TY - JOUR A1 - Ullmann, Sebastian A1 - Müller, Christopher A1 - Lang, Jens T1 - Stochastic Galerkin Reduced Basis Methods for Parametrized Linear Convection-Diffusion-Reaction Equations N2 - We consider the estimation of parameter-dependent statistics of functional outputs of steady-state convection–diffusion–reaction equations with parametrized random and deterministic inputs in the framework of linear elliptic partial differential equations. For a given value of the deterministic parameter, a stochastic Galerkin finite element (SGFE) method can estimate the statistical moments of interest of a linear output at the cost of solving a single, large, block-structured linear system of equations. We propose a stochastic Galerkin reduced basis (SGRB) method as a means to lower the computational burden when statistical outputs are required for a large number of deterministic parameter queries. Our working assumption is that we have access to the computational resources necessary to set up such a reduced-order model for a spatial-stochastic weak formulation of the parameter-dependent model equations. In this scenario, the complexity of evaluating the SGRB model for a new value of the deterministic parameter only depends on the reduced dimension. To derive an SGRB model, we project the spatial-stochastic weak solution of a parameter-dependent SGFE model onto a reduced basis generated by a proper orthogonal decomposition (POD) of snapshots of SGFE solutions at representative values of the parameter. We propose residual-corrected estimates of the parameter-dependent expectation and variance of linear functional outputs and provide respective computable error bounds.We test the SGRB method numerically for a convection–diffusion–reaction problem, choosing the convective velocity as a deterministic parameter and the parametrized reactivity or diffusivity field as a random input. Compared to a standard reduced basis model embedded in a Monte Carlo sampling procedure, the SGRB model requires a similar number of reduced basis functions to meet a given tolerance requirement. However, only a single run of the SGRB model suffices to estimate a statistical output for a new deterministic parameter value, while the standard reduced basis model must be solved for each Monte Carlo sample. Y1 - 2018 U6 - https://doi.org/doi:10.3390/fluids6080263 VL - Fluids IS - 6 SP - 263 ER - TY - JOUR A1 - Mindt, Pascal A1 - Lang, Jens A1 - Domschke, Pia T1 - Entropy-Preserving Coupling of Hierarchical Gas Models N2 - This paper is concerned with coupling conditions at junctions for transport models which differ in their fidelity to describe transient flow in gas pipelines. It also includes the integration of compressors between two pipes with possibly different models. A hierarchy of three one-dimensional gas transport models is built through the 3 × 3 polytropic Euler equations, the 2 × 2 isentropic Euler equations and a simplified version of it for small velocities. To ensure entropy preservation, we make use of the novel entropy-preserving coupling conditions recently proposed by Lang and Mindt [Netw. Heterog. Media, 13:177-190, 2018] and require the equality of the total enthalpy at the junction and that the specific entropy for pipes with outgoing flow equals the convex combination of all entropies that belong to pipes with incoming flow. We prove the existence and uniqueness of solutions to generalised Riemann problems at a junction in the neighbourhood of constant coupling functions and stationary states which belong to the subsonic region. This provides the basis for the well-posedness of certain Cauchy problems for initial data with sufficiently small total variation. Y1 - 2018 U6 - https://doi.org/doi:10.1137/19M1240034 VL - SIAM Journal on Mathematical Analysis IS - 51 SP - 4754 EP - 4775 ER - TY - INPR A1 - Domschke, Pia A1 - Hiller, Benjamin A1 - Lang, Jens A1 - Tischendorf, Caren T1 - Modellierung von Gasnetzwerken: Eine Übersicht N2 - Mit dieser Übersicht wollen wir eine Zusammenstellung von unterschiedlichen Modellen zur Beschreibung des Gasflusses in Netzwerken bereitstellen, um den Einstieg in das Thema zu erleichtern. Besonderes Augenmerk wird dabei auf die der Modellierung inneliegende hierarchische Struktur und die detaillierte Beschreibung einzelner Bauteile wie Ventile und Kompressoren gelegt. Daneben finden sich ebenfalls Netzmodellklassen, die auf rein algebraische Relationen aufbauen. Am Ende geben wir einen kurzen Überblick über grundlegende numerische Verfahren und Konzepte zur Behandlung von hyperbolischen Bilanzgleichungen. Wir erheben keinen Anspruch auf Vollständigkeit und verweisen an vielen Stellen auf die bestehende Literatur. Die Idee eines Modellkataloges ist uns im Rahmen der Antragstellung zum SFB/Transregio 154 „Mathematische Modellierung, Simulation und Optimierung am Beispiel von Gasnetzwerken“ gekommen. Wir möchten an dieser Stelle die Förderung durch die DFG dankend erwähnen. KW - Euler-Gleichungen, isotherme Euler-Gleichungen, Modellhierarchie, Netzelemente Y1 - 2017 VL - 2717 ER - TY - JOUR A1 - Ullmann, Sebastian A1 - Rotkvic, Marko A1 - Lang, Jens T1 - POD-Galerkin reduced-order modeling with adaptive finite element snapshots N2 - We consider model order reduction by proper orthogonal decomposition (POD) for parametrized partial differential equations, where the underlying snapshots are computed with adaptive finite elements. We address computational and theoretical issues arising from the fact that the snapshots are members of different finite element spaces. We propose a method to create a POD-Galerkin model without interpolating the snapshots onto their common finite element mesh. The error of the reduced-order solution is not necessarily Galerkin orthogonal to the reduced space created from space-adapted snapshot. We analyze how this influences the error assessment for POD-Galerkin models of linear elliptic boundary value problems. As a numerical example we consider a two-dimensional convection–diffusion equation with a parametrized convective direction. To illustrate the applicability of our techniques to non-linear time-dependent problems, we present a test case of a two-dimensional viscous Burgers equation with parametrized initial data. Y1 - 2016 U6 - https://doi.org/10.1016/j.jcp.2016.08.018 ER - TY - JOUR A1 - Lang, Jens A1 - Hundsdorfer, Willem T1 - Extrapolation-based implicit–explicit Peer methods with optimised stability regions N2 - In this paper we investigate a new class of implicit–explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach based on already computed stage values is applied to construct IMEX methods with favourable stability properties. Optimised IMEX-Peer methods of order p=2,3,4, are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other implicit–explicit methods are included. Y1 - 2017 U6 - https://doi.org/doi:10.1016/j.jcp.2017.02.034 VL - J. Comput. Phys. IS - 337 SP - 203 EP - 215 ER - TY - JOUR A1 - Lang, Jens A1 - Mindt, Pascal T1 - Entropy-Preserving Coupling Conditions for One-dimensional Euler Systems at Junctions N2 - This paper is concerned with a set of novel coupling conditions for the 3x3 one-dimensional Euler system with source terms at a junction of pipes with possibly different cross-sectional areas. Beside conservation of mass, we require the equality of the total enthalpy at the junction and that the specific entropy for pipes with outgoing flow equals the convex combination of all entropies that belong to pipes with incoming flow. These conditions ensure energy as well as entropy conservation at the junction. We prove the existence and uniqueness of solutions to the generalised Riemann problem at a junction in the neighbourhood of constant stationary states which belong to the subsonic region. This provides the basis for the well-posedness of the homogeneous and inhomogeneous Cauchy problems for initial data with sufficiently small total variation. Y1 - 2017 U6 - https://doi.org/10.3934/nhm.2018008 VL - Networks and Heterogeneous Media IS - Vol. 13 SP - 177 EP - 190 ER - TY - GEN A1 - Lang, Jens A1 - Leugering, Günter A1 - Martin, Alexander A1 - Tischendorf, Caren T1 - Gasnetzwerke: Mathematische Modellierung, Simulation und Optimierung N2 - Im Mai 2014 wurde seitens der DFG der Transregio 154 Mathematische Modellierung, Simulation und Optimierung am Beispiel von Gasnetzwerken bewilligt. Die Forschungsarbeiten an den beteiligten Standorten, der Friedrich-Alexander-Universität Erlangen-Nürnberg (Sprecheruniversität; Sprecher: Alexander Martin), der Technischen Universität Darmstadt (stellvertretender Sprecher: Jens Lang), der Technischen Universität Berlin, der Humboldt Universität (stellvertretende Sprecherin: Caren Tischendorf) sowie den Partnerinstitutionen Weierstraß-Institut (Berlin), Konrad-Zuse-Zentrum (Berlin) und Universität Duisburg-Essen haben im Oktober 2014 begonnen. Y1 - 2015 U6 - https://doi.org/10.1515/dmvm-2015-0013 ER - TY - INPR A1 - Domschke, Pia A1 - Giesselmann, Jan A1 - Lang, Jens A1 - Breiten, Tobias A1 - Mehrmann, Volker A1 - Morandin, Riccardo A1 - Hiller, Benjamin A1 - Tischendorf, Caren T1 - Gas Network Modeling: An Overview (Extended English Version) N2 - With this overview we want to provide a compilation of different models for the description of gas flow in networks in order to facilitate the introduction to the topic. Special attention is paid to the hierarchical structure inherent to the modeling, and the detailed description of individual components such as valves and compressors. Also included are network model classes based on purely algebraic relations, and energy-based port-Hamiltonian models. A short overview of basic numerical methods and concepts for the treatment of hyperbolic balance equations is also given. We do not claim completeness and refer in many places to the existing literature. Y1 - 2023 ER - TY - JOUR A1 - Lang, Jens A1 - Schmitt, Bernhard A. T1 - Implicit A-Stable Peer Triplets for ODE Constrained Optimal Control Problems N2 - This paper is concerned with the construction and convergence analysis of novel implicit Peer triplets of two-step nature with four stages for nonlinear ODE constrained optimal control problems. We combine the property of superconvergence of some standard Peer method for inner grid points with carefully designed starting and end methods to achieve order four for the state variables and order three for the adjoint variables in a first-discretize-then-optimize approach together with A-stability. The notion triplets emphasizes that these three different Peer methods have to satisfy additional matching conditions. Four such Peer triplets of practical interest are constructed. Also as a benchmark method, the well-known backward differentiation formula BDF4, which is only A(73.35)-stable, is extended to a special Peer triplet to supply an adjoint consistent method of higher order and BDF type with equidistant nodes. Within the class of Peer triplets, we found a diagonally implicit A(84)-stable method with nodes symmetric in [0,1] to a common center that performs equally well. Numerical tests with three well established optimal control problems confirm the theoretical findings also concerning A-stability. Y1 - U6 - https://doi.org/https://doi.org/10.3390/a15090310 VL - Algorithms IS - Vol. 15 ER - TY - JOUR A1 - Strelow, Erik Laurin A1 - Gerisch, Alf A1 - Lang, Jens A1 - Pfetsch, Marc E. T1 - Physics-Informed Neural Networks: A Case Study for Gas Transport Problems N2 - Physics informed neural networks have been recently proposed and offer a new promising method to solve differential equations. They have been adapted to many more scenarios and different variations of the original method have been proposed. In this case study we review many of these variations. We focus on variants that can compensate for imbalances in the loss function and perform a comprehensive numerical comparison of these variants with application to gas transport problems. Our case study includes different formulations of the loss function, different algorithmic loss balancing methods, different optimization schemes and different numbers of parameters and sampling points. We conclude that the original PINN approach with specifically chosen constant weights in the loss function gives the best results in our tests. These weights have been obtained by a computationally expensive random-search scheme. We further conclude for our test case that loss balancing methods which were developed for other differential equations have no benefit for gas transport problems, that the control volume physics informed formulation has no benefit against the initial formulation and that the best optimization strategy is the L-BFGS method. Y1 - VL - Journal of Computational Physics IS - Vol. 481 SP - 112041 ER - TY - JOUR A1 - Lang, Jens A1 - Schmitt, Bernhard A. T1 - A Stiff MOL Boundary Control Problem for the 1D Heat Equation with Exact Discrete Solution N2 - Method-of-lines discretizations are demanding test problems for stiff inte- gration methods. However, for PDE problems with known analytic solution the presence of space discretization errors or the need to use codes to compute reference solutions may limit the validity of numerical test results. To over- come these drawbacks we present in this short note a simple test problem with boundary control, a situation where one-step methods may suffer from order reduction. We derive exact formulas for the solution of an optimal boundary control problem governed by a one-dimensional discrete heat equation and an objective function that measures the distance of the final state from the target and the control costs. This analytical setting is used to compare the numeri- cally observed convergence orders for selected implicit Runge-Kutta and Peer two-step methods of classical order four which are suitable for optimal control problems. Y1 - U6 - https://doi.org/https://doi.org/10.1007/s10957-022-02154-4 VL - Journal of Optimization Theory and Applications IS - Vol. 196 SP - 1106 EP - 1118 ER - TY - INPR A1 - Lang, Jens A1 - Schmitt, Bernhard A. T1 - Implicit Peer Triplets in Gradient-Based Solution Algorithms for ODE Constrained Optimal Control N2 - It is common practice to apply gradient-based optimization algorithms to numerically solve large-scale ODE constrained optimal control problems. Gradients of the objective function are most efficiently computed by approximate adjoint variables. High accuracy with moderate computing time can be achieved by such time integration methods that satisfy a sufficiently large number of adjoint order conditions and supply gradients with higher orders of consistency. In this paper, we upgrade our former implicit two-step Peer triplets constructed in [Algorithms, 15:310, 2022] to meet those new requirements. Since Peer methods use several stages of the same high stage order, a decisive advantage is their lack of order reduction as for semi-discretized PDE problems with boundary control. Additional order conditions for the control and certain positivity requirements now intensify the demands on the Peer triplet. We discuss the construction of 4-stage methods with order pairs (4,3) and (3,3) in detail and provide three Peer triplets of practical interest. We prove convergence for s-stage methods, for instance, order s for the state variables even if the adjoint method and the control satisfy the conditions for order s-1, only. Numerical tests show the expected order of convergence for the new Peer triplets. Y1 - 2023 VL - http://arxiv.org/abs/2303.18180 ER -