## 510 Mathematik

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- Method of lines (5)
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Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems
(2018)

The lattice Boltzmann method is a modern approach to simulate fluid flow. In its original formulation, it is restricted to regular grids, second-order discretizations, and a unity CFL number. This paper describes our new off-lattice Boltzmann solver NATriuM, an extensible and parallel C++ code to perform lattice Boltzmann simulations on irregular grids. NATriuM also allows high-order spatial discretizations and non-unity CFL numbers to be used. We demonstrate how these features can efficiently decrease the number of grid points required in a simulation and thus reduce the computational time, compared to the standard lattice Boltzmann method. We detail the implementation of a recently proposed semi-Lagrangian lattice Boltzmann method and prove its efficiency in comparisons to other state-of-the-art off-lattice Boltzmann schemes.

Simulating free-surface and pressurised flow is important to many fields of application, especially in network approaches. Modelling equations to describe flow behaviour arising in these problems are often expressed by one-dimensional formulations of the hyperbolic shallow water equations. One established approach to realise their numerical computation is the method of lines based on semi-discretisation in space (Steinebach and Rentrop, An adaptive method of lines approach for modeling flow and transport in rivers. In: Vande Wouwer, Saucez, Schiesser (eds) Adaptive method of lines, pp 181–205. Chapman & Hall/CRC, Boca Raton, London, New York, Washington, DC, 2001; Steinebach and Weiner, Appl Numer Math 62:1567–1578, 2012; Steinebach et al., Modeling and numerical simulation of pipe flow problems in water supply systems. In: Martin, Klamroth, et al. (eds) Mathematical optimization of water networks. International series of numerical mathematics, vol 162, pp 3–15. Springer, Basel, 2012). It leads to index-one DAE systems as algebraic constraints are required to realise coupling and boundary conditions of single reaches.Linearly implicit ROW schemes proved to be effective to solve these DAE systems (Steinebach and Rentrop, An adaptive method of lines approach for modeling flow and transport in rivers. In: Vande Wouwer, Saucez, Schiesser (eds) Adaptive method of lines, pp 181–205. Chapman & Hall/CRC, Boca Raton, London, New York, Washington, DC, 2001). However, under certain conditions an extended partial explicit time-integration of the shallow water equations could be worthwhile to save computational effort. To restrict implicit solution by ROW schemes to stiff components while using explicit solution by RK methods for remaining terms, we adapt ROW method ROS34PRW (Rang, J Comput Appl Math 262:105–114, 2014) to an AMF and IMEX combining approach (Hundsdorfer and Verwer, Numerical solution of time-dependent advection-diffusion-reaction equations. Springer, Berlin, Heidelberg, New York, 2003). Applied to first test problems regarding open channel flow, efficiency is analysed with respect to flow behaviour. Results prove to be advantageous especially concerning dynamical flow.

Comparación de perfiles de ansiedad matemática entre estudiantes mexicanos y estudiantes alemanes
(2017)

Se determinan los perfiles de ansiedad matemática de estudiantes mexicanos y estudiantes alemanes por medio de la aplicación de un cuestionario desarrollado ex profeso. La ansiedad matemática se define en términos de tres descriptores: creencias, actitudes y emociones. Los autores definen un Índice de Ansiedad Matemática, al aplicarlo encuentran que los estudiantes alemanes presentan un valor mayor de dicho Índice, lo que significa que tienen una mayor nivel de ansiedad matemática. Las diferencias en los valores del Índice de Ansiedad Matemática se interpretan en términos de diferencias culturales. La interpretación parece ser consistente con las diferencias culturales y se ajusta a los resultados obtenidos.

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.

In this paper an overview on modelling techniques and numerical methods applied to problems in water network simulation is given. The considered applications cover river alarm systems (Rentrop and Steinebach, Surv Math Ind 6:245–265, 1997), water level forecast methods (Steinebach and Wilke, J CIWEM 14(1):39–44, 2000) up to sewer and water supply networks (Steinebach et al., Mathematical Optimization of Water Networks Martin. Springer, Basel, 2012).
The hyperbolic modelling equations are derived from mass and momentum conservation laws. A typical example are the well known Saint-Venant equations. For their numerical solution a conservative semi-discretisation in space by finite differences is proposed. A new well-balanced space discretisation scheme is presented which improves the local Lax-Friedrichs approach applied so far. Higher order discretisations are achieved by WENO methods (Kurganov and Levy, SIAM J Sci Comput 22(4):1461–1488, 2000).
Together with appropriate boundary and coupling conditions this method of lines approach leads to an index-one DAE system. Efficient solution of the DAE system is the topic of Jax and Steinebach (ROW methods adapted to network simulation for fluid flow, in preparation).

A new type of Rosenbrock-Wanner (ROW) methods for solving semi-explicit DAEs of index-1 is introduced. The scheme considers arbitrary approximations to Jacobian entries resulting for the differential part and thus corresponds to a first attempt of applying W methods to DAEs. Besides, it is a generalized class covering many ROW-type methods known from literature. Order conditions are derived by a consistent approach that combines theories of ROW methods with exact Jacobian for DAEs (Roche, 1988) and W methods with arbitrary Jacobian for ODEs (Steihaug and Wolfbrandt, 1979). In this context, rooted trees based on Butcher’s theory that include a new type of vertices are used to describe non-exact differentials of the numerical solution. Resulting conditions up to order four are given explicitly, including new conditions for realizing schemes of higher order. Numerical tests emphasize the relevance of satisfying these conditions when solving DAEs together with approximations to Jacobian entries of the differential part.

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.

Wissenschaftliches Rechnen
(1999)

Wissenschaftliches Rechnen
(1999)

Hydrological processes, like the water flow or transport of soluble substances in rivers, are usually described by partial differential equations (PDEs). The numerical solution of these equations offer various fields of important applications, e.g., the prediction of water stages during floods or low water periods (optimal load capacity of the ships) and the prediction of the fate of pollution plumes in case of an accident. The aim is to develop numerical schemes that are applicable to mostly all those simulations and well-tested with respect to their stability and efficiency. The method of lines (MOL)-approach was found to be a suitable numerical technique to solve the whole class of the discussed problems. The subject of this paper is the comparison of different numerical schemes for the space discretizations in the MOL-approach, in particular the ENO-discretizations which are found to be very useful even when sharp gradients occur.

River alarm systems are designed for the forecasting of water stages during floods or low flow conditions or the prediction of the transport of pollution plumes. The basic model equations are introduced and a Method of Lines approach for their numerical solution is discussed. The approach includes adaptive space-mesh strategies and a Rosenbrock-Wanner scheme for the time integration. It fits into a PC environment and fulfills the requirements on an implementation within river alarm systems.