Deuflhard, Peter
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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 ${\cal O}(n)$
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.
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.
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.
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.
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.
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.
The rapidly increasing number of AIDS cases requires a realistic estimation of the future development of the HIV/AIDS disease. For that purpose we develop a large system of coupled nonlinear differential equations describing simultaneously the dynamics of the development of the disease, the population size, the gender and age structure. A set of 1650 coupled equations are linked by balanced parameters. The balancing procedure is described by a set of (formally) 2,178,000 additional algebraic conditions. As the considered system is stiff, it requires new special extrapolation methods combined with techniquees of dynamical sparsing for the solution of sparsely filled systems. According to our simulations we expect 19,0,000 deaths caused by AIDS in the Federal Republic of Germany (former territories) in the year 2000. Such an epidemical spread would tie up about 4-7 percent of the actual health care workers.
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.
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.
The paper presents a theoretical characterization of the often observed asymptotic mesh independence of Newton's method, which means that Newton's method applied to discretized operator equations behaves essentially the same for all sufficiently fine discretizations. The theory does not need any uniform Lipschitz assumptions that were necessary in comparable earlier treatments. The refined Newton-Mysovskii theorem, which will be of interest in a wider context, gives both existence and uniqueness of the solution and quadratic convergence for sufficiently good starting points. Attention is restricted to Galerkin approximations even though similar results should hold for finite difference methods - but corresponding proofs would certainly be more technical. As an illustrative example, adaptive 1-D collocation methods are discussed.
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.
The paper surveys three aspects of chemical computing, which seem to play a role in recent developments. First, extrapolation methods for the numerical treatment of differential- algebraic equations are introduced. The associated extrapolation code LIMEX has reached a certain level of sophistication, which makes it a real competitor to the elsewhere widely used multi-step code DASSL of Petzold. Second, adaptive methods of lines for partial differential equations such as those arising in combustion problems are treated. Both static and dynamic regridding techniques are discussed in some detail. Finally, some new ideas about the treatment of the kinetic equations arising from polymer reactions are presented. The new feature of the suggested approach is the application of a Galerkin procedure using sets of orthogonal polynomials over a discrete variable (which, of course, in the case of polymer reactions is the polymer degree). The new approach may open the door to a new reliable low dimensional treatment of complex polymer reactions.
A family of secant methods based on general rank-1 updates has been revisited in view of the construction of iterative solvers for large non- Hermitian linear systems. As it turns out, both Broydens "good" and "bad" update techniques play a special role - but should be associated with two different line search principles. For Broydens "bad" update technique, a minimum residual principle is natural - thus making it theorectically comparable with a series of well-known algorithms like GMRES. Broydens "good" update technique, however, is shown to be naturally linked with a minimum "next correction" principle - which asymptotically mimics a minimum error principle. The two minimization principles differ significantly for sufficiently large system dimension. Numerical experiments on discretized PDE's of convection diffusion type in 2-D with internal layers give a first impression of the possible power of the derived "good" Broyden variant. {\bf Key Words:} nonsymmetric linear system, secant method, rank-1 update, Broydens method, line search, GMRES. AMS(MOS) {\bf Subject Classifications:} 65F10, 65N20.
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).
Das voliegende Skriptum entstand aus einer Vorlesung, die ich im WS 87/88 an der Freien Universität Berlin im Fachbereich Mathematik gehalten habe. Mein ursprüngliches Vorlesungsmanuskript wurde von Herrn F. Bornemann in weiten Teilen überarbeitet, reorganisiert und substantiell ergänzt. Der Inhalt stammt größtenteils aus Originalarbeiten jüngeren Datums. Darüberhinaus finden sich zahlreiche Teile, die aus meiner jahrelangen Beschäftigung mit dem Thema entstanden aber unpubliziert geblieben sind. Das Skriptum erhebt nicht den Anspruch, ein Lehrbuch zu sein. Es war zunächst als Ausarbeitung für meinen studentischen Hörerkreis sowie als internes Arbeitspapier für das ZIB bestimmt. Die Kunde von der bloßen Existenz eines solchen Skriptums hat jedoch zu einer derart regen Nachfrage geführt, daß es hiermit als Technischer Report des ZIB einer breiteren ffentlichkeit zugänglich gemacht werden soll. In der vorliegenden Form richtet es sich in erster Linie an Mathematiker; es soll sich jedoch auch für Naturwissenschaftler und Ingenieure eignen, die sich einen Einblick in den theoretischen und algorithmischen Hintergrund der von ihnen verwendeten wissenschaftlichen Software verschaffen wollen.
Computational Treatment of Polyreaction Kinetics by Orthogonal Polynomials of a Discrete Variable.
(1988)
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.
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.
A slight modification of the extended Stoermer discretization for non self-adjoint second order ODE systems is derived on the basis of a simple stability analysis. This discretization easily extends to implicit ODE systems, which are known to arise e.g. in mechanical engineering. In addition, a special variant of semi-implicit Euler discretization is proposed, which essentially treats the state variables explicitly, but their derivatives implicitly. Numerical tests over critical parameter values of the van der Pol oscillator illustrate the domain of efficiency of the suggested discretizations.
The paper presents a new uniqueness theory for ODE initial value problems, derived in view of numerical stiff integration. The theory supplies stepsize bounds for stiff integrators that can easily be estimated in extrapolation methods. The additional devices lead to a significant speed-up of computations - in particular in combustion PDE problems.
New, highly efficient techniques for the numerical simulation and parameter identification of large chemical reaction systems are surveyed. The survey particularly addresses to chemists, which are understood to be potential users of the distributed software packages. These packages are written in the form of interactive dialogue systems - thus enabling chemists to concentrate on the chemistry of their problem. Large scale examples from chemical research environments are included.