TY - CHAP A1 - Huck, Christoph A1 - Tischendorf, Caren T1 - Transient Modeling and Simulation of Gas Pipe Networks with Characteristic Diagram Models for Compressors T2 - Proceedings in Applied Mathematics and Mechanics N2 - One challenge for the simulation and optimization of real gas pipe networks is the treatment of compressors. Their behavior is usually described by characteristic diagrams reflecting the connection of the volumetric flow and the enthalpy change or shaft torque. Such models are commonly used for an optimal control of compressors and compressor stations [4, 7] using stationary models for the gas flow through the pipes. For transient simulations of gas networks, simplified compressor models have been studied in [1–3]. Here, we present a transient simulation of gas pipe networks with characteristic diagram models of compressors using a stable network formulation as (partial) differential-algebraic system. Y1 - 2017 U6 - https://doi.org/10.1002/pamm.201710322 VL - 17 IS - 1 SP - 707 EP - 708 ER - TY - JOUR A1 - Hintermüller, Michael A1 - Strogies, Nikolai T1 - On the consistency of Runge--Kutta methods up to order three applied to the optimal control of scalar conservation laws JF - Numerical Analysis and Optimization N2 - Higher-order Runge-Kutta (RK) time discretization methods for the optimal control of scalar conservation laws are analyzed and numerically tested. The hyperbolic nature of the state system introduces specific requirements on discretization schemes such that the discrete adjoint states associated with the control problem converge as well. Moreover, conditions on the RK-coefficients are derived that coincide with those characterizing strong stability preserving Runge-Kutta methods. As a consequence, the optimal order for the adjoint state is limited, e.g., to two even in the case where the conservation law is discretized by a third-order method. Finally, numerical tests for controlling Burgers equation validate the theoretical results. Y1 - 2017 U6 - https://doi.org/10.20347/WIAS.PREPRINT.2442 SP - 119 EP - 154 ER - TY - JOUR A1 - Hintermüller, Michael A1 - Rautenberg, Carlos A1 - Strogies, Nikolai T1 - Dissipative and Non-dissipative Evolutionary Quasi-variational Inequalities with Gradient Constraints JF - Set-Valued and Variational Analysis N2 - Evolutionary quasi-variational inequality (QVI) problems of dissipative and non-dissipative nature with pointwise constraints on the gradient are studied. A semi-discretization in time is employed for the study of the problems and the derivation of a numerical solution scheme, respectively. Convergence of the discretization procedure is proven and properties of the original infinite dimensional problem, such as existence, extra regularity and non-decrease in time, are derived. The proposed numerical solver reduces to a finite number of gradient-constrained convex optimization problems which can be solved rather efficiently. The paper ends with a report on numerical tests obtained by a variable splitting algorithm involving different nonlinearities and types of constraints. Y1 - 2017 VL - 27 SP - 433 EP - 468 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 - Hintermüller, Michael A1 - Surowiec, Thomas T1 - A Bundle-Free Implicit Programming Approach for a Class of MPECs in Function Space JF - Mathematical Programming N2 - Using a standard first-order optimality condition for nonsmooth optimization prob- lems, 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. Y1 - 2017 U6 - https://doi.org/10.1007/s10107-016-0983-9 VL - 160 IS - 1-2 SP - 271 EP - 305 ER - TY - JOUR A1 - Hintermüller, Michael A1 - Surowiec, Thomas T1 - On the Directional Differentiability of the Solution Mapping for a Class of Variational Inequalities of the Second Kind JF - Set-Valued and Variational Analysis N2 - The directional differentiability of the solution mapping for a class of variational inequali- ties of the second kind inspired by applications in fluid mechanics and moving free boundary problems is investigated. The result is particularly relevant for the model predictive control or optimal control of such variational inequalities in that it can be used to derive stationarity conditions and efficient numerical methods. Y1 - 2017 U6 - https://doi.org/10.1007/s11228-017-0408-9 VL - 26 SP - 631 EP - 642 ER - TY - JOUR A1 - Leövey, Hernan A1 - Heitsch, Holger A1 - Römisch, Werner T1 - Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? JF - Computational Optimization and Applications N2 - Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs with random right-hand side and continuous probability distribution. The latter should allow for a transformation to a distribution with independent marginals. The two-stage integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error analysis. We show that under some weak geometric condition on the two-stage model all terms of their ANOVA decomposition, except the one of highest order, are continuously differentiable and that first and second order ANOVA terms have mixed first order partial derivatives and belong to L2 . Hence, randomly shifted lattice rules (SLR) may achieve the optimal rate of convergence O(n−1+δ ) with δ ∈ (0, 12 ] and a constant not depending on the dimension if the effective superposition dimension is at most two. We discuss effective dimensions and dimension reduction for two-stage integrands. The geometric condition is shown to be satisfied almost everywhere if the underlying probability distribution is normal and principal component analysis (PCA) is used for transforming the covariance matrix. Numerical experiments for a large scale two-stage stochastic production planning model with normal demand show that indeed convergence rates close to the optimal are achieved when using SLR and randomly scrambled Sobol’ point sets accompanied with PCA for dimension reduction. Y1 - 2016 U6 - https://doi.org/10.1007/s10589-016-9843-z VL - 65 IS - 3 SP - 567 EP - 603 ER - TY - INPR A1 - Hante, Falk A1 - Kuchler, Christian T1 - An Algorithmic Framework for Optimal Control of Hybrid Dynamical System with Parabolic PDEs N2 - We present an algorithmic approach for the computational solution of optimal control problems with hybrid nature governed by linear parabolic PDEs featuring implicit switches. We propose a stepwise reformulation of the original formulation into a more tractable setting via application of methods from disjunctive programming and a time transformation method. After removal of the implicit switching rule at the cost of the introduction of explicit switching variables and vanishing constraints, the connection of the resulting formulation to problems with equilibrium constraints is established and studied. The previous steps in combination with smoothening and a Moreau-Yosida type penalty approach allow the derivation of necessary first order optimality conditions to characterize candidates for optimality to the original system. Following the discussion of each individual reformulation step, we introduce the algorithmic framework founded on a semismooth Newton method. Finally, we report on computational of the proposed framework. Y1 - 2023 ER - TY - INPR A1 - Kannan, Aswin A1 - Kreimeier, Timo A1 - Walther, Andrea T1 - On Solving Nonsmooth Retail Portfolio Maximization Problems Using Active Signature Methods Y1 - 2023 ER - TY - JOUR A1 - Shyshkanova, Ganna A1 - Walther, Andrea T1 - Optimization of a punch shape with a doubly connected contact domain N2 - The objective is to optimize the pressure distribution under a rigid punch having a doubly connected contact domain close to a circular ring and interacting with an elastic half-space. The required design variable is the punch shape. The functional to be minimized is the root-mean-square deviation of the pressure distribution from some given distribution. An analytical technique is developed for solving the problem for the punches with doubly connected shape, by reducing to a sequence of similar problems for the circular ring punches using expansions of the simple layer potential. The method of expansion in terms of a small parameter is used. The simple layer potential expansion is proposed when mapping a doubly connected integration domain onto a circular ring by transforming the integration variables and transforming the coordinates of the pole of the kernel. As a result, a sequence of similar problems was obtained for a circular ring to determine the functions characterizing the distribution of normal pressure under the punch in the form of a non-circular ring, as well as the normal displacements, from where the optimal punch shape is determined. Y1 - 2023 ER - TY - JOUR A1 - Shyshkanova, Ganna A1 - Zaytseva, Tetyana A1 - Zhushman, V A1 - Levchenko, Ntaliia A1 - Korotunova, Olena T1 - Solving three-dimensional contact problems for foundation design in green building N2 - Design of foundations on an elastic base is carried out using the solution of three-dimensional problems of contact interaction. Improving the accuracy of engineering calculations is necessary to ensure economic efficiency and increase energy savings in green building. The problems of indentation of punches with a flat base bounded by doubly connected close to polygonal contact areas are researched in the present work. Small parameter method is used to obtain explicit analytical expressions for the contact pressure distribution and the punch displacement dependence in a simplified form, which is convenient for engineering practice. The found load-displacement dependence satisfies the known inequalities that are valid for an arbitrary contact domain. Also a numerical-analytical method is in consideration. It uses the simple layer potential expansion and successive approximations for the problems accounting roughness of the elastic half-space. Roughness coefficient is considered as a parameter of regularization of the integral equation for the smooth contact problem. The results of both methods coincide with sufficient accuracy. Y1 - 2023 U6 - https://doi.org/10.1088/1742-6596/2609/1/012001 ER - TY - INPR A1 - Kreimeier, Timo A1 - Pokutta, Sebastian A1 - Walther, Andrea A1 - Woodstock, Zev T1 - On a Frank-Wolfe Approach for Abs-smooth Functions N2 - We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our nonsmooth nonconvex problem setting is motivated by machine learning, since the broad class of abs-smooth functions includes, for instance, the squared $\ell_2$-error of a neural network with ReLU or hinge Loss activation. To overcome the nonsmoothness in our problem, we propose a generalization to the traditional Frank-Wolfe gap and prove that first-order minimality is achieved when it vanishes. We derive a convergence rate for our algorithm which is identical to the smooth case. Although our algorithm necessitates the solution of a subproblem which is more challenging than the smooth case, we provide an efficient numerical method for its partial solution, and we identify several applications where our approach fully solves the subproblem. Numerical and theoretical convergence is demonstrated, yielding several conjectures. KW - Frank-Wolfe algorithm KW - Active Signature Method KW - abs-smooth functions KW - nonsmooth optimization KW - convergence rate Y1 - 2022 ER - TY - INPR A1 - Shyshkanova, Ganna A1 - Walther, Andrea T1 - Contact Pressure over Doubly Connected Rectangular Domains and Punch Shape Optimization N2 - Contact problems arise in a variety of industrial processes, engineering and biomechanical systems. 3-D contact problem for a rigid punch with a doubly connected base bounded by the lines close to rectangles is in consideration. An analytic-numerical technique is developed for its solving. The problem contains Fredholm integral equations of the first kind, which are transformed into the second kind by means of regularization. Using the simple layer potential expansion, the kernels of the integrals are presented in the form of expansions in the powers of the polar radius. The difference between the values of the desired function at different points and the subsequent interpolation of the terms are proposed to smooth the kernels and eliminate singularities. The integral equations are reduced to one-dimension and then solved using quadrature formulas. Subsequently a punch shape is taken as a desired function, and as a minimizing functional is considered the root-mean-square deviation of the pressure distribution arising under the punch from some optimal distribution. In this case, the values of the total forces and moments applied to the punch are assumed to be given, which leads to restrictions imposed on the distributions by the equilibrium conditions. The normal displacements are determined which arising under the action of the found contact pressure on the elastic half-space. The desired punch shape is found using the simple layer potential. A solution to the problem is obtained for the punch with the doubly connected base bounded by lines close to rectangles. KW - contact problem KW - shape optimization KW - simple layer potential KW - integral equations Y1 - 2022 ER - TY - THES A1 - Huck, Christoph T1 - Perturbation analysis and numerical discretisation of hyperbolic partial differential algebraic equations describing flow networks N2 - This thesis addresses several aspects regarding modelling, analysis and numerical simulation of gas networks. Hereby, our focus lies on (partial) differential-algebraic equations, thus systems of partial and ordinary differential equations which are coupled by algebraic equations. These coupled systems allow an easy approach towards the modelling of dynamic structures on networks. Therefore, they are well suited for gas networks, which have gained a rise of attention in society, politics and science due to the focus towards renewable energies. We give an introduction towards gas network modelling that includes the most common elements that also appear in real gas networks and present two PDAE systems: One for pipe networks and one that includes additional elements like resistors and compressors. Furthermore, we investigate the impact of perturbations onto the pipe network PDAE, where we explicitly allow perturbations to affect the system in the differential as well as in the algebraic components. We conclude that the solution of the PDAE possesses stability properties. In addition, this thesis introduces a new spatial discretisation that is adapted to the net- work topology. This topology-adapted semi-discretisation results in a DAE which possesses the same perturbation behaviour as the space continuous PDAE. Furthermore, we present a topology based decoupling procedure that allows to reformulate the DAE as an ordinary differential equation (ODE), which represents the inherent dynamics of the DAE system. This ODE, together with a decoupled set of algebraic equations, can be derived from the topology and element information directly. We conclude by demonstrating the established results for several benchmark networks. This includes a comparison of numerical solutions for the decoupled ODE and the DAE system. In addition we present the advantages of the topology-adapted spatial discretisation over existing well established methods. Y1 - 2018 U6 - https://doi.org/10.18452/19596 ER - TY - JOUR A1 - Kreimeier, Timo A1 - Kuchlbauer, Martina A1 - Liers, Frauke A1 - Stingl, Michael A1 - Walther, Andrea T1 - Towards the Solution of Robust Gas Network Optimization Problems Using the Constrained Active Signature Method N2 - This work studies robust gas network optimization under uncertainties in demand and in the physical parameters. The corresponding optimization problems are nonconvex in node pressures and flows along the pipes. They are thus very difficult to solve for realistic instance sizes. In recent approaches, an adaptive bundle method has been developed, where one solves the occurring adversarial problems via iteratively refined piecewise linear relaxations. These subproblems need to be solved always from scratch using mixed-integer linear programming (MIP). As alternative to the MIP solver, we employ here a nonsmooth optimization approach that allows a warm start strategy such that it can profit from the results obtained for coarser relaxations. We evaluate the approach for realistic gas network topologies and outline possibilities for future research. Y1 - 2022 ER -