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Improved optimization models for potential-driven network flow problems via ASTS orientations
(2019)
The class of potential-driven network flow problems provides important models for a range of infrastructure networks. For real-world applications, they need to be combined with integer models for switching certain network elements, giving rise to hard-to-solve MINLPs. We observe that on large-scale real-world meshed networks the relaxations usu-
ally employed are rather weak due to cycles in the network. To address this situation, we introduce the concept of ASTS orientations, a generalization of bipolar orientations, as a combinatorial relaxation of feasible solutions of potential-driven flow problems, study their structure, and
show how they can be used to strengthen existing relaxations and thus provide improved optimization models. Our computational results indicate that ASTS orientations can be used to derive much stronger bounds on the flow variables than existing bound tightening methods. We also
show that our proposed model extensions yield significant performance improvements for an existing state-of-the-art MILP model for large-scale gas networks.
In commodity transport networks such as natural gas, hydrogen and water networks, flows arise from nonlinear potential differences between the nodes, which can be represented by so-called “potential-driven” network models. When operators of these networks face increasing demand or the need to handle more diverse transport situations, they regularly seek to expand the capacity of their network by building new pipelines parallel to existing ones (“looping”). The paper introduces a new mixed-integer non-linear programming (MINLP) model and a new non-linear programming (NLP) model and compares these with existing models for the looping problem and related problems in the literature, both theoretically and experimentally. On this basis, we give recommendations about the circumstances under which a certain model should be used. In particular, it turns out that one of our novel models outperforms the existing models.
Moreover, the paper is the first to include the practically relevant option that a particular pipeline may be looped several times.
We discuss drift-diffusion models for charge-carrier transport in organic semiconductor de- vices. The crucial feature in organic materials is the energetic disorder due to random alignment of molecules and the hopping transport of carriers between adjacent energetic sites. The for- mer leads to so-called Gauss-Fermi statistics, which describe the occupation of energy levels by electrons and holes. The latter gives rise to complicated mobility models with a strongly nonlin- ear dependence on temperature, density of carriers, and electric field strength. We present the state-of-the-art modeling of the transport processes and provide a first existence result for the stationary drift-diffusion model taking all of the peculiarities of organic materials into account. The existence proof is based on Schauder’s fixed-point theorem. Finally, we discuss the numerical discretization of the model using finite-volume methods and a generalized Scharfetter-Gummel scheme for the Gauss-Fermi statistics.
This paper deals with the analysis of an instationary drift-diffusion model for organic semicon- ductor devices including Gauss–Fermi statistics and application-specific mobility functions. The charge transport in organic materials is realized by hopping of carriers between adjacent ener- getic sites and is described by complicated mobility laws with a strong nonlinear dependence on temperature, carrier densities and the electric field strength.
To prove the existence of global weak solutions, we consider a problem with (for small den- sities) regularized state equations on any arbitrarily chosen finite time interval. We ensure its solvability by time discretization and passage to the time-continuous limit. Positive lower a priori estimates for the densities of its solutions that are independent of the regularization level en- sure the existence of solutions to the original problem. Furthermore, we derive for these solutions global positive lower and upper bounds strictly below the density of transport states for the densi- ties. The estimates rely on Moser iteration techniques.
This article deals with the spectra of Laplacians of weighted graphs. In this context, two objects are of fundamental importance for the dynamics of complex networks: the second eigenvalue of such a spectrum (called algebraic connectivity) and its associated eigenvector, the so-called Fiedler vector. Here we prove that, given a Laplacian matrix, it is possible to perturb the weights of the existing edges in the underlying graph in order to obtain simple eigenvalues and a Fiedler vector composed of only non-zero entries. These structural genericity properties with the constraint of not adding edges in the underlying
graph are stronger than the classical ones, for which arbitrary structural perturbations are allowed. These results open the opportunity to understand the impact of structural changes on the dynamics of complex systems.
An optimal control problem is studied for a quasilinear Maxwell equation of nondegenerate parabolic
type. Well-posedness of the quasilinear state equation, existence of an optimal control, and weak G\^ateaux-differentiability of the control-to-state mapping are proved. Based on these results, first-order necessary optimality conditions and
an associated adjoint calculus are derived.
A mathematical model is set up that can be useful for controlled voltage excitation in time-dependent electromagnetism.
The well-posedness of the model is proved and an associated optimal control problem is investigated. Here, the control
function is a transient voltage and the aim of the control is the best approximation of desired electric and magnetic fields in
suitable $L^2$-norms.
Special emphasis is laid on an adjoint calculus for first-order necessary optimality conditions.
Moreover, a {peculiar attention is devoted to propose a formulation for which the computational complexity of the finite element solution method is substantially reduced}.
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.
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.
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.
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.
Chance constraints represent a popular tool for finding decisions that enforce a
robust satisfaction of random inequality systems in terms of probability. They
are widely used in optimization problems subject to uncertain parameters as they
arise in many engineering applications. Most structural results of chance constraints (e.g., closedness, convexity, Lipschitz continuity, differentiability etc.) have been formulated in a finite-dimensional
setting. The aim of this paper is to generalize some of these well-known semi-continuity and convexity properties to a setting of control problems
subject to (uniform) state chance constraints.
We present a globally convergent method for the solution of frictionless large deformation contact problems involving hyperelastic materials.
For the discretisation we apply the dual mortar method which is known to be more stable than node-to-segment approaches. The resulting non-convex constrained minimisation problems are solved using a filter–trust-region scheme.
This method combines several techniques from non-linear optimisation to achieve global convergence towards first-order optimal points. To speed up the method inexact linearisations of the non-penetration constraint are used
whenever the current iterate is far away from a critical point. A monotone multigrid method is applied for the fast solution of the constrained Newton
problems.
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 show the existence of solutions to a system of elliptic PDEs, that was recently introduced to describe the electrothermal behavior of organic semiconductor devices. Here, two diffculties appear: (i) the elliptic term in the current-flow equation is of p(x)-Laplacian type with discontinuous exponent p, which limits the use of standard methods, and (ii) in the heat equation, we have to deal with an a priori L1 term on the right hand side describing the Joule heating in the device. We prove the existence of a weak solution under very weak assumptions on the data. Our existence proof is based on Schauder’s fixed point theorem and the concept of entropy solutions for the heat equation. Here, the crucial point is the continuous dependence of the entropy solutions on the data of the problem.
Classical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural origins for these structures.
A first microscopic origin of generalized gradient structures is given by the theory of large-deviation principles. While Markovian diffusion processes lead to classical gradient structures, Poissonian jump processes give rise to cosh-type dissipation potentials.
A second origin arises via a new form of convergence, that we call EDP-convergence. Even when starting with classical gradient systems, where the dissipation potential is a quadratic functional of the rate, we may obtain a generalized gradient system in the evolutionary -limit. As examples we treat (i) the limit of a diffusion equation having a thin layer of low diffusivity, which leads to a membrane model, and (ii) the limit of difusion over a high barrier, which gives a reaction-diffusion system.
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 show the existence of solutions to a system of elliptic PDEs, that was recently introduced to describe the electrothermal behavior of organic semiconductor devices. Here, two difficulties appear: (i) the elliptic term in the current-flow equation is of $p(x)$-Laplacian-type with discontinuous exponent $p$, which limits the use of standard methods, and (ii) in the heat equation, we have to deal with an a priori $L^1$ term on the right hand side describing the Joule heating in the device. We prove the existence of a weak solution under very weak assumptions on the data. Our existence proof is based on Schauder’s fixed point theorem and the concept of entropy solutions for the heat equation. Here, the crucial point is the continuous dependence of the entropy solutions on the data of the problem.
We study linear dissipative Hamiltonian (DH) systems with real constant coefficients that arise in energy based modeling of dynamical
systems. In this paper we analyze when such a system is on the boundary
of the region of asymptotic stability, i.e., when it has purely imaginary eigenvalues,
or how much the dissipation term has to be perturbed to be on this boundary. For unstructured systems the explicit construction of the \emph{real distance to instability (real stability radius)} has been a challenging problem. In this paper, we analyze this real distance under different structured perturbations to the dissipation term that preserve the DH structure and we derive explicit formulas for this distance in terms of low rank perturbations. We also show (via numerical examples) that under real structured perturbations to the dissipation the asymptotical
stability of a DH system is much more robust than for unstructured perturbations.
Group-velocity matched cross-phase modulation between a fundamental soliton and a dispersive wave-packet has been previously suggested for optical switching applications similar to an optical transistor. Moreover, the nonlinear interaction in the resulting group-velocity horizon can be exploited for adiabatic compression of the soliton down into the few-cycle regime. Here we show that both mechanisms can be combined. In such a transient compressor, parameters of the dispersive wave may then serve to actively control the soliton compression and adjust the pulse duration in the presence of disturbances. While a certain amount of control is already enabled by the delay between soliton and dispersive wave, the means of controlling the compression process are substantially enhanced by additionally manipulating the chirp of the dispersive wave. Moreover, controlling the chirp of the dispersive wave also enables correction for limitations of the compression scheme due to a self-frequency shift of the soliton or for uncompensated dispersion in the scheme. This substantially widens the practicality of the compression scheme and other applications of the highly efficient nonlinear interaction at the group-velocity horizon.
Dissipative Hamiltonian (DH) systems are an important concept in energy based modeling of dynamical
systems. One of the major advantages of the DH formulation is that the system encodes system
properties in an algebraic way in the system. Making use of the structure,
it is easy to see that DH systems are stable. In this paper
the question is discussed when a linear constant coefficient DH system is on the boundary
of the region of asymptotic stability, i.e., when it has purely imaginary eigenvalues,
or how much it has to be perturbed to be on this boundary. For unstructured systems this distance to instability (stability radius) is well-understood. In this paper,
explicit formulas for this distance under structure preserving perturbations are determined.
It is also shown (via numerical examples) that under structured perturbations the asymptotical
stability of a DH system is much more robust than for unstructured perturbations, since the
distance can be much larger.
In this paper, we introduce and study analytically a vectorial Cahn-Hilliard reaction model coupled with rate-dependent damage processes. The recently proposed Cahn-Hilliard reaction model can e.g. be used to describe the behavior of electrodes of lithium-ion batteries as it includes both the intercalation reactions at the surfaces and the separation into different phases. The coupling with the damage process allows considering simultaneously the evolution of a damage field, a second important physical effect occurring during the charging or discharging of lithium-ion batteries.
Mathematically, this is realized by a Cahn-Larché system with a non-linear Newton boundary condition for the chemical potential and a doubly non-linear differential inclusion for the damage evolution. We show that this system possesses an underlying generalized gradient structure which incorporates the non-linear Newton boundary condition. Using this gradient structure and techniques from the field of convex analysis we are able to prove constructively the existence of weak solutions of the
coupled PDE system.
We discuss analytical and numerical methods for the optimization of optoelectronic devices by performing optimal control of the PDE governing the carrier transport with respect to the doping profile. First, we provide a cost functional that is a sum of a regularization and a contribution, which is motivated by the modal net gain that appears in optoelectronic models of bulk or quantum- well lasers. Then, we state a numerical discretization, for which we study optimized solutions for different regularizations and for vanishing weights.
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.
We consider a non-isothermal multi-phase field model.
We subsequently discretize implicitly in time and with
linear finite elements. The arising algebraic problem is
formulated in two variables where one is the multi-phase
field, and the other contains the inverse temperature field.
We solve this saddle point problem numerically by a
non-smooth Schur-Newton approach using truncated
non-smooth Newton multigrid methods. An application in
grain growth as occurring in liquid phase crystallization
of silicon is considered.
In these notes we discuss two approaches to evolutionary Γ- convergence of gradient systems in Hilbert spaces. The formulation of the gradient system is based on two functionals, namely the energy functional and the dissipation potential, which allows us to employ Γ- convergence methods. In the first approach we consider families of uni- formly convex energy functionals such that the limit passage of the time-dependent problems can be based on the theory of evolutionary variational inequalities as developed by Daneri and Savar ́e 2010. The second approach uses the equivalent formulation of the gradient system via the energy-dissipation principle and follows the ideas of Sandier and Serfaty 2004.
We apply both approaches to rigorously derive homogenization limits for Cahn–Hilliard-type equations. Using the method of weak and strong two-scale convergence via periodic unfolding, we show that the energy and dissipation functionals Γ-converge. In conclusion, we will give specific examples for the applicability of each of the two approaches.
Structure-preserving generic low-rank perturbations are studied for classes of structured matrix pencils, including real symmetric, complex symmetric, and complex Hermitian pencils. For singular pencils it is analyzed which characteristic quantities stay invariant in the perturbed canonical form, and it is shown that the regular part of a structured matrix pencil is not affected by generic perturbations of rank one. When the rank one perturbations involve a scaling parameter, the behavior of the canonical forms in dependence of this parameter is analyzed as well.
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 consider a coupled system of two elliptic PDEs, where the elliptic term in the first equation shares the properties of the $p(x)$-Laplacian with discontinuous exponent, while in the second equation we have to deal with an a~priori $L^1$ term on the right hand side. Such a system of equations is suitable for the description of various electrothermal effects, in particular those, where the non-Ohmic behavior can change dramatically with respect to the spatial variable. We prove the existence of a weak solution under very weak assumptions on the data and also under general structural assumptions on the constitutive equations of the model. The main difficulty consists in the fact that we have to overcome simultaneously two obstacles - the discontinuous variable exponent (which limits the use of standard methods) and the $L^1$ right hand side of the heat equation. Our existence proof based on Galerkin approximation is highly constructive and therefore seems to be suitable also for numerical purposes.
Trajectory- or mesh-based methods for analyzing the dynamical behavior of large
molecules tend to be impractical due to the curse of dimensionality - their computational cost increases
exponentially with the size of the molecule. We propose a method to break the curse by a
novel square root approximation of transition rates, Monte Carlo quadrature and a discretization
approach based on solving linear programs. With randomly sampled points on the molecular energy
landscape and randomly generated discretizations of the molecular conguration space as our initial
data, we construct a matrix describing the transition rates between adjacent discretization regions.
This transition rate matrix yields a Markov State Model of the molecular dynamics. We use Perron
cluster analysis and coarse-graining techniques in order to identify metastable sets in conguration
space and approximate the transition rates between the metastable sets. Application of our method
to a simple energy landscape on a two-dimensional conguration space provides proof of concept and
an example for which we compare the performance of dierent discretizations. We show that the
computational cost of our method grows only polynomially with the size of the molecule. However,
nding discretizations of higher-dimensional conguration spaces in which metastable sets can be
identied remains a challenge.
The chemical master equation is a fundamental equation in chemical kinetics. It underlies the classical reaction-rate equations and takes stochastic effects into account. In this paper we give a simple argument showing that the solutions of a large class of chemical master equations are bounded in weighted $\ell_1$-spaces and possess high-order moments. This class includes all equations in which no reactions between two or more already present molecules and further external reactants occur that add mass to the system. As an illustration for the implications of this kind of regularity, we analyze the effect of truncating the state space. This leads to an error analysis for the finite state projections of the chemical master equation, an approximation that forms the basis of many numerical methods.
The present work deals with the resolution of the Poisson equation in a bounded domain made of a thin and periodic layer of finite length placed into a homogeneous medium.
We provide and justify a high order asymptotic expansion which takes into account the boundary layer effect occurring in the vicinity of the periodic layer as well as the corner singularities appearing in the neighborhood of the extremities of the layer. Our approach combines mixes
the method of matched asymptotic expansions and the method of periodic surface homogenization.
We study non-isothermal nucleation and growth phase transformations, which are described by a generalized Avrami model for the phase transition coupled with an energy balance to account for recalescence
effects. The main novelty of our work is the identification of temperature dependent nucleation rates. We prove that such rates can be uniquely identified from measurements in a subdomain and apply an optimal control approach to develop a numerical strategy for its computation.
Let $\sigma_t(x)$ denote the implied volatility at maturity t for a strike $K = S_0 e^{x t}$, where $x \in R$ and $S_0$ is the current value of the underlying. We show that $\sigma_t(x)$ has a uniform (in $x$) limit as maturity t tends to infinity, given by the formula \sigma_{\infty}(x) = \sqrt2 (h^*(x)^{1/2} + (h^*(x) − x)^{1/2}, for $x$ in some compact neighbourhood of zero in the class of affine stochastic volatility models. The function $h^*$ is the convex dual of the limiting cumulant generating function $h$ of the scaled log-spot process. We express $h$ in terms of the functional characteristics of the underlying model. The proof of the limiting formula rests on the large deviation behaviour of the scaled log-spot process as time tends to infinity. We apply our results to obtain the limiting smile for several classes of stochastic volatility models with jumps used in applications (e.g. Heston with state-independent jumps, Bates with state-dependent jumps and Barndorff-Nielsen-Shephard model).
In this article we show, that the binding kinetics of a molecular system can be
identied by a projection of a continuous process onto a nite number of macro states. We thus
interpret binding kinetics as a projection. When projecting onto non-overlapping macro states the
Markovianity is spoiled. As a consequence, the description of e.g. a receptor-ligand system by a two
state kinetics is not accurate. By assigning a degree of membership to each state, we abandon the
non-overlapping approach. This overlap is crucial for a correct mapping of binding eects by Markov
State Models with regard to their long time behavior. It enables us to describe the highly discussed
rebinding eect, where the spatial arrangement of the system has the be included. By introducing
a \degree of fuzziness" we have an indicator for the strength of the rebinding eect, such that the
minimal rebinding eect can be derived from an optimization problem. The fuzziness also includes
some new paradigms for molecular kinetics. These new model paradigms show good agreement with
experimental data.
Markov State Models (MSMs) are widely used to represent molecular
conformational changes as jump-like transitions between subsets of the conformational
state space. However, the simulation of peptide folding in explicit water is
usually said to be unsuitable for the MSM framework. In this article, we summarize
the theoretical background of MSMs and indicate that explicit water simulations do
not contradict these principles. The algorithmic framework of a meshless conformational
space discretization is applied to an explicit water system and the sampling
results are compared to a long-term molecular dynamics trajectory. The meshless
discretization approach is based on spectral clustering of stochastic matrices (MSMs)
and allows for a parallelization of MD simulations. In our example of Trialanine we
were able to compute the same distribution of a long term simulation in less computing
time.
This paper is concerned with the distributed optimal control of a
time-discrete Cahn--Hilliard/Navier--Stokes system with variable
densities.
It focuses on the double-obstacle potential which yields an optimal
control problem for a family of coupled systems in each time instance of a
variational inequality of fourth order and the Navier--Stokes equation.
By proposing a suitable time-discretization, energy estimates are proved
and the existence of solutions to the primal system and of optimal
controls is established for the original problem as well as for a family
of regularized problems. The latter correspond to Moreau--Yosida type
approximations of the double-obstacle potential. The consistency of these
approximations is shown and first order optimality conditions for the
regularized problems are derived. Through a limit process, a stationarity
system for the original problem is established which is related to a
function space version of C-stationarity.
We propose a composite step method, designed for equality constrained optimization with partial differential equations. Focus is laid on the construction of a globalization scheme, which is based on cubic regularization of the objective and an affine covariant damped Newton method for feasibility. We show finite termination of the inner loop and fast local convergence of the algorithm. We discuss preconditioning strategies for the iterative solution of the arising linear systems with projected conjugate gradient. Numerical results are shown for optimal control problems subject to a nonlinear heat equation and subject to nonlinear elastic equations arising from an implant design problem in craniofacial surgery.
In a strong constant electric field, a dielectric particle
immersed in a weakly conducting fluid exhibits spontaneous rotations. This phenomenon is known under the name of the Quincke effect. In the original setup the particle was suspended on a silk thread and performed torsional oscillations of remarkably high amplitude.
We derive the governing equations for this experiment, and
ascertain that onset of oscillations from the quiescent state corresponds to the supercritical Hopf bifurcation.
For the case of a soft thread, we characterize the regime of large-scale torsional relaxation oscillations: explicit estimates are derived for their period and amplitude,
effects of bifurcation delay are described. In a stronger electric field, these relaxation oscillations yield to small-scale erratic rotations of the pendulum.
We study a mechanical equilibrium problem for a material consisting of two components with different densities, which allows to change the outer shape by changing the interface between the subdomains. We formulate the shape design problem of compensating unwanted workpiece
changes by controlling the interface, employ regularity results for transmission problems for a rigorous derivation of optimality conditions based on the speed method, and conclude with some numerical results based on a spline approximation of the interface.
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase fields are the order parameter and the chemical potential. The initial and boundary-value problem for the evolutionary system is known to be well posed. Convergence of the discrete scheme to the solution of the continuous problem is proved by a careful development of uniform estimates, by weak compactness and a suitable treatment of
nonlinearities. Moreover, for the difference of discrete
and continuous solutions we prove an error estimate of
order one with respect to the time step.
This note is concerned with a nonlinear diffusion problem of phase-field type, consisting of a parabolic system of two partial differential equations, complemented by Neumann homogeneous boundary conditions and initial conditions. The system arises from a model of two-species phase segregation
on an atomic lattice [22]; it consists of the balance equations of microforces and microenergy; the two unknowns are the order parameter rho and the chemical potential mu. Some recent results obtained for this class of problems is reviewed and, in the case of a nonconstant and nonlinear atom mobility, uniqueness and continuous dependence on the initial data are shown with the help of a new line of
argumentation developed in [12].
We consider viscoelastic solids undergoing thermal expansion and exhibiting hysteresis effects due to plasticity or phase transformations. Within the framework of generalized standard solids, the problem is described in a 3D setting by the momentum equilibrium equation, the flow rule describing the dependence of the stress on the strain history, and the heat transfer equation. Under appropriate regularity assumptions on the data, a local existence result for this thermodynamically consistent system is established, by combining existence results for ordinary differential equations in Banach spaces with a fixed-point argument. Then global estimates are obtained by using both the classical energy estimate and more specific techniques for the heat equation introduced by Boccardo and Gallouet. Finally a global existence result is derived.
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.
Uncertainty is inevitable when solving science and engineering application problems. In the face of
uncertainty, it is essential to determine robust and risk-averse solutions. In this work,
we consider a class of PDE-constrained optimization problems in which the PDE coefficients
and inputs may be uncertain. We introduce two approximations for minimizing the
conditional value-at-risk for such PDE-constrained optimization problems. These approximations are based
on the primal and dual formulations of the conditional value-at-risk. For the primal problem,
we introduce a smooth approximation of the conditional value-at-risk in order to utilize
derivative-based optimization algorithms and to take advantage of the convergence properties
of quadrature-based discretizations. For this smoothed conditional value-at-risk, we prove
differentiability as well as consistency of our approximation. For the dual problem, we
regularize the inner maximization problem, rigorously derive optimality conditions, and demonstrate
the consistency of our approximation. Furthermore, we propose a fixed-point iteration that takes
advantage of the structure of the regularized optimality conditions and provides a means of calculating
worst-case probability distributions based on the given probability level. We conclude with numerical
results.
This paper is concerned with the distributed optimal control of a
time-discrete Cahn--Hilliard/Navier--Stokes system with variable
densities.
It focuses on the double-obstacle potential which yields an optimal
control problem for a family of coupled systems in each time instance of a
variational inequality of fourth order and the Navier--Stokes equation.
By proposing a suitable time-discretization, energy estimates are proved
and the existence of solutions to the primal system and of optimal
controls is established for the original problem as well as for a family
of regularized problems. The latter correspond to Moreau--Yosida type
approximations of the double-obstacle potential. The consistency of these
approximations is shown and first order optimality conditions for the
regularized problems are derived. Through a limit process, a stationarity
system for the original problem is established which is related to a
function space version of C-stationarity.
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.
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.
This paper deals with the effect of generic but structured low rank perturbations on the Jordan structure and sign
characteristic of matrices that have structure in an indefinite inner product space.
The paper is a follow-up of earlier papers in which the effect of rank one perturbations
was considered. Several results that are in contrast to the case of unstructured low rank
perturbations of general matrices are presented here.