@phdthesis{Niemann2022, author = {Niemann, Jan-Hendrik}, title = {Learning Reduced Models for Large-Scale Agent-Based Systems}, doi = {10.17169/refubium-35245}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:188-refubium-35530-6}, pages = {130}, year = {2022}, abstract = {Modeling social systems and studying their dynamical behavior plays an important role in many fields of research. Agent-based modeling provides a high degree of detail into artificial societies by describing the model from the perspective of the agents. The interactions of agents, often characterized by simple rules, lead to complex, time-evolving patterns. Their understanding is of great importance, e.g., for predicting and influencing epidemics. Analysis and simulation, however, often becomes prohibitively time-consuming when the number of agents or the time scale of interest is large. Therefore, this thesis is devoted to learn significantly reduced models of large-scale agent-based systems from simulation data. We show how data-driven methods based on transfer operators can be used to find reduced models represented by ordinary or stochastic differential equations that describe the dynamical behavior of larger groups or entire populations and thus enable the analysis and prediction of agent-based systems. To this end, we first present an extension of EDMD (extended dynamic mode decomposition) called gEDMD to approximate the Koopman generator from data. This method can be used to compute eigenfunctions, eigenvalues, and modes of the generator, as well as for system identification and model reduction of both deterministic and non-deterministic dynamical systems. Secondly, we analyze the long-term behavior of certain agent-based models and their pathwise approximations by stochastic differential equations for large numbers of agents using transfer operators. We show that, under certain conditions, the transfer operator approach connects the pathwise approximations on finite time scales with methods for describing the behavior on possibly exponentially long time scales. As a consequence, we can use the finite-time, pathwise approximations to characterize metastable behavior on long time scales using transfer operators. This can significantly reduce the computational cost. The third part addresses the data-driven model reduction since in many cases no analytical limit models are known or existent. We show how the Koopman operator theory can be used to infer the governing equations of agent-based systems directly from simulation data. Using benchmark problems, we demonstrate that for sufficiently large population sizes the data-driven models agree well with analytical limit equations and, moreover, that the reduced models allow predictions even in cases far from the limit or when no limit equations are known. Lastly, we demonstrate the potential of the presented approach. We present an ansatz for the multi-objective optimization of agent-based systems with the help of data-driven surrogate models based on the Koopman generator. In particular, when limit models are unknown or non-existent, this approach makes multi-objective optimization problems solvable that would otherwise be computationally infeasible due to very expensive objective functions.}, language = {en} } @article{BeronVeraOlascoagaHelfmannetal.2023, author = {Beron-Vera, Francisco Javier and Olascoaga, Maria Josefina and Helfmann, Luzie and Miron, Philippe}, title = {Sampling-Dependent Transition Paths of Iceland-Scotland Overflow Water}, volume = {53}, journal = {Journal of Physical Oceanography}, number = {4}, arxiv = {http://arxiv.org/abs/2208.09499}, doi = {10.1175/JPO-D-22-0172.1}, pages = {1151 -- 1160}, year = {2023}, abstract = {In this note, we apply Transition Path Theory (TPT) from Markov chains to shed light on the problem of Iceland-Scotland Overflow Water (ISOW) equatorward export. A recent analysis of observed trajectories of submerged floats demanded revision of the traditional abyssal circulation theory, which postulates that ISOW should steadily flow along a deep boundary current (DBC) around the subpolar North Atlantic prior to exiting it. The TPT analyses carried out here allow to focus the attention on the portions of flow from the origin of ISOW to the region where ISOW exits the subpolar North Atlantic and suggest that insufficient sampling may be biasing the aforementioned demand. The analyses, appropriately adapted to represent a continuous input of ISOW, are carried out on three time-homogeneous Markov chains modeling the ISOW flow. One is constructed using a high number of simulated trajectories homogeneously covering the flow domain. The other two use much fewer trajectories which heterogeneously cover the domain. The trajectories in the latter two chains are observed trajectories or simulated trajectories subsampled at the observed frequency. While the densely sampled chain supports a well-defined DBC, the more heterogeneously sampled chains do not, irrespective of whether observed or simulated trajectories are used. Studying the sampling sensitivity of the Markov chains, we can give recommendations for enlarging the existing float dataset to improve the significance of conclusions about time-asymptotic aspects of the ISOW circulation.}, language = {en} } @article{BartelsFisikopoulosWeiser2023, author = {Bartels, Tinko and Fisikopoulos, Vissarion and Weiser, Martin}, title = {Fast Floating-Point Filters for Robust Predicates}, volume = {63}, journal = {BIT Numerical Mathematics}, arxiv = {http://arxiv.org/abs/2208.00497}, doi = {10.1007/s10543-023-00975-x}, year = {2023}, abstract = {Geometric predicates are at the core of many algorithms, such as the construction of Delaunay triangulations, mesh processing and spatial relation tests. These algorithms have applications in scientific computing, geographic information systems and computer-aided design. With floating-point arithmetic, these geometric predicates can incur round-off errors that may lead to incorrect results and inconsistencies, causing computations to fail. This issue has been addressed using a combination of exact arithmetic for robustness and floating-point filters to mitigate the computational cost of exact computations. The implementation of exact computations and floating-point filters can be a difficult task, and code generation tools have been proposed to address this. We present a new C++ meta-programming framework for the generation of fast, robust predicates for arbitrary geometric predicates based on polynomial expressions. We combine and extend different approaches to filtering, branch reduction, and overflow avoidance that have previously been proposed. We show examples of how this approach produces correct results for data sets that could lead to incorrect predicate results with naive implementations. Our benchmark results demonstrate that our implementation surpasses state-of-the-art implementations.}, language = {en} } @inproceedings{DhanakotiMaddocksWeiser2022, author = {Dhanakoti, Siva Prasad Chakri and Maddocks, John and Weiser, Martin}, title = {Navigation of Concentric Tube Continuum Robots using Optimal Control}, booktitle = {Proceedings of the 19th International Conference on Informatics in Control, Automation and Robotics}, doi = {10.5220/0011271000003271}, pages = {146 -- 154}, year = {2022}, abstract = {Recently developed Concentric Tube Continuum Robots (CTCRs) are widely exploited in, for example in minimally invasive surgeries which involve navigating inside narrow body cavities close to sensitive regions. These CTCRs can be controlled by extending and rotating the tubes in order to reach a target point or perform some task. The robot must deviate as little as possible from this narrow space and avoid damaging neighbouring tissue. We consider \emph{open-loop} optimal control of CTCRs parameterized over pseudo-time, primarily aiming at minimizing the robot's working volume during its motion. External loads acting on the system like tip loads or contact with tissues are not considered here. We also discussed the inclusion of tip's orientation in the optimal framework to perform some tasks. We recall a quaternion-based formulation of the robot configuration, discuss discretization, develop optimization objectives addressing different criteria, and investigate their impact on robot path planning for several numerical examples. This optimal framework can be applied to any backbone based continuum robots.}, language = {en} } @article{BinkowskiBetzHammerschmidtetal.2022, author = {Binkowski, Felix and Betz, Fridtjof and Hammerschmidt, Martin and Schneider, Philipp-Immanuel and Zschiedrich, Lin and Burger, Sven}, title = {Computation of eigenfrequency sensitivities using Riesz projections for efficient optimization of nanophotonic resonators}, volume = {5}, journal = {Commun. Phys.}, arxiv = {http://arxiv.org/abs/2203.11101}, doi = {10.1038/s42005-022-00977-1}, pages = {202}, year = {2022}, language = {en} } @article{TockhornSutterCruzetal.2022, author = {Tockhorn, Philipp and Sutter, Johannes and Cruz, Alexandros and Wagner, Philipp and J{\"a}ger, Klaus and Yoo, Danbi and Lang, Felix and Grischek, Max and Li, Bor and Li, Jinzhao and Shargaieva, Oleksandra and Unger, Eva and Al-Ashouri, Amran and K{\"o}hnen, Eike and Stolterfoth, Martin and Neher, Dieter and Schlatmann, Rutger and Rech, Bernd and Stannowski, Bernd and Albrecht, Steve and Becker, Christiane}, title = {Nano-optical designs for high-efficiency monolithic perovskite-silicon tandem solar cells}, volume = {17}, journal = {Nat. Nanotechnol.}, doi = {10.1038/s41565-022-01228-8}, pages = {1214}, year = {2022}, language = {en} } @article{MovsesyanSantiagoBurgeretal.2022, author = {Movsesyan, Artur and Santiago, Eva Yazmin and Burger, Sven and Correa-Duarte, Miguel and Besteiro, Lucas V. and Wang, Zhiming and Govorov, Alexander O.}, title = {Plasmonic nanocrystals with complex shapes for photocatalysis and growth: Contrasting anisotropic hot-electron generation with the photothermal effect}, volume = {10}, journal = {Adv. Opt. Mater.}, arxiv = {http://arxiv.org/abs/2203.00930}, doi = {10.1002/adom.202102663}, pages = {2102663}, year = {2022}, language = {en} } @misc{ColomBinkowskiBetzetal.2022, author = {Colom, Remi and Binkowski, Felix and Betz, Fridtjof and Kivshar, Yuri and Burger, Sven}, title = {Source code and simulation results for nanoantennas supporting an enhanced Purcell factor due to interfering resonances}, journal = {Zenodo}, doi = {10.5281/zenodo.6565850}, year = {2022}, language = {en} } @article{KlusDjurdjevacConrad2022, author = {Klus, Stefan and Djurdjevac Conrad, Natasa}, title = {Koopman-based spectral clustering of directed and time-evolving graphs}, volume = {33}, journal = {Journal of Nonlinear Science}, arxiv = {http://arxiv.org/abs/2204.02951}, doi = {10.1007/s00332-022-09863-0}, pages = {8}, year = {2022}, abstract = {While spectral clustering algorithms for undirected graphs are well established and have been successfully applied to unsupervised machine learning problems ranging from image segmentation and genome sequencing to signal processing and social network analysis, clustering directed graphs remains notoriously difficult. Two of the main challenges are that the eigenvalues and eigenvectors of graph Laplacians associated with directed graphs are in general complex-valued and that there is no universally accepted definition of clusters in directed graphs. We first exploit relationships between the graph Laplacian and transfer operators and in particular between clusters in undirected graphs and metastable sets in stochastic dynamical systems and then use a generalization of the notion of metastability to derive clustering algorithms for directed and time-evolving graphs. The resulting clusters can be interpreted as coherent sets, which play an important role in the analysis of transport and mixing processes in fluid flows.}, language = {en} } @article{BennerBurgerGoeddekeetal.2022, author = {Benner, Peter and Burger, Michael and G{\"o}ddeke, Dominik and G{\"o}rgen, Christiane and Himpe, Christian and Heiland, Jan and Koprucki, Thomas and Ohlberger, Mario and Rave, Stephan and Reidelbach, Marco and Saak, Jens and Sch{\"o}bel, Anita and Tabelow, Karsten and Weber, Marcus}, title = {Die mathematische Forschungsdateninitiative in der NFDI: MaRDI (Mathematical Research Data Initiative)}, journal = {GAMM Rundbrief}, number = {1}, pages = {40 -- 43}, year = {2022}, language = {de} } @article{TillmannJaegerKarsentietal.2022, author = {Tillmann, Peter and J{\"a}ger, Klaus and Karsenti, Asher and Kreinin, Lev and Becker, Christiane}, title = {Model-Chain Validation for Estimating the Energy Yield of Bifacial Perovskite/Silicon Tandem Solar Cells}, volume = {6}, journal = {Sol. RRL}, doi = {10.1002/solr.202200079}, pages = {2200079}, year = {2022}, language = {en} } @article{EngelOliconMendezWehlitzetal.2024, author = {Engel, Maximilian and Olic{\´o}n-M{\´e}ndez, Guillermo and Wehlitz, Nathalie and Winkelmann, Stefanie}, title = {Synchronization and random attractors in reaction jump processes}, journal = {Journal of Dynamics and Differential Equations}, arxiv = {http://arxiv.org/abs/2207.00602}, doi = {10.1007/s10884-023-10345-4}, year = {2024}, abstract = {This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. Based on Gillespie's stochastic simulation algorithm, a corresponding random dynamical system is formulated in a two-step procedure, at first for the states of the embedded discrete-time Markov chain and then for the augmented Markov chain including random jump times. We uncover a time-shifted synchronization in the sense that—after some initial waiting time—one trajectory exactly replicates another one with a certain time delay. Whether or not such a synchronization behavior occurs depends on the combination of the initial states. We prove this partial time-shifted synchronization for the special setting of a birth-death process by analyzing the corresponding two-point motion of the embedded Markov chain and determine the structure of the associated random attractor. In this context, we also provide general results on existence and form of random attractors for discrete-time, discrete-space random dynamical systems.}, language = {en} } @misc{BorndoerferDaneckerWeiser2023, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {Convergence Properties of Newton's Method for Globally Optimal Free Flight Trajectory Optimization}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-91309}, year = {2023}, abstract = {The algorithmic efficiency of Newton-based methods for Free Flight Trajectory Optimization is heavily influenced by the size of the domain of convergence. We provide numerical evidence that the convergence radius is much larger in practice than what the theoretical worst case bounds suggest. The algorithm can be further improved by a convergence-enhancing domain decomposition.}, language = {en} } @phdthesis{Danecker2023, author = {Danecker, Fabian}, title = {A Discrete-Continuous Algorithm for Globally Optimal Free Flight Trajectory Optimization}, year = {2023}, abstract = {This thesis introduces the novel hybrid algorithm DisCOptER for globally optimal flight planning. DisCOptER (Discrete-Continuous Optimization for Enhanced Resolution) com- bines discrete and continuous optimization in a two-stage approach to find optimal trajectories up to arbitrary precision in finite time. In the discrete phase, a directed auxiliary graph is created in order to define a set of candidate paths that densely covers the relevant part of the trajectory space. Then, Yen's algorithm is employed to identify a set of promising candidate paths. These are used as starting points for the subsequent stage in which they are refined with a locally convergent optimal control method. The correctness, accuracy, and complexity of DisCOptER are intricately linked to the choice of the switch-over point, defined by the discretization coarseness. Only a sufficiently dense graph enables the algorithm to find a path within the convex domain surrounding the global minimizer. Initialized with such a path, the second stage rapidly converges to the optimum. Conversely, an excessively dense graph poses the risk of overly costly and redundant computations. The determination of the optimal switch-over point necessitates a profound understanding of the local behavior of the problem, the approximation properties of the graph, and the convergence characteristics of the employed optimal control method. These topics are explored extensively in this thesis. Crucially, the density of the auxiliary graph is solely dependent on the en- vironmental conditions, yet independent of the desired solution accuracy. As a consequence, the algorithm inherits the superior asymptotic convergence properties of the optimal control stage. The practical implications of this computational efficiency are demonstrated in realistic environments, where the DisCOptER algorithm consistently delivers highly accurate globally optimal trajectories with exceptional computational efficiency. This notable improvement upon existing approaches underscores the algorithm's significance. Beyond its technical prowess, the DisCOptER algorithm stands as a valuable tool contributing to the reduction of costs and the overall enhancement of flight operations efficiency.}, language = {en} } @article{BorndoerferDaneckerWeiser2021, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {A Discrete-Continuous Algorithm for Free Flight Planning}, volume = {14}, journal = {Algorithms}, number = {1}, publisher = {MDPI}, issn = {1438-0064}, doi = {10.3390/a14010004}, pages = {4}, year = {2021}, abstract = {We propose a hybrid discrete-continuous algorithm for flight planning in free flight airspaces. In a first step, our DisCOptER method discrete-continuous optimization for enhanced resolution) computes a globally optimal approximate flight path on a discretization of the problem using the A* method. This route initializes a Newton method that converges rapidly to the smooth optimum in a second step. The correctness, accuracy, and complexity of the method are goverened by the choice of the crossover point that determines the coarseness of the discretization. We analyze the optimal choice of the crossover point and demonstrate the asymtotic superority of DisCOptER over a purely discrete approach.}, language = {en} } @misc{BorndoerferDaneckerWeiser2023, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {Newton's Method for Global Free Flight Trajectory Optimization}, doi = {10.12752/8987}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-89876}, year = {2023}, abstract = {Globally optimal free flight trajectory optimization can be achieved with a combination of discrete and continuous optimization. A key requirement is that Newton's method for continuous optimization converges in a sufficiently large neighborhood around a minimizer. We show in this paper that, under certain assumptions, this is the case.}, language = {en} } @inproceedings{BorndoerferDaneckerWeiser2023, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {Convergence Properties of Newton's Method for Globally Optimal Free Flight Trajectory Optimization}, volume = {115}, booktitle = {23rd Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2023)}, doi = {10.4230/OASIcs.ATMOS.2023.3}, pages = {3:1 -- 3:6}, year = {2023}, abstract = {The algorithmic efficiency of Newton-based methods for Free Flight Trajectory Optimization is heavily influenced by the size of the domain of convergence. We provide numerical evidence that the convergence radius is much larger in practice than what the theoretical worst case bounds suggest. The algorithm can be further improved by a convergence-enhancing domain decomposition.}, language = {en} } @article{BorndoerferDaneckerWeiser2023, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {Newton's Method for Global Free Flight Trajectory Optimization}, volume = {4}, journal = {Operations Research Forum}, doi = {10.1007/s43069-023-00238-z}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-91846}, year = {2023}, abstract = {Globally optimal free flight trajectory optimization can be achieved with a combination of discrete and continuous optimization. A key requirement is that Newton's method for continuous optimization converges in a sufficiently large neighborhood around a minimizer. We show in this paper that, under certain assumptions, this is the case.}, language = {en} } @article{BorndoerferDaneckerWeiser2023, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {Error Bounds for Discrete-Continuous Free Flight Trajectory Optimization}, volume = {198}, journal = {Journal of Optimization Theory and Applications}, doi = {10.1007/s10957-023-02264-7}, pages = {830 -- 856}, year = {2023}, abstract = {Flight planning, the computation of optimal routes in view of flight time and fuel consumption under given weather conditions, is traditionally done by finding globally shortest paths in a predefined airway network. Free flight trajectories, not restricted to a network, have the potential to reduce the costs significantly, and can be computed using locally convergent continuous optimal control methods. Hybrid methods that start with a discrete global search and refine with a fast continuous local optimization combine the best properties of both approaches, but rely on a good switchover, which requires error estimates for discrete paths relative to continuous trajectories. Based on vertex density and local complete connectivity, we derive localized and a priori bounds for the flight time of discrete paths relative to the optimal continuous trajectory, and illustrate their properties on a set of benchmark problems. It turns out that localization improves the error bound by four orders of magnitude, but still leaves ample opportunities for tighter bounds using a posteriori error estimators.}, language = {en} } @inproceedings{BorndoerferDaneckerWeiser2022, author = {Bornd{\"o}rfer, Ralf and Danecker, Fabian and Weiser, Martin}, title = {A Discrete-Continuous Algorithm for Globally Optimal Free Flight Trajectory Optimization}, volume = {106}, booktitle = {22nd Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2022)}, doi = {10.4230/OASIcs.ATMOS.2022.2}, pages = {1 -- 13}, year = {2022}, abstract = {We present an efficient algorithm that finds a globally optimal solution to the 2D Free Flight Trajectory Optimization Problem (aka Zermelo Navigation Problem) up to arbitrary precision in finite time. The algorithm combines a discrete and a continuous optimization phase. In the discrete phase, a set of candidate paths that densely covers the trajectory space is created on a directed auxiliary graph. Then Yen's algorithm provides a promising set of discrete candidate paths which subsequently undergo a locally convergent refinement stage. Provided that the auxiliary graph is sufficiently dense, the method finds a path that lies within the convex domain around the global minimizer. From this starting point, the second stage will converge rapidly to the optimum. The density of the auxiliary graph depends solely on the wind field, and not on the accuracy of the solution, such that the method inherits the superior asymptotic convergence properties of the optimal control stage.}, language = {en} }