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We study both theoretically and experimentally typical operation
regimes of 40 GHz monolithic mode-locked lasers. The underlying Traveling Wave Equation model reveals quantitative agreement for characteristics of the fundamental mode-locking as pulse width and repetition frequency tuning, as well as qualitative agreement with the experiments for other dynamic regimes. Especially the appearance of stable harmonic mode-locking at 80 GHz
has been predicted theoretically and confirmed by measurements.
Furthermore, we derive and apply a simplified Delay-Differential-Equation model
which guides us to a qualitative analysis of bifurcations responsible for the appearance
and the breakup of different mode-locking regimes. Higher harmonics of mode-locking are predicted by this model as well.
Physics of short optical pulses is an important and active research area in nonlinear optics. In what follows we theoretically consider the most extreme representatives of short pulses that contain only several oscillations of electromagnetic field. Description of such pulses is traditionally based on envelope equations and slowly varying envelope approximation, despite the fact that the envelope is not “slow” and, moreover, there is no clear definition of such a “fast” envelope. This happens due to another paradoxical feature: the standard (envelope) generalized nonlinear Schrödinger equation yields very good correspondence to numerical solutions of full Maxwell equations even for few-cycle pulses, a thing that should not be. In what follows we address ultrashort optical pulses using Hamiltonian framework for nonlinear waves. As it appears, the standard optical envelope equation is just a reformulation of general Hamiltonian equations. In a sense, no approximations are required, this is why the generalized nonlinear Schrödinger equation is so effective. Moreover, the Hamiltonian framework greatly contributes to our understanding of “fast” envelope, ultrashort solitons, stability and radiation of optical pulses. Even the inclusion of dissipative terms is possible making the Hamiltonian approach an universal theoretical tool also in extreme nonlinear optics.
We derive an optoelectronic model based on a gradient formulation for the relaxation of electron-, hole- and photon-densities to their equilibrium state. This leads to a coupled system of partial and ordinary differential equations, for which we discuss the isothermal and the non-isothermal scenario separately.
We consider systems of reaction-diffusion equations as gradient systems with respect to an entropy functional and a dissipation metric given in terms of a so-called Onsager operator, which is a sum of a diffusion part of Wasserstein type and a reaction part. We provide methods for establishing geodesic $\lambda$-convexity of the entropy functional by purely differential methods, thus circumventing arguments from mass transportation. Finally, several examples, including a drift-diffusion system, provide a survey on the applicability of the theory.
We describe a new software package for the numerical solution of general linear or nonlinear switched differential-algebraic equations (DAEs).
The package embeds the DAE solvers GELDA and GENDA into a hybrid mode controller that
determines the switch points, organizes the mode switching, and provides consistent initial values to restart the integration method at the switch point.
It can deal with systems of arbitrary index and with linear systems that do not have unique solutions or inconsistencies in the initial values or the inhomogeneity.
Nonuniqueness and inconsistencies are treated in a least square sense.
The package includes the possibility of sliding mode simulation that allows an efficient treatment of chattering behavior during the simulation of a hybrid system.
We give explicit descriptions how to use the package and include a numerical example.
The Modified Nodal Analysis leads to differential algebraic equations
with properly stated leading terms. In this article a special structure of the DAEs
modelling electrical circuits is exploited in order to derive a new decoupling for
nonlinear index-2 DAEs. This decoupling procedure leads to a solvability result and
is also used to study general linear methods, a class of numerical schemes that covers
both Runge-Kutta and linear multistep methods. Convergence for index-2 DAEs is
proved.
We consider the behavior of a modulated wave solution to
an $\mathbb{S}^1$-equivariant autonomous system of differential equations under an external
forcing of modulated wave type. The modulation frequency of the forcing is assumed to be close to the
modulation frequency of the modulated wave solution, while the wave frequency of the forcing is supposed to be far
from that of the modulated wave solution. We describe the domain in the three-dimensional
control parameter space (of frequencies and amplitude of the forcing)
where stable locking of the modulation frequencies of the forcing and the modulated wave solution
occurs.
Our system is a simplest case scenario for the behavior of self-pulsating lasers under the influence of external
periodically modulated
optical signals.
This paper concerns $n\times n$ linear one-dimensional hyperbolic systems of the type
$$
\om\partial_tu_j + a_j(x)\partial_xu_j + \sum\limits_{k=1}^nb_{jk}(x)u_k = f_j(x,t),\; j=1,\ldots,n,
$$
with periodicity conditions in time and reflection boundary conditions in space.
We state sufficient conditions on the data $\om, a_j$ and $b_{jk}$
such that the system has a Fredholm like solvability behavior.
Moreover, we state sufficient conditions on the data such that for any right hand side there exists exactly
one solution, that the solution survives under small perturbations of the data, and that the corresponding
data-to-solution-map
is smooth with respect to appropriate function space norms. In particular, those sufficient conditions
imply that no small denominator effects occur. Moreover, we show that perturbations of the coefficients $\om$ and $a_j$ lead to
essentially different results than perturbations of the coefficients $b_{jk}$, in general.
This paper concerns hyperbolic systems of two linear first-order PDEs in one space dimension with periodicity conditions in time and reflection boundary conditions in space.
The coefficients of the PDEs are supposed to be time independent, but allowed to be discontinuous with respect to the space variable. We construct two scales of Banach spaces (for the solutions and for the right hand sides of the equations, respectively) such that the problem can be modeled by means of Fredholm operators of index zero between corresponding spaces of the two scales.
The main tools of the proofs are separation of variables, integral representation of the solutions of the corresponding boundary value problems of the ODE systems and an abstract criterion for Fredholmness which seems to be new.
We discuss the nonstandard problem of using the finite difference
method to solve numerically a partial differential equation posed on
an unbounded domain. We propose different strategies to construct
so-called discrete articial boundary conditions (ABCs) and present
an efficient implementation by the sum-of-exponential ansatz. The
derivation of the ABCs is based on the knowledge of the exact solution,
the construction of asymptotic solutions or the usage of a continued
fraction expansion to a second-order difference equation. Our approach
is explained by means of three different types of partial differential
equations arising in option pricing, in quantum mechanics and
in (underwater) acoustics. Finally, we conclude with an illustrating
numerical example from underwater acoustics showing the superiority
of our new approach.
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.
This paper deals with the numerical solution of the time{dependent Schroedinger-
Poisson system in the spherically symmetric case. Since the problem is posed on an
unbounded domain one has to introduce artificial boundary conditions to confine
the computational domain. The main topic of this work is the construction of a
so-called discrete transparent boundary condition (TBC) for a Crank-Nicolsontype
predictor-corrector scheme for solving the Schroedinger-Poisson system. This
scheme has the property of mass and energy conservation exactly on the discrete
level. We propose different strategies for the discrete TBC and present an efficient
implementation. Finally, a numerical example illustrate the findings and shows the
comparison results between the different approaches.
We investigate a semiconductor laser with delayed optical feedback due
to an external cavity formed by a regular mirror. We discuss
similarities and differences of the well-known Lang-Kobayashi delay
differential equation model and the traveling wave partial
differential equation model. For comparison we locate the continuous
wave states in both models and analyze their stability.
We derive formulas for the minimal positive solution of a
particular non-symmetric Riccati
equation arising in transport theory. The formulas are based
on the eigenvalues of an
associated matrix. We use the formulas to explore some new
properties of the minimal positive solution and to derive
fast and highly accurate numerical methods. Some numerical tests
demonstrate the properties of the new methods.
In this paper, we empirically investigate the NP-hard problem of finding sparsest solutions to linear equation systems, i.e., solutions with as few nonzeros as possible. This problem has received considerable interest in the sparse approximation and signal processing literature, recently. We use a branch-and-cut approach via the maximum feasible subsystem problem to compute optimal solutions for small instances and investigate the uniqueness of the optimal solutions. We furthermore discuss five (modifications of) heuristics for this problem that appear in different parts of the literature. For small instances, the exact optimal solutions allow us to evaluate the quality of the heuristics, while for larger instances we compare their relative performance. One outcome is that the so-called basis pursuit heuristic performs worse, compared to the other methods. Among the best heuristics are a method due to Mangasarian and a bilinear approach.
Enforcing solvability of a nonlinear matrix equation and estimation of multivariate ARMA time series
(2013)
The matrix equation $X+AX^{-1}A^T=B$, arising in parameter estimation of certain time series models,
is solvable only for certain values of the matrices $A,B$.
We present a numerical method to modify $A,B$ in order to make the matrix equation solvable.
Since solvability depends on the location of the eigenvalues of the palindromic matrix polynomial $\lambda^2 A+\lambda B+A^T$,
our method works by moving those eigenvalues to specified locations using first order spectral perturbation theory.
The method is heuristic but works in practice, as is supported by several compelling numerical examples.
These examples arise from parameter estimation of a common time series model, the multivariate ARMA(1,1).
Electronic structure and optoelectronic properties of strained InAsSb/GaSb multi quantum-wells
(2008)
A study of the optical properties of a set of InAsxSb1-x/Al0.15In0.85As0.77Sb0.23/GaSb multiple quantum-wells (for x between 0.82 and 0.92) with build-in strains in the -0.62% to +0.05%-range is presented. The energy of the lowest quantum-confined optical transition is calculated by kp perturbation theory and experimentally determined by absorption measurements. Stokes shift of photoluminescence, photocurrent and of the emission from light emitting devices against the absorption edge of the quantum-well are quantified. The impact of the decreasing carrier confinement in the InAsxSb1-x quantum well system with increasing mole fraction is analyzed theoretically, and experimentally demonstrated by photoluminescence measurement. Our results allow for the improvement of optoelectronic devices, in particular for tailoring emission spectra of light emitting diodes.
In semiconductor devices one basically distinguishes three spatial scales: The atomistic scale of the bulk semiconductor materials (sub-Angstroem), the scale of the interaction zone at the interface between two semiconductor materials together with the scale of the resulting size quantization (nanometer) and the scale of the device itself (micrometer). The paper focuses on the two scale transitions inherent in the hierarchy of scales in the device. We start with the description of the band structure of the bulk material by kp Hamiltonians on the atomistic scale. We describe how the envelope function approximation allows to construct kp Schroedinger operators describing the electronic states at the nanoscale which are closely related to the kp Hamiltonians. Special emphasis is placed on the possible existence of spurious modes in the kp Schroedinger model on the nanoscale which are inherited from anomalous band bending on the atomistic scale. We review results of the mathematical analysis of these multi-band kp Schroedinger operators. Besides of the confirmation of the main facts about the band structure usually taken for granted, key results are conditions on the coefficients of the kp Schroedinger operator for the nanostructure, which exclude spurious modes and an estimate of the size of the band gap. Using these results, we give an overview of properties of the electronic band structure of strained quantum wells. Further, the assumption of flat-band conditions across the nanostructure allows for upscaling of quantum calculations to state equations for semi-classical models. We demonstrate this approach for parameters such as the quantum corrected band-edges, the effective density of states, the optical response, and the optical peak gain. Further, we apply the kp Schroedinger theory to low gap quantum wells, a case where a proper rescaling of the optical matrix element is necessary to avoid spurious modes. Finally, we discuss the application of the kp Schroedinger models to biased quantum wells, the operation mode of electro-optic modulators.
We study the perturbation theory of structured matrices under
structured rank one perturbations, and then focus on several classes of complex
matrices. Generic Jordan structures of perturbed matrices are identified.
It is shown that the perturbation
behavior of the Jordan structures
is substantially different from the corresponding theory for unstructured generic
rank one perturbations.
We consider the phenomenon of an optical soliton controlled (e.g. amplified) by a much weaker second pulse which is efficiently scattered at the soliton. An important problem in this context is to quantify the small range of parameters at which the interaction takes place. This has been achieved by using adiabatic ODEs for the soliton characteristics, which is much faster than an empirical scan of the full propagation equations for all parameters in question.
Abstract. We consider a mathematical model (the so-called traveling-wave system) which describes longitudinal
dynamical effects in semiconductor lasers. This model consists of a linear hyperbolic system
of PDEs, which is nonlinearly coupled with a slow subsystem of ODEs. We prove that a corresponding
initial-boundary value problem is well posed and that it generates a smooth infinite-dimensional dynamical
system. Exploiting the particular slow–fast structure, we derive conditions under which there exists a lowdimensional
attracting invariant manifold. The flow on this invariant manifold is described by a system
of ODEs. Mode approximations of that system are studied by means of bifurcation theory and numerical
tools.
We present a domain decomposition approach for the computation of the
electromagnetic field within periodic structures. We use a
Schwarz method with transparent boundary conditions at the interfaces of
the domains. Transparent boundary conditions are approximated by the
perfectly matched layer method (PML). To cope with Wood anomalies
appearing in periodic structures an adaptive strategy to determine
optimal PML parameters is developed. \\ We focus on the application to
typical EUV lithography line masks. Light propagation within the
multi-layer stack of the EUV mask is treated analytically. This results
in a drastic reduction of the computational costs and allows for the
simulation of next generation lithography masks
on a standard personal computer.
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.
Non-selfadjoint operators play an important role in the modeling of open quantum systems. We consider a one-dimensional Schroedinger-type operator with dissipative boundary conditions and dissipative delta potentials. An explicit description of the characteristic function, the minimal dilation and the generalized eigenfunctions of the dilation is given. The quantities of carrier and current densities are rigorously defined. Furthermore we will show that the current is not constant and that the variation of the current depend essentially on the chosen density matrix and imaginary parts of the delta potentials. This correspondence can be used to model a recombination-generation rate in the open quantum system.
This paper is concerned with the effficient implementation of transparent boundary conditions
(TBCs) for wide angle parabolic equations (WAPEs) assuming cylindrical symmetry.
In [1] a discrete TBC of convolution type was derived from the fully discretized whole?space
problem that is reflection?free and yields an unconditionally stable scheme. Since the discrete
TBC includes a convolution with respect to range with a weakly decaying kernel, its
numerical evaluation becomes very costly for long-range simulations.
As a remedy we construct new approximative transparent boundary conditions involving
exponential sums as an approximation to the convolution kernel. This special approximation
enables us to use a fast evaluation of the convolution type boundary condition.
This new approach was outlined in detail in [2] for the standard "parabolic" equation.
Transparent boundary conditions (TBCs) are an important tool for the truncation of the compu-
tational domain in order to compute solutions on an unbounded domain. In this work we want
to show how the standard assumption of `compactly supported data' could be relaxed and derive
TBCs for the wide angle parabolic equation directly for the numerical scheme on the discrete level.
With this inhomogeneous TBCs it is not necessary that the starting field lies completely inside the
computational region. However, an increased computational effort must be accepted.
This work is concerned with transparent boundary conditions (TBCs) for systems of Schrödinger-type equations, namely
the time-dependent kp-Schrödinger equations. These TBCs are constructed for the fully discrete scheme (Crank-Nicolson,
finite differences), in order to maintain unconditional stability of the scheme and to avoid numerical reflections. The discrete
transparent boundary conditions (DTBCs) are discrete convolutions in time and are constructed using the Z-transformed
solution of the exterior problem. We will analyse the numerical error of these convolution coeffficients caused by the inverse
Z-transformation. Since the DTBCs are non-local in time and thus very costly to evaluate, we present approximate DTBCs
of a sum-of-exponentials form that allow for a fast calculation of the boundary terms.
This work is concerned with transparent boundary conditions (TBCs) for systems of Schrödinger type equations, namely the time-dependent kp-Schrödinger equations. These TBCs
have to be constructed for the discrete scheme, in order to maintain stability and to avoid
numerical re
ections. The discrete transparent boundary conditions (DTBCs) are constructed
using the solution of the exterior problem with Laplace and Z-transformation respectively.
Hence we will analyse the numerical error caused by the inverse Z-transformation. Since
these DTBCs are non-local in time and thus very costly, we present approximate DTBCs,
that allow a fast calculation of the boundary terms.
This paper is concerned with transparent boundary
conditions (TBCs) for the time-dependent Schrödinger equation
on a circular domain.
Discrete TBCs are introduced in the
numerical simulations of problems on unbounded domains in order to reduce
the computational domain to a finite region in order to make this problem feasible for numerical simulations.
The main focus of this article is on the
appropriate discretization of such
TBCs for the two-dimensional Schrödinger equation
in conjunction with a conservative Crank-Nicolson-type finite difference discretization.
The presented discrete TBCs yield an unconditionally stable
numerical scheme and are completely reflection-free at the boundary.
Furthermore we prove concisely the stability of the recurrence formulas used to
obtain the convolution coefficients of the new discrete TBC
for a spatially dependent potential.
This paper is concerned with transparent boundary conditions
(TBCs) for the time-dependent Schrödinger equation in one and two
dimensions. Discrete TBCs are introduced in the numerical simulations
of whole space problems in order to reduce the computational
domain to a finite region. Since the discrete TBC for the Schrödinger
equation includes a convolution w.r.t. time with a weakly decaying
kernel, its numerical evaluation becomes very costly for large-time
simulations.
As a remedy we construct approximate TBCs with a kernel having
the form of a finite sum-of-exponentials, which can be evaluated
in a very efficient recursion. We prove stability of the resulting initialboundary
value scheme, give error estimates for the considered approximation
of the boundary condition, and illustrate the efficiency of
the proposed method on several examples.
In this work we construct and analyse transparent boundary conditions (TBCs)
for general systems of parabolic equations. These TBCs are constructed for the
fully discrete scheme (-method, finite differences), in order to maintain unconditional
stability of the scheme and to avoid numerical re
ections. The discrete
transparent boundary conditions (DTBCs) are discrete convolutions in time and
are constructed using the solution of the Z{transformed exterior problem. We will
analyse the numerical error of these convolution coefficients caused by the inverse
Z{transformation. Since the DTBCs are non{local in time and thus very costly to
evaluate, we present approximate DTBCs of a sum{of{exponentials form that allow
for a fast calculation of the boundary terms. Finally, we will use our approximate
DTBCs for an example of a
uid stochastic Petri net and present numerical results.
This paper deals with the efficient numerical solution of the two-dimensional one
way Helmholtz equation posed on an unbounded domain. In this case one has to
introduce artificial boundary conditions to confine the computational domain. The
main topic of this work is the construction of so{called discrete transparent boundary
conditions for state-of-the-art parabolic equations methods, namely a split-step
discretization of the high{order parabolic approximation and the split-step Padle
algorithm of Collins. Finally, several numerical examples arising in optics and underwater
acoustics illustrate the efficiency and accuracy of our approach.
In this work we derive an exact discrete artificial boundary condition
for the Crank-Nicolson scheme for solving the Black-Scholes
equation for the valuation of American options.
To ensure stability and to avoid any numerical reflections
we derive the artificial boundary
condition on a purely discrete level.
Since the exact discrete artificial boundary condition
includes a convolution with respect to time
with a weakly decaying kernel, its numerical evaluation
becomes very costly for large-time simulations.
As a remedy we construct approximate artificial boundary conditions
with a kernel having the form of a
finite sum-of-exponentials, which can be evaluated in a very
efficient recursion. We prove a simple stability criteria
for the approximated artificial boundary conditions.
Finally we illustrate the
efficiency of the proposed method on several examples
and compare it to previously obtained discretized artificial boundary conditions.
In this work we present a complete algorithm for the exact computation of the guided mode band structure in photonic crystal (PhC) wave-guides. In contrast to the supercell method, the used approach does not introduce any modelling error and is hence independent of the confinement of the modes. The approach is based on Dirichlet-to-Neumann (DtN) transparent boundary conditions that yield a nonlinear eigenvalue problem. For the solution of this nonlinear eigenvalue problem we present a direct technique using Chebyshev interpolation that requires a band gap calculation of the PhC in advance. For this band gap calculation –- we introduce as a very efficient tool –- a Taylor expansion of the PhC band structure. We show that our algorithm –- like the supercell method –- converges exponentially, however, its computational costs –- in comparison to the supercell method –- only increase moderately since the size of the matrix to be inverted remains constant.
We derive thermodynamically consistent models of reaction-diffusion equations
coupled to a heat equation. While the total energy is conserved, the total
entropy serves as a driving functional such that the full coupled system is a
gradient flow. The novelty of the approach is the Onsager structure, which is
the dual form of a gradient system, and the formulation in terms of the
densities and the internal energy. In these variables it is possible to assume
that the entropy density is strictly concave such that there is a unique
maximizer (thermodynamical equilibrium) given linear constraints on the total
energy and suitable density constraints.
We consider two particular systems of this type, namely, a
diffusion-reaction bipolar energy transport system, and a
drift-diffusion-reaction energy
transport system with confining potential. We prove corresponding
entropy-entropy production inequalities with explicitly calculable constants
and establish the convergence to thermodynamical equilibrium, at first in
entropy and further in $L^1$ using Cziszar-Kullback-Pinsker type inequalities.
A 1D coupled drift-diffusion dissipative Schroedinger model (hybrid model), which
is capable to describe the transport of electrons and holes in semi-conductor devices
in a non-equilibrium situation, is mathematically analyzed. The device domain is
split into a part where the transport is well-described by the drift-diffusion equations
(classical zone) and a part where a quantum description via a dissipative Schroedinger
system (quantum zone) is used. Both system are coupled such that the continuity
of the current densities is guaranteed. The electrostatic potential is self-consistently
determined by Poisson's equation on the whole device. We show that the hybrid
model is well-posed, prove existence of solutions and show their uniform boundedness
provided the distribution function satisfy a so-called balance condition. The current
densities are different from zero in the non-equilibrium case and uniformly bounded.
Let H be a semi–bounded self–adjoint operator in a separable Hilbert space.
For a certain class of positive, continuous, decreasing, and convex functions
F we show the convexity of trace functionals tr(F (H + U − ε(U ))) − ε(U ),
where U is a bounded self–adjoint operator on H and ε(U ) is a normalizing
real function—the Fermi level—which may be identical zero. If additionally
F is continuously differentiable, then the corresponding trace functional is
Fréchet differentiable and there is an expression of its gradient in terms off
the derivative of F . The proof of the differentiability of the trace functional
is based upon Birman and Solomyak’s theory of double Stieltjes operator
integrals. If, in particular, H is a Schrödinger–type operator and U a real-valued function, then the gradient of the trace functional is the quantum
mechanical expression of the particle density with respect to an equilibrium
distribution function f = −F . Thus, the monotonicity of the particle density
in its dependence on the potential U of Schrödinger’s operator—which has
been understood since the late 1980s—follows as a special case.
The purpose of this paper is the analysis of relaxation methods for the numerical integration
of coupled systems of ODEs and DAEs. We will investigate convergence of relaxation methods and put
special emphasis on the Jacobi- and Gauss-Seidel methods. Furthermore, the fundamental difference
in the convergence behaviour of coupled ODEs and DAEs is pointed out. This difference is used to explain
why certain relaxation methods for coupled DAEs may fail. Finally, a remedy to this undesirable effect
is proposed that makes use of a so-called preconditioned dynamic iteration strategy. This regularization
also allows significant reduction of relaxation steps.
We investigate the convergence of an implicit Voronoi finite volume
method for reaction-diffusion problems including nonlinear diffusion
in two space dimensions. The model allows to handle heterogeneous
materials and uses the chemical potentials of the involved species as
primary variables. The numerical scheme uses boundary conforming Delaunay
meshes and preserves positivity and the dissipative property of the
continuous system. Starting from a result on the global stability of
the scheme (uniform, mesh-independent global upper and lower bounds),
we prove strong convergence of the chemical activities and their gradients
to a weak solution of the continuous problem. In order to illustrate the
preservation of qualitative properties by the numerical scheme, we present
a long-term simulation of the Michaelis-Menten-Henri system. Especially,
we investigate the decay properties of the relative free energy and the
evolution of the dissipation rate over several magnitudes of time, and
obtain experimental orders of convergence for these quantities.
This article introduces constraint integer programming (CIP), which is a novel way to combine constraint programming (CP) and mixed integer programming (MIP) methodologies. CIP is a generalization of MIP that supports the notion of general constraints as in CP. This approach is supported by the CIP framework SCIP, which also integrates techniques for solving satisfiability problems. SCIP is available in source code and free for noncommercial use.
We demonstrate the usefulness of CIP on three tasks. First, we apply the constraint integer programming approach to pure mixed integer programs. Computational experiments show that SCIP is almost competitive to current state-of-the-art commercial MIP solvers. Second, we demonstrate how to use CIP techniques to compute the number of optimal solutions of integer programs. Third, we employ the CIP framework to solve chip design verification problems, which involve some highly nonlinear constraint types that are very hard to handle by pure MIP solvers. The CIP approach is very effective here: it can apply the full sophisticated MIP machinery to the linear part of the problem, while dealing with the nonlinear constraints by employing constraint programming techniques.
This article introduces constraint integer programming (CIP), which is a novel way to combine constraint programming (CP) and mixed integer programming (MIP) methodologies.
CIP is a generalization of MIP that supports the notion of general constraints as in CP.
This approach is supported by the CIP framework SCIP, which also integrates techniques from SAT solving.
SCIP is available in source code and free for non-commercial use.
We demonstrate the usefulness of CIP on two tasks.
First, we apply the constraint integer programming approach to pure mixed integer programs.
Computational experiments show that SCIP is almost competitive to current state-of-the-art commercial MIP solvers.
Second, we employ the CIP framework to solve chip design verification problems, which involve some highly non-linear constraint types that are very hard to handle by pure MIP solvers.
The CIP approach is very effective here:
it can apply the full sophisticated MIP machinery to the linear part of the problem, while dealing with the non-linear constraints by employing constraint programming techniques.
Consistent Initialization and Perturbation Analysis for Abstract Differential-Algebraic Equations
(2006)
In this paper we consider linear and time-invariant
differential-algebraic equations (DAEs) $E\dot{x}(t)=Ax(t)+f(t)$,
$x(0)=x_0$, where $x(\cdot)$ and $f(\cdot)$ are functions with
values in separable Hilbert spaces $X$ and $Z$. $E:X\To Z$ is
assumed to be a bounded operator, whereas $A$ is closed and defined
on some dense subspace $D(A)$ which is in general a proper subset of
$X$. Based on a decoupling of the algebraic and the differential
part, the set of initial values being consistent with the given
inhomogeneity will be parameterized. As a consequence of these results, we
will derive estimates for the trajectory $x(\cdot)$ in dependence of the initial
state $x_0$ and the inhomogeneity $f(\cdot)$. In the theory of
differential-algebraic equations, this is commonly known as
perturbation analysis.
Using a classical theorem of Sobolevskii on equations of parabolic type in a Banach space and recently obtained results on elliptic operators with discontinuous coefficients including mixed boundary conditions we prove that quasilinear parabolic systems in diagonal form admit a local, classical solution in the space of p-integrable functions, for some p greater than 1, over a bounded two dimensional space domain. As applications we have in mind systems of reaction diffusion equations, e.g. van Roosbroeck's system. The treatment of such equations in a space of integrable functions enables us to define the normal component of the flow across any part of the Dirichlet boundary by Gauss' theorem.
We regard drift-diffusion equations for semiconductor devices in Lebesgue spaces. To that end we reformulate the (generalized) van Roosbroeck system as an evolution equation for the potentials to the driving forces of the currents of electrons and holes. This evolution equation falls into a class of quasi-linear parabolic systems which allow unique, local in time solution in certain Lebesgue spaces. In particular, it turns out that the divergence of the electron and hole current is an integrable function. Hence, Gauss' theorem applies, and gives the foundation for space discretization of the equations by means of finite volume schemes. Moreover, the strong differentiability of the electron and hole density in time is constitutive for the implicit time discretization scheme. Finite volume discretization of space, and implicit time discretization are accepted custom in engineering and scientific computing. ---This investigation puts special emphasis on non-smooth spatial domains, mixed boundary conditions, and heterogeneous material compositions, as required in electronic device simulation.
The behavior approach and the problem of dissipativity have both been introduced and studied extensively by Willems et al. However, a computationally feasible method to check dissipativity is missing. Current methods will mostly rely on symbolic representations of rational functions. We will discuss a new characterization for linear systems in behavior form that allows to check dissipativity via the solution of a para-Hermitian, polynomial eigenvalue problem. Thus, we can employ standard methods of cubic complexity.
We consider linear discrete-time descriptor systems, i.e., systems of linear equations of the form $E_{k+1} x^{k+1} = A_k x^k + f^k$ for $k \in \IZ$, where all $E_k$ and $A_k$ are matrices, $f_k$ are vectors and $x_k$ are the vectors of the solution we are looking for. We study the existence and uniqueness of solutions. A strangeness index is defined for such systems. Compared to the continuous-time case, it turns out, that in the discrete-time case it makes a difference, if one has an initial condition and one wants a solution in the future or if one has an initial condition and one wants a solution into the past and future at the same time.
In this paper we consider structure-preserving model reduction of
second-order systems using a~ba\-lan\-ced truncation approach.
Several sets of singular values are introduced for such systems,
which lead to different concepts of balancing and different
second-order balanced truncation methods. We compare the
properties of these methods on numerical examples.
We report the cancellation of the soliton self-frequency shift in nonlinear optical fibers. A soliton which interacts with a group velocity matched low intensity dispersive pump pulse, experiences a continuous blue-shift in frequency, which counteracts the soliton self- frequency shift due to Raman scattering. The soliton self-frequency shift can be fully compensated by a suitably prepared dispersive wave. We quantify this kind of soliton-dispersive wave interaction by an adiabatic approach and demonstrate that the compensation is stable in agreement with numerical simulations.
Shielding sheets are commonly used in the protection of electronic devices. With their large aspect ratios they become a serious issue for the direct application of boundary element methods due to the occurring almost singular integrals. Impedance transmission conditions allow for boundary element formulations where only sheet mid-line has to be triangulated. We propose and analyse boundary element methods of second kind for impedance transmission conditions of two different types for the time-harmonic eddy current problem in two dimensions. In numerical experiments we study the effect on the magnetic shielding efficiency of the discretisation error due the boundary element discretisation and the modelling error due to the
impedance transmission condition.
This paper is devoted to the numerical approximation of Lyapunov and Sacker-Sell spectral intervals for linear differential-algebraic equations (DAEs). The spectral analysis for DAEs is improved and the concepts of leading directions and solution subspaces associated with spectral intervals are extended to DAEs. Numerical methods
based on smooth singular value decompositions are introduced for computing all or only some spectral intervals and their associated leading directions. The numerical algorithms as well as implementation issues are discussed in detail and numerical examples are presented to illustrate the theoretical results.
We present a way to efficiently treat the well-known transparent boundary
conditions for the Schrödinger equation. Our approach is based on two ideas:
firstly, to derive a discrete transparent boundary condition (DTBC) based on the
Crank-Nicolson finite difference scheme for the governing equation. And, secondly,
to approximate the discrete convolution kernel of DTBC by sum-of-exponentials for
a rapid recursive calculation of the convolution. We illustrate the efficiency of the
proposed method on several examples.
For rather general thermodynamic equilibrium distribution functions the density of a statistical ensemble of quantum mechanical particles depends analytically on the potential in the Schrödinger operator describing the quantum system. A key to the proof is that the resolvent to a power less than one of an elliptic operator with non-smooth coefficients, and mixed Dirichlet/Neumann boundary conditions on a bounded up to three-dimensional Lipschitz domain factorizes over the space of essentially bounded functions.
We study a stationary thermistor model describing the electrothermal behavior of organic semiconductor devices featuring non-Ohmic current-voltage laws and self-heating effects. The coupled system consists of the current-flow equation for the electrostatic potential and the heat equation with Joule heating term as source. The self-heating in the device is modeled by an Arrhenius-like temperature dependency of the electrical conductivity. Moreover, the non-Ohmic electrical behavior is modeled by a power law such that the electrical conductivity depends nonlinearly on the electric field. Notably, we allow for functional substructures with different power laws, which gives rise to a $p(x)$-Laplace-type problem with piecewise constant exponent.
We prove the existence and boundedness of solutions in the two-dimensional case. The crucial point is to establish the higher integrability of the gradient of the electrostatic potential to tackle the Joule heating term. The proof of the improved regularity is based on Caccioppoli-type estimates, Poincar\'e inequalities, and a Gehring-type Lemma for the $p(x)$-Laplacian. Finally, Schauder's fixed-point theorem is used to show the existence of solutions.
We introduce an electronic model for solar cells including energy resolved defect
densities. The resulting drift-diffusion model corresponds to a generalized
van Roosbroeck system with additional source terms coupled with ODEs containing space and
energy as parameters for all defect densities. The system has to be considered in
heterostructures and with mixed boundary conditions from device simulation.
We give a weak formulation of the problem. If the boundary data and the sources
are compatible with thermodynamic equilibrium the free energy along solutions
decays monotonously. In other cases it may be increasing, but we estimate its growth.
We establish boundedness and uniqueness results and prove the existence of a
weak solution. This is done by considering a regularized problem, showing its
solvability and the boundedness of its solutions independent of the regularization level.
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.
In this paper we present an efficient algorithm for the calculation of photonic crystal band structures and band structures of photonic crystal waveguides. Our method relies on the fact that the dispersion curves of the band structure are smooth functions of the quasi-momentum in the one-dimensional Brillouin zone. We show the derivation and computation of the group velocity, the group velocity dispersion, and any higher derivative of the dispersion curves. These derivatives are then employed in a Taylor expansion of the dispersion curves. We control the error of the Taylor expansion with the help of a residual estimate and introduce an adaptive scheme for the selection of nodes in the one-dimensional Brillouin zone at which we solve the underlying eigenvalue problem and compute the derivatives of the dispersion curves. The proposed algorithm is not only advantageous as it decreases the computational effort to compute the band structure but also because it allows
for the identification of crossings and anti-crossings of dispersion curves, respectively. This identification is not possible with the standard approach of solving the underlying eigenvalue problem at a discrete set of values of the quasi-momentum without taking the mode parity into account.
With symmetric local absorbing boundary conditions for the Helmholtz equation scattering problems can be solved on a truncated domain, where the outgoing radiation condition is approximated by a Dirichlet-to-Neumann map with higher tangential derivatives on its outer boundary. Feng's conditions are symmetric local absorbing boundary conditions, which are based on an asymptotic expansion of the coefficients of the exact Dirichlet-to-Neumann map for large radia of the circular outer boundary. In this article we analyse the well-posedness of variational formulations with symmetric local absorbing boundary conditions in general and show how the modelling error introduced by Feng's conditions depends on the radius of the truncated domain.
We consider scattering of small-amplitude dispersive waves at an intense optical soliton which constitutes a nonlinear perturbation of the refractive index. Specifically, we consider a single-mode optical fiber and a group velocity matched pair: an optical soliton and a nearly perfectly reflected dispersive wave, a fiber-optical analogue of the event horizon. By combining (i) an adiabatic approach that is used in soliton perturbation theory and (ii) scattering theory from Quantum Mechanics, we give a quantitative account for the evolution of all soliton parameters. In particular, we quantify the increase in the soliton peak power that may result in spontaneous appearance of an extremely large, so-called champion soliton. The presented adiabatic theory agrees well with the numerical solutions of the pulse propagation equation. Moreover, for the first time we predict the full frequency band of the scattered dispersive waves and explain an emerging caustic structure in the space-time domain.
In this work we deal with the numerical solution of some problems of air pollution.
Since the problems are posed on unbounded domains we have to introduce
artificial boundaries to confine the computational region.
We construct and analyse (discrete) transparent boundary conditions
for an implicit difference scheme.
We discuss the concepts of positivity and monotonicity of
difference schemes and briefly consider these
properties of difference schemes for advection-diffusion equations
arising in problems of air (and water) pollution.
The efficiency and accuracy of our method is illustrated by an example.
To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize algorithm is presented for which advancing $N$ steps requires only $O(N\log N)$ operations and $O(\log N)$ active memory, in place of $O(N^2)$ operations and $O(N)$ memory for a direct implementation. A basic feature of the fast algorithm is the reduction, via contour integral representations, to differential equations which are solved numerically with adaptive step sizes. Rather than the kernel itself, its Laplace transform is used in the algorithm. The algorithm is illustrated on three examples: a blow-up example originating from a Schrödinger equation with concentrated nonlinearity, chemical reactions with inhibited diffusion, and viscoelasticity with a fractional order constitutive law.
Adaptive Numerical Solution of Eigenvalue Problems arising from Finite Element Models. AMLS vs. AFEM
(2015)
We discuss adaptive numerical methods for the solution of eigenvalue problems arising either
from the finite element discretization of a partial differential equation (PDE) or from discrete finite element modeling.
When a model is described by a partial differential equation, the adaptive finite element method
starts from a coarse finite element mesh which, based on a posteriori error estimators, is adaptively refined
to obtain eigenvalue/eigenfunction approximations of prescribed accuracy. This method is well established for classes of elliptic PDEs,
but is still in its infancy for more complicated PDE models.
For complex technical systems, the typical approach is to directly derive finite element models
that are discrete in space and are combined with macroscopic models to describe certain phenomena like damping or friction.
In this case one typically starts with a fine uniform mesh and computes eigenvalues and eigenfunctions using
projection methods from numerical linear algebra that are often combined with the algebraic multilevel
substructuring to achieve an adequate performance.
These methods work well in practice but their convergence and error analysis is rather difficult.
We analyze the relationship between these two extreme approaches. Both approaches have their pros and cons which are discussed in detail.
Our observations are demonstrated with several numerical examples.
Classical results about the local existence and uniqueness of
DAE solutions are based on the derivative array [2] or on a geometrical
approach [13]. Thus these results can't be applied to equations with nonsmooth
coefficients. Also, sufficient conditions that guarantee solvability
are hard to check in general [6, 13]. In this paper a new approach to proving
local existence and uniqueness of DAE solutions is presented. The
main tool is a decoupling procedure that makes it possible to split DAE
solutions into their characteristic parts. Thus it is possible to weaken
the smoothness requirements considerably. In order for the decoupling
procedure to work we require a certain structural condition to hold. In
contrast to results already known, this condition can be easily verified.
In this paper we give an overview of model
order reduction techniques for coupled
systems. We consider linear time-invariant
control systems that are coupled through
input-output relations and discuss model
reduction of such systems using moment
matching and balanced truncation.
Structure-preserving approaches to model
order reduction of coupled systems are also
presented. Numerical examples are given.
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.
In this review article we discuss different techniques to solve numerically the
time-dependent Schrödinger equation on unbounded domains.
We present in detail the most recent approaches and describe briefly alternative ideas pointing out the relations between these works.
We conclude with several numerical examples from
different application areas to compare the presented techniques. We mainly focus on the one-dimensional problem but also touch upon the situation in two space dimensions and the cubic nonlinear case.
We study a stationary Schrödinger-Poisson system on a bounded interval of the real axis. The Schrödinger operator is defined on the bounded domain with transparent boundary conditions. This allows us to model a non-zero current through the boundary of the interval. We prove that the system always admits a solution and give explicit a priori estimates for the solutions.
Large-area organic light-emitting diodes are thin-film multilayer devices that show pronounced self-heating and brightness inhomogeneities at high currents. As these high currents are typical for lighting applications, a deeper understanding of the mechanisms causing these inhomogeneities is necessary. We discuss the modeling of the interplay between current flow, self-heating, and heat transfer in such devices using a system of partial differential equations of thermistor type, that is capable of explaining the development of luminance inhomogeneities. The system is based on the heat equation for the temperature coupled to a p(x)-Laplace-type equation for the electrostatic potential with mixed boundary conditions. The p(x)-Laplacian allows to take into account non-Ohmic electrical behavior of the different organic layers. Moreover, we present analytical results on the existence, boundedness, and regularity of solutions to the system. A numerical scheme based on the finite-volume method allows for efficient simulations of device structures.
We review some known results for POD model reduction applied to ODEs. Then, these
results are generalized to several types of DAEs. We provide algorithms for the
model reduction and error bounds for the reduced order models. Some limits of
the approach are pointed out and alternative methods for reduced order subspace approximation
are presented. The POD approach is tested and evaluated for a medium sized DAE example
from multibody dynamics.
The numerical simulation of the band structure of three-dimensional dispersive metallic photonic crystals with face-centered cubic lattices leads to large-scale nonlinear eigenvalue problems, which are very challenging due to a high dimensional subspace associated with the eigenvalue zero and the fact that the desired eigenvalues (with smallest real part) cluster near the zero eigenvalues. For
the solution of the eigenvalue problem, a Newton-type iterative method is proposed and the nullspace-free method is applied to exclude the zero eigenvalues from the associated generalized eigenvalue problem. To find the successive eigenvalue/eigenvector pairs, we propose a new non-equivalence deflation method to transform converged eigenvalues to infinity, while all other eigenvalues remain unchanged. The deflated problem is then solved by the same Newton-type method, which uses a hybrid method that combines the Jacobi-Davidson, the shift-invert residual Arnoldi and nonlinear Arnoldi methods to compute the clustered eigenvalues. Numerical results illustrate that the method is robust even for the case of computing many eigenvalues in very large problems.
In this paper we discuss the numerical
solution of projected generalized Lyapunov
equations using the matrix sign function
method. Such equations arise in stability
analysis and control problems for
descriptor systems including model reduction
based on balanced truncation. It is known
that the matrix sign function method applied
to a matrix pencil $\lambda E-A$ converges
if and only if $\lambda E-A$ is of index at
most two. The convergence is quadratic if
$E$ is nonsingular, and it is linear,
otherwise. We will propose a modification
of the matrix sign function method that
converges quadratically for pencils of
arbitrary index. Numerical examples will be
presented to demonstrate the properties of
the modified method.
The nonlinear Schrödinger equation based on the Taylor approximation of the material dispersion can become invalid for ultrashort and few-cycle optical pulses. Instead, we use a rational fit to the dispersion function such that the resonances are naturally accounted for. This approach allows us to derive a simple non-envelope model for short pulses propagating in one spatial dimension. This model is further investigated numerically and analytically.
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.
In incompressible flows with vanishing
normal velocities at the boundary, irrotational forces in the momentum
equations should be balanced
completely by the pressure gradient.
Unfortunately, nearly all available discretization methods for incompressible flows violate this property.
The origin of the problem is that discrete velocity approximations
of incompressible flows are usually not
divergence-free. Hence, the use of divergence-free velocity reconstructions is
proposed wherever an $L^2$ scalar product appears in the discrete
variational formulation.
The approach is illustrated and applied to a nonconforming MAC-like discretization for unstructured Delaunay grids.
It is numerically demonstrated that a divergence-free velocity reconstruction based on the lowest-order Raviart-Thomas element
increases the robustness and accuracy of an existing convergent discretization, when irrotational forces appear in the momentum equations.
We discuss the solution of linear second order differential-algebraic equations with variable coefficients.
Since index reduction and order reduction for higher order higher index differential-algebraic systems do not commute, appropriate index reduction methods for higher order DAEs are required.
We present an index reduction method based on derivative arrays that allows to determine
an equivalent second order system of lower index in a numerical computable way.
For such an equivalent second order system
an appropriate order reduction method allows to formulate a suitable first order DAE system of low index
that has the same solution components as the original second order system.
Using a standard first-order optimality condition for nonsmooth optimization problems, a general framework for a descent method is developed. This setting is applied to a class of mathematical programs with equilibrium constraints in function space from which a new algorithm is derived. Global convergence of the algorithm is demonstrated in function space and the results are then illustrated by numerical experiments.
Let $\Upsilon$ be a three-dimensional Lipschitz polyhedron, and assume that the matrix function $\mu$ is piecewise constant on a polyhedral partition of $\Upsilon$. Based on regularity results for solutions to two-dimensional anisotropic transmission problems near corner points we obtain conditions on $\mu$ and the intersection angles between interfaces and $\partial \Upsilon$ ensuring that the operator $-\nabla \cdot \mu \nabla$ maps the Sobolev space $W^1,q_0(\Upsilon)$ isomorphically onto $W^-1,q(\Upsilon)$ for some $q > 3$.