TY - GEN A1 - Deuflhard, Peter A1 - Friese, Tilmann A1 - Schmidt, Frank A1 - März, Reinhard A1 - Nolting, Hans-Peter T1 - Effiziente Eigenmodenberechnung für den Entwurf integriert-optischer Chips N2 - {\bf Efficient eigenmode computation for the design of integrated optical chips.}The paper deals with adaptive multigrid methods for 2D Helmholtz eigenvalue problems arising in the design of integrated optical chips. Typical features of the technological problem are its geometric complexity, its multiscale structure, the possible occurrence of eigenvalue clusters, and the necessity of quite stringent required relative error tolerances. For reasons of sheer computational complexity, multigrid methods must be used to solve the discretized eigenvalue problems and adaptive grids must be automatically constructed to avoid an undesirable blow-up of the required number of nodes for these accuracies. In view of the problem specifications, an adaptive multigrid method based on Rayleigh quotient minimization, simultaneous eigenspace iteration, and conjugate gradient method as smoother is carefully selected. Its performance in the numerical simulation of a component of a rather recent optical chip (heterodyne receiver of HHI) is documented. T3 - ZIB-Report - SC-96-02 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2131 ER - TY - GEN A1 - Deuflhard, Peter A1 - Seebass, Martin A1 - Stalling, Detlev A1 - Beck, Rudolf A1 - Hege, Hans-Christian T1 - Hyperthermia Treatment Planning in Clinical Cancer Therapy: Modelling, Simulation and Visualization N2 - \noindent The speaker and his co-workers in Scientific Computing and Visualization have established a close cooperation with medical doctors at the Rudolf--Virchow--Klinikum of the Humboldt University in Berlin on the topic of regional hyperthermia. In order to permit a patient--specific treatment planning, a special software system ({\sf\small HyperPlan}) has been developed. \noindent A mathematical model of the clinical system ({\it radio frequency applicator with 8 antennas, water bolus, individual patient body}) involves Maxwell's equations in inhomogeneous media and a so--called bio--heat transfer PDE describing the temperature distribution in the human body. The electromagnetic field and the thermal phenomena need to be computed at a speed suitable for the clinical environment. An individual geometric patient model is generated as a quite complicated tetrahedral ``coarse'' grid (several thousands of nodes). Both Maxwell's equations and the bio--heat transfer equation are solved on that 3D--grid by means of {\em adaptive} multilevel finite element methods, which automatically refine the grid where necessary in view of the required accuracy. Finally optimal antenna parameters for the applicator are determined . \noindent All steps of the planning process are supported by powerful visualization methods. Medical images, contours, grids, simulated electromagnetic fields and temperature distributions can be displayed in combination. A number of new algorithms and techniques had to be developed and implemented. Special emphasis has been put on advanced 3D interaction methods and user interface issues. T3 - ZIB-Report - SC-97-26 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2958 ER - TY - GEN A1 - Beck, Rudolf A1 - Deuflhard, Peter A1 - Hege, Hans-Christian A1 - Seebass, Martin A1 - Stalling, Detlev T1 - Numerical Algorithms and Visualization in Medical Treament Planning N2 - After a short summary on therapy planning and the underlying technologies we discuss quantitative medicine by giving a short overview on medical image data, summarizing some applications of computer based treatment planning, and outlining requirements on medical planning systems. Then we continue with a description of our medical planning system {\sf HyperPlan}. It supports typical working steps in therapy planning, like data aquisition, segmentation, grid generation, numerical simulation and optimization, accompanying these with powerful visualization and interaction techniques. T3 - ZIB-Report - SC-96-54 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2643 ER - TY - GEN A1 - Deuflhard, Peter A1 - Dellnitz, Michael A1 - Junge, Oliver A1 - Schütte, Christof T1 - Computation of Essential Molecular Dynamics by Subdivision Techniques I: Basic Concept N2 - The paper presents the concept of a new type of algorithm for the numerical computation of what the authors call the {\em essential dynamics\/} of molecular systems. Mathematically speaking, such systems are described by Hamiltonian differential equations. In the bulk of applications, individual trajectories are of no specific interest. Rather, time averages of physical observables or relaxation times of conformational changes need to be actually computed. In the language of dynamical systems, such information is contained in the natural invariant measure (infinite relaxation time) or in almost invariant sets ("large" finite relaxation times). The paper suggests the direct computation of these objects via eigenmodes of the associated Frobenius-Perron operator by means of a multilevel subdivision algorithm. The advocated approach is different to both Monte-Carlo techniques on the one hand and long term trajectory simulation on the other hand: in our setup long term trajectories are replaced by short term sub-trajectories, Monte-Carlo techniques are just structurally connected via the underlying Frobenius-Perron theory. Numerical experiments with a first version of our suggested algorithm are included to illustrate certain distinguishing properties. A more advanced version of the algorithm will be presented in a second part of this paper. T3 - ZIB-Report - SC-96-45 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2553 ER - TY - GEN A1 - Deuflhard, Peter A1 - Weiser, Martin T1 - Global Inexact Multilevel FEM for Nonlinear Elliptic Problems N2 - The paper deals with the multilevel solution of {\em elliptic} partial differential equations (PDEs) in a {\em finite element} setting: {\em uniform ellipticity} of the PDE then goes with {\em strict monotonicity} of the derivative of a nonlinear convex functional. A {\em Newton multigrid method} is advocated, wherein {\em linear residuals} are evaluated within the multigrid method for the computation of the Newton corrections. The globalization is performed by some {\em damping} of the ordinary Newton corrections. The convergence results and the algorithm may be regarded as an extension of those for local Newton methods presented recently by the authors. An {\em affine conjugate} global convergence theory is given, which covers both the {\em exact} Newton method (neglecting the occurrence of approximation errors) and {\em inexact} Newton--Galerkin methods addressing the crucial issue of accuracy matching between discretization and iteration errors. The obtained theoretical results are directly applied for the construction of adaptive algorithms. Finally, illustrative numerical experiments with a~{\sf NEWTON--KASKADE} code are documented. T3 - ZIB-Report - SC-96-33 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2430 ER - TY - GEN A1 - Deuflhard, Peter A1 - Heroth, Jörg T1 - Dynamic Dimension Reduction in ODE Models N2 - The paper analyzes a splitting technique into fast and slow dynamical components of ODE systems as suggested by {\sc Maas and Pope} recently. Their technique is based on a real block -- Schur decomposition of the Jacobian of the right hand side of the ODE. As a result of the analysis, a computationally cheap monitor for the possible necessary recovering of the splitting is derived by singular perturbation theory. Numerical experiments on moderate size, but challenging reaction kinetics problems document the efficiency of the new device within a linearly-implicit stiff integrator. T3 - ZIB-Report - SC-95-29 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1951 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 - Fröhlich, Jochen A1 - Deuflhard, Peter T1 - Moving Weight Galerkin Methods for Turbulent Reactive Flows N2 - Adopting a statistical approach for the computation of turbulent combustion flows an approximation for the probability density function (PDF) of the composition variables is often required to treat the highly non-linear reaction term in a satisfactory way. One class of methods currently being used are the moment methods which employ transport equations for low order statistical moments and use a parametrized shape of the PDF. A second class solves a transport equation for the joint PDF by a Monte Carlo method. In the present paper we develop an intermediate algorithm based on a Galerkin method for the PDF transport equation. The solution is developed in terms of an orthogonal or bi-orthogonal basis of a suitable Hilbert space. The unconventional use of the related weight function as a prefactor (moving weight approach) permits adaptivity and results in a generalization of the $\beta-$closure for bounded scalar quantities. We present the approximation procedure in detail and apply it to the evolution of the composition in a homogeneous well-stirred reactor. The extension to non-homogeneous flow simulations is straightforward. T3 - ZIB-Report - SC-94-36 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1646 ER - TY - GEN A1 - Deuflhard, Peter A1 - Ackermann, Jörg T1 - Adaptive Discrete Galerkin-Methods for Macromolecular Processes. N2 - In this paper, a rather recent algorithmic approac to the numerical simulation of macromolecula processes is surveyed. It avoids the numerical stiff integration o thousands up to millions of ODE's by constructing a scale of discret Hilbert spaces, especially weighted sequence spaces, and establishing corresponding Galerkin method. Examples including polyreactions o industrial relevance and ecological waste management by biochemica recycling illustrate the importance and efficiency of the algorithm. T3 - ZIB-Report - SC-93-22 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1180 ER - TY - GEN A1 - Deuflhard, Peter T1 - Cascadic Conjugate Gradient Methods for Elliptic Partial Differential Equations I. Algorithm and Numerical Results. N2 - Cascadic conjugate gradient methods for the numerical solution of elliptic partial differential equations consists of Galerkin finite element methods as outer iteration and (possibly preconditioned) conjugate gradient methods as inner iteration. Both iterations are known to minimize the energy norm of the arising iterations errors. A simple but efficient strategy to control the discretization errors versus the PCG iteration errors in terms of energy error norms is derived and worked out in algorithmic detail. In a unified setting, the relative merits of different preconditioners versus the case of no preconditioning is compared. Surprisingly, it appears that the cascadic conjugate gradient method without any preconditioning is not only simplest but also fastest. The numerical results seem to indicate that the cascade principle in itself already realizes some kind of preconditioning. A theoretical explanation of these observations will be given in Part II of this paper. T3 - ZIB-Report - SC-93-23 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1197 ER - TY - GEN A1 - Deuflhard, Peter A1 - Schmidt, Frank T1 - Discrete Transparent Boundary Conditions for the Numerical Solution of Fresnel's Equation. N2 - The paper presents a construction scheme of deriving transparent , i. e. reflection-free, boundary conditions for the numerical solution of Fresnel's equation (being formally equivalent to Schrödinger's equation). These boundary conditions appear to be of a nonlocal Cauchy type. As it turns out, each kind of linear implicit discretization induces its own discrete transparent boundary conditions. T3 - ZIB-Report - SC-93-24 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1205 ER - TY - GEN A1 - Seebass, Martin A1 - Sullivan, Dennis A1 - Wust, Peter A1 - Deuflhard, Peter A1 - Felix, Roland T1 - The Berlin Extension of the Stanford Hyperthermia Treatment. N2 - In the field of deep regional hyperthermia, one of the most widely used devices is the BSD--2000 Hyperthermia System which employs the Sigma 60 applicator. The Sigma 60 consists of four independent sources, giving it the potential to control the energy pattern within the patient. The independent amplitudes and phases, as well as frequency selection and applicator position, present a large number of parameters for the operator to determine. Computer simulation has long been recognized as an attractive approach to optimizing these parameters. A treatment planning program was used in clinical practice at Stanford University Medical Center for two years. It demonstrated the feasibility of computer simulation for deep regional hyperthermia in a clinical situation. However, several parts of this system were written in a language specific to one workstation, which severely restricted the wider distribution of the program to other users of the Sigma 60. A new treatment planning system for the BSD 2000 has been developed and put into clinical practice at the Rudolf Virchow Clinic of the Free University of Berlin. The new method, which we will refer to as the Berlin system, has a simpler model construction program and a considerably better graphics capability. However, the most important feature is that all programs are written in FORTRAN, C, or the X Window graphics system. Therefore, the entire treatment planning system is completely portable to other workstations. T3 - ZIB-Report - SC-93-35 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1304 ER - TY - GEN A1 - Wulff, Claudia A1 - Hohmann, Andreas A1 - Deuflhard, Peter T1 - Numerical Continuation of Periodic Orbits with Symmetry. N2 - We consider periodic orbits of autonomous parameter dependent ODE's. Starting from a shooting algorithm for the numerical computation of periodic orbits via an adaptive Poincar\'e-section we develop a pathfollowing algorithm for periodic solutions based on a tangential continuation method with implicit reparametrization. For ODE's equivariant w.r.t. a finite group we show that spatial as well as spatio-temporal symmetries of periodic orbits can be exploited within the (multiple) shooting context. We describe how turning points, period doubling bifurcations and Hopf points along the branch of periodic solutions can be handled. Furthermore equivariant Hopf points and generic secondary bifurcations of periodic orbits with $ Z_m$-symmetry are treated. We tested the code with standard examples, e.g., the period doubling cascade in the Lorenz equations. To show the efficiency of the described methods we also used the program for an application from electronics, a ring oscillator with $n $ inverters. In this example the exploitation of symmetry reduces the amount of work for the continuation of periodic orbits from ${\cal O}(n^2)$ to ${\cal O}(n)$ T3 - ZIB-Report - SC-94-12 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1421 ER - TY - GEN A1 - Deuflhard, Peter A1 - Wulkow, Michael T1 - Simulationsverfahren für die Polymerchemie N2 - Die enorme algorithmische Beschleunigung durch diskrete Galerkin-Methoden f{ü}r abz{ä}hlbare Differentialgleichungssysteme hat der Simulation von Polymerisationsprozessen neue, industriell relevante Problembereiche er{ö}ffnet, die mit den bis dahin verf{ü}gbaren Methoden nicht zug{ä}nglich waren. T3 - ZIB-Report - SC-94-22 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1502 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 T1 - A Study of Lanczos-Type Iterations for Symmetric Indefinite Linear Systems N2 - The Lanczos iteration for symmetric indefinite linear systems seems to be well--known for quite a while. However, in order to modify it with the aim of improved performance, the present paper studies certain aspects in terms of an adjoint scalar three--term recurrence. Thus, at least a different view is opened. Moreover, an alternative $3n$--implementation in terms of the Euclidean orthogonal basis has been found that easily permits generalizations. The study is understood as a start--off for further numerical investigations and experiments. T3 - ZIB-Report - SC-93-06 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1029 ER - TY - GEN A1 - Schöpf, R. A1 - Deuflhard, Peter T1 - OCCAL: A mixed symbolic- numeric Optimal Control CALculator. N2 - The numerical solution of optimal control problems by indirect methods (such as multiple shooting or collocation) requires a considerable amount of analytic calculation to establish a numerically tractable system. These analytic calculations, though being rather tedious in realistic examples, are nowadays mostly still done by hand-and thus prone to calculation errors. The paper aims at automating this analytic processing to a reasonable extent by means of a modern symbolic manipulation language (here: REDUCE). In its present stage of development the package OCCAL (mnemotechnically for \underline{O}ptimal \underline{C}ontrol \underline{CAL}culator) permits an interactive use, covering tasks like automatic determination of control and, in case of a singular control, of its order. In simpler problems, the present version of OCCAL automatically produces the full subroutine input for a MULtiple shooting code (MULCON) with adaptive numerical CONtinuation. In more complicate problems where singular sub-arcs may occur or where the sequence of sub-arcs of the optimal trajectory is unclear OCCAL is a significant help in reducing analytic pre-processing. Numerical examples illustrate the performance of OCCAL/MULCON. T3 - ZIB-Report - SC-91-13 Y1 - 1991 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-638 ER - TY - GEN A1 - Deuflhard, Peter A1 - Leinen, P. A1 - Yserentant, Harry T1 - Concepts of an Adaptive Hierarchical Finite Element Code. N2 - The paper presents the mathematical concepts underlying the new adaptive finite element code KASKADE, which, in its present form, applies to linear scalar second-order 2-D elliptic problems on general domains. Starting point for the new development is the recent work on hierarchical finite element bases due to Yserentant (1986). It is shown that this approach permits a flexible balance between iterative solver, local error estimator, and local mesh refinement device - which are the main components of an adaptive PDE code. Without use of standard multigrid techniques, the same kind of computational complexity is achieved - independent of any uniformity restrictions on the applied meshes. In addition, the method is extremely simple and all computations are purely local - making the method particularly attractive in view of parallel computing. The algorithmic approach is illustrated by a well-known critical test problem. {\bf Keywords:} finite elements, hierarchical basis, adaptive mesh refinement, preconditioned conjugate gradient methods. T3 - ZIB-Report - SC-88-05 KW - finite elements KW - hierarchical basis KW - adaptive mesh refinement KW - preconditioned conjugate gradient methods Y1 - 1988 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-131 ER - TY - GEN A1 - Deuflhard, Peter A1 - Wulkow, Michael T1 - Computational Treatment of Polyreaction Kinetics by Orthogonal Polynomials of a Discrete Variable. N2 - The paper presents a new approach to the computational treatment of polyreaction kinetics. This approach is characterized by a Galerkin method based on orthogonal polynomials of a discrete variable, the polymer degree (or chain length). In comparison with the known competing approaches (statistical moment treatment, Galerkin methods for continuous polymer models), the suggested method is shown to avoid the disadvantages and preserve the adventages of either of them. The basic idea of the method is the construction of a discrete inner product associated with a reasonably chosen probability density function. For the so-called Schulz-Flory distribution one thus obtains the discrete Laguerre polynomials, whereas the Poisson distribution leads to the Charlier polynomials. Numerical experiments for selected polyreaction mechanisms illustrate the efficiency of the proposed method. T3 - ZIB-Report - SC-88-06 Y1 - 1988 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-140 ER - TY - GEN A1 - Deuflhard, Peter A1 - Potra, Florian T1 - A Refined Gauss-Newton- Mysovskii Theorem. N2 - The present paper contains a generalization of a refinement of the Newton- Mysovskii theorem, recently obtained by the authors, to the case of Gauss-Newton procedures for solving nonlinear least-squares problems with full Jacobians. Invariant sufficient conditions are given that ensure the convergence of the Gauss-Newton iterates towards a solution of the problem, as well as the uniqueness of that solution in an explicitely defined neighborhood. It is shown by a counter- example that the results do not carry over to the rank deficient case. T3 - ZIB-Report - SC-91-04 Y1 - 1991 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-541 ER - TY - GEN A1 - Wulkow, Michael A1 - Deuflhard, Peter T1 - Towards an Efficient Computational Treatment of Heterogeneous Polymer Reactions. N2 - The discrete Galerkin method developed by the authors has turned out to be an efficient tool for the computational treatment of very large scale ODE systems arising in polyreaction kinetics. Up to now, this approach has been worked out in detail for homogeneous polymer reactions. The present paper deals with one line of possible extensions of the method to the case of so-called heterogeneous processes, which may appear e. g. in smog reactions. The associated mathematical models involve reaction coefficients depending on the chain length of the reacting polymer. The herein suggested extension is worked out in some detail on the basis of the earlier paper. In addition, a numerical example describing polymer degradation is included. T3 - ZIB-Report - SC-90-01 Y1 - 1990 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-292 ER - TY - GEN A1 - Deuflhard, Peter T1 - Global Inexact Newton Methods for Very Large Scale Nonlinear Problems. N2 - Newton methods for nonlinear problems are known to require the solution of a sequence of linear problems of the same type. For very large scale problems, as understood herein, the arising linear systems can only be solved by iterative methods. Then Newtons iteration appears as outer iteration. The question of interest will be to control the accuracy of the inner iteration such that the convergence speed of Newtons method is preserved. The purpose of the paper is to combine the concept of inexact Newton methods with the concept of the affine invariant exact Newton methods - which is important for problems with ill- conditioned Jacobian matrices (such as typical 2-D or 3-D discretized partial differential equations). T3 - ZIB-Report - SC-90-02 Y1 - 1990 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-303 ER -