## 65L05 Initial value problems

### Refine

#### Document Type

- ZIB-Report (11)
- Habilitation (1)

#### Language

- English (12)

#### Has Fulltext

- yes (12)

#### Is part of the Bibliography

- no (12)

#### Keywords

#### Institute

- ZIB Allgemein (7)
- Numerical Mathematics (5)
- Computational Medicine (4)

Parallel in time methods for solving initial value problems are a means to increase the parallelism of numerical simulations. Hybrid parareal schemes interleaving the parallel in time iteration with an iterative solution of the individual time steps are among the most efficient methods for general nonlinear problems. Despite the hiding of communication time behind computation, communication has in certain situations a significant impact on the total runtime. Here we present strict, yet no sharp, error bounds for hybrid parareal methods with inexact communication due to lossy data compression, and derive theoretical estimates of the impact of compression on parallel efficiency of the algorithms. These and some computational experiments suggest that compression is a viable method to make hybrid parareal schemes robust with respect to low bandwidth setups.

In several inital value problems with particularly expensive right hand side computation, there is a trade-off between accuracy and computational effort in evaluating the right hand sides. We consider inexact spectral deferred correction (SDC) methods for solving such non-stiff initial value problems. SDC methods are interpreted as fixed point iterations and, due to their corrective iterative nature, allow to exploit the accuracy-work-tradeoff for a reduction of the total computational effort. On one hand we derive an error model bounding the total error in terms of the right hand side evaluation errors. On the other hand, we define work models describing the computational effort in terms of the evaluation accuracy. Combining both, a theoretically optimal tolerance selection is worked out by minimizing the total work subject to achieving the requested tolerance.

In multiscale models of heterogeneous catalysis, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. This usually is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO_2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

The dynamics of pressurized water distribution networks are naturally modeled by differential algebraic equations (DAE). This paper investigates fundamental structural properties of such a DAE model under weak regularity assumptions. The usual partial derivative-based index-1 condition is shown to be necessary and sufficient for several index concepts, as well as sufficient for solvability in a strong sense. Using the physical properties of nonlinear network elements and the inherent saddle point structure of network hydraulics, we then derive purely topological index criteria based on the network graph and the choice of control variables. Several examples illustrate the theoretical results and explore different non-index-1 situations. A brief discussion of the implications for operative planning by discrete time DAE boundary value problems concludes the paper.

This article studies the relation of the two scientific languages Chemistry and Mathematics via three selected comparisons: (a) QSSA versus dynamic ILDM in reaction kinetics, (b) lumping versus discrete Galerkin methods in polymer chemistry, and (c) geometrical conformations versus metastable conformations in drug design. The common clear message from these comparisons is that chemical intuition may pave the way for mathematical concepts just as chemical concepts may gain from mathematical precisioning. Along this line, significant improvements in chemical research and engineering have already been possible -- and can be further expected in the future from the dialogue between the two scientific languages.

Computational drug design studies molecular recognition in the {\em virtual lab}. The arising Hamiltonian dynamics is known to be chaotic and ill-conditioned already after picoseconds, whereas times are $msec$ up to $min$. Classical molecular dynamics with long term trajectory computation gives, at best, information about time and statistical ensemble averages. The present paper surveys a recent new modeling approach called {\em conformational dynamics}, which is due to the author and Ch. Schütte. This approach achieves information about the dy time scales by telescoping a short term deterministic model with a statistical model. Examples of small biomolecules are included.

Pseudo--transient continuation methods are quite popular for the numerical solution of steady state problems, typically in PDEs. They are based on an embedding into a time dependent initial value problem. In the presence of dynamical invariants the Jacobian matrix of the nonlinear equation system is bound to be singular. The paper presents a convergence analysis which takes this property into account -- in contrast to known approaches. On the basis of the new analysis adaptive algorithms are suggested in detail. These include a variant with Jacobian approximations as well as inexact pseudo--transient continuation, both of which play an important role in discretized PDEs. Numerical experiments are left to future work.

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.

Two polynomial expansions of the time-evolution superoperator to directly integrate Markovian Liouville-von Neumann (LvN) equations for quantum open systems, namely the Newton interpolation and the Faber approximation, are presented and critically compared. Details on the numerical implementation including error control, and on the performance of either method are given. In a first physical application, a damped harmonic oscillator is considered. Then, the Faber approximation is applied to compute a condensed phase absorption spectrum, for which a semi--analytical expression is derived. Finally, even more general applications are discussed. In all applications considered here it is found that both the Newton and Faber integrators are fast, general, stable, and accurate.

Dynamical systems with two well-separated time-scales are investigated using normal form theory. Exponential estimates for the normal form truncation error are derived and applied to the numerical integration of differential equations (backward error analysis) and the reduction of highly oscillatory Hamiltonian systems (constrained dynamics and correcting potentials). The theoretical results are used to formulate new algorithms for the time integration of conservative Hamiltonian systems (projected multiple time stepping, soft constraints, rigid bodies, symplectic variable step-size methods).