@misc{GalliatDeuflhardRoitzschetal., author = {Galliat, Tobias and Deuflhard, Peter and Roitzsch, Rainer and Cordes, Frank}, title = {Automatic Identification of Metastable Conformations via Self-Organized Neural Networks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6197}, number = {00-51}, abstract = {As has been shown recently, the identification of metastable chemical conformations leads to a Perron cluster eigenvalue problem for a reversible Markov operator. Naive discretization of this operator would suffer from combinatorial explosion. As a first remedy, a pre-identification of essential degrees of freedom out of the set of torsion angles had been applied up to now. The present paper suggests a different approach based on neural networks: its idea is to discretize the Markov operator via self-organizing (box) maps. The thus obtained box discretization then serves as a prerequisite for the subsequent Perron cluster analysis. Moreover, this approach also permits exploitation of additional structure within embedded simulations. As it turns out, the new method is fully automatic and efficient also in the treatment of biomolecules. This is exemplified by numerical results.}, language = {en} } @misc{KoberSaderZeilhoferetal., author = {Kober, Cornelia and Sader, Robert and Zeilhofer, Hans-Florian and Prohaska, Steffen and Zachow, Stefan and Deuflhard, Peter}, title = {Anisotrope Materialmodellierung f{\"u}r den menschlichen Unterkiefer}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6574}, number = {01-31}, abstract = {Im Rahmen der biomechanischen Simulation kn{\"o}cherner Organe ist die Frage nach einer befriedigenden Materialbeschreibung nach wie vor ungel{\"o}st. Computertomographische Datens{\"a}tze liefern eine r{\"a}umliche Verteilung der (R{\"o}ntgen-)Dichte und erm{\"o}glichen damit eine gute Darstellung der individuellen Geometrie. Weiter k{\"o}nnen die verschiedenen Materialbestandteile des Knochens, Spongiosa und Kortikalis, voneinander getrennt werden. Aber die richtungsab{\"a}ngige Information der Materialanisotropie ist verloren. In dieser Arbeit wird ein Ansatz f{\"u}r eine anisotrope Materialbeschreibung vorgestellt, die es erm{\"o}glicht, den Einfluss der individuellen kn{\"o}chernen Struktur auf das makroskopische Materialverhalten abzusch{\"a}tzen.}, language = {de} } @misc{DeuflhardHegeSeebass, author = {Deuflhard, Peter and Hege, Hans-Christian and Seebass, Martin}, title = {Progress Towards a Combined MRI/Hyperthermia System}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5755}, number = {00-07}, abstract = {Regional hyperthermia, a clinical cancer therapy, is the main topic of the Sonderforschungsbereich Hyperthermia: Scientific Methods and Clinical Applications'' at Berlin. In recent years, technological improvements towards a better concentration of heat to the desired target region have been achieved. These include a rather sophisticated integrated software environment for therapy planning and a new hyperthermia applicator. In a next step, a detailed closed loop monitoring of the actual treatment is to be developed. For this purpose the hyperthermia applicator is combined with an MRI system, which will allow to check the positioning of the patients and to measure individual blood perfusion as well as the 3D temperature distribution. The measurements will then be employed for an on-line control of the whole treatment. In this intended setting, new fast feedback control algorithms will come into play.}, language = {en} } @misc{DeuflhardReich, author = {Deuflhard, Peter and Reich, Sebastian}, title = {2nd International Symposium Algorithms for Macromolecular Modelling}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5455}, number = {TR-97-03}, abstract = {The report contains the program and the collected abstracts of the 2nd International Symposium ``Algorithms for Macromolecular Modelling''.}, language = {en} } @misc{DeuflhardLouisSchlegeletal., author = {Deuflhard, Peter and Louis, Alfred and Schlegel, W. and Seebass, Martin}, title = {Workshop "Scientific Computing in der Medizin" SCMED '97}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5474}, number = {TR-97-05}, abstract = {Die Arbeitstagung \glqq Scientific Computing in der Medizin\grqq , kurz SCMED \grq 97, findet vom 22. - 23. September 1997 im neu errichteten Geb{\"a}ude des Konrad-Zuse-Zentrums auf dem Dahlemer naturwissenschaftlichen Campus der Freien Universt{\"a}t Berlin statt.}, language = {en} } @misc{Deuflhard, author = {Deuflhard, Peter}, title = {Adaptive Pseudo-transient Continuation for Nonlinear Steady State Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6814}, number = {02-14}, abstract = {Pseudo--transient continuation methods are quite popular for the numerical solution of steady state problems, typically in PDEs. They are based on an embedding into a time dependent initial value problem. In the presence of dynamical invariants the Jacobian matrix of the nonlinear equation system is bound to be singular. The paper presents a convergence analysis which takes this property into account -- in contrast to known approaches. On the basis of the new analysis adaptive algorithms are suggested in detail. These include a variant with Jacobian approximations as well as inexact pseudo--transient continuation, both of which play an important role in discretized PDEs. Numerical experiments are left to future work.}, language = {en} } @misc{Deuflhard, author = {Deuflhard, Peter}, title = {From Molecular Dynamics to Conformational Dynamics in Drug Design}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6878}, number = {02-20}, abstract = {Computational drug design studies molecular recognition in the {\em virtual lab}. The arising Hamiltonian dynamics is known to be chaotic and ill-conditioned already after picoseconds, whereas times are \$msec\$ up to \$min\$. Classical molecular dynamics with long term trajectory computation gives, at best, information about time and statistical ensemble averages. The present paper surveys a recent new modeling approach called {\em conformational dynamics}, which is due to the author and Ch. Sch{\"u}tte. This approach achieves information about the dy time scales by telescoping a short term deterministic model with a statistical model. Examples of small biomolecules are included.}, language = {en} } @misc{DeuflhardHochmuth, author = {Deuflhard, Peter and Hochmuth, Reinhard}, title = {Multiscale Analysis of Thermoregulation in the Human Microvascular System}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6985}, number = {02-31}, abstract = {The bio-heat transfer equation is a macroscopic model for describing the heat transfer in microvascular tissue. So far the deduction of the Helmholtz term in the bio-heat transfer equation is not co role. In view of a future numerical application of this new mathematical model to treatment planning in hyperthermia we derive asymptotic estimates for first and second order correctors.}, language = {en} } @misc{DeuflhardNowakWeiser, author = {Deuflhard, Peter and Nowak, Ulrich and Weiser, Martin}, title = {Affine Invariant Adaptive Newton Codes for Discretized PDEs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7005}, number = {02-33}, abstract = {The paper deals with three different Newton algorithms that have recently been worked out in the general frame of affine invariance. Of particular interest is their performance in the numerical solution of discretized boundary value problems (BVPs) for nonlinear partial differential equations (PDEs). Exact Newton methods, where the arising linear systems are solved by direct elimination, and inexact Newton methods, where an inner iteration is used instead, are synoptically presented, both in affine invariant convergence theory and in numerical experiments. The three types of algorithms are: (a) affine covariant (formerly just called affine invariant) Newton algorithms, oriented toward the iterative errors, (b) affine contravariant Newton algorithms, based on iterative residual norms, and (c) affine conjugate Newton algorithms for convex optimization problems and discrete nonlinear elliptic PDEs.}, language = {en} } @misc{EhrigOfenlochSchaberetal., author = {Ehrig, Rainald and Ofenloch, Oliver and Schaber, Karlheinz and Deuflhard, Peter}, title = {Modelling and Simulation of Aerosol Formation by Heterogeneous Nucleation in Gas-Liquid Contact Devices}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6416}, number = {01-15}, abstract = {This paper describes a new simulation tool for the prediction of aerosol formation and behavior in gas--liquid contact devices such as absorbers, scrubbers, quench coolers, and condensers as well as multistage gas cleaning processes, respectively. Aerosol formation can impact severely the separation efficiency of gas cleaning processes. Aerosol or fog formation can arise by spontaneous condensation or desublimation in supersaturated gas phases. The rigorous description of the mass and energy transfer between the gas phase, the liquid phase, and the growing aerosol droplets leads to a system of partial differential and algebraic equations. For the solution of these systems we have developed the plant simulation tool AerCoDe. This program bases upon the linearly--implicit Euler discretisation, which in combination with extrapolation permits an adaptive step size and order control. Typical simulation results of a multistage industrial flue gas scrubbing process are presented. It is shown, that experimental data can be confirmed if the number concentration of condensation nuclei as an input parameter is roughly known.}, language = {en} } @misc{WeiserDeuflhard, author = {Weiser, Martin and Deuflhard, Peter}, title = {The Central Path towards the Numerical Solution of Optimal Control Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6380}, number = {01-12}, abstract = {A new approach to the numerical solution of optimal control problems including control and state constraints is presented. Like hybrid methods, the approach aims at combining the advantages of direct and indirect methods. Unlike hybrid methods, however, our method is directly based on interior-point concepts in function space --- realized via an adaptive multilevel scheme applied to the complementarity formulation and numerical continuation along the central path. Existence of the central path and its continuation towards the solution point is analyzed in some theoretical detail. An adaptive stepsize control with respect to the duality gap parameter is worked out in the framework of affine invariant inexact Newton methods. Finally, the performance of a first version of our new type of algorithm is documented by the successful treatment of the well-known intricate windshear problem.}, language = {en} } @misc{ErdmannKoberLangetal., author = {Erdmann, Bodo and Kober, Cornelia and Lang, Jens and Sader, Robert and Zeilhofer, Hans-Florian and Deuflhard, Peter}, title = {Efficient and Reliable Finite Element Methods for Simulation of the Human Mandible}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6403}, number = {01-14}, abstract = {By computed tomography data (CT), the individual geometry of the mandible is quite well reproduced, also the separation between cortical and trabecular bone. Using anatomical knowledge about the architecture and the functional potential of the masticatory muscles, realistic situations were approximated. The solution of the underlying partial differential equations describing linear elastic material behaviour is provided by an adaptive finite element method. Estimations of the discretization error, local grid refinement, and multilevel techniques guarantee the reliability and efficiency of the method.}, language = {en} } @misc{Deuflhard, author = {Deuflhard, Peter}, title = {A Comparison of Related Concepts in Computational Chemistry and Mathematics}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7138}, number = {02-46}, abstract = {This article studies the relation of the two scientific languages Chemistry and Mathematics via three selected comparisons: (a) QSSA versus dynamic ILDM in reaction kinetics, (b) lumping versus discrete Galerkin methods in polymer chemistry, and (c) geometrical conformations versus metastable conformations in drug design. The common clear message from these comparisons is that chemical intuition may pave the way for mathematical concepts just as chemical concepts may gain from mathematical precisioning. Along this line, significant improvements in chemical research and engineering have already been possible -- and can be further expected in the future from the dialogue between the two scientific languages.}, language = {en} } @misc{WeiserSchielaDeuflhard, author = {Weiser, Martin and Schiela, Anton and Deuflhard, Peter}, title = {Asymptotic Mesh Independence of Newton's Method Revisited}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7352}, number = {03-13}, abstract = {The paper presents a new affine invariant theory on asymptotic mesh independence of Newton's method in nonlinear PDEs. Compared to earlier attempts, the new approach is both much simpler and more natural from the algorithmic point of view. The theory is exemplified at collocation methods for ODE boundary value problems and at finite element methods for elliptic PDE problems.}, language = {en} } @misc{HochmuthDeuflhard, author = {Hochmuth, Reinhard and Deuflhard, Peter}, title = {Multiscale Analysis for the Bio-Heat Transfer Equation}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7302}, number = {03-08}, abstract = {The bio-heat transfer equation is a macroscopic model for describing the heat transfer in microvascular tissue. In [{\sl Deuflhard, Hochmuth 2002}] the authors applied homogenization techniques to derive the bio-heat transfer equation as asymptotic result of boundary value problems which provide a microscopic description for microvascular tissue. Here those results are generalized to a geometrical setting where the regions of blood are allowed to be connected. Moreover, asymptotic corrector results are derived.}, language = {en} } @misc{DeuflhardWeber, author = {Deuflhard, Peter and Weber, Marcus}, title = {Robust Perron Cluster Analysis in Conformation Dynamics}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7415}, number = {03-19}, abstract = {The key to molecular conformation dynamics is the direct identification of metastable conformations, which are almost invariant sets of molecular dynamical systems. Once some reversible Markov operator has been discretized, a generalized symmetric stochastic matrix arises. This matrix can be treated by Perron cluster analysis, a rather recent method involving a Perron cluster eigenproblem. The paper presents an improved Perron cluster analysis algorithm, which is more robust than earlier suggestions. Numerical examples are included.}, language = {en} } @misc{DeuflhardSchuette, author = {Deuflhard, Peter and Sch{\"u}tte, Christof}, title = {Molecular Conformation Dynamics and Computational Drug Design}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7427}, number = {03-20}, abstract = {The paper surveys recent progress in the mathematical modelling and simulation of essential molecular dynamics. Particular emphasis is put on computational drug design wherein time scales of \$msec\$ up to \$min\$ play the dominant role. Classical long-term molecular dynamics computations, however, would run into ill-conditioned initial value problems already after time spans of only \$psec=10^{-12} sec\$. Therefore, in order to obtain results for times of pharmaceutical interest, a combined deterministic-stochastic model is needed. The concept advocated in this paper is the direct identification of metastable conformations together with their life times and their transition patterns. It can be interpreted as a {\em transfer operator} approach corresponding to some underlying hybrid Monte Carlo process, wherein short-term trajectories enter. Once this operator has been discretized, which is a hard problem of its own, a stochastic matrix arises. This matrix is then treated by {\em Perron cluster analysis}, a recently developed cluster analysis method involving the numerical solution of an eigenproblem for a Perron cluster of eigenvalues. In order to avoid the 'curse of dimension', the construction of appropriate boxes for the spatial discretization of the Markov operator requires careful consideration. As a biomolecular example we present a rather recent SARS protease inhibitor.}, language = {en} } @misc{WeiserDeuflhardErdmann, author = {Weiser, Martin and Deuflhard, Peter and Erdmann, Bodo}, title = {Affine conjugate adaptive Newton methods for nonlinear elastomechanics}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7768}, number = {04-01}, abstract = {The paper extends affine conjugate Newton methods from convex to nonconvex minimization, with particular emphasis on PDE problems originating from compressible hyperelasticity. Based on well-known schemes from finite dimensional nonlinear optimization, three different algorithmic variants are worked out in a function space setting, which permits an adaptive multilevel finite element implementation. These algorithms are tested on two well-known 3D test problems and a real-life example from surgical operation planning.}, language = {en} } @misc{DeuflhardChairs, author = {Deuflhard, Peter and (Chairs), Hyung Yong Ra}, title = {Korean-German Bilateral Symposium on Scientific Computing}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7778}, number = {04-02}, abstract = {Collection of abstracts of the Korean-German Bilateral Symposium on Scientific Computing, Berlin January 15/16, 2004}, language = {en} } @misc{KlapprothSchielaDeuflhard, author = {Klapproth, Corinna and Schiela, Anton and Deuflhard, Peter}, title = {Consistency Results for the Contact-Stabilized Newmark Method}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11164}, number = {09-06}, abstract = {The paper considers the time integration of frictionless dynamical contact problems between viscoelastic bodies in the frame of the Signorini condition. Among the numerical integrators, interest focuses on the contact-stabilized Newmark method recently suggested by Deuflhard et al., which is compared to the classical Newmark method and an improved energy dissipative version due to Kane et al. In the absence of contact, any such variant is equivalent to the St{\"o}rmer-Verlet scheme, which is well-known to have consistency order 2. In the presence of contact, however, the classical approach to discretization errors would not show consistency at all because of the discontinuity at the contact. Surprisingly, the question of consistency in the constrained situation has not been solved yet. The present paper fills this gap by means of a novel proof technique using specific norms based on earlier perturbation results due to the authors. The corresponding estimation of the local discretization error requires the bounded total variation of the solution. The results have consequences for the construction of an adaptive timestep control, which will be worked out subsequently in a forthcoming paper.}, language = {en} } @misc{WeiserErdmannDeuflhard, author = {Weiser, Martin and Erdmann, Bodo and Deuflhard, Peter}, title = {On Efficiency and Accuracy in Cardioelectric Simulation}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10934}, number = {08-41}, abstract = {Reasons for the failure of adaptive methods to deliver improved efficiency when integrating monodomain models for myocardiac excitation are discussed. Two closely related techniques for reducing the computational complexity of linearly implicit integrators, deliberate sparsing and splitting, are investigated with respect to their impact on computing time and accuracy.}, language = {en} } @misc{DeuflhardDoesselLouisetal., author = {Deuflhard, Peter and D{\"o}ssel, Olaf and Louis, Alfred and Zachow, Stefan}, title = {Mehr Mathematik wagen in der Medizin}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10776}, number = {08-25}, abstract = {Der Artikel gibt einen Einblick in das reiche Feld der Zusammenarbeit zwischen Mathematik und Medizin. Beispielhaft werden drei Erfolgsmodelle dargestellt: Medizinische Bildgebung, mathematische Modellierung und Biosignalverarbeitung im Bereich der Dynamik des Herzens sowie mathematische Modellierung und Simulation in der Krebstherapie Hyperthermie und der Mund-Kiefer-Gesichts-Chirurgie. In allen F{\"a}llen existiert ein Gleichklang der Interessen von Medizin und Mathematik: Beide Disziplinen wollen die Resultate schnell und zuverl{\"a}ssig. F{\"u}r die Klinik heißt das, dass notwendige Rechnungen in m{\"o}glichst kurzer Zeit, und zwar auf dem PC, ablaufen m{\"u}ssen und dass die Resultate so genau und belastbar sein m{\"u}ssen, dass medizinische Entscheidungen darauf aufbauen k{\"o}nnen. F{\"u}r die Mathematik folgt daraus, dass h{\"o}chste Anforderungen an die Effizienz der verwendeten Algorithmen und die darauf aufbauende Software in Numerik und Visualisierung zu stellen sind. Jedes Kapitel endet mit einer Darstellung der Perspektive des jeweiligen Gebietes. Abschließend werden m{\"o}gliche Handlungsoptionen f{\"u}r Politik und Wirtschaft diskutiert.}, language = {de} } @misc{KlapprothDeuflhardSchiela, author = {Klapproth, Corinna and Deuflhard, Peter and Schiela, Anton}, title = {A Perturbation Result for Dynamical Contact Problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10793}, number = {08-27}, abstract = {This paper is intended to be a first step towards the continuous dependence of dynamical contact problems on the initial data as well as the uniqueness of a solution. Moreover, it provides the basis for a proof of the convergence of popular time integration schemes as the Newmark method. We study a frictionless dynamical contact problem between both linearly elastic and viscoelastic bodies which is formulated via the Signorini contact conditions. For viscoelastic materials fulfilling the Kelvin-Voigt constitutive law, we find a characterization of the class of problems which satisfy a perturbation result in a non-trivial mix of norms in function space. This characterization is given in the form of a stability condition on the contact stresses at the contact boundaries. Furthermore, we present perturbation results for two well-established approximations of the classical Signorini condition: The Signorini condition formulated in velocities and the model of normal compliance, both satisfying even a sharper version of our stability condition.}, language = {en} } @misc{SchuetteFischerHuisingaetal., author = {Sch{\"u}tte, Christof and Fischer, Alexander and Huisinga, Wilhelm and Deuflhard, Peter}, title = {A Direct Approach to Conformational Dynamics based on Hybrid Monte Carlo}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3889}, number = {SC-98-45}, abstract = {Recently, a novel concept for the computation of essential features of the dynamics of Hamiltonian systems (such as molecular dynamics) has been proposed. The realization of this concept had been based on subdivision techniques applied to the Frobenius--Perron operator for the dynamical system. The present paper suggests an alternative but related concept that merges the conceptual advantages of the dynamical systems approach with the appropriate statistical physics framework. This approach allows to define the phrase ``conformation'' in terms of the dynamical behavior of the molecular system and to characterize the dynamical stability of conformations. In a first step, the frequency of conformational changes is characterized in statistical terms leading to the definition of some Markov operator \$T\$ that describes the corresponding transition probabilities within the canonical ensemble. In a second step, a discretization of \$T\$ via specific hybrid Monte Carlo techniques is shown to lead to a stochastic matrix \$P\$. With these theoretical preparations, an identification algorithm for conformations is applicable. It is demonstrated that the discretization of \$T\$ can be restricted to few essential degrees of freedom so that the combinatorial explosion of discretization boxes is prevented and biomolecular systems can be attacked. Numerical results for the n-pentane molecule and the triribonucleotide adenylyl\emph{(3'-5')}cytidylyl\emph{(3'-5')}cytidin are given and interpreted.}, language = {en} } @misc{DeuflhardHohmann, author = {Deuflhard, Peter and Hohmann, Andreas}, title = {Einf{\"u}hrung in die Numerische Mathematik.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4704}, number = {TR-90-06}, abstract = {Diese Vorlesung ist eine Einf{\"u}hrung in die Numerische Mathematik als einem der drei Bereiche (neben den Naturwissenschaften und der Informatik) des am besten mit dem Begriff Scientific Computing charakterisierten Forschungsgebietes. Aufgabe dieser relativ jungen Wissenschaft ist die Entwicklung von Rechenverfahren f{\"u}r Probleme aus den Naturwissenschaften mit Hilfe mathematischer Methoden.}, language = {de} } @misc{DeuflhardNowakLutzWestphal, author = {Deuflhard, Peter and Nowak, Ulrich and Lutz-Westphal, Brigitte}, title = {Bessel'scher Irrgarten}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9525}, number = {07-09}, abstract = {Dieser Artikel berichtet {\"u}ber eine erfolgreiche Sch{\"u}leraktivit{\"a}t, die seit Jahren am Zuse-Institut Berlin (ZIB) bei Besuchen von Sch{\"u}lergruppen erprobt und verfeinert worden ist. Das hier zusammengestellte Material ist gedacht als Basis f{\"u}r eine Unterrichtseinheit in Leistungskursen Mathematik an Gymnasien. Inhaltlich wird von einem zwar f{\"u}r Sch{\"u}ler (wie auch Lehrer) neuen, aber leicht fasslichen Gegenstand ausgegangen: der Drei-Term-Rekursion f{\"u}r Besselfunktionen. Die Struktur wird erkl{\"a}rt und in ein kleines Programm umgesetzt. Dazu teilen sich die Sch{\"u}ler selbstorganisierend in Gruppen ein, die mit unterschiedlichen Taschenrechnern "um die Wette" rechnen. Die Sch{\"u}ler und Sch{\"u}lerinnen erfahren unmittelbar die katastrophale Wirkung von an sich kleinen'' Rundungsfehlern, sie landen -- ebenso wie der Supercomputer des ZIB -- im Bessel'schen Irrgarten''. Die auftretenden Ph{\"a}nomene werden mathematisch elementar erkl{\"a}rt, wobei lediglich auf das Konzept der linearen Unabh{\"a}ngigkeit zur{\"u}ckgegriffen wird. Das dabei gewonnene vertiefte Verst{\"a}ndnis fließt ein in die Konstruktion eines klassischen Algorithmus sowie eines wesentlich verbesserten Horner-artigen Algorithmus.}, language = {de} } @misc{WeberWalterKubeetal., author = {Weber, Marcus and Walter, Lionel and Kube, Susanna and Deuflhard, Peter}, title = {Stable computation of probability densities for metastable dynamical systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9331}, number = {06-39}, abstract = {Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.}, language = {en} } @misc{DeuflhardKrauseErtel, author = {Deuflhard, Peter and Krause, Rolf and Ertel, Susanne}, title = {A Contact-Stabilized Newmark Method for Dynamical Contact Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9361}, number = {06-42}, abstract = {The numerical integration of dynamical contact problems often leads to instabilities at contact boundaries caused by the non-penetration condition between bodies in contact. Even a recent energy dissipative modification due to Kane et al. (1999), which discretizes the non-penetration constraints implicitly, is not able to circumvent artificial oscillations. For this reason, the present paper suggests a contact stabilization which avoids artificial oscillations at contact interfaces and is also energy dissipative. The key idea of this contact stabilization is an additional \$L^2\$-projection at contact interfaces, which can easily be added to any existing time integration scheme. In case of a lumped mass matrix, this projection can be carried out completely locally, thus creating only negligible additional numerical cost. For the new scheme, an elementary analysis is given, which is confirmed by numerical findings in an illustrative test example (Hertzian two body contact).}, language = {en} } @misc{DeuflhardHuisingaJahnkeetal., author = {Deuflhard, Peter and Huisinga, Wilhelm and Jahnke, Tobias and Wulkow, Michael}, title = {Adaptive Discrete Galerkin Methods Applied to the Chemical Master Equation}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9471}, number = {07-04}, abstract = {\begin{abstract} In systems biology, the stochastic description of biochemical reaction kinetics is increasingly being employed to model gene regulatory networks and signalling pathways. Mathematically speaking, such models require the numerical solution of the underlying evolution equat ion, also known as the chemical master equation (CME). Up to now, the CME has almost exclusively been treated by Monte-Carlo techniques, the most prominent of which is the simulation algorithm suggest ed by Gillespie in 1976. Since this algorithm requires an update for each single reaction event, realizations can be computationally very costly. As an alternative, we here propose a novel approach, which focuses on the discrete partial differential equation (PDE) structure of the CME and thus allows to adopt ideas from adaptive discrete Galerkin methods (as designed by two of the present authors in 1989), which have proven to be highly efficient in the mathematical modelling of polyreaction kinetics. Among the two different options of discretizing the CME as a discrete PDE, the method of lines approach (first space, then time) and the Rothe method (first time, then space), we select the latter one for clear theoretical and algorithmic reasons. First numeric al experiments at a challenging model problem illustrate the promising features of the proposed method and, at the same time, indicate lines of necessary further research. \end{abstract}}, language = {en} } @misc{ReineckeDeuflhard, author = {Reinecke, Isabel and Deuflhard, Peter}, title = {A Complex Mathematical Model of the Human Menstrual Cycle}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9112}, number = {06-18}, abstract = {This paper aims at presenting the complex coupled network of the human menstrual cycle to the interested community. Beyond the presently popular smaller models, where important network components arise only as extremely simplified source terms, we add: the GnRH pulse generator in the hypothalamus, receptor binding, and the biosynthesis in the ovaries. Simulation and parameter identification are left to a forthcoming paper.}, language = {en} } @misc{DeuflhardHerothMaas, author = {Deuflhard, Peter and Heroth, J{\"o}rg and Maas, Ulrich}, title = {Towards Dynamical Dimension Reduction in Reactive Flow Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-2383}, number = {SC-96-27}, abstract = {The paper addresses the possibilities of reducing the overall number of degrees of freedom in large scale reactive flow computations. Attention focusses on the dimension reduction technique ILDM due to {\sc Maas and Pope}, which treats certain automatically detected fast dynamic components as algebraic equations (so-called slow manifold). In earlier papers, the dimension of the reduction had been kept constant throughout each computation. Recently, a mathematically sound and nevertheless cheap dimension monitor for the chemistry part only has been suggested by {\sc Deuflhard and Heroth}. The present paper reports about first steps taken towards the implementation of that monitor into a flame code. Moreover, a sparse grid storage scheme is advocated and analyzed in view of the construction of efficient table look--ups for nested manifolds.}, language = {en} } @misc{DeuflhardWeiser, author = {Deuflhard, Peter and Weiser, Martin}, title = {Local Inexact Newton Multilevel FEM for Nonlinear Elliptic Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-2401}, number = {SC-96-29}, abstract = {The finite element setting for nonlinear elliptic PDEs directly leads to the minimization of convex functionals. Uniform ellipticity of the underlying PDE shows up as strict convexity of the arising nonlinear functional. The paper analyzes computational variants of Newton's method for convex optimization in an affine conjugate setting, which reflects the appropriate affine transformation behavior for this class of problems. First, an affine conjugate Newton--Mysovskikh type theorem on the local quadratic convergence of the exact Newton method in Hilbert spaces is given. It can be easily extended to inexact Newton methods, where the inner iteration is only approximately solved. For fixed finite dimension, a special implementation of a Newton--PCG algorithm is worked out. In this case, the suggested monitor for the inner iteration guarantees quadratic convergence of the outer iteration. In infinite dimensional problems, the PCG method may be just formally replaced by any Galerkin method such as FEM for linear elliptic problems. Instead of the algebraic inner iteration errors we now have to control the FE discretization errors, which is a standard task performed within any adaptive multilevel method. A careful study of the information gain per computational effort leads to the result that the quadratic convergence mode of the Newton--Galerkin algorithm is the best mode for the fixed dimensional case, whereas for an adaptive variable dimensional code a special linear convergence mode of the algorithm is definitely preferable. The theoretical results are then illustrated by numerical experiments with a {\sf NEWTON--KASKADE} algorithm.}, language = {en} } @misc{DeuflhardFrieseSchmidtetal., author = {Deuflhard, Peter and Friese, Tilmann and Schmidt, Frank and M{\"a}rz, Reinhard and Nolting, Hans-Peter}, title = {Effiziente Eigenmodenberechnung f{\"u}r den Entwurf integriert-optischer Chips}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-2131}, number = {SC-96-02}, abstract = {{\bf Efficient eigenmode computation for the design of integrated optical chips.}The paper deals with adaptive multigrid methods for 2D Helmholtz eigenvalue problems arising in the design of integrated optical chips. Typical features of the technological problem are its geometric complexity, its multiscale structure, the possible occurrence of eigenvalue clusters, and the necessity of quite stringent required relative error tolerances. For reasons of sheer computational complexity, multigrid methods must be used to solve the discretized eigenvalue problems and adaptive grids must be automatically constructed to avoid an undesirable blow-up of the required number of nodes for these accuracies. In view of the problem specifications, an adaptive multigrid method based on Rayleigh quotient minimization, simultaneous eigenspace iteration, and conjugate gradient method as smoother is carefully selected. Its performance in the numerical simulation of a component of a rather recent optical chip (heterodyne receiver of HHI) is documented.}, language = {de} } @misc{EhrigNowakDeuflhard, author = {Ehrig, Rainald and Nowak, Ulrich and Deuflhard, Peter}, title = {Highly scalable parallel linearly-implicit extrapolation algorithms}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5405}, number = {TR-96-11}, abstract = {We present parallel formulations of the well established extrapolation algorithms EULSIM and LIMEX and its implementation on a distributed memory architecture. The discretization of partial differential equations by the method of lines yields large banded systems, which can be efficiently solved in parallel only by iterative methods. Polynomial preconditioning with a Neumann series expansion combined with an overlapping domain decomposition appears as a very efficient, robust and highly scalable preconditioner for different iterative solvers. A further advantage of this preconditioner is that all computation can be restricted to the overlap region as long as the subdomain problems are solved exactly. With this approach the iterative algorithms operate on very short vectors, the length of the vectors depends only on the number of gridpoints in the overlap region and the number of processors, but not on the size of the linear system. As the most reliable and fast iterative methods based on this preconditioning scheme appeared GMRES or FOM and BICGSTAB. To further reduce the number of iterations in GMRES or FOM we can reuse the Krylov-spaces constructed in preceeding extrapolation steps. The implementation of the method within the program LIMEX results in a highly parallel and scalable program for solving differential algebraic problems getting an almost linear speedup up to 64 processors even for medium size problems. Results are presented for a difficult application from chemical engineering simulating the formation of aerosols in industrial gas exhaust purification.}, language = {en} } @misc{Deuflhard, author = {Deuflhard, Peter}, title = {Numerik von Anfangswertmethoden f{\"u}r gew{\"o}hnliche Differentialgleichungen.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4580}, number = {TR-89-02}, abstract = {Das voliegende Skriptum entstand aus einer Vorlesung, die ich im WS 87/88 an der Freien Universit{\"a}t Berlin im Fachbereich Mathematik gehalten habe. Mein urspr{\"u}ngliches Vorlesungsmanuskript wurde von Herrn F. Bornemann in weiten Teilen {\"u}berarbeitet, reorganisiert und substantiell erg{\"a}nzt. Der Inhalt stammt gr{\"o}ßtenteils aus Originalarbeiten j{\"u}ngeren Datums. Dar{\"u}berhinaus finden sich zahlreiche Teile, die aus meiner jahrelangen Besch{\"a}ftigung mit dem Thema entstanden aber unpubliziert geblieben sind. Das Skriptum erhebt nicht den Anspruch, ein Lehrbuch zu sein. Es war zun{\"a}chst als Ausarbeitung f{\"u}r meinen studentischen H{\"o}rerkreis sowie als internes Arbeitspapier f{\"u}r das ZIB bestimmt. Die Kunde von der bloßen Existenz eines solchen Skriptums hat jedoch zu einer derart regen Nachfrage gef{\"u}hrt, daß es hiermit als Technischer Report des ZIB einer breiteren ffentlichkeit zug{\"a}nglich gemacht werden soll. In der vorliegenden Form richtet es sich in erster Linie an Mathematiker; es soll sich jedoch auch f{\"u}r Naturwissenschaftler und Ingenieure eignen, die sich einen Einblick in den theoretischen und algorithmischen Hintergrund der von ihnen verwendeten wissenschaftlichen Software verschaffen wollen.}, language = {de} } @misc{DeuflhardBoellingBott, author = {Deuflhard, Peter and B{\"o}lling, Reinhard and Bott, Raoul H.}, title = {Materialien zur Euler-Vorlesung in Sanssouci.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5029}, number = {TR-93-10}, abstract = {Aus dem Inhalt: Vorwort; Leonhard Euler - aus der Zeit seines Wirkens in Berlin; Introductory Remarks.}, language = {de} } @misc{DeuflhardGottschewski, author = {Deuflhard, Peter and Gottschewski, J{\"u}rgen}, title = {Das Konrad-Zuse-Zentrum f{\"u}r Informationstechnik Berlin. Struktur, wissenschaftliches Konzept und Einbettung in die Region}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5274}, number = {TR-95-12}, abstract = {Die Arbeit beschreibt Konzept, Struktur und Ausstattung des ZIB. {\"U}bergeordnetes Ziel des ZIB ist die Beschleunigung des {\it Know-how Transfers} aus der mathematischen Grundlagenforschung {\"u}ber die Entwicklung von Algorithmen und Software bis hin zur tats{\"a}chlichen Nutzung in der Industrie. In der Tat ist Computational Mathematics inzwischen zu einer der wichtigsten {\it Schl{\"u}sseltechnologien} geworden, die nicht zuletzt im Zusammenhang mit der Standort-Diskussion eine wichtige Rolle spielt und vermehrt spielen wird. Dazu m{\"u}ssen Methodenentwicklung und Rechenzentrum auf h{\"o}chstem Niveau sowie interdisziplin{\"a}re Forschung m{\"o}glichst vereint in einer Institution mit enger Anbindung an ein universit{\"a}res Umfeld realisiert sein. Das Konrad-Zuse-Zentrum hat die wesentlichen Voraussetzungen als SC Zentrum bereits geschaffen; ein Ausbau zum HPSC Zentrum w{\"a}re eine nat{\"u}rliche Entwicklung - falls die Politik diese Chance rechtzeitig begreift!}, language = {de} } @misc{Deuflhard, author = {Deuflhard, Peter}, title = {Zuses Werk weiterdenken. (Vortrag)}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4717}, number = {TR-90-07}, language = {de} } @misc{BraessDeuflhardLipnikov, author = {Braess, Dietrich and Deuflhard, Peter and Lipnikov, Konstantin}, title = {A Subspace Cascadic Multigrid Method for Mortar Elements}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3954}, number = {SC-99-07}, abstract = {A cascadic multigrid (CMG) method for elliptic problems with strong material jumps is proposed and analyzed. Non--matching grids at interfaces between subdomains are allowed and treated by mortar elements. The arising saddle point problems are solved by a subspace confined conjugate gradient method as smoother for the CMG. Details of algorithmic realization including adaptivity are elaborated. Numerical results illustrate the efficiency of this CMG algorithm.}, language = {en} } @misc{DeuflhardHeroth, author = {Deuflhard, Peter and Heroth, J{\"o}rg}, title = {Dynamic Dimension Reduction in ODE Models}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-1951}, number = {SC-95-29}, abstract = {The paper analyzes a splitting technique into fast and slow dynamical components of ODE systems as suggested by {\sc Maas and Pope} recently. Their technique is based on a real block -- Schur decomposition of the Jacobian of the right hand side of the ODE. As a result of the analysis, a computationally cheap monitor for the possible necessary recovering of the splitting is derived by singular perturbation theory. Numerical experiments on moderate size, but challenging reaction kinetics problems document the efficiency of the new device within a linearly-implicit stiff integrator.}, language = {en} } @misc{EhrigNowakDeuflhard, author = {Ehrig, Rainald and Nowak, Ulrich and Deuflhard, Peter}, title = {Massively Parallel Linearly-Implicit Extrapolation Algorithms as a Powerful Tool in Process Simulation.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3127}, number = {SC-97-43}, abstract = {We study the parallelization of linearly--implicit extrapolation codes for the solution of large scale PDE systems and differential algebraic equations on distributed memory machines. The main advantage of these algorithms is that they enable adapativity both in time and space. Additive Krylov--Schwarz methods yield high parallel perfomance for such extrapolation methods. Our approach combines a slightly overlapping domain decomposition together with a polynomial block Neumann preconditioner and a reduced system technique. Furthermore we get important advantages through the explicit computation of the matrix--products of the preconditioner and the matrix of the linear system. The parallel algorithms exhibit scalability up to 64 processors already for medium--sized test problems. We show that the codes are really efficient in large application systems for chemical engineering problems.}, language = {en} } @misc{DeuflhardLangNowak, author = {Deuflhard, Peter and Lang, Jens and Nowak, Ulrich}, title = {Adaptive Algorithms in Dynamical Process Simulation}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-1823}, number = {SC-95-16}, abstract = {Dynamical simulation of industrially relevant processes strongly advises the use of algorithms, which are {\em adaptive} both in time and in space discretization. The paper presents two alternatives: (a) a fully adaptive method of lines approach, which is based on finite difference methods and essentially applicable to 1D problems; (b) a fully adaptive Rothe method, which is based on a fast multilevel finite element method and applicable to 1D up to 3D.}, language = {en} } @misc{Deuflhard, author = {Deuflhard, Peter}, title = {Differential Equations in Technology and Medicine. Computational Concepts, Adaptive Algorithms, and Virtual Labs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4223}, number = {SC-99-34}, abstract = {This series of lectures has been given to a class of mathematics postdocs at a European summer school on Computational Mathematics Driven by Industrial Applications in Martina Franca, Italy (organized by CIME). It deals with a variety of challenging real life problems selected from clinical cancer therapy, communication technology, polymer production, and pharmaceutical drug design. All of these problems from rather diverse application areas share two common features: (a) they have been modelled by various differential equations -- elliptic, parabolic, or Schr{\"o}dinger--type partial differential equations, countable ordinary diffential equations, or Hamiltonian systems, (b) their numerical solution has turned out to be real challenge to computational mathematics.}, language = {en} } @misc{SchuetteHuisingaDeuflhard, author = {Sch{\"u}tte, Christof and Huisinga, Wilhelm and Deuflhard, Peter}, title = {Transfer Operator Approach to Conformational Dynamics in Biomolecular Systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4247}, number = {SC-99-36}, abstract = {The article surveys the development of novel mathematical concepts and algorithmic approaches based thereon in view of their possible applicability to biomolecular design. Both a first deterministic approach, based on the Frobenius-Perron operator corresponding to the flow of the Hamiltonian dynamics, and later stochastic approaches, based on a spatial Markov operator or on Langevin dynamics, can be subsumed under the unified mathematical roof of the transfer operator approach to effective dynamics of molecular systems. The key idea of constructing specific transfer operators especially taylored for the purpose of conformational dynamics appears as the red line throughout the paper. Different steps of the algorithm are exemplified by a trinucleotide molecular system as a small representative of possible RNA drug molecules.}, language = {en} } @misc{GalliatHuisingaDeuflhard, author = {Galliat, Tobias and Huisinga, Wilhelm and Deuflhard, Peter}, title = {Self-Organizing Maps Combined with Eigenmode Analysis for Automated Cluster Identification}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4279}, number = {SC-99-38}, abstract = {One of the important tasks in Data Mining is automated cluster analysis. Self-Organizing Maps (SOMs) introduced by {\sc Kohonen} are, in principle, a powerful tool for this task. Up to now, however, its cluster identification part is still open to personal bias. The present paper suggests a new approach towards automated cluster identification based on a combination of SOMs with an eigenmode analysis that has recently been developed by {\sc Deuflhard et al.} in the context of molecular conformational dynamics. Details of the algorithm are worked out. Numerical examples from Data Mining and Molecular Dynamics are included.}, language = {en} } @misc{LipnikovDeuflhard, author = {Lipnikov, Konstantin and Deuflhard, Peter}, title = {Domain Decomposition with Subdomain CCG for Material Jump Elliptic Problems.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3057}, number = {SC-97-36}, abstract = {A combination of the cascadic conjugate gradient (CCG) method for homogeneous problems with a non-overlapping domain decomposition (DD) method is studied. Mortar finite elements on interfaces are applied to permit non-matching grids in neighboring subdomains. For material jump problems, the method is designed as an alternative to the cascadic methods.}, language = {en} } @misc{DeuflhardSeebass, author = {Deuflhard, Peter and Seebass, Martin}, title = {Adaptive Multilevel FEM as Decisive Tools in the Clinical Cancer Therapy Hyperthermia}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3739}, number = {SC-98-30}, abstract = {The paper surveys recent progress in a joint mathematical-medical project on cancer therapy planning. Within so-called regional hyperthermia the computational task is to tune a set of coupled radiofrequency antennas such that a carefully measured tumor is locally heated, but any outside hot spots are avoided. A mathematical model of the whole clinical system -- air, applicator with antennas, water bolus, individual patient body -- involves Maxwell's equations in inhomogeneous media and a parabolic bioheat transfer equation, which represents a simplified model of heat transfer in the human body (ignoring strong blood vessel heat transport). Both PDEs need to be computed fast and to medical reliability (!) on a workstation within a clinical environment. This requirement triggered a series of new algorithmic developments to be reported here, among which is an adaptive multilevel FEM for Maxwell's equations, which dominates the numerical simulation time. In total, however, the main bulk of computation time (see Table 3 in Section 4 below) still goes into segmentation -- a necessary preprocessing step in the construction a 3D virtual patient from the input of a stack of 2D computed tomograms (left out here).}, language = {en} } @misc{DeuflhardWeiserSeebass, author = {Deuflhard, Peter and Weiser, Martin and Seebass, Martin}, title = {A New Nonlinear Elliptic Multilevel FEM Applied to Regional Hyperthermia}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3785}, number = {SC-98-35}, abstract = {In the clinical cancer therapy of regional hyperthermia nonlinear perfusion effects inside and outside the tumor seem to play a not negligible role. A stationary model of such effects leads to a nonlinear Helmholtz term within an elliptic boundary value problem. The present paper reports about the application of a recently designed adaptive multilevel FEM to this problem. For several 3D virtual patients, nonlinear versus linear model is studied. Moreover, the numerical efficiency of the new algorithm is compared with a former application of an adaptive FEM to the corresponding instationary model PDE.}, language = {en} } @misc{SchoepfDeuflhard, author = {Sch{\"o}pf, R. and Deuflhard, Peter}, title = {OCCAL: A mixed symbolic- numeric Optimal Control CALculator.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-638}, number = {SC-91-13}, abstract = {The numerical solution of optimal control problems by indirect methods (such as multiple shooting or collocation) requires a considerable amount of analytic calculation to establish a numerically tractable system. These analytic calculations, though being rather tedious in realistic examples, are nowadays mostly still done by hand-and thus prone to calculation errors. The paper aims at automating this analytic processing to a reasonable extent by means of a modern symbolic manipulation language (here: REDUCE). In its present stage of development the package OCCAL (mnemotechnically for \underline{O}ptimal \underline{C}ontrol \underline{CAL}culator) permits an interactive use, covering tasks like automatic determination of control and, in case of a singular control, of its order. In simpler problems, the present version of OCCAL automatically produces the full subroutine input for a MULtiple shooting code (MULCON) with adaptive numerical CONtinuation. In more complicate problems where singular sub-arcs may occur or where the sequence of sub-arcs of the optimal trajectory is unclear OCCAL is a significant help in reducing analytic pre-processing. Numerical examples illustrate the performance of OCCAL/MULCON.}, language = {en} } @misc{DeuflhardLeinenYserentant, author = {Deuflhard, Peter and Leinen, P. and Yserentant, Harry}, title = {Concepts of an Adaptive Hierarchical Finite Element Code.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-131}, number = {SC-88-05}, abstract = {The paper presents the mathematical concepts underlying the new adaptive finite element code KASKADE, which, in its present form, applies to linear scalar second-order 2-D elliptic problems on general domains. Starting point for the new development is the recent work on hierarchical finite element bases due to Yserentant (1986). It is shown that this approach permits a flexible balance between iterative solver, local error estimator, and local mesh refinement device - which are the main components of an adaptive PDE code. Without use of standard multigrid techniques, the same kind of computational complexity is achieved - independent of any uniformity restrictions on the applied meshes. In addition, the method is extremely simple and all computations are purely local - making the method particularly attractive in view of parallel computing. The algorithmic approach is illustrated by a well-known critical test problem. {\bf Keywords:} finite elements, hierarchical basis, adaptive mesh refinement, preconditioned conjugate gradient methods.}, language = {en} }