510 Mathematik
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In this paper, an analysis of the error ellipsoid in the space of solutions of stationary gas transport problems is carried out. For this purpose, a Principal Component Analysis of the solution set has been performed. The presence of unstable directions is shown associated with the marginal fulfillment of the resistivity conditions for the equations of compressors and other control elements in gas networks. Practically, the instabilities occur when multiple compressors or regulators try to control pressures or flows in the same part of the network. Such problems can occur, in particular, when the compressors or regulators reach their working limits. Possible ways of resolving instabilities are considered.
Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems
(2022)
Solving transport network problems can be complicated by non-linear effects. In the particular case of gas transport networks, the most complex non-linear elements are compressors and their drives. They are described by a system of equations, composed of a piecewise linear ‘free’ model for the control logic and a non-linear ‘advanced’ model for calibrated characteristics of the compressor. For all element equations, certain stability criteria must be fulfilled, providing the absence of folds in associated system mapping. In this paper, we consider a transformation (warping) of a system from the space of calibration parameters to the space of transport variables, satisfying these criteria. The algorithm drastically improves stability of the network solver. Numerous tests on realistic networks show that nearly 100% convergence rate of the solver is achieved with this approach.
This book discusses the development of the Rosenbrock—Wanner methods from the origins of the idea to current research with the stable and efficient numerical solution and differential-algebraic systems of equations, still in focus. The reader gets a comprehensive insight into the classical methods as well as into the development and properties of novel W-methods, two-step and exponential Rosenbrock methods. In addition, descriptive applications from the fields of water and hydrogen network simulation and visual computing are presented. (Verlagsangaben)
The lattice Boltzmann method (LBM) is an efficient simulation technique for computational fluid mechanics and beyond. It is based on a simple stream-and-collide algorithm on Cartesian grids, which is easily compatible with modern machine learning architectures. While it is becoming increasingly clear that deep learning can provide a decisive stimulus for classical simulation techniques, recent studies have not addressed possible connections between machine learning and LBM. Here, we introduce Lettuce, a PyTorch-based LBM code with a threefold aim. Lettuce enables GPU accelerated calculations with minimal source code, facilitates rapid prototyping of LBM models, and enables integrating LBM simulations with PyTorch's deep learning and automatic differentiation facility. As a proof of concept for combining machine learning with the LBM, a neural collision model is developed, trained on a doubly periodic shear layer and then transferred to a different flow, a decaying turbulence. We also exemplify the added benefit of PyTorch's automatic differentiation framework in flow control and optimization. To this end, the spectrum of a forced isotropic turbulence is maintained without further constraining the velocity field.
This textbook contains and explains essential mathematical formulas within an economic context. A broad range of aids and supportive examples will help readers to understand the formulas and their practical applications. This mathematical formulary is presented in a practice-oriented, clear, and understandable manner, as it is needed for meaningful and relevant application in global business, as well as in the academic setting and economic practice.
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.
Network aggregation
(2020)
Demand forecast
(2020)
Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems
(2018)
The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.