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- Approximated Jacobian (2)
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Since being introduced in the sixties and seventies, semi-implicit RosenbrockWanner (ROW) methods have become an important tool for the timeintegration of ODE and DAE problems. Over the years, these methods have been further developed in order to save computational effort by regarding approximations with respect to the given Jacobian [5], reduce effects of order reduction by introducing additional conditions [2, 4] or use advantages of partial explicit integration by considering underlying Runge-Kutta formulations [1]. As a consequence, there is a large number of different ROW-type schemes with characteristic properties for solving various problem formulations given in literature today.

Solving differential-algebraic equations (DAEs) efficiently is an ongoing topic in applied mathematics. Applications are given with respect to many fields of practical interest, such as multiphysics problems or network simulations. Due to the stiffness properties of DAEs, linearly implicit Runge-Kutta methods in the form of Rosenbrock-Wanner (ROW) schemes are an appropriate choice for effecitive numerical time-integration. Compared to fully implicit schemes, they are easy to implement and avoid having to solve non-linear equations by including Jacobian information in their formulation explicity. But, especially when having to solve large coupled systems, computing the Jacobian is costly and proves to be a considerable drawback. Inspired by the works of Steihaug and Wolfbrandt [4], we introduce concepts to realize linearly-implicit Runge-Kutta methods for DAEs in the form of so-called W-methods. These schemes allow for arbitrary approximations to given Jacobian entries and, thus, for versatile strategies to reduce computational effort significantly when solving semi-explicit DAE problems of index-1. An approach extending Roche’s procedure [3] will be presented that enables to derive order conditions of the resulting methods by an algebraic theory using rooted trees, a strategy originally introduced by Butcher regarding Runge-Kutta schemes [1,2]. Besides, suitable sets of coefficients for implementing embedded schemes and their potential of increasing efficincy when solving DAEs will be demonstrated.

The simulation of fluid flows is of importance to many fields of application, especially in industry and infrastructure. The modelling equations applied describe a coupled system of non-linear, hyperbolic partial differential equations given by one-dimensional shallow water equations that enable the consistent implementation of free surface flows in open channels as well as pressurised flows in closed pipes. The numerical realisation of these equations is complicated and challenging to date due to their characteristic properties that are able to cause discontinuous solutions.

Die im Folgenden dargestellten wichtigsten Ergebnisse des Teilprojektes 5 "Mathematische Beschreibung der relevanten physikalischen Prozesse und numerische Simulation von Wasseraufbereitung und -verteilung" beziehen sich auf die Arbeitspakete 2 "Daten und Methoden zum Modellaufbau, zur Zustandsschätzung, Prognose und Bewertung" und 3 "Physikalische Modelle und Numerische Verfahren".

Network aggregation
(2020)

Solving diﬀerential-algebraic equations (DAEs) eﬃciently by means of appropriate numerical schemes for time-integration is an ongoing topic in applied mathematics. In this context, especially when considering large systems that occur with respect to many ﬁelds of practical application eﬀective computation becomes relevant. In particular, corresponding examples are given when having to simulate network structures that consider transport of ﬂuid and gas or electrical circuits. Due to the stiﬀness properties of DAEs, time-integration of such problems generally demands for implicit strategies. Among the schemes that prove to be an adequate choice are linearly implicit Rung-Kutta methods in the form of Rosenbrock-Wanner (ROW) schemes. Compared to fully implicit methods, they are easy to implement and avoid the solution of non-linear equations by including Jacobian information within their formulation. However, Jacobian calculations are a costly operation. Hence, necessity of having to compute the exact Jacobian with every successful time-step proves to be a considerable drawback. To overcome this drawback, a ROW-type method is introduced that allows for non-exact Jacobian entries when solving semi-explicit DAEs of index one. The resulting scheme thus enables to exploit several strategies for saving computational eﬀort. Examples include using partial explicit integration of non-stiﬀ components, utilizing more advantageous sparse Jacobian structures or making use of time-lagged Jacobian information. In fact, due to the property of allowing for non-exact Jacobian expressions, the given scheme can be interpreted as a generalized ROW-type method for DAEs. This is because it covers many diﬀerent ROW-type schemes known from literature. To derive the order conditions of the ROW-type method introduced, a theory is developed that allows to identify occurring diﬀerentials and coeﬃcients graphically by means of rooted trees. Rooted trees for describing numerical methods were originally introduced by J.C. Butcher. They signiﬁcantly simplify the determination and deﬁnition of relevant characteristics because they allow for applying straightforward procedures. In fact, the theory presented combines strategies used to represent ROW-type methods with exact Jacobian for DAEs and ROW-type methods with non-exact Jacobian for ODEs. For this purpose, new types of vertices are considered in order to describe occurring non-exact elementary diﬀerentials completely. The resulting theory thus automatically comprises relevant approaches known from literature. As a consequence, it allows to recognize order conditions of familiar methods covered and to identify new conditions. With the theory developed, new sets of coeﬃcients are derived that allow to realize the ROW-type method introduced up to orders two and three. Some of them are constructed based on methods known from literature that satisfy additional conditions for the purpose of avoiding eﬀects of order reduction. It is shown that these methods can be improved by means of the new order conditions derived without having to increase the number of internal stages. Convergence of the resulting methods is analyzed with respect to several academic test problems. Results verify the theory determined and the order conditions found as only schemes satisfying the order conditions predicted preserve their order when using non-exact Jacobian expressions.