TY - INPR A1 - Egger, Herbert T1 - Enhancement of flow measurements using fluid dynamic constraints N2 - Novel experimental modalities acquire spatially resolved velocity measurements for steady state and transient flows which are of interest for engineering and biological applications. One of the drawbacks of such high resolution velocity data is their susceptibility to measurement errors. In this paper, we propose a novel filtering strategy that allows enhancement of noisy measurements to obtain reconstruction of smooth divergence free velocity and corresponding pressure fields, which together approximately comply to a prescribed flow model. The main step in our approach consists of the appropriate use of the velocity measurements in the design of a linearized flow model which can be shown to be well-posed and consistent with the true velocity and pressure fields up to measurement and modeling errors. The reconstruction procedure is formulated as a linear quadratic optimal control problem and the resulting filter has analyzable smoothing and approximation properties. We also discuss briefly the discretization of our approach by finite element methods and comment on the efficient solution of the linear optimality system by iterative solvers. The capability of the proposed method to significantly reduce data noise is demonstrated by numerical tests in which we also compare to other methods like smoothing and solenoidal filtering. Y1 - 2017 ER - TY - INPR A1 - Egger, Herbert A1 - Pietschmann, Jan-Frederik A1 - Schlottbom, Matthias T1 - On the uniqueness of nonlinear diffusion coefficients in the presence of lower order terms N2 - We consider the identification of nonlinear diffusion coefficients of the form a(t,u) or a(u) in quasi-linear parabolic and elliptic equations. Uniqueness for this inverse problem is established under very general assumptions using partial knowledge of the Dirichlet-to-Neumann map. The proof of our main result relies on the construction of a series of appropriate Dirichlet data and test functions with a particular singular behavior at the boundary. This allows us to localize the analysis and to separate the principal part of the equation from the remaining terms. We therefore do not require specific knowledge of lower order terms or initial data which allows to apply our results to a variety of applications. This is illustrated by discussing some typical examples in detail. Y1 - 2017 ER - TY - INPR A1 - Egger, Herbert T1 - A mixed variational discretization for non-isothermal compressible flow in pipelines N2 - We consider the non-isothermal flow of a compressible fluid through pipes. Starting from the full set of Euler equations, we propose a variational characterization of solutions that encodes the conservation of mass, energy, and entropy in a very direct manner. This variational principle is suitable for a conforming Galerkin approximation in space which automatically inherits the basic physical conservation laws. Three different spaces are used for approximation of density, mass flux, and temperature, and we consider a mixed finite element method as one possible choice of suitable approximation spaces. We also investigate the subsequent discretization in time by a problem adapted implicit time stepping scheme for which exact conservation of mass as well as a slight dissipation of energy and increase of entropy are proven which are due to the numerical dissipation of the implicit time discretization. The main arguments of our analysis are rather general and allow us to extend the approach with minor modification to more general boundary conditions and flow models taking into account friction, viscosity, heat conduction, and heat exchange with the surrounding medium. Y1 - 2017 ER - TY - INPR A1 - Egger, Herbert A1 - Radu, Bogdan T1 - Super-convergence and post-processing for mixed finite element approximations of the wave equation N2 - We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are established. Based on these results, we propose a post-processing strategy that allows us to construct an improved pressure approximation from the numerical solution. Corresponding results are well-known for mixed finite element approximations of elliptic problems and we extend these analyses here to the hyperbolic problem under consideration. We also consider the subsequent time discretization by the Crank-Nicolson method and show that the analysis and the post-processing strategy can be generalized to the fully discrete schemes. Our proofs do not rely on duality arguments or inverse inequalities and the results therefore apply also for non-convex domains and non-uniform meshes. Y1 - 2017 ER - TY - INPR A1 - Egger, Herbert A1 - Böttcher, Anke T1 - Energy stable discretization of Allen-Cahn type problems modeling the motion of phase boundaries N2 - We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an associated energy functional along solution trajectories. We first study the discretization in space by a conforming Galerkin approximation of a variational principle which characterizes smooth solutions of the problem. Well-posedness of the resulting semi-discretization is established and the energy decay along discrete solution trajectories is proven. A problem adapted implicit time-stepping scheme is then proposed and we establish its well-posed and decay of the free energy for the fully discrete scheme. Some details about the numerical realization by finite elements are discussed, in particular the iterative solution of the nonlinear problems arising in every time-step. The theoretical results are illustrated by numerical tests which also provide further evidence for asymptotic expansions of the interface velocities derived by Alber et al. Y1 - 2017 ER - TY - INPR A1 - Giesselmann, Jan A1 - Kunkel, Teresa T1 - Identification of minimal number of measurements allowing synchronization of a nodal observer for the wave equation N2 - We study a state estimation problem for a 2x2 linear hyperbolic system on networks with eigenvalues with opposite signs. The system can be seen as a simplified model for gas flow through gas networks. For this system we construct an observer system based on nodal measurements and investigate the convergence of the state of the observer system towards the original system state. We assume that measurements are available at the boundary nodes of the network and identify the minimal number of additional measurements in the network that are needed to guarantee synchronization of the observer state towards the original system state. It turns out that for tree-shaped networks boundary measurements suffice to guarantee exponential synchronization, while for networks that contain cycles synchronization can be guaranteed if and only if at least one measurement point is added in each cycle. This is shown for a system without source term and for a system with linear friction term. Y1 - 2024 ER - TY - CHAP A1 - Börner, Pascal A1 - Pfetsch, Marc E. A1 - Ulbrich, Stefan T1 - Modeling and optimization of gas mixtures on networks N2 - This paper presents a model for the mixture of gases on networks in the stationary case. The model is based on an equation of state for the mixture, the stationary isothermal Euler equations and coupling conditions for the flow and mixture. The equation of state or pressure law is based on the change of the speed of sound in a mixture of gases. We use this model to solve stationary gas flow problems to global optimality on large networks and present computational results. Y1 - 2024 ER - TY - INPR A1 - Giesselmann, Jan A1 - Kwon, Kiwoong A1 - Lee, Min-Gi T1 - Relative entropy technique in terms of position and momentum and its application to Euler-Poisson system N2 - This paper presents a systematic study of the relative entropy technique for compressible motions of continuum bodies described as Hamiltonian flows. While the description for the classical mechanics of N particles involves a Hamiltonian in terms of position and momentum vectors, that for the continuum fluid involves a Hamiltonian in terms of density and momentum. For space dimension d≥2, the Hamiltonian functional has a non-convex dependency on the deformation gradient or placement map due to material frame indifference. Because of this, the applicability of the relative entropy technique with respect to the deformation gradient or the placement map is inherently limited. Despite these limitations, we delineate the feasible applications and limitations of the technique by pushing it to its available extent. Specifically, we derive the relative Hamiltonian identity, where the Hamiltonian takes the position and momentum field as its primary and conjugate state variables, all within the context of the referential coordinate system that describes the motion. This approach, when applicable, turns out to yield rather strong stability statements. As instances, we consider Euler-Poisson systems in one space dimension. For a specific pressureless model, we verify non-increasing L2 state differences before the formation of δ-shock. In addition, weak-strong uniqueness, stability of rarefaction waves, and convergence to the gradient flow in the singular limit of large friction are shown. Depending on the presence or absence of pressure, assumptions are made to suitably accommodate phenomena such as δ-shocks, vacuums, and shock discontinuities in the weak solutions. Y1 - 2024 ER - TY - INPR A1 - Birke, Gunnar A1 - Engwer, Christian A1 - Giesselmann, Jan A1 - May, Sandra T1 - Error analysis of a first-order DoD cut cell method for 2D unsteady advection N2 - In this work we present an a priori error analysis for solving the unsteady advection equation on cut cell meshes along a straight ramp in two dimensions. The space discretization uses a lowest order upwind-type discontinuous Galerkin scheme involving a \textit{Domain of Dependence} (DoD) stabilization to correct the update in the neighborhood of small cut cells. Thereby, it is possible to employ explicit time stepping schemes with a time step length that is independent of the size of the very small cut cells. Our error analysis is based on a general framework for error estimates for first-order linear partial differential equations that relies on consistency, boundedness, and discrete dissipation of the discrete bilinear form. We prove these properties for the space discretization involving DoD stabilization. This allows us to prove, for the fully discrete scheme, a quasi-optimal error estimate of order one half in a norm that combines the L∞-in-time L2-in-space norm and a seminorm that contains velocity weighted jumps. We also provide corresponding numerical results. KW - cut cell KW - discontinuous Galerkin method KW - DoD Stabilization KW - a priori error estimate KW - unsteady advection Y1 - 2024 ER - TY - INPR A1 - Berrens, Arne A1 - Giesselmann, Jan T1 - A posteriori error control for a finite volume scheme for a cross-diffusion model of ion transport N2 - We derive a reliable a posteriori error estimate for a cell-centered finite volume scheme approximating a cross-diffusion system modeling ion transport through nanopores. To this end we derive an abstract stability framework that is independent of the numerical scheme and introduce a suitable (conforming) reconstruction of the numerical solution. The stability framework relies on some simplifying assumption that coincide with those made in weak uniqueness results for this system. This is the first a posteriori error estimate for a cross-diffusion system. Along the way, we derive a pointwise a posteriori error estimate for a finite volume scheme approximating the diffusion equation. We conduct numerical experiments showing that the error estimator scales with the same order as the true error. KW - cross-diffusion KW - ion transport KW - finite-volume approximation KW - a posteriori error estimates KW - diffusion equation Y1 - 2025 ER - TY - CHAP A1 - Disser, Yann A1 - Griesbach, Svenja M. A1 - Klimm, Max A1 - Lutz, Annette T1 - Bicriterial Approximation for the Incremental Prize-Collecting Steiner-Tree Problem N2 - We consider an incremental variant of the rooted prize-collecting Steiner-tree problem with a growing budget constraint. While no incremental solution exists that simultaneously approximates the optimum for all budgets, we show that a bicriterial (α,μ)-approximation is possible, i.e., a solution that with budget B+α for all B∈R≥0 is a multiplicative μ-approximation compared to the optimum solution with budget B. For the case that the underlying graph is a tree, we present a polynomial-time density-greedy algorithm that computes a (χ,1)-approximation, where χ denotes the eccentricity of the root vertex in the underlying graph, and show that this is best possible. An adaptation of the density-greedy algorithm for general graphs is (γ,2)-competitive where γ is the maximal length of a vertex-disjoint path starting in the root. While this algorithm does not run in polynomial time, it can be adapted to a (γ,3)-competitive algorithm that runs in polynomial time. We further devise a capacity-scaling algorithm that guarantees a (3χ,8)-approximation and, more generally, a ((4ℓ−1)χ,(2^(ℓ+2))/(2^ℓ−1))-approximation for every fixed ℓ∈N. KW - incremental maximization KW - competitive analysis KW - prize-collecting Steiner-tree Y1 - 2024 ER - TY - JOUR A1 - Hajian, Soheil A1 - Hintermüller, Michael A1 - Ulbrich, Stefan T1 - Total variation diminishing schemes in optimal control of scalar conservation laws JF - IMA Journal of Numerical Analysis N2 - In this paper, optimal control problems subject to a nonlinear scalar conservation law are studied. Such optimal control problems are challenging both at the continuous and at the discrete level since the control-to-state operator poses difficulties as it is, e.g., not differentiable. Therefore discretization of the underlying optimal control problem should be designed with care. Here the discretize-then-optimize approach is employed where first the full discretization of the objective function as well as the underlying PDE is considered. Then, the derivative of the reduced objective is obtained by using an adjoint calculus. In this paper total variation diminishing Runge-Kutta (TVD-RK) methods for the time discretization of such problems are studied. TVD-RK methods, also called strong stability preserving (SSP), are originally designed to preserve total variation of the discrete solution. It is proven in this paper that providing an SSP state scheme, is enough to ensure stability of the discrete adjoint. However requiring SSP for both discrete state and adjoint is too strong. Also approximation properties that the discrete adjoint inherits from the discretization of the state equation are studied. Moreover order conditions are derived. In addition, optimal choices with respect to CFL constant are discussed and numerical experiments are presented. Y1 - 2017 U6 - https://doi.org/10.20347/WIAS.PREPRINT.2383 VL - 39 SP - 105 EP - 140 ER - TY - JOUR A1 - Groß, Martin A1 - Marc E., Pfetsch A1 - Schewe, Lars A1 - Schmidt, Martin A1 - Skutella, Martin T1 - Algorithmic Results for Potential-Based Flows: Easy and Hard Cases N2 - Potential-based flows are an extension of classical network flows in which the flow on an arc is determined by the difference of the potentials of its incident nodes. Such flows are unique and arise, for example, in energy networks. Two important algorithmic problems are to determine whether there exists a feasible flow and to maximize the flow between two designated nodes. We show that these problems can be solved for the single source and sink case by reducing the network to a single arc. However, if we additionally consider switches that allow to force the flow to 0 and decouple the potentials, these problems are NP-hard. Nevertheless, for particular series-parallel networks, one can use algorithms for the subset sum problem. Moreover, applying network presolving based on generalized series-parallel structures allows to significantly reduce the size of realistic energy networks. KW - Potential networks KW - Potential-based flows KW - Maximum flow problem KW - Series-parallel graphs KW - Network reduction Y1 - 2017 U6 - https://doi.org/10.1002/net.21865 VL - 73 IS - 3 SP - 303 EP - 324 ET - Networks ER - TY - JOUR A1 - Groß, Martin A1 - Pfetsch, Marc E. A1 - Skutella, Martin T1 - On the Complexity of Instationary Gas Flows N2 - We study a simplistic model of instationary gas flows consisting of a sequence of k stationary gas flows. We present efficiently solvable cases and NP-hardness results, establishing complexity gaps between stationary and instationary gas flows (already for k=2) as well as between instationary gas s-t-flows and instationary gas b-flows. Y1 - 2017 U6 - https://doi.org/10.1016/j.orl.2018.01.007 VL - 46 IS - 3 SP - 286 EP - 290 ET - Operations Research Letters ER - TY - JOUR A1 - Schmidt, Martin A1 - Sirvent, Mathias A1 - Wollner, Winnifried T1 - A Decomposition Method for MINLPs with Lipschitz Continuous Nonlinearities JF - Mathematical Programming N2 - Many mixed-integer optimization problems are constrained by nonlinear functions that do not possess desirable analytical properties like convexity or factorability or cannot even be evaluated exactly. This is, e.g., the case for problems constrained by differential equations or for models that rely on black-box simulation runs. For these problem classes, we present, analyze, and test algorithms that solve mixed-integer problems with only Lipschitz continuous nonlinearities. Our theoretical results depend on the assumptions made on the (in)exactness of function evaluations and on the knowledge of Lipschitz constants. If Lipschitz constants are known, we prove finite termination at approximate globally optimal points both for the case of exact and inexact function evaluations. If only approximate Lipschitz constants are known, we prove finite termination and derive additional conditions under which infeasibility can be detected. A computational study for gas transport problems and an academic case study show the applicability of our algorithms to real-world problems and how different assumptions on the constraint functions up- or downgrade the practical performance of the methods. KW - Mixed-Integer Nonlinear Optimization, Lipschitz Optimization, Inexact Function Evaluations, Decomposition Methods, Gas Networks Y1 - 2017 IS - 178(1) SP - 449 EP - 483 ER - TY - INPR A1 - Egger, Herbert A1 - Kugler, Thomas A1 - Liljegren-Sailer, Björn A1 - Marheineke, Nicole A1 - Mehrmann, Volker T1 - On structure preserving model reduction for damped wave propagation in transport networks N2 - We consider the discretization and subsequent model reduction of a system of partial differential-algebraic equations describing the propagation of pressure waves in a pipeline network. Important properties like conservation of mass, dissipation of energy, passivity, existence of steady states, and exponential stability can be preserved by an appropriate semi- discretization in space via a mixed finite element method and also during the further dimension reduction by structure preserving Galerkin projection which is the main focus of this paper. Krylov subspace methods are employed for the construction of the reduced models and we discuss modifications needed to satisfy certain algebraic compatibility conditions; these are required to ensure the well-posedness of the reduced models and the preservation of the key properties. Our analysis is based on the underlying infinite dimensional problem and its Galerkin approximations. The proposed algorithms therefore have a direct interpretation in function spaces; in principle, they are even applicable directly to the original system of partial differential-algebraic equations while the intermediate discretization by finite elements is only required for the actual computations. The performance of the proposed methods is illustrated with numerical tests and the necessity for the compatibility conditions is demonstrated by examples. KW - partial differential-algebraic equations KW - port-Hamiltonian systems KW - Galerkin projection Y1 - 2017 ER - TY - JOUR A1 - Habeck, Oliver A1 - Pfetsch, Marc E. A1 - Ulbrich, Stefan T1 - Global optimization of mixed-integer ODE constrained network problems using the example of stationary gas transport N2 - In this paper we propose a new approach for finding global solutions of mixed-integer nonlinear optimization problems with ordinary differential equation constraints on networks. Instead of using a first discretize then optimize approach, we combine spatial and variable branching with appropriate discretizations of the differential equations to derive relaxations of the original problem. To construct the relaxations we derive convex under- and concave over-estimators for the ODE solution operators using numerical discretization schemes. Thereby, we make use of the underlying network structure, where the solutions of the ODEs only need to be known at a finite number of points. This property enables us to adaptively refine the discretization and relaxation without introducing new variables. The incorporation into a spatial branch-and-bound process allows to compute global epsilon-optimal solutions or decide infeasibility. We prove that this algorithm terminates finitely under some natural assumptions. We then show how this approach works for the example of stationary gas transport and provide some illustrative computational examples. KW - Global Optimization KW - Mixed-Integer Nonlinear Optimization Y1 - 2017 U6 - https://doi.org/10.1137/17M1152668 VL - 29 IS - 4 SP - 2949 EP - 2985 ET - SIAM Journal of Optimization 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 - Domschke, Pia A1 - Groß, Martin A1 - Hiller, Benjamin A1 - Hante, Falk A1 - Schewe, Lars A1 - Schmidt, Martin T1 - Mathematische Modellierung, Simulation und Optimierung von Gastransportnetzwerken JF - gwf-gas/erdgas Y1 - 2015 VL - 11 SP - 880 EP - 885 ER - TY - JOUR A1 - Schmidt, Martin A1 - Aßmann, Denis A1 - Burlacu, Robert A1 - Humpola, Jesco A1 - Joormann, Imke A1 - Kanelakis, Nikolaos A1 - Koch, Thorsten A1 - Oucherif, Djamal A1 - Pfetsch, Marc E. A1 - Schewe, Lars A1 - Schwarz, Robert A1 - Sirvent, Mathias T1 - GasLib – A Library of Gas Network Instances JF - Data N2 - The development of mathematical simulation and optimization models and algorithms for solving gas transport problems is an active field of research. In order to test and compare these models and algorithms, gas network instances together with demand data are needed. The goal of GasLib is to provide a set of publicly available gas network instances that can be used by researchers in the field of gas transport. The advantages are that researchers save time by using these instances and that different models and algorithms can be compared on the same specified test sets. The library instances are encoded in an XML format. In this paper, we explain this format and present the instances that are available in the library. KW - Gas Transport KW - Networks KW - Problem Instances KW - Mixed-Integer Nonlinear Optimization KW - GasLib Y1 - 2017 U6 - https://doi.org/10.3390/data2040040 VL - 4 IS - 2 ER -