A Topology Based Discretization of PDAEs Describing Water Transportation Networks

We consider partial differential algebraic systems (PDAEs) describing water transportation networks. Similar to the approach in [6], we follow the method of lines for the discretization. However, we do not consider free surface flow models but pressure flow models covering hydraulic shocks. Moreover, we include switching models reflecting the on/off state of pumpes and valves. Aiming at a stable numerical simulation of the PDAEs we present a topology based spatial discretization that results in a differential algebraic system (DAE) of index 1. Furthermore we show that the DAE index can be higher than 1 if the spatial discretization is not adapted to the position of reservoirs and demand nodes within the network. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the Tractability Index of a Class of Partial Differential-Algebraic Equations

We consider a class of nonlinear partial-differential-algebraic equations, where the nonlinearity is present only in the PDEs and in the coupling conditions, and some additional structural conditions hold. For this special class of PDAEs, we introduce and characterize simple algebraic conditions which lead to a notion of extended tractability index, and exemplify its application to coupled systems arising from microelectronics.     

Multiquadric quasi‐interpolation methods for solving partial differential algebraic equations

In this article, we propose two meshless collocation approaches for solving time dependent partial differential algebraic equations (PDAEs) in terms of the multiquadric quasi‐interpolation schemes. In presenting the process of the solution, the error is estimated. Furthermore, the comparisons on condition numbers of the collocation matrices using different methods and the sensitivity of the shape parameter c are given. With the use of the appropriate collocation points, the method for PDAEs with index‐2 is improved. The results show that the methods have some advantages over some known methods, such as the smaller condition numbers or more accurate solutions for PDAEs which has an modal index‐2 or an impulse solution with index‐2. Copyright © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 95–119, 2014     

Numerical Methods for Stiff Index-3 DAEs

Space semidiscretization of PDAEs, i.e. coupled systems of PDEs and algebraic equations, give raise to stiff DAEs and thus the standard theory of numerical methods for DAEs is not valid. As the study of numerical methods for stiff ODEs is done in terms of logarithmic norms, it seems natural to use also logarithmic norms for stiff DAEs. In this paper we show how the standard conditions imposed on the PDAE and the semidiscretized problem are formally the same if they are expressed in terms of logarithmic norms. To study the mathematical problem and their numerical approximations, this link between the standard conditions and logarithmic norms allow us to use for stiff DAEs techniques similar to the ones used for stiff ODEs. The analysis is done for problems which appear in the context of elastic multibody systems, but once the tools, i.e., logarithmic norms, are developed, they can also be used for the analysis of other PDAEs/DAEs.     

Differential Elimination–Completion Algorithms for DAE and PDAE

Differential–algebraic equations (DAE) and partial differential–algebraic equations (PDAE) are systems of ordinary equations and PDAEs with constraints. They occur frequently in such applications as constrained multibody mechanics, spacecraft control, and incompressible fluid dynamics.
A DAE has differential index r if a minimum of r +1 differentiations of it are required before no new constraints are obtained. Although DAE of low differential index (0 or 1) are generally easier to solve numerically, higher index DAE present severe difficulties.
Reich et al. have presented a geometric theory and an algorithm for reducing DAE of high differential index to DAE of low differential index. Rabier and Rheinboldt also provided an existence and uniqueness theorem for DAE of low differential index. We show that for analytic autonomous first-order DAE, this algorithm is equivalent to the Cartan–Kuranishi algorithm for completing a system of differential equations to involutive form. The Cartan–Kuranishi algorithm has the advantage that it also applies to PDAE and delivers an existence and uniqueness theorem for systems in involutive form. We present an effective algorithm for computing the differential index of polynomially nonlinear DAE. A framework for the algorithmic analysis of perturbed systems of PDAE is introduced and related to the perturbation index of DAE. Examples including singular solutions, the Pendulum, and the Navier–Stokes equations are given. Discussion of computer algebra implementations is also provided.     

Indexes and Special Discretization Methods for Linear partial Differential Algebraic Equations

Linear partial differential algebraic equations (PDAEs) of the form Au _t(t, x) + Bu _xx(t, x) + Cu(t, x) = f(t, x) are studied where at least one of the matrices A, B R ^n×n is singular. For these systems we introduce a uniform differential time index and a differential space index. We show that in contrast to problems with regular matrices A and B the initial conditions and/or boundary conditions for problems with singular matrices A and B have to fulfill certain consistency conditions. Furthermore, two numerical methods for solving PDAEs are considered. In two theorems it is shown that there is a strong dependence of the order of convergence on these indexes. We present examples for the calculation of the order of convergence and give results of numerical calculations for several aspects encountered in the numerical solution of PDAEs.     

Tensor invariants in numerical geometric integration of ODEs

We consider geometric numerical integration (GI) of ordinary differential equations (ODEs). We propose that in GI one needs concepts which are both geometric and algebraic. In this paper we start from an algebraic point of view: we introduce tensor invariants attached to an ODE as well as to an integrator. The notion of “sharing a tensor invariant” generalizes the well known notion of conserving a symplectic structure by an integrator. Several examples are given.     

The computation of consistent initial values for nonlinear index-2 differential–algebraic equations

The computation of consistent initial values for differential–algebraic equations (DAEs) is essential for starting a numerical integration. Based on the tractability index concept a method is proposed to filter those equations of a system of index-2 DAEs, whose differentiation leads to an index reduction. The considered equation class covers Hessenberg-systems and the equations arising from the simulation of electrical networks by means of Modified Nodal Analysis (MNA). The index reduction provides a method for the computation of the consistent initial values. The realized algorithm is described and illustrated by examples.     

Foci and Foliations of Real Algebraic Curves

We discuss diverse results whose common thread is the notion of focus of an algebraic curve. In a unified setting, which combines elements of projective geometry, complex analysis and Riemann surface theory, we explain the roles of ordinary and singular foci in results on numerical ranges of matrices, quadrature domains, Schwarzian reflection, and other topics. We introduce the notion of canonical foliation of a real algebraic curve, which places foci into the context of continuous families of plane curves and provides a useful method of visualization of all relevant structures in a planar graphical image. Lecture held by Joel Langer in the Seminario Matematico e Fisico on October 6, 2006 Received: July 2007     

Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

We introduce a concept of adjoint equation and Lyapunov regularity of a stochastic differential algebraic Equation (SDAE) of index 1. The notion of adjoint SDAE is introduced in a similar way as in the deterministic differential algebraic equation case. We prove a multiplicative ergodic theorem for the adjoint SDAE and the adjoint Lyapunov spectrum. Employing the notion of adjoint equation and Lyapunov spectrum of an SDAE, we are able to define Lyapunov regularity of SDAEs. Some properties and an example of a metal oxide semiconductor field-effect transistor ring oscillator under thermal noise are discussed.     

Numerical computation of the Tau approximation for the Volterra-Hammerstein integral equations

In this work, we propose an extension of the algebraic formulation of the Tau method for the numerical solution of the nonlinear Volterra-Hammerstein integral equations. This extension is based on the operational Tau method with arbitrary polynomial basis functions for constructing the algebraic equivalent representation of the problem. This representation is an special semi lower triangular system whose solution gives the components of the vector solution. We will show that the operational Tau matrix representation for the integration of the nonlinear function can be represented by an upper triangular Toeplitz matrix. Finally, numerical results are included to demonstrate the validity and applicability of the method and some comparisons are made with existing results. Our numerical experiments show that the accuracy of the Tau approximate solution is independent of the selection of the basis functions.     

A numerical scheme for multi-point special boundary-value problems and application to fluid flow through porous layers

In this paper we propose a numerical scheme based on finite differences for the numerical solution of nonlinear multi-point boundary-value problems over adjacent domains. In each subdomain the solution is governed by a different equation. The solutions are required to be smooth across the interface nodes. The approach is based on using finite difference approximation of the derivatives at the interface nodes. Smoothness across the interface nodes is imposed to produce an algebraic system of nonlinear equations. A modified multi-dimensional Newton’s method is proposed for solving the nonlinear system. The accuracy of the proposed scheme is validated by examples whose exact solutions are known. The proposed scheme is applied to solve for the velocity profile of fluid flow through multilayer porous media.     

Perturbation index of linear partial differential-algebraic equations with a hyperbolic part

This paper deals with linear partial differential-algebraic equations (PDAEs) which have a hyperbolic part. If the spatial differential operator satisfies a Gårding-type inequality in a suitable function space setting, a perturbation index can be defined. Theoretical and practical examples are considered.     

On algebras of multidimensional probabilities

The probability p(s) of the occurrence of an event pertaining to a physical system which is observed in different states s determines a function p from the set S of states of the system to [0, 1]. The function p is called a multidimensional probability or numerical event. Sets of numerical events which are structured either by partially ordering the functions p and considering orthocomplementation or by introducing operations + and · in order to generalize the notion of Boolean rings representing classical event fields are studied with the goal to relate the algebraic operations + and · to the sum and product of real functions and thus to distinguish between classical and quantum mechanical behaviour of the physical system. Necessary and sufficient conditions for this are derived, as well for the case that the functions p can assume any value between 0 and 1 as for the special cases that the values of p are restricted to two or three different outcomes.     

Multilevel optimization for PDAE-constrained optimal control problems with pointwise constraints on control and state

We have developed a fully adaptive optimization environment suitable to solve complex optimal control problems restricted by partial differential algebraic equations (PDAEs) and pointwise constraints on the control [1, 2]. This contribution is devoted to the inclusion of pointwise constraints on the state within the optimization environment. To this end we first give a brief introduction into the architecture of the environment and the inclusion of pointwise constraints on the state by Moreau-Yosida regularization. Then, we test the new tool by applying it to an optimal boundary control problem for the cooling of hot glass down to room temperature, modeled by radiative heat transfer and semi-transparent boundary conditions. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Maslov dequantization and the homotopy method for solving systems of nonlinear algebraic equations

The Maslov dequantization allows one to interpret the classical Gräffe-Lobachevski method for calculating the roots of polynomials in dimension one as a homotopy procedure for solving a certain system of tropical equations. As an extension of this analogy to systems of n algebraic equations in dimension n, we introduce a tropical system of equations whose solution defines the structure and initial iterations of the homotopy method for calculating all complex roots of a given algebraic system. This method combines the completeness and the rigor of the algebraicgeometrical analysis of roots with the simplicity and the convenience of its implementation, which is typical of local numerical algorithms.     

Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems

The solution of PDE-constrained optimal control problems is a computationally challenging task, and it involves the solution of structured algebraic linear systems whose blocks stem from the discretized first-order optimality conditions. In this paper we analyze the numerical solution of this large-scale system: we first perform a natural order reduction, and then we solve the reduced system iteratively by exploiting specifically designed preconditioning techniques. The analysis is accompanied by numerical experiments on two application problems.     

A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems

A fast numerical verification method is proposed for evaluating the accuracy of numerical solutions for symmetric saddle point linear systems whose diagonal blocks of the coefficient matrix are semidefinite matrices. The method is based on results of an algebraic analysis of a block diagonal preconditioning. Some numerical experiments are present to illustrate the usefulness of the method.     

Index Analysis of a Nonlinear PDAE System Describing a Molten CarbonateFuel Cell

Without combustion, molten carbonate fuel cells (MCFC) convert chemical energy contained in fuel and oxidizer to electric energy via electro‐chemical reaction. Performance and service life of MCFCs depends on its operating temperature. So control of the operation temperature within a specified range and reducing temperature fluctuations is highly desirable. In a very first step towards this goal prior to numerical simulations an index analysis of the partial differential‐algebraic equation system (PDAE) is given. Some numerical solutions can be found in [4].