshes with varying refinement. The connectivity compression ratio of our method exceeds that of
state-of-the-art coders by a factor of 2 to 7.
For efficient compression of vertex positions we adapt popular wavelet-based coding schemes to the adaptive
triangular and quadrangular cases to demonstrate the compatibility with our method. Akin to state-of-the-art
coders, we use a zerotree to encode the resulting coefficients. Using improved context modeling we enhanced the
zerotree compression, cutting the overall geometry data rate by 7% below those of the successful Progressive
Geometry Compression. More importantly, by exploiting the existing refinement structure we achieve compression
factors that are 4 times greater than those of coders which can handle irregular meshes.
We consider Large Deformation Diffeomorphic Metric Mapping of general $m$-currents. After stating an optimization algorithm in the function space of admissable morph generating velocity fields, two innovative aspects in this framework are presented and numerically investigated: First, we spatially discretize the velocity field with conforming adaptive finite elements and discuss advantages of this new approach. Second, we directly compute the temporal evolution of discrete $m$-current attributes.
We introduce hexagonal global parameterizations, a new
type of surface parameterizations in which parameter lines respect six-fold rotational symmetries (6-RoSy). Such parameterizations enable the tiling of surfaces with nearly regular hexagonal or triangular patterns, and can be used for triangular remeshing.
To construct a hexagonal parameterization on a surface, we provide an automatic algorithm to generate a 6-RoSy field that respects directional and singularity features of the surface. This field is then used to direct a hexagonal global parameterization. The framework, called HexCover, extends the QuadCover algorithm and formulates necessary conditions for hexagonal parameterization.
We demonstrate the usefulness of our geometry-aware global parameterization with applications such as surface tiling with nearly regular textures and geometry patterns, as well as triangular and hexagonal remeshing.
Despite the success of quad-based 2D surface parameterization methods, effective parameterization algorithms for 3D volumes with cubes, i.e. hexahedral elements, are still missing. CubeCover is a first approach which provides both, a consistent theoretical framework for volume parameterization plus a full pipeline for generating
a hexahedral tessellation of a given volume with boundary aligned cubes which are guided by a frame field.
The input of CubeCover is a tetrahedral volume mesh. First, a frame field is designed with manual input from
the designer. It guides the interior and boundary layout of the parameterization. Then, the parameterization and
the hexahedral mesh are computed so as to align with the given frame field.
CubeCover has similarities to the QuadCover algorithm and extends it from 2D surfaces to 3D volumes. The
paper also provides theoretical results for 3D hexahedral parameterizations and analyses topological properties
of the appropriate function space.
We derive gradient-flow formulations for systems describing drift-diffusion processes of a finite number of species which undergo mass-action type reversible reactions. Our investigations cover heterostructures, where material parameter may depend in a nonsmooth way on the space variable. The main results concern a gradient flow formulation for electro-reaction-diffusion systems
with active interfaces permitting drift-diffusion processes and reactions of species living on the interface and transfer mechanisms allowing bulk species to jump into an interface or to pass through interfaces.
The gradient flows are formulated in terms of two functionals: the free energy and the dissipation potential. Both functionals consist of a bulk and an interface integral. The interface integrals determine the interface dynamics as well as the self-consistent coupling to the model in the bulk. The advantage of the gradient structure is that it automatically generates thermodynamically consistent models.
The ability of velocity methods to describe changes
of topology by creating defects like holes is investigated. For the shape optimization energy-type objective functions are considered, which depend on the geometry by means of state variables. The state system is represented by abstract, quadratic, constrained minimization problems stated over domains with defects. The velocity
method provides the shape derivative of the objective function due to finite variations of a defect. Suffcient conditions are
derived which allow us to pass the shape derivative to the limit
with respect to diminishing defect, thus, to obtain the &quot;topological derivative&quot; of the objective function due to a topology change.
An illustrative example is presented for a circular hole bored at
the tip of a crack.
Chimera states are particular trajectories
in systems of phase oscillators with non-local coupling
that display a spatio-temporal pattern of coherent and incoherent motion.
We present here a detailed analysis
of the spectral properties for such trajectories.
First, we study numerically their Lyapunov spectrum
and its behavior for an increasing number of oscillators.
The spectra demonstrate the hyperchaotic nature of the chimera states
and show a correspondence of the Lyapunov dimension
with the number of incoherent oscillators.
Then, we pass to the thermodynamic limit equation
and present an analytic approach
to the spectrum of a corresponding linearized evolution operator.
We show that in this setting, the chimera state is neutrally stable
and that the continuous spectrum coincides with the limit
of the hyperchaotic Lyapunov spectrum obtained for the finite size systems.
For a system of globally pulse-coupled phase-oscillators,
we derive conditions for stability of the completely synchronous
state and all possible two-cluster states and explain
how the different states are naturally connected via
bifurcations. The coupling is modeled using the phaseresponse-
curve (PRC), which measures the sensitivity of
each oscillator’s phase to perturbations. For large systems
with a PRC, which turns to zero at the spiking threshold,
we are able to find the parameter regions where multiple
stable two-cluster states coexist and illustrate this by an
example. In addition, we explain how a locally unstable
one-cluster state may form an attractor together will its
homoclinic connections. This leads to the phenomenon
of intermittent, asymptotic synchronization with abating
beats away from the perfect synchrony.
We prove a necessary and sufficient criterion for the exponential
stability of periodic solutions of delay differential equations with
large delay. We show that for sufficiently large delay the Floquet
spectrum near criticality is characterized by a set of curves, which we
call asymptotic continuous spectrum, that is independent on the
delay.
In this paper we study the destabilization mechanism in a ring of unidirectionally coupled oscillators. We derive an amplitude equation of Ginzburg-Landau type that describes the destabilization of the stationary state for systems with a large number of oscillators. Based on this amplitude equation, we are able to provide an explanation for the fast transition to chaos (or hyperchaos)
that can be observed in such systems. We show that the parameter interval, where the transition from a stable periodic state to chaos occurs, scales like the inverse
square of the number of oscillators in the ring. In particular, for a sufficiently large
number of oscillators a practically immediate transition to chaos can be observed.
The results are illustrated by a numerical study of a system of unidirectionally
coupled Duffing oscillators.
Three families of transmission conditions of different order are proposed for thin conducting sheets in the eddy current model. Resolving the thin sheet by a finite element mesh is often not possible. With these transmission conditions only the middle curve, but not the thin sheet itself, has not to be resolved by a finite element mesh. The families of transmission conditions are derived by an asymptotic expansion for small sheet thicknesses $\eps$, where each family results from a different asymptotic framework. In the first asymptotic framework the conductivity remains constant, scales with $1/\eps$ in the second and with $1/\eps^2$ in the third. The different asymptotics lead to different limit conditions, namely the vanishing sheet, a non-trivial borderline case, and the impermeable sheet, as well as different transmission conditions of higher orders. We investigated the stability, the convergence of the transmission conditions as well as their robustness. We call transmission conditions robust, if they provide accurate approximation for a wide range of sheet thicknesses and conductivities. We introduce an ordering of transmission conditions for the same sheet with respect to the robustness, and observe that the condition derived for the $1/\eps$ asymptotics is the most robust limit condition, contrary to order 1 and higher, where the transmission conditions derived for the $1/\eps^2$ asymptotics turn out to be most robust.
Network flows over time form a fascinating area of research. They model the temporal
dynamics of network flow problems occurring in a wide variety of
applications. Research in this area has been pursued in two different and mainly independent
directions with respect to time modeling: discrete and continuous time models.
In this paper we deploy measure theory in order to introduce a general model of network flows over time combining both discrete and continuous aspects into a single model. Here, the flow on each arc is modeled as a Borel measure on the real line (time axis) which assigns to each
suitable subset a real value, interpreted as the amount of
flow entering the arc over the subset. We focus on the maximum flow problem formulated in a network where capacities on arcs are also given as Borel measures and storage might be allowed at the nodes of the network. We generalize the concept of cuts to the case of these Borel Flows and extend the famous MaxFlow-MinCut Theorem.
We study a diffusion model of phase field type, consisting of
a system of two partial differential equations encoding the balances
of microforces and microenergy; the two unknowns are the order parameter
and the chemical potential. By a careful development of uniform estimates and
the deduction of certain useful boundedness properties, we
prove existence and uniqueness of a global-in-time
smooth solution to the associated initial/boundary-value problem;
moreover, we give a description of the relative $\omega$-limit set.
Dynamic network flow problems model the temporal evolution of flows over time and also consider changes of network parameters such as capacities, costs, supplies, and demands over time. These problems have been extensively studied in the past because of their important role in real world applications such as transport, traffic, and logistics. This has led to many results, but the more challenging continuous time model still lacks some of the key features such as network related optimality conditions and algorithms that are available in the static case.
The aim of this paper is to advance the state of the art for dynamic network flows by developing the continuous time analogues of several well-known optimality conditions for static network flows. Specifically, we establish a reduced cost optimality condition, a negative cycle optimality condition, and a strong duality result for a very general class of dynamic
network flows. The underlying idea is to construct a dual feasible solution that proves optimality when the residual network (with respect to a given flow) contains no dynamic cycles with negative cost. We also discuss a generic negative cycle-canceling algorithm resulting from the corresponding optimality criterion and point out promising directions for future research.
This paper concerns the shortest path problem for a network in which arc costs can vary with
time, each arc has a transit time, parking with a corresponding
time-varying cost is allowed at the nodes, and time is modeled as a continuum. The resulting problem is called the {\em continuous-time dynamic shortest path problem}, which is well studied in the literature. However, the problem appears as a subproblem when one wishes to test, via an algorithm for dynamic shortest paths, the presence of negative cycles in the residual network in order to develop continuous-time analogues of several well-known optimality conditions for continuous-time dynamic network flow problems. But, in general, the residual network contains arcs with negative transit times and hence the results in the literature are useless for these purposes since all results are based on the assumption of positive transit times.
In this paper, we relax this condition to allow negative transit times. We study a corresponding linear program in space of measures and prove the existence of an optimal extreme point solution. Moreover, we define a dual problem and establish a strong duality result that shows under certain assumptions that the value of the linear program equals the value of the dual problem and both values are attained. We also present counterexamples to show that strong duality only holds under these assumptions.
We consider the dynamic shortest path problem in the continuous-time model because of its importance. This problem has been extensively studied in the literature. But so far, all contributions to this problem are based on the assumption that all transit times are strictly positive. However, in order to study dynamic network flows it is essential to support negative transit times since they occur quite naturally in residual networks.
In this paper we extend the work of Philpott [SIAM Control Opt.,~1994, pp.~538--552] to the case of arbitrary (also negative and irrational) transit times. We study a corresponding linear program in a space of measures and give a full characterization of its extreme points. In particular, we show a one-to-one correspondence between extreme points and dynamic paths.
Research on flows over time has been conducted mainly in two separate and mainly independent approaches, namely \emph{discrete} and \emph{continuous} models, depending on whether a discrete or continuous representation of time is used. Recently, Borel flows have been introduced to build a bridge between these two models.
In this paper, we consider the maximum Borel flow problem formulated in a network where capacities on arcs are given as Borel measures and storage might be allowed at the nodes of the network. This problem is formulated as a linear program in a space of measures. We define a dual problem and prove a strong duality result. We show that strong duality is closely related to a MaxFlow-MinCut Theorem.
We investigate optimal elliptic
regularity (within the scale of Sobolev spaces) of anisotropic
div--grad operators in three dimensions at a multi-material vertex on
the Neumann boundary part of a polyhedral spatial domain. The
gradient of a solution to the corresponding elliptic PDE (in a
neighbourhood of the vertex) is integrable to an index greater than
three.
One of the most challenging problems in dynamic concurrent multiscale
simulations is the reflectionless transfer of physical quantities between the
different scales. In particular, when coupling molecular dynamics and finite
element discretizations in solid body mechanics, often spurious wave reflections
are introduced by the applied coupling technique. The reflected waves are
typically of high frequency and are arguably of little importance in the domain
where the finite element discretization drives the simulation.
In this work, we provide an analysis of this phenomenon.
Based on the gained
insight, we derive a new coupling approach, which neatly separates high and low
frequency waves. Whereas low frequency waves are permitted to
bridge the scales, high frequency waves can be removed by applying damping techniques without affecting the coupled share of the solution. As a consequence, our new method almost completely eliminates unphysical wave reflections and deals in a consistent way with waves of arbitrary frequencies. The separation of
wavelengths is achieved by employing a discrete $L^2$-projection, which acts as a
low pass filter. Our coupling constraints enforce matching in the range of this projection. With respect to the numerical realization this approach
has the advantage of a small number of constraints, which is computationally
efficient. Numerical results in one and two dimensions confirm our theoretical
findings and illustrate the performance of our new weak coupling approach.
We investigate a control problem for the heat equation. The goal is to find an optimal heat transfer coefficient in the Robin boundary condition such that a desired temperature distribution at the boundary is adhered. To this end we consider a function space setting in which the heat flux across the boundary is forced to be an Lp function with respect to the surface measure, which in turn implies higher regularity for the time derivative of temperature. We show that the corresponding elliptic operator generates a strongly continuous semigroup of contractions and apply the concept of maximal parabolic regularity. This allows to show the existence of an optimal control and the derivation of necessary and sufficient optimality conditions.
We consider an inverse problem arising in laser-induced thermotherapy, a minimally invasive method for cancer treatment, in which cancer tissue is destroyed by coagulation. For the dosage planning numerical simulation plays an important role. To this end a crucial problem is to identify the thermal growth kinetics of the coagulated zone. Mathematically, this problem is a nonlinear and nonlocal parabolic heat source inverse problem. The solution to this inverse problem is defined as the minimizer of a non-convex cost functional. The existence of the minimizer is proven. We derive the Gateaux derivative of the cost functional, which is based on the adjoint system, and use it for a numerical approximation of the optimal coefficient.
In this paper, mean curvature type equations with general potentials and contact angle boundary conditions are considered. We extend the ideas of Ural'tseva, formulating sharper hypotheses for the existence of a classical solution.
Corner stone for these results is a method to estimate quantities on the boundary of the free surface. We moreover provide alternative proofs for the higher-order estimates, and for the existence result.
We consider the mechanical coupling of a geometrically exact Cosserat rod to a linear elastic continuum. The coupling conditions are formulated in the nonlinear rod configuration space. We describe a Dirichlet--Neumann algorithm for the coupled system, and use it to simulate the static stresses in a human knee joint, where the Cosserat rods are models for the ligaments.
Systems of rail-mounted vehicles play a key role in many logistics applications, and the efficiency of their operation frequently has a significant impact on the overall performance of the surrounding production environment. In theory, assigning transport requests to the vehicles of such systems and scheduling their execution amounts to finding k tours on a common line, where tours may never cross each other in time--dynamic collision constraints need to be respected. The goal is to minimize the makespan for a given set of transport requests.
We establish a model capturing the core challenges in transport planning problems of this type and relate it to other models in literature. After proving NP-hardness for a basic version of the problem, the large part of the paper is dedicated to devising various fast heuristic algorithms suitable for practice. We present computational results regarding the performance of the algorithms proposed for several classes of problem instances.
In this paper we study the distributed optimal control for the Cahn-Hilliard system. A general class of free energy potentials is allowed which, in particular, includes the double-obstacle potential. The latter potential yields an optimal control problem of a parabolic variational inequality which is of fourth-order in space. We show the existence of optimal controls to approximating problems where the potential is replaced by a mollified version of its Moreau-Yosida approximation. Corresponding first order optimality conditions for the mollified problems are given. For this purpose a new result on the continuous Fr\'echet differentiability of superposition operators with values in Sobolev spaces is established. Besides the convergence of optimal controls of the mollified problems to an optimal control of the original problem, we also derive first order optimality conditions for the original problem by a limit process. The newly derived stationarity system corresponds to a function space version of C-stationarity.
We discuss the numerical solution of large scale nonlinear eigenvalue problems and frequency
response problems that arise in the analysis, simulation and optimization of acoustic fields.
We report about the cooperation with the company SFE in Berlin. We present the challenges
in the current industrial problems and the state-of-the-art of current methods. The difficulties
that arise with current off-the-shelf methods are discussed and several industrial examples are presented. It is documented that industrial cooperation is by no means a one-way street
of transfer from academia to industry but the challenges arising in industrial practice also lead to new mathematical questions which actually change the mathematical theory and methods.
In optimal control problems with nonlinear time-dependent 3D PDEs, full 4D discretizations are usually prohibitive due to the storage requirement. For this reason gradient and Newton type methods working on the reduced functional are often employed. The computation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the adjoint equation. The state enters into the adjoint equation, again requiring the storage of a full 4D data set. We propose a lossy compression algorithm using an inexact but cheap predictor for the state data, with additional entropy coding of prediction errors. As the data is used inside a discretized, iterative algorithm, lossy compression
maintaining a certain error bound turns out to be sufficient.
The ability of velocity methods to describe changes
of topology by creating defects like holes is investigated. For the
shape optimization energy-type objective functions are considered,
which depend on the geometry by means of state variables. The
state system is represented by abstract, quadratic, constrained
minimization problems stated over domains with defects. The velocity
method provides the shape derivative of the objective function
due to finite variations of a defect. Sufficient conditions are
derived which allow us to pass the shape derivative to the limit
with respect to diminishing defect, thus, to obtain the topological
derivative&quot; of the objective function due to a topology change.
An illustrative example is presented for a circular hole bored at
the tip of a crack
This paper deals with error estimates for space-time
discretizations of 3D model for isothermal stress-induced
transformations in shape-memory materials. After recalling
existence and uniqueness results, a fully-discrete approximation is presented and an explicit space-time
convergence rate of order is derived.
This note addresses a three-dimensional model for isothermal stress-induced transformation in shape-memory polycrystalline materials. We treat the problem within the framework of the energetic formulation of rate-independent processes and investigate existence and continuous dependence issues at both the constitutive relation and quasi-static evolution level. Moreover, we focus on time and space approximation as well as on regularization and parameter asymptotics.
This paper discusses the stability of quasi-static paths for a continuous elastic-plastic system with hardening in a one-dimensional (bar) domain. Mathematical formulations, as well as existence and uniqueness results for dynamic and quasi-static problems involving elastic-plastic systems with linear kinematic hardening are recalled in the paper. The concept of stability of quasi-static paths used here is essentially a continuity property of the system dynamic solutions relatively to the quasi-static ones, when (as in Lyapunov stability) the size of initial perturbations is decreased and the rate of application of the forces (which plays the role of the small parameter in singular perturbation problems) is also decreased to zero. The stability of the quasi-static paths of these elastic-plastic systems is the main result proved in the paper.
Mathematical results on existence for viscoelastodynamic problems with unilateral constraints
(2011)
We study a damped wave equation and the evolution of a Kelvin-Voigt material, both problems have unilateral boundary conditions. Under appropriate regularity assumptions on the initial data, both problems possess a weak solution which is obtained as the limit of a sequence of penalized problems; the functional properties of all the traces are precisely identified through Fourier analysis, and this enables us to infer the existence of a strong solution.
Energetic solutions to rate-independent processes are usually constructed via time-incremental minimization problems. In this work we show that all energetic solutions can be approximated by incremental problems if we allow approximate minimizers, where the error in minimization has to be of the order of the time step. Moreover, we study sequences of problems where the energy functionals have a Gamma limit.
A model for the evolution of damage that allows for complete disintegration is addressed. Small strains and a linear response function are assumed. The ``flow rule'' for the damage parameter is rate-independent. The stored energy involves the gradient of the damage variable, which determines an internal length-scale. Quasi-static fully rate-independent evolution is considered as well as rate-dependent evolution including viscous/inertial effects. Illustrative 2-dimensional computer simulations are presented, too.
Quasistatic small-strain plasticity in the limit of small hardening and its numerical approximation
(2011)
The quasistatic rate-independent evolution of the Prager-Ziegler-type model of linearized plasticity with hardening is shown to converge to the rate-independent evolution of the Prandtl-Reuss elastic/perfectly plastic model. Based on the concept of energetic solutions we study the convergence of the solutions in the limit for hardening coefficients converging to 0 by using the abstract method of Gamma-convergence for rate-independent systems. An unconditionally convergent numerical scheme is devised and 2D and 3D numerical experiments are presented. A two-sided energy inequality is a posteriori verified to document experimental convergence rates.
Deflated and augmented Krylov subspace methods: Basic Facts and a Breakdown-free deflated MINRES
(2011)
In this paper we consider deflation and augmentation techniques for accelerating
the convergence of Krylov subspace methods for the solution of nonsingular linear
algebraic systems. The two techniques are conceptually different from
preconditioning. Deflation "removes" certain parts from the operator, while
augmentation adds a subspace to the Krylov subspace. Both approaches have been
used in a variety of methods and settings. For Krylov subspace methods that
satisfy a (Petrov-) Galerkin condition we show that augmentation can in general
be achieved implicitly by projecting the residuals appropriately and correcting
the approximate solutions in a final step. In this context, we analyze known
methods to deflate CG, GMRes and MinRes. Our analysis reveals that the recently
proposed RMinRes method can break down. We show how such breakdowns can be
avoided by choosing a special initial guess, and we derive a breakdown-free
deflated MinRes method. In numerical experiments we study the properties of
different variants of MinRes analyzed in this paper.
We introduce a~numerical method for the numerical solution of the Lur'e matrix equations that arise, for instance, in linear-quadratic infinite time horizon optimal control. The method is based on the characterization of the solutions in terms of deflating subspaces of a suitable even matrix pencil. Via a Cayley transformation, the problem is transformed to the discrete-time case. This leaves us with a symplectic problem with several Jordan blocks of eigenvalue 1 and even size, which arise from the remaining eigenvalues at infinity of the original problem. For the solution of this modified problem, we use the {\em structure-preserving doubling algorithm} (SDA), an iterative scheme for the solution of dense continuous- and discrete-time algebraic Riccati equations. Unlike other iterative schemes, this algorithm converges also when the pencil has eigenvalues on the unit circle, as is the case in our problem. Implementation issues such as the choice of the parameter $\gamma$ in the Cayley transform are discussed. The numerical examples presented confirm the effectiveness of this method.
This paper presents concepts and implementation of the finite element toolbox Kaskade 7, a flexible C++ code for solving elliptic and parabolic PDE systems. Issues such as problem formulation, assembly and adaptivity are discussed at the example of optimal control problems. Trajectory compression for parabolic optimization problems is considered as a case study.
We propose a generalization of the Structured Doubling Algorithm (SDA) to compute invariant subspaces
of structured matrix pencils
that arise in the context of solving linear quadratic optimal control problems.
The new algorithm is
designed to attain better accuracy when the classical Riccati equation approach for the solution of the optimal control problem is not well suited because
the stable and unstable invariant subspaces are not well separated (due to eigenvalues near or on the imaginary
axis) or in the case when the Riccati solution does not exist at all. We analyze the convergence
of the method and compare the new method with the classical SDA algorithm as well as some recent structured QR-methods.
Recently, the format of TT tensors
\cite{hackbuschHT,osele1,tyrtosele2,tyrtosele3} has turned out to be
a promising new format for the approximation of solutions of high
dimensional problems. In this paper, we prove some new results for
the TT representation of a tensor $U \in \R^{n_1\times \ldots\times
n_d}$ and for the manifold of tensors of TT-rank $\underline{r}$.\As a first result, we prove that the TT (or compression) ranks $r_i$
of a tensor $U$ are unique and equal to the respective separation
ranks of $U$ if the components of the TT decomposition are required to
fulfil a certain maximal rank condition. We then show that the set
$\mathcal{T}$ of TT tensors of fixed rank $\underline{r}$ forms an embedded
manifold in $\R^{n^d}$, therefore preserving the essential theoretical
properties of the Tucker format, but often showing an improved scaling
behaviour. Extending a similar approach for matrices \cite{conte_lub},
we introduce certain gauge conditions to obtain a unique
representation of the tangent space $\cT_U\mathcal{T}$ of $\mathcal{T}$
and deduce a
local parametrization of the TT manifold. The parametrisation of
$\cT_{U}\mathcal{T}$ is often crucial for an algorithmic treatment of
high-dimensional time-dependent PDEs and minimisation problems
\cite{lubuch_blau}. We conclude with remarks on those applications and
present some numerical examples.