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 - TY - INPR A1 - Wilka, Hendrik A1 - Lang, Jens T1 - Adaptive hp-Polynomial Based Sparse Grid Collocation Algorithms for Piecewise Smooth Functions with Kinks N2 - High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationally expensive and request the use of adaptive grid generation strategies like anisotropic sparse grids to mitigate the curse of dimensionality. However, it is well known that the standard dimension-adaptive sparse grid method converges very slowly or even fails in the case of non-smooth functions. For piecewise smooth functions with kinks, we construct two novel hp-adaptive sparse grid collocation algorithms that combine low-order basis functions with local support in parts of the domain with less regularity and variable-order basis functions elsewhere. Spatial refinement is realized by means of a hierarchical multivariate knot tree which allows the construction of localised hierarchical basis functions with varying order. Hierarchical surplus is used as an error indicator to automatically detect the non-smooth region and adaptively refine the collocation points there. The local polynomial degrees are optionally selected by a greedy approach or a kink detection procedure. Three numerical benchmark examples with different dimensions are discussed and comparison with locally linear and highest degree basis functions are given to show the efficiency and accuracy of the proposed methods. Y1 - ER -