TY - GEN A1 - Weiser, Martin T1 - Linear convergence of an interior point method for linear control constrained optimal control problems N2 - The paper provides a detailed analysis of a short step interior point algorithm applied to linear control constrained optimal control problems. Using an affine invariant local norm and an inexact Newton corrector, the well-known convergence results from finite dimensional linear programming can be extended to the infinite dimensional setting of optimal control. The present work complements a recent paper of Weiser and Deuflhard, where convergence rates have not been derived. The choice of free parameters, i.e. the corrector accuracy and the number of corrector steps, is discussed. T3 - ZIB-Report - 02-13 KW - linear optimal control KW - infinite dimensional KW - interior point methods KW - inexact Newton methods Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6809 ER - TY - GEN A1 - Horenko, Illia A1 - Weiser, Martin T1 - Adaptive Integration of Multidimensional Molecular Dynamics with Quantum Initial Conditions N2 - The paper presents a particle method framework for resolving molecular dynamics. Error estimators for both the temporal and spatial discretization are advocated and facilitate a fully adaptive propagation. For time integration, the implicit trapezoidal rule is employed, where an explicit predictor enables large time steps. The framework is developed and exemplified in the context of the classical Liouville equation, where Gaussian phase-space packets are used as particles. Simplified variants are discussed shortly, which should prove to be easily implementable in common molecular dynamics codes. A concept is illustrated by numerical examples for one-dimensional dynamics in double well potential. T3 - ZIB-Report - 02-29 KW - particle methods KW - adaptivity KW - classical Liouville equation KW - molecular dynamics Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6967 ER - TY - GEN A1 - Lopez-Fernandez, Maria A1 - Palencia, Cesar A1 - Schädle, Achim T1 - A spectral order method for inverting sectorial Laplace transforms N2 - Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided. T3 - ZIB-Report - 05-26 KW - Laplace transform KW - numerical inversion KW - parabolic KW - spectral order KW - parallelizable Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8607 ER - TY - GEN A1 - Deuflhard, Peter T1 - Differential Equations in Technology and Medicine. Computational Concepts, Adaptive Algorithms, and Virtual Labs N2 - 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 Schrödinger--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. T3 - ZIB-Report - SC-99-34 KW - differential equations: KW - ordinary KW - partial KW - countable KW - hamiltonian KW - finite element methods: KW - adaptive KW - multilevel KW - grid generation KW - medical t Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4223 ER -