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Diese Vorlesung ist eine Einführung in die Numerische Mathematik als einem der drei Bereiche (neben den Naturwissenschaften und der Informatik) des am besten mit dem Begriff Scientific Computing charakterisierten Forschungsgebietes. Aufgabe dieser relativ jungen Wissenschaft ist die Entwicklung von Rechenverfahren für Probleme aus den Naturwissenschaften mit Hilfe mathematischer Methoden.
A new approach to inexact Gauss Newton methods for the solution of underdetermined nonlinear problems is presented. It is based on a convergence theorem being invariant under affine transformations of the domain and results in an easily implementable accuracy matching strategy for the arising linear subproblems which guarantees the quadratic convergence. Thanks to the weak assumptions on the given nonlinear problem, the results provide a general framework for multilevel Newton and continuation methods. As an example, a new multilevel Newton h-p collocation method for boundary value problems of ordinary differential equations is developed. It combines the inexact Newton method with a linear collocation solver using adaptive refinement and variable orders. The performance of the resulting C++ class library {\sc Cocon} is demonstrated by some numerical examples including singular perturbed problems. In addition, the new method is applied to a realistic railway bogie model in which a branch of periodic solutions emanates from a branch of fixed points at a Hopf bifurcation.
This report describes the new object oriented implementation of extrapolation codes {\sc Eulex, Eulsim, Difex} for ordinary differential equations. The resulting C++ class library provides a simple and flexible interface to these methods and incorporates advanced features like continuous output and order-stepsize freezing. The interface of the ODE classes allows in particular a user-defined solver for the linear systems occuring in the linearly implicit discretization scheme. The library also provides some classes for numerical objects such as vectors and (full) matrices. Due to the underlying data-view concept it is possible to access substructures without copying. In addition, we included several utility classes such as a timer and a minimal command language that may be useful in other contexts, too.
A new method for the numerical aproximation of an implicitly defined surface is presented. It is a generalization of the Euler- Gauss-Newton method for implicitly defined (one- parameter) curves to the case of (two-parameter) surfaces. The basic task in the more general case is an efficient combination of modern CAGD techniques (such as triangular Bernstein-Bzier patches and the nine parameter Hermite interpolant) and the rank deficient Gauss-Newton method.
The deformation of a hexagonal lattice dome under an external load is an example of a parameter dependent system which is equivariant under the symmetry group of a regular hexagon. In this paper the mixed symbolic-numerical algorithm SYMCON is applied to analyze its steady state solutions automatically showing their different symmetry and stability properties.
Parameter-dependent systems of nonlinear equations with symmetry are treated by a combination of symbolic and numerical computations. In the symbolic part of the algorithm the complete analysis of the symmetry occurs, and it is here where symmetrical normal forms, symmetry reduced systems, and block diagonal Jacobians are computed. Given a particular problem, the symbolic algorithm can create and compute through the list of possible bifurcations thereby forming a so-called tree of decisions correlated to the different types of symmetry breaking bifurcation points. The remaining part of the algorithm deals with the numerical pathfollowing based on the implicit reparametrisation as suggested and worked out by Deuflhard/Fiedler/Kunkel. The symmetry preserving bifurcation points are computed using recently developed augmented systems incorporating the use of symmetry. {\bf Keywords:} pathfollowing, mixed symbolic-numeric algorithm, parameter-dependent, nonlinear systems, linear representations.
An analysis of relaxation oscillations in local Er-doped optically pumped lasers is reported. It is based on a time dependent rate equation model for a quasi-two-level-system with wavelength dependent emission- and absorption cross-sections. For the first time a numerically reliable simulation of the characteristic laser behaviour was possible: the onset and decay of the oscillations, the time-dependent repetition period and the steady state signal output power. The characteristic waveguide parameters, as the erbium-concentration profile, the polarization dependent pump- and signal mode intensity profiles, the scattering losses, the cavity length and the front and rear reflectivities were all taken into account. The basic formulas are general and can also be used for Er-doped fiber lasers. Mathematically the problem can be characterized as a large boundary value problem, which can approximately be replaced by a stiff initial value problem of ordinary differential equations. The used algorithmic replacement procedure is motivated and discussed in detail. Here, pump- and signal evolution versus time are presented for an planar Er-diffused $\rm Ti$:$\rm LiNbO_{3}$ waveguide laser. The numerically obtained results show a nearly quantitative agreement with experimental investigations. Simultanously they supply knowledge about non-measureable (space-dependent population dynamic of the Er-atoms) and till today not measured data (dynamical response of the laser by a sharp peak in the external pump).
We present a set of C++ classes that realize an abstract inexact Gauss Newton method in combination with a continuation process for the solution of parameter dependent nonlinear problems. The object oriented approach allows the continuation of different types of solutions within the same framework. \\{\bf Abstract: }We present a set of C++ classes that realize an abstract inexact Gauss Newton method in combination with a continuation process for the solution of parameter dependent nonlinear problems. The object oriented approach allows the continuation of different types of solutions within the same framework.
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 ${\cal O}(n)$
We derive a simple accuracy matching strategy for inexact Gauss Newton methods and apply it to the numerical solution of boundary value problems of ordinary differential equations by collocation. The matching strategy is based on an affine contravariant convergence theorem, i. e. , the characteristic constants are invariant under affine transformations of the domain. The inexact Gauss Newton method is applied to an integral formulation of the BVP. As discretization for the arising linear subproblems we employ adaptive collocation at Gaussian nodes with varying local orders and stepsizes. The grids are chosen via adaptive refinement and order selection.