TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Weiser, Martin T1 - Affine Invariant Adaptive Newton Codes for Discretized PDEs N2 - 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. T3 - ZIB-Report - 02-33 KW - Affine invariant Newton methods KW - global Newton methods KW - inexact Newton methods KW - adaptive trust region methods KW - nonlinear partial differential equa Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7005 ER - TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Lutz-Westphal, Brigitte T1 - Bessel'scher Irrgarten N2 - Dieser Artikel berichtet über eine erfolgreiche Schüleraktivität, die seit Jahren am Zuse-Institut Berlin (ZIB) bei Besuchen von Schülergruppen erprobt und verfeinert worden ist. Das hier zusammengestellte Material ist gedacht als Basis für eine Unterrichtseinheit in Leistungskursen Mathematik an Gymnasien. Inhaltlich wird von einem zwar für Schüler (wie auch Lehrer) neuen, aber leicht fasslichen Gegenstand ausgegangen: der Drei-Term-Rekursion für Besselfunktionen. Die Struktur wird erklärt und in ein kleines Programm umgesetzt. Dazu teilen sich die Schüler selbstorganisierend in Gruppen ein, die mit unterschiedlichen Taschenrechnern "um die Wette" rechnen. Die Schüler und Schülerinnen erfahren unmittelbar die katastrophale Wirkung von an sich kleinen'' Rundungsfehlern, sie landen -- ebenso wie der Supercomputer des ZIB -- im Bessel'schen Irrgarten''. Die auftretenden Phänomene werden mathematisch elementar erklärt, wobei lediglich auf das Konzept der linearen Unabhängigkeit zurückgegriffen wird. Das dabei gewonnene vertiefte Verständnis fließt ein in die Konstruktion eines klassischen Algorithmus sowie eines wesentlich verbesserten Horner-artigen Algorithmus. T3 - ZIB-Report - 07-09 KW - Rundungsfehler KW - Drei-Term-Rekursionen KW - Bessel-Rekursion Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9525 ER - TY - GEN A1 - Ehrig, Rainald A1 - Nowak, Ulrich A1 - Deuflhard, Peter T1 - Highly scalable parallel linearly-implicit extrapolation algorithms N2 - 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. T3 - ZIB-Report - TR-96-11 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-5405 ER - TY - GEN A1 - Ehrig, Rainald A1 - Nowak, Ulrich A1 - Deuflhard, Peter T1 - Massively Parallel Linearly-Implicit Extrapolation Algorithms as a Powerful Tool in Process Simulation. N2 - 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. T3 - ZIB-Report - SC-97-43 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3127 ER - TY - GEN A1 - Deuflhard, Peter A1 - Lang, Jens A1 - Nowak, Ulrich T1 - Adaptive Algorithms in Dynamical Process Simulation N2 - 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. T3 - ZIB-Report - SC-95-16 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1823 ER - TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Wulkow, Michael T1 - Recent Developments in Chemical Computing. N2 - The paper surveys three aspects of chemical computing, which seem to play a role in recent developments. First, extrapolation methods for the numerical treatment of differential- algebraic equations are introduced. The associated extrapolation code LIMEX has reached a certain level of sophistication, which makes it a real competitor to the elsewhere widely used multi-step code DASSL of Petzold. Second, adaptive methods of lines for partial differential equations such as those arising in combustion problems are treated. Both static and dynamic regridding techniques are discussed in some detail. Finally, some new ideas about the treatment of the kinetic equations arising from polymer reactions are presented. The new feature of the suggested approach is the application of a Galerkin procedure using sets of orthogonal polynomials over a discrete variable (which, of course, in the case of polymer reactions is the polymer degree). The new approach may open the door to a new reliable low dimensional treatment of complex polymer reactions. T3 - ZIB-Report - SC-90-07 Y1 - 1990 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-359 ER - TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich T1 - Efficient Numerical Simulation and Identification of Large Chemical Reaction Systems. N2 - New, highly efficient techniques for the numerical simulation and parameter identification of large chemical reaction systems are surveyed. The survey particularly addresses to chemists, which are understood to be potential users of the distributed software packages. These packages are written in the form of interactive dialogue systems - thus enabling chemists to concentrate on the chemistry of their problem. Large scale examples from chemical research environments are included. T3 - ZIB-Report - SC-86-01 Y1 - 1986 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14 ER - TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Weyer, J. T1 - Prognoserechnung zur AIDS-Ausbreitung in der Bundesrepublik Deutschland N2 - Die Autoren sind sich dar{ü}ber im klaren, daß zahlreiche Imponderabilien die Ergebnisse der vorgelegten Modellrechnungen beeinflussen k{ö}nnen. Immerhin repräsentiert jedoch das vorgelegte mathematische Modell die Summe unserer derzeitigen Kenntnisse zur Fragestellung AIDS--Epidemie; neu hinzukommende Erkenntnisse lassen sich rasch einarbeiten und in ihren Konsequenzen überschauen. Die Entwicklung neuer effizienter numerischer Methoden spielte eine Schlüsselrolle bei der tatsächlichen Simulation dieses umfangreichen realitätsnahen mathematischen Modells. T3 - ZIB-Report - SC-94-23 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1511 ER - TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Pöhle, Uwe A1 - Schmidt, B. Ch. A1 - Weyer, J. T1 - Die Ausbreitung von HIV/AIDS in Ballungsgebieten. N2 - The rapidly increasing number of AIDS cases requires a realistic estimation of the future development of the HIV/AIDS disease. For that purpose we develop a large system of coupled nonlinear differential equations describing simultaneously the dynamics of the development of the disease, the population size, the gender and age structure. A set of 1650 coupled equations are linked by balanced parameters. The balancing procedure is described by a set of (formally) 2,178,000 additional algebraic conditions. As the considered system is stiff, it requires new special extrapolation methods combined with techniquees of dynamical sparsing for the solution of sparsely filled systems. According to our simulations we expect 19,0,000 deaths caused by AIDS in the Federal Republic of Germany (former territories) in the year 2000. Such an epidemical spread would tie up about 4-7 percent of the actual health care workers. T3 - ZIB-Report - TR-91-09 Y1 - 1991 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4844 ER - TY - CHAP A1 - Bader, G. A1 - Nowak, Ulrich A1 - Deuflhard, Peter ED - Aiken, R. T1 - An Advanced Simulation Package for Large Chemical Reaction Systems T2 - Stiff Computation. Proc. Intern. Conf. Park City, Utah/USA Y1 - 1985 PB - Oxford University Press ER -