TY - GEN A1 - Banisch, Ralf A1 - Djurdjevac Conrad, Natasa A1 - Schütte, Christof T1 - Reactive flows and unproductive cycles for random walks on complex networks N2 - We present a comprehensive theory for analysis and understanding of transition events between an initial set A and a target set B for general ergodic finite-state space Markov chains or jump processes, including random walks on networks as they occur, e.g., in Markov State Modelling in molecular dynamics. The theory allows us to decompose the probability flow generated by transition events between the sets A and B into the productive part that directly flows from A to B through reaction pathways and the unproductive part that runs in loops and is supported on cycles of the underlying network. It applies to random walks on directed networks and nonreversible Markov processes and can be seen as an extension of Transition Path Theory. Information on reaction pathways and unproductive cycles results from the stochastic cycle decomposition of the underlying network which also allows to compute their corresponding weight, thus characterizing completely which structure is used how often in transition events. The new theory is illustrated by an application to a Markov State Model resulting from weakly damped Langevin dynamics where the unproductive cycles are associated with periodic orbits of the underlying Hamiltonian dynamics. T3 - ZIB-Report - 15-19 KW - Complex networks KW - molecular transition networks KW - transition path theory KW - cycle decomposition KW - reactive trajectories KW - Markow State Methods Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54239 SN - 1438-0064 ER - TY - GEN A1 - Poss, Michael A1 - Raack, Christian T1 - Affine recourse for the robust network design problem: between static and dynamic routing N2 - Affinely-Adjustable Robust Counterparts provide tractable alternatives to (two-stage) robust programs with arbitrary recourse. We apply them to robust network design with polyhedral demand uncertainty, introducing the affine routing principle. We compare the affine routing to the well-studied static and dynamic routing schemes for robust network design. All three schemes are embedded into the general framework of two-stage network design with recourse. It is shown that affine routing can be seen as a generalization of the widely used static routing still being tractable and providing cheaper solutions. We investigate properties on the demand polytope under which affine routings reduce to static routings and also develop conditions on the uncertainty set leading to dynamic routings being affine. We show however that affine routings suffer from the drawback that (even totally) dominated demand vectors are not necessarily supported by affine solutions. Uncertainty sets have to be designed accordingly. Finally, we present computational results on networks from SNDlib. We conclude that for these instances the optimal solutions based on affine routings tend to be as cheap as optimal network designs for dynamic routings. In this respect the affine routing principle can be used to approximate the cost for two-stage solutions with free recourse which are hard to compute. T3 - ZIB-Report - 11-03 KW - robust optimization KW - network design KW - recourse KW - affine adjustable robust counterparts KW - affine routing Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12122 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Dovica, Ivan A1 - Nowak, Ivo A1 - Schickinger, Thomas T1 - Robust Tail Assignment N2 - We propose an efficient column generation method to minimize the probability of delay propagations along aircraft rotations. In this way, delay resistant schedules can be constructed. Computational results for large-scale real-world problems demonstrate substantial punctuality improvements. The method can be generalized to crew and integrated scheduling problems. T3 - ZIB-Report - 10-08 KW - Flugzeugumlaufplanung KW - robuste Optimierung KW - Spaltenerzeugung KW - Tail Assignment KW - Robust Optimization KW - Column Generation Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11707 SN - 1438-0064 ER -