TY - GEN A1 - Schmidt, Frank A1 - Friese, Tilmann A1 - Zschiedrich, Lin A1 - Deuflhard, Peter T1 - Adaptive Multigrid Methods for the Vectorial Maxwell Eigenvalue Problem for Optical Waveguide Design N2 - This paper has been motivated by the need for a fast robust adaptive multigrid method to solve the vectorial Maxwell eigenvalue problem arising from the design of optical chips. Our nonlinear multigrid methods are based on a previous method for the scalar Helmholtz equation, which must be modified to cope with the null space of the Maxwell operator due to the divergence condition. We present two different approaches. First, we present a multigrid algorithm based on an edge element discretization of time-harmonic Maxwell's equations, including the divergence condition. Second, an explicit elimination of longitudinal magnetic components leads to a nodal discretization known to avoid discrete \emph{spurious modes} also and a vectorial eigenvalue problem, for which we present a multigrid solver. Numerical examples show that the edge element discretization clearly outperforms the nodal element approach. T3 - ZIB-Report - 00-54 KW - Maxwell's equations KW - eigenvalue problem KW - edge elements KW - multigrid methods KW - waveguide KW - optical chip design Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6228 ER - TY - GEN A1 - Krumke, Sven A1 - Rambau, Jörg T1 - Online Optimierung N2 - Wie soll man einen Aufzug steuern, wenn man keine Informationen über zukünftige Fahraufträge besitzt? Soll man eine Bahncard kaufen, wenn die nächsten Bahnreisen noch unbekannt sind? In der klassischen kombinatorischen Optimierung geht man davon aus, daß die Daten jeder Probleminstanz vollständig gegeben sind. In vielen Fällen modelliert diese \emph{Offline-Optimierung} jedoch die Situationen aus Anwendungen nur ungenügend. Zahlreiche Problemstellungen in der Praxis sind in natürlicher Weise \emph{online}: Sie erfordern Entscheidungen, die unmittelbar und ohne Wissen zukünftiger Ereignisse getroffen werden müssen. Als ein Standardmittel zur Beurteilung von Online-Algorithmen hat sich die \emph{kompetitive Analyse} durchgesetzt. Dabei vergleicht man den Zielfunktionswert einer vom Online-Algorithmus generierten Lösung mit dem Wert einer optimalen Offline-Lösung. Mit Hilfe der kompetitiven Analyse werden im Skript Algorithmen zum Caching, Netzwerk-Routing, Scheduling und zu Transportaufgaben untersucht. Auch die Schwächen der kompetitiven Analyse werden aufgezeigt und alternative Analysekonzepte vorgestellt. Neben der theoretischen Seite werden auch die Anwendungen der Online-Optimierung in der Praxis, vor allem bei Problemen der innerbetrieblichen Logistik, beleuchtet. Bei der Steuerung automatischer Transportsysteme tritt eine Fülle von Online-Problemen auf. Hierbei werden an die Algorithmen oftmals weitere Anforderungen gestellt. So müssen Entscheidungen unter strikten Zeitbeschränkungen gefällt werden (Echtzeit-Anforderungen). Dieses Skript ist aus dem Online-Teil der Vorlesung -Ausgewählte Kapitel aus der ganzzahligen Optimierung- (Wintersemester~1999/2000) und der Vorlesung -Online Optimierung- (Sommersemester~2000) an der Technischen Universität Berlin entstanden. T3 - ZIB-Report - 00-55 KW - Kompetitive Analyse KW - Online Optimierung KW - Online Algorithmen Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6238 ER - TY - GEN A1 - Grötschel, Martin A1 - Fonseca, Irene A1 - Davis, Mark T1 - Round Table: The Impact of Mathematical Research on Industry and Vice Versa N2 - This paper is a summary of the Round Table: ``The Impact of Mathematical Research on Industry and Vice Versa'' held at 3ecm in Barcelona on July 11, 2000. The round table started with contributions of the three panelists. Irene Fonseca, the panel chair, opened the discussion by stating six questions addressing the main issues of the round table topic. She presented the panel's answers to these questions, drawing on many examples from her own academic experience. In the following additional presentations, the other two panel members added further points of view based on their personal involvement with industry. The round table ended with a lively discussion with members from the audience. This written summary of the oral presentations follows the structure of the round table indicated above. T3 - ZIB-Report - 00-57 KW - industrial mathematics KW - applications in industry Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6259 ER - TY - GEN A1 - Grötschel, Martin T1 - Frequency Assignment in Mobile Phone Systems N2 - Wireless communication networks employ radio frequencies to establish communication links. The available radio spectrum is very limited. To meet today's radio communication demand, this resource has to be administered and reused carefully in order to control mutual interference. The reuse can be organized via separation in space, time, or frequency, for example. The problem, therefore, arises to distribute frequencies to links in a ``reasonable manner''. This is the basic form of the frequency assignment problem. What ``reasonable'' means, how to quantify this measure of quality, which technical side constraints to consider cannot be answered in general. The exact specification of this task and its mathematical model depend heavily on the particular application considered. In this paper we discuss this issue with respect to the GSM standard for mobile communication. T3 - ZIB-Report - 00-58 KW - frequency assignment KW - telecommunication KW - mobile phone KW - integer programming KW - coloring Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6265 ER - TY - GEN A1 - Hohage, Thorsten A1 - Schmidt, Frank A1 - Zschiedrich, Lin T1 - Solving time-harmonic scattering problems based on the condition: Theory N2 - The pole condition is a general concept for the theoretical analysis and the numerical solution of a variety of wave propagation problems. It says that the Laplace transform of the physical solution in radial direction has no poles in the lower complex half-plane. In the present paper we show that for the Helmholtz equation with a radially symmetric potential the pole condition is equivalent to Sommerfeld's radiation condition. Moreover, a new representation formula based on the pole condition is derived and used to prove existence, uniqueness and asymptotic properties of solutions. This lays the foundations of a promising new algorithm to solve time-harmonic scattering problems numerically and provides a new approach for analyzing existing algorithms such as the Perfectly Matched Layer (PML) method and the Bayliss-Gunzburger-Turkel (BGT) algorithm. T3 - ZIB-Report - 01-01 KW - transparent boundary conditions KW - Laplace transform KW - Sommerfeld radiation condition Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6279 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Löbel, Andreas T1 - Duty Scheduling in Public Transit N2 - This article is about \emph{adaptive column generation techniques} for the solution of duty scheduling problems in public transit. The current optimization status is exploited in an adaptive approach to guide the subroutines for duty generation, LP resolution, and schedule construction toward relevant parts of a large problem. Computational results for three European scenarios are reported. T3 - ZIB-Report - 01-02 KW - Duty Scheduling KW - Constraint Shortest Paths Problem KW - Column Generation Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6286 ER - TY - GEN A1 - Fischer, Alexander A1 - Schütte, Christof A1 - Deuflhard, Peter A1 - Cordes, Frank T1 - Hierarchical Uncoupling-Coupling of Metastable Conformations N2 - Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for finite Markov chains with Markov chain Monte Carlo methodology. UCMC aims at avoiding the typical metastable or trapping behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain is replaced by a limited number of rapidly mixing short-time ones. Therefore, the state space of the chain has to be hierarchically decomposed into its metastable conformations. This is done by means of combining the technique of conformation analysis as recently introduced by the authors, and appropriate annealing strategies. We present a detailed examination of the uncoupling-coupling procedure which uncovers its theoretical background, and illustrates the hierarchical algorithmic approach. Furthermore, application of the UCMC algorithm to the $n$-pentane molecule allows us to discuss the effect of its crucial steps in a typical molecular scenario. T3 - ZIB-Report - 01-03 KW - almost invariant sets KW - bridge sampling KW - metastability KW - hierarchical annealing KW - hybrid Monte Carlo KW - $n$-pentane molecule KW - ratio of normalizing co Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6296 ER - TY - GEN A1 - Henrion, Rene A1 - Li, Pu A1 - Möller, Andris A1 - Steinbach, Marc A1 - Wendt, Moritz A1 - Wozny, Günter T1 - Stochastic Optimization for Operating Chemical Processes Under Uncertainty N2 - Mathematical optimization techniques are on their way to becoming a standard tool in chemical process engineering. While such approaches are usually based on deterministic models, uncertainties such as external disturbances play a significant role in many real-life applications. The present article gives an introduction to practical issues of process operation and to basic mathematical concepts required for the explicit treatment of uncertainties by stochastic optimization. T3 - ZIB-Report - 01-04 KW - Uncertainty KW - Chemical Processes KW - Multistage Stochastic Programs KW - Probabilistic Constraints Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6304 ER - TY - GEN A1 - Ehrig, Rainald A1 - Ofenloch, Oliver A1 - Schaber, Karlheinz A1 - Deuflhard, Peter T1 - Modelling and Simulation of Aerosol Formation by Heterogeneous Nucleation in Gas-Liquid Contact Devices N2 - 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. T3 - ZIB-Report - 01-15 KW - aerosols KW - heterogeneous nucleation KW - two-phase flow KW - balance equations KW - extrapolation methods Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6416 ER - TY - GEN A1 - Grötschel, Martin A1 - Krumke, Sven A1 - Rambau, Jörg A1 - Winter, Thomas A1 - Zimmermann, Uwe T1 - Combinatorial Online Optimization in Real Time N2 - Optimization is the task of finding an optimum solution to a given problem. When the decision variables are discrete we speak of a combinatorial optimization problem. Such a problem is online when decisions have to be made before all data of the problem are known. And we speak of a real-time online problem when online decisions have to be computed within very tight time bounds. This paper surveys the are of combinatorial online and real-time optimization, it discusses, in particular, the concepts with which online and real-time algorithms can be analyzed. T3 - ZIB-Report - 01-16 KW - Online Optimization KW - Realtime Optimization KW - Competitive Analysis KW - Heuristics KW - Survey Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6424 ER - TY - GEN A1 - Grötschel, Martin A1 - Krumke, Sven A1 - Rambau, Jörg T1 - Online Optimization of Complex Transportation Systems N2 - This paper discusses online optimization of real-world transportation systems. We concentrate on transportation problems arising in production and manufacturing processes, in particular in company internal logistics. We describe basic techniques to design online optimization algorithms for such systems, but our main focus is decision support for the planner: which online algorithm is the most appropriate one in a particular setting? We show by means of several examples that traditional methods for the evaluation of online algorithms often do not suffice to judge the strengths and weaknesses of online algorithms. We present modifications of well-known evaluation techniques and some new methods, and we argue that the selection of an online algorithm to be employed in practice should be based on a sound combination of several theoretical and practical evaluation criteria, including simulation. T3 - ZIB-Report - 01-17 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6438 ER -