8 results
Search Results
Now showing 1 - 8 of 8
- ItemJoint Model of Probabilistic-Robust (Probust) Constraints Applied to Gas Network Optimization(Singapore : Springer, 2020) Adelhütte, Dennis; Aßmann, Denis; Grandòn, Tatiana Gonzàlez; Gugat, Martin; Heitsch, Holger; Henrion, René; Liers, Frauke; Nitsche, Sabrina; Schultz, Rüdiger; Stingl, Michael; Wintergerst, DavidOptimization problems under uncertain conditions abound in many real-life applications. While solution approaches for probabilistic constraints are often developed in case the uncertainties can be assumed to follow a certain probability distribution, robust approaches are usually applied in case solutions are sought that are feasible for all realizations of uncertainties within some predefined uncertainty set. As many applications contain different types of uncertainties that require robust as well as probabilistic treatments, we deal with a class of joint probabilistic/robust constraints. Focusing on complex uncertain gas network optimization problems, we show the relevance of this class of problems for the task of maximizing free booked capacities in an algebraic model for a stationary gas network. We furthermore present approaches for finding their solution. Finally, we study the problem of controlling a transient system that is governed by the wave equation. The task consists in determining controls such that a certain robustness measure remains below some given upper bound with high probability.
- ItemSingular paths spaces and applications(Philadelphia, Pa. : Taylor & Francis, 2021) Bellingeri, Carlo; Friz, Peter K.; Gerencsér, MátéMotivated by recent applications in rough volatility and regularity structures, notably the notion of singular modeled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path setting, this allows us to leverage on existing SLE Besov estimates to see that SLE traces takes values in a singular Hölder space, which quantifies a well-known boundary effect in the regime κ<1. We then consider the integration theory against singular rough paths and some extensions thereof. This gives a method to reconcile, from a regularity structure point of view, different singular kernels used to construct (fractional) rough volatility models and an effective reduction to the stationary case which is crucial to apply general renormalization methods.
- ItemStochastic homogenization on perforated domains II – Application to nonlinear elasticity models(Berlin : Wiley-VCH, 2022) Heida, MartinBased on a recent work that exposed the lack of uniformly bounded (Formula presented.) extension operators on randomly perforated domains, we study stochastic homogenization of nonlinear p-elasticity, (Formula presented.), on such structures using instead the extension operators constructed in former works. We thereby introduce two-scale convergence methods on such random domains under the intrinsic loss of regularity and prove some generally useful calculus theorems on the probability space, for example, abstract Gauss theorems.
- ItemMode competition in broad-ridge-waveguide lasers(Bristol : IOP Publ., 2020) Koester, J.-P.; Putz, A.; Wenzel, H.; Wünsche, H.-J.; Radziunas, M.; Stephan, H.; Wilkens, M.; Zeghuzi, A.; Knigge, A.The lateral brightness achievable with high-power GaAs-based laser diodes having long and broad waveguides is commonly regarded to be limited by the onset of higher-order lateral modes. For the study of the lateral-mode competition two complementary simulation tools are applied, representing different classes of approximations. The first tool bases on a completely incoherent superposition of mode intensities and disregards longitudinal effects like spatial hole burning, whereas the second tool relies on a simplified carrier transport and current flow. Both tools yield agreeing power-current characteristics that fit the data measured for 5-23 µm wide ridges. Also, a similarly good qualitative conformance of the near and far fields is found. However, the threshold of individual modes, the partition of power between them at a given current, and details of the near and far fields show differences. These differences are the consequence of a high sensitivity of the mode competition to details of the models and of the device structure. Nevertheless, it can be concluded concordantly that the brightness rises with increasing ridge width irrespective of the onset of more and more lateral modes. The lateral brightness W mm-1at 10 MW cm-2 power density on the front facet of the investigated laser with widest ridge (23 µm) is comparable with best values known from much wider broad-area lasers. In addition, we show that one of the simulation tools is able to predict beam steering and coherent beam coupling without introducing any phenomenological coupling coefficient or asymmetries. © 2020 The Author(s). Published by IOP Publishing Ltd.
- ItemAnalysis and simulations for a phase-field fracture model at finite strains based on modified invariants(Berlin : Wiley-VCH, 2020) Thomas, Marita; Bilgen, Carola; Weinberg, KerstinPhase-field models have already been proven to predict complex fracture patterns for brittle fracture at small strains. In this paper we discuss a model for phase-field fracture at finite deformations in more detail. Among the identification of crack location and projection of crack growth the numerical stability is one of the main challenges in solid mechanics. Here we present a phase-field model at finite strains, which takes into account the anisotropy of damage by applying an anisotropic split of the modified invariants of the right Cauchy-Green strain tensor. We introduce a suitable weak notion of solution that also allows for a spatial and temporal discretization of the model. In this framework we study the existence of solutions and we show that the time-discrete solutions converge in a weak sense to a solution of the time-continuous formulation of the model. Numerical examples in two and three space dimensions illustrate the range of validity of the analytical results.
- ItemMaximally dissipative solutions for incompressible fluid dynamics(Cham (ZG) : Springer International Publishing AG, 2021) Lasarzik, RobertWe introduce the new concept of maximally dissipative solutions for a general class of isothermal GENERIC systems. Under certain assumptions, we show that maximally dissipative solutions are well-posed as long as the bigger class of dissipative solutions is non-empty. Applying this result to the Navier–Stokes and Euler equations, we infer global well-posedness of maximally dissipative solutions for these systems. The concept of maximally dissipative solutions coincides with the concept of weak solutions as long as the weak solutions inherits enough regularity to be unique.
- ItemLow-rank tensor reconstruction of concentrated densities with application to Bayesian inversion(Dordrecht [u.a.] : Springer Science + Business Media B.V, 2022) Eigel, Martin; Gruhlke, Robert; Marschall, ManuelThis paper presents a novel method for the accurate functional approximation of possibly highly concentrated probability densities. It is based on the combination of several modern techniques such as transport maps and low-rank approximations via a nonintrusive tensor train reconstruction. The central idea is to carry out computations for statistical quantities of interest such as moments based on a convenient representation of a reference density for which accurate numerical methods can be employed. Since the transport from target to reference can usually not be determined exactly, one has to cope with a perturbed reference density due to a numerically approximated transport map. By the introduction of a layered approximation and appropriate coordinate transformations, the problem is split into a set of independent approximations in seperately chosen orthonormal basis functions, combining the notions h- and p-refinement (i.e. “mesh size” and polynomial degree). An efficient low-rank representation of the perturbed reference density is achieved via the Variational Monte Carlo method. This nonintrusive regression technique reconstructs the map in the tensor train format. An a priori convergence analysis with respect to the error terms introduced by the different (deterministic and statistical) approximations in the Hellinger distance and the Kullback–Leibler divergence is derived. Important applications are presented and in particular the context of Bayesian inverse problems is illuminated which is a main motivation for the developed approach. Several numerical examples illustrate the efficacy with densities of different complexity and degrees of perturbation of the transport to the reference density. The (superior) convergence is demonstrated in comparison to Monte Carlo and Markov Chain Monte Carlo methods.
- ItemAnalysis of improved Nernst–Planck–Poisson models of compressible isothermal electrolytes(Cham (ZG) : Springer International Publishing AG, 2020) Dreyer, Wolfgang; Druet, Pierre-Étienne; Gajewski, Paul; Guhlke, ClemensWe consider an improved Nernst–Planck–Poisson model first proposed by Dreyer et al. in 2013 for compressible isothermal electrolytes in non-equilibrium. The elastic deformation of the medium, that induces an inherent coupling of mass and momentum transport, is taken into account. The model consists of convection–diffusion–reaction equations for the constituents of the mixture, of the Navier–Stokes equation for the barycentric velocity and of the Poisson equation for the electrical potential. Due to the principle of mass conservation, cross-diffusion phenomena must occur, and the mobility matrix (Onsager matrix) has a non-trivial kernel. In this paper, we establish the existence of a global-in-time weak solution, allowing for a general structure of the mobility tensor and for chemical reactions with fast nonlinear rates in the bulk and on the active boundary. We characterise the singular states of the system, showing that the chemical species can vanish only globally in space, and that this phenomenon must be concentrated in a compact set of measure zero in time.