Library

Description: We consider an auction of slots to run trains through a railway network. In contrast to the classical setting for combinatorial auctions, there is not only competition for slots, but slots can mutually exclude each other, such that general conflict constraints on bids arise. This turns the winner determination problem associated with such an auction into a complex combinatorial optimization problem. It also raises a number of auction design questions, in particular, on incentive compatibilty. We propose a single-shot second price auction for railway slots, the Vickrey Track Auction (VTA). We show that this auction is incentive compatible, i.e., rational bidders are always motivated to bid their true valuation, and that it produces efficient allocations, even in the presence of constraints on allocations. These properties are, however, lost when rules on the submission of bids such as, e.g., lowest bids, are imposed. Our results carry over to generalized" Vickrey auctions with combinatorial constraints.

Description: Technical restrictions and challenging details let railway traffic become one of the most complex transportation systems. Routing trains in a conflict-free way through a track network is one of the basic scheduling problems for any railway company. This article focuses on a robust extension of this problem, also known as train timetabling problem (TTP), which consists in finding a schedule, a conflict free set of train routes, of maximum value for a given railway network. However, timetables are not only required to be profitable. Railway companies are also interested in reliable and robust solutions. Intuitively, we expect a more robust track allocation to be one where disruptions arising from delays are less likely to be propagated causing delays of subsequent trains. This trade-off between an efficient use of railway infrastructure and the prospects of recovery leads us to a bi-criteria optimization approach. On the one hand we want to maximize the profit of a schedule, that is more or less to maximize the number of feasible routed trains. On the other hand if two trains are scheduled as tight as possible after each other it is clear that a delay of the first one always affects the subsequent train. We present extensions of the integer programming formulation in [BorndoerferSchlechte2007] for solving (TTP). These models can incorporate both aspects, because of the additional track configuration variables. We discuss how these variables can directly be used to measure a certain type of robustness of a timetable. For these models which can be solved by column generation techniques, we propose so-called scalarization techniques, see [Ehrgott2005], to determine efficient solutions. Here, an efficient solution is one which does not allow any improvement in profit and robustness at the same time. We prove that the LP-relaxation of the (TTP) including an additional $\epsilon$-constraint remains solvable in polynomial time. Finally, we present some preliminary results on macroscopic real-world data of a part of the German long distance railway network.

Description: The latest machine generation installed at supercomputer centres in Germany offers a peak performance in the tens of Tflop/s range. We study performance and scaling of our quantum chromodynamics simulation programme BQCD that we obtained on two of these machines, an IBM Blue Gene/L and an SGI Altix 4700. We compare the performance of Fortran/MPI code with assembler code. The latter allows to exploit concurrency at more levels, in particular in overlapping communication and computation as well as prefetching data from main memory.

Description: We study the optimal control of a maximum-norm objective functional subject to an elliptic-type PDE and pointwise state constraints. The problem is transformed into a problem where the non-differentiable L^{\infty}-norm in the functional will be replaced by a scalar variable and additional state constraints. This problem is solved by barrier methods. We will show the existence and convergence of the central path for a class of barrier functions. Numerical experiments complete the presentation.

Description: This article introduces constraint integer programming (CIP), which is a novel way to combine constraint programming (CP) and mixed integer programming (MIP) methodologies. CIP is a generalization of MIP that supports the notion of general constraints as in CP. This approach is supported by the CIP framework SCIP, which also integrates techniques for solving satisfiability problems. SCIP is available in source code and free for noncommercial use. We demonstrate the usefulness of CIP on three tasks. First, we apply the constraint integer programming approach to pure mixed integer programs. Computational experiments show that SCIP is almost competitive to current state-of-the-art commercial MIP solvers. Second, we demonstrate how to use CIP techniques to compute the number of optimal solutions of integer programs. Third, we employ the CIP framework to solve chip design verification problems, which involve some highly nonlinear constraint types that are very hard to handle by pure MIP solvers. The CIP approach is very effective here: it can apply the full sophisticated MIP machinery to the linear part of the problem, while dealing with the nonlinear constraints by employing constraint programming techniques.

Description: We propose a variant of the control reduced interior point method for the solution of state constrained problems. We show convergence of the corresponding interior point pathfollowing algorithm in function space. Morever, we provide error bounds for the iterates.

Description: This paper aims at presenting the complex coupled network of the human menstrual cycle to the interested community. Beyond the presently popular smaller models, where important network components arise only as extremely simplified source terms, we add: the GnRH pulse generator in the hypothalamus, receptor binding, and the biosynthesis in the ovaries. Simulation and parameter identification are left to a forthcoming paper.

Description: This work explores two applications of a classical result on the continuity of Nemyckii operators to optimal control with PDEs. First, we present an alternative approach to the analysis of Newton's method for function space problems involving semi-smooth Nemyckii operators. A concise proof for superlinear convergence is presented, and sharpened bounds on the rate of convergence are derived. Second, we derive second order sufficient conditions for problems, where the underlying PDE has poor regularity properties. We point out that the analytical structure in both topics is essentially the same.

Description: In this paper, we study the efficiency of Nash equilibria for a sequence of nonatomic routing games. We assume that the games are played consecutively in time in an online fashion: by the time of playing game $i$, future games $i+1,\dots,n$ are not known, and, once players of game $i$ are in equilibrium, their corresponding strategies and costs remain fixed. Given a sequence of games, the cost for the sequence of Nash equilibria is defined as the sum of the cost of each game. We analyze the efficiency of a sequence of Nash equilibria in terms of competitive analysis arising in the online optimization field. Our main result states that the online algorithm $\sl {SeqNash}$ consisting of the sequence of Nash equilibria is $\frac{4n}{2+n}$-competitive for affine linear latency functions. For $n=1$, this result contains the bound on the price of anarchy of $\frac{4}{3}$ for affine linear latency functions of Roughgarden and Tardos [2002] as a special case. Furthermore, we analyze a problem variant with a modified cost function that reflects the total congestion cost, when all games have been played. In this case, we prove an upper bound of $\frac{4n}{2+n}$ on the competitive ratio of $\sl {SeqNash}$. We further prove a lower bound of $\frac{3n-2}{n}$ of $\sl {SeqNash}$ showing that for $n=2$ our upper bound is tight.

Description: To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize algorithm is presented for which advancing $N$ steps requires only $O(N\log N)$ operations and $O(\log N)$ active memory, in place of $O(N^2)$ operations and $O(N)$ memory for a direct implementation. A basic feature of the fast algorithm is the reduction, via contour integral representations, to differential equations which are solved numerically with adaptive step sizes. Rather than the kernel itself, its Laplace transform is used in the algorithm. The algorithm is illustrated on three examples: a blow-up example originating from a Schrödinger equation with concentrated nonlinearity, chemical reactions with inhibited diffusion, and viscoelasticity with a fractional order constitutive law.

Description: This paper deals with MIP-based primal heuristics to be used within a branch-and-cut approach for solving multi-layer telecommunication network design problems. Based on a mixed-integer programming formulation for two network layers, we present three heuristics for solving important subproblems, two of which solve a sub-MIP. On multi-layer planning instances with many parallel logical links, we show the effectiveness of our heuristics in finding good solutions early in the branch-and-cut search tree.

Description: The dynamics of ventricular fibrillation caused by irregular excitation is simulated in the frame of the monodomain model with an action potential model due to Aliev-Panfilov for a human 3D geometry. The numerical solution of this multiscale reaction-diffusion problem is attacked by algorithms which are fully adaptive in both space and time (code library {\sc Kardos}). The obtained results clearly demonstrate an accurate resolution of the cardiac potential during the excitation and the plateau phases (in the regular cycle) as well as after a reentrant excitation (in the irregular cycle).

Description: The topic of this paper are integer programming models in which a subset of 0/1-variables encode a partitioning of a set of objects into disjoint subsets. Such models can be surprisingly hard to solve by branch-and-cut algorithms if the permutation of the subsets of the partition is irrelevant. This kind of symmetry unnecessarily blows up the branch-and-cut tree. We present a general tool, called orbitopal fixing, for enhancing the capabilities of branch-and-cut algorithms in solving this kind of symmetric integer programming models. We devise a linear time algorithm that, applied at each node of the branch-and-cut tree, removes redundant parts of the tree produced by the above mentioned permutations. The method relies on certain polyhedra, called orbitopes, which have been investigated in (Kaibel and Pfetsch (2006)). However, it does not add inequalities to the model, and thus, it does not increase the difficulty of solving the linear programming relaxations. We demonstrate the computational power of orbitopal fixing at the example of a graph partitioning problem motivated from frequency planning in mobile telecommunication networks.

Description: In this paper, we discuss the relation of unsplittable shortest path routing (USPR) to other routing schemes and study the approximability of three USPR network planning problems. Given a digraph $D=(V,A)$ and a set $K$ of directed commodities, an USPR is a set of flow paths $\Phi_{(s,t)}$, $(s,t)\in K$, such that there exists a metric $\lambda=(\lambda_a)\in \mathbb{Z}^A_+$ with respect to which each $\Phi_{(s,t)}$ is the unique shortest $(s,t)$-path. In the \textsc{Min-Con-USPR} problem, we seek for an USPR that minimizes the maximum congestion over all arcs. We show that this problem is hard to approximate within a factor of $\mathcal{O}(|V|^{1-\epsilon})$, but easily approximable within min$(|A|,|K|)$ in general and within $\mathcal{O}(1)$ if the underlying graph is an undirected cycle or a bidirected ring. We also construct examples where the minimum congestion that can be obtained by USPR is a factor of $\Omega(|V|^2)$ larger than that achievable by unsplittable flow routing or by shortest multi-path routing, and a factor of $\Omega(|V|)$ larger than by unsplittable source-invariant routing. In the CAP-USPR problem, we seek for a minimum cost installation of integer arc capacities that admit an USPR of the given commodities. We prove that this problem is $\mathcal{NP}$-hard to approximate within $2-\epsilon$ (even in the undirected case), and we devise approximation algorithms for various special cases. The fixed charge network design problem \textsc{Cap-USPR}, where the task is to find a minimum cost subgraph of $D$ whose fixed arc capacities admit an USPR of the commodities, is shown to be $\mathcal{NPO}$-complete. All three problems are of great practical interest in the planning of telecommunication networks that are based on shortest path routing protocols. Our results indicate that they are harder than the corresponding unsplittable flow or shortest multi-path routing problems.

Description: In this paper, we investigate the connection availabilities for the new protection scheme Demand-wise Shared Protection (DSP) and describe an appropriate approach for their computation. The exemplary case study on two realistic network scenarios shows that in most cases the availabilities for DSP are comparable with that for 1+1 path protection and better than in case of shared path protection.

Description: THESEUS, the ZIB threading environment, is a parallel implementation of a protein threading based on a multi-queued branch-and-bound optimal search algorithm to find the best sequence-to-structure alignment through a library of template structures. THESEUS uses a template core model based on secondary structure definition and a scoring function based on knowledge-based potentials reflecting pairwise interactions and the chemical environment, as well as pseudo energies for homology detection, loop alignment, and secondary structure matching. The threading core is implemented in C++ as a SPMD parallization architecture using MPI for communication. The environment is designed for generic testing of different scoring functions, e.g. different secondary structure prediction terms, different scoring matrices and information derived from multiple sequence alignments. A validaton of the structure prediction results has been done on the basis of standard threading benchmark sets. THESEUS successfully participated in the 6th Critical Assessment of Techniques for Protein Structure Prediction (CASP) 2004.

Description: We consider a multi-queue multi-server system with $n$ servers (processors) and $m$ queues. At the system there arrives a stationary and ergodic stream of $m$ different types of requests with service requirements which are served according to the following $k$-limited head of the line processor sharing discipline: The first $k$ requests at the head of the $m$ queues are served in processor sharing by the $n$ processors, where each request may receive at most the capacity of one processor. By means of sample path analysis and Loynes' monotonicity method, a stationary and ergodic state process is constructed, and a necessary as well as a sufficient condition for the stability of the $m$ separate queues are given, which are tight within the class of all stationary ergodic inputs. These conditions lead to tight necessary and sufficient conditions for the whole system, also in case of permanent customers, generalizing an earlier result by the authors for the case of $n$=$k$=1.

Description: In order to compute the thermodynamic weights of the different metastable conformations of a molecule, we want to approximate the molecule's Boltzmann distribution in a reasonable time. This is an essential issue in computational drug design. The energy landscape of active biomolecules is generally very rough with a lot of high barriers and low regions. Many of the algorithms that perform such samplings (e.g. the hybrid Monte Carlo method) have difficulties with such landscapes. They are trapped in low-energy regions for a very long time and cannot overcome high barriers. Moving from one low-energy region to another is a very rare event. For these reasons, the distribution of the generated sampling points converges very slowly against the thermodynamically correct distribution of the molecule. The idea of ConfJump is to use $a~priori$ knowledge of the localization of low-energy regions to enhance the sampling with artificial jumps between these low-energy regions. The artificial jumps are combined with the hybrid Monte Carlo method. This allows the computation of some dynamical properties of the molecule. In ConfJump, the detailed balance condition is satisfied and the mathematically correct molecular distribution is sampled.

Description: This article surveys mathematical models and methods used for physical PCB layout, i.e., component placement and wire routing. The main concepts are briefly described together with relevant references.

Description: We study online multicommodity minimum cost routing problems in networks, where commodities have to be routed sequentially. Arcs are equipped with load dependent price functions defining the routing weights. We discuss an online algorithm that routes each commodity by minimizing a convex cost function that depends on the demands that are previously routed. We present a competitive analysis of this algorithm showing that for affine linear price functions this algorithm is $4K/2+K$-competitive, where $K$ is the number of commodities. For the parallel arc case this algorithm is optimal. Without restrictions on the price functions and network, no algorithm is competitive. Finally, we investigate a variant in which the demands have to be routed unsplittably.

Description: Perfect graphs constitute a well-studied graph class with a rich structure, reflected by many characterizations w.r.t different concepts. Perfect graphs are, e.g., characterized as precisely those graphs $G$ where the stable set polytope STAB$(G)$ coincides with the clique constraint stable set polytope QSTAB$(G)$. For all imperfect graphs STAB$(G) \subset$ QSTAB$(G)$ holds and, therefore, it is natural to measure imperfection in terms of the difference between STAB$(G)$ and QSTAB$(G)$. Several concepts have been developed in this direction, for instance the dilation ratio of STAB$(G)$ and QSTAB$(G)$ which is equivalent to the imperfection ratio imp$(G)$ of $G$. To determine imp$(G)$, both knowledge on the facets of STAB$(G)$ and the extreme points of QSTAB$(G)$ is required. The anti-blocking theory of polyhedra yields all {\em dominating} extreme points of QSTAB$(G)$, provided a complete description of the facets of STAB$(\overline G)$ is known. As this is typically not the case, we extend the result on anti-blocking polyhedra to a {\em complete} characterization of the extreme points of QSTAB$(G)$ by establishing a 1-1 correspondence to the facet-defining subgraphs of $\overline G$. We discuss several consequences, in particular, we give alternative proofs of several famous results.

Description: We give experimental and theoretical results on the problem of computing the treewidth of a graph by exact exponential time algorithms using exponential space or using only polynomial space. We first report on an implementation of a dynamic programming algorithm for computing the treewidth of a graph with running time $O^\ast(2^n)$. This algorithm is based on the old dynamic programming method introduced by Held and Karp for the {\sc Tra veling Salesman} problem. We use some optimizations that do not affect the worst case running time but improve on the running time on actual instances and can be seen to be practical for small instances. However, our experiments show that the space use d by the algorithm is an important factor to what input sizes the algorithm is effective. For this purpose, we settle the problem of computing treewidth under the restriction that the space used is only polynomial. In this direction we give a simple $O^\ast(4^n)$ al gorithm that requires {\em polynomial} space. We also show that with a more complicated algorithm, using balanced separators, {\sc Treewidth} can be computed in $O^\ast(2.9512^n)$ time and polynomial space.

Description: The dynamic behavior of molecules can often be described by Markov processes. From computational molecular simulations one can derive transition rates or transition probabilities between subsets of the discretized conformational space. On the basis of this dynamic information, the spatial subsets are combined into a small number of so-called metastable molecular conformations. This is done by clustering methods like the Robust Perron Cluster Analysis (PCCA+). Up to now it is an open question how this coarse graining in space can be transformed to a coarse graining of the Markov chain while preserving the essential dynamic information. In the following article we aim at a consistent coarse graining of transition probabilities or rates on the basis of metastable conformations such that important physical and mathematical relations are preserved. This approach is new because PCCA+ computes molecular conformations as linear combinations of the dominant eigenvectors of the transition matrix which does not hold for other clustering methods.

Description: A lot of problems arising in Combinatorial Optimization and Operations Research can be formulated as Mixed Integer Programs (MIP). Although MIP-solving is an NP-hard optimization problem, many practically relevant instances can be solved in reasonable time. In modern MIP-solvers like the branch-cut-and-price-framework SCIP, primal heuristics play a major role in finding and improving feasible solutions at the early steps of the solution process. This helps to reduce the overall computational effort, guides the remaining search process, and proves the feasibility of the MIP model. Furthermore, a heuristic solution with a small gap to optimality often is sufficient in practice. We investigate 16 different heuristics, all of which are available in SCIP. Four of them arise from the literature of the last decade, nine are specific implementations of general heuristic ideas, three have been newly developed. We present an improved version of the feasibility pump heuristic by Fischetti et al., which in experiments produced solutions with only a third of the optimality gap compared to the original version. Furthermore, we introduce two new Large Neighborhood Search (LNS) heuristics. Crossover is an LNS improvement heuristic making use of similarities of diverse MIP solutions to generate new incumbent solutions. RENS is an LNS rounding heuristic which evaluates the space of all possible roundings of a fractional LP-solution. This heuristic makes it possible to determine whether a point can be rounded to an integer solution and which is the best possible rounding. We conclude with a computational comparison of all described heuristics. It points out that a single heuristic on its own has only a slight impact on the overall performance of SCIP, but the combination of all of them reduces the running time by a factor of two compared to a version without any heuristics.

Description: We present a finite volume method for the solution of the two-dimensional Poisson equation $ \nabla\cdot( \beta( {\mbox{\boldmath $x$}}) \nabla u({\mbox{\boldmath $x$}})) = f(\mbox{\boldmath $x$}) $ with variable, discontinuous coefficients and solution discontinuities on irregular domains. The method uses bilinear ansatz functions on Cartesian grids for the solution $u({\mbox{\boldmath $x$})$ resulting in a compact nine-point stencil. The resulting linear problem has been solved with a standard multigrid solver. Singularities associated with vanishing partial volumes of intersected grid cells or the dual bilinear ansatz itself are removed by a two-step asymptotic approach. The method achieves second order of accuracy in the $L^\infty$ and $L^2$ norm.

Description: In this article we aim at an efficient sampling of the stationary distribution of dynamical systems in the presence of metastabilities. In the past decade many sophisticated algorithms have been inven ted in this field. We do not want to simply add a further one. We address the problem that one has applied a sampling algorithm for a dynamical system many times. This leads to different samplings which more or less represent the stationary distribution partially very well, but which are still far away from ergodicity or from the global stationary distribution. We will show how these samplings can be joined together in order to get one global sampling of the stationary distribution.

Description: The concept of jump system, introduced by Buchet and Cunningham (1995), is a set of integer points with a certain exchange property. In this paper, we discuss several linear and convex optimization problems on jump systems and show that these problems can be solved in polynomial time under the assumption that a membership oracle for a jump system is available. We firstly present a polynomial-time implementation of the greedy algorithm for the minimization of a linear function. We then consider the minimization of a separable-convex function on a jump system, and propose the first polynomial-time algorithm for this problem. The algorithm is based on the domain reduction approach developed in Shioura (1998). We finally consider the concept of M-convex functions on constant-parity jump systems which has been recently proposed by Murota (2006). It is shown that the minimization of an M-convex function can be solved in polynomial time by the domain reduction approach.

Description: We introduce orbitopes as the convex hulls of 0/1-matrices that are lexicographically maximal subject to a group acting on the columns. Special cases are packing and partitioning orbitopes, which arise from restrictions to matrices with at most or exactly one 1-entry in each row, respectively. The goal of investigating these polytopes is to gain insight into ways of breaking certain symmetries in integer programs by adding constraints, e.g., for a well-known formulation of the graph coloring problem. We provide a thorough polyhedral investigation of packing and partitioning orbitopes for the cases in which the group acting on the columns is the cyclic group or the symmetric group. Our main results are complete linear inequality descriptions of these polytopes by facet-defining inequalities. For the cyclic group case, the descriptions turn out to be totally unimodular, while for the symmetric group case, both the description and the proof are more involved. The associated separation problems can be solved in linear time.

Description: The standard computational methods for computing the optimal value functions of Markov Decision Problems (MDP) require the exploration of the entire state space. This is practically infeasible for applications with huge numbers of states as they arise, e.\,g., from modeling the decisions in online optimization problems by MDPs. Exploiting column generation techniques, we propose and apply an LP-based method to determine an $\varepsilon$-approximation of the optimal value function at a given state by inspecting only states in a small neighborhood. In the context of online optimization problems, we use these methods in order to evaluate the quality of concrete policies with respect to given initial states. Moreover, the tools can also be used to obtain evidence of the impact of single decisions. This way, they can be utilized in the design of policies.

Description: Modern applications of mathematical programming must take into account a multitude of technical details, business demands, and legal requirements. Teaching the mathematical modeling of such issues and their interrelations requires real-world examples that are well beyond the toy sizes that can be tackled with the student editions of most commercial software packages. We present a new tool, which is freely available for academic use including complete source code. It consists of an algebraic modeling language and a linear mixed integer programming solver. The performance and features of the tool are in the range of current state-of-the-art commercial tools, though not in all aspects as good as the best ones. Our tool does allow the execution and analysis of large real-world instances in the classroom and can therefore enhance the teaching of problem solving issues. Teaching experience has been gathered and practical usability was tested in classes at several universities and a two week intensive block course at TU Berlin. The feedback from students and teachers has been very positive.

Description: The Bottleneck Shortest Path Problem is a basic problem in network optimization. The goal is to determine the limiting capacity of any path between two specified vertices of the network. This is equivalent to determining the unsplittable maximum flow between the two vertices. In this note we analyze the complexity of the problem, its relation to the Shortest Path Problem, and the impact of the underlying machine/computation model.

Description: We introduce a new and rich class of graph coloring manifolds via the Hom complex construction of Lov\´{a}sz. The class comprises examples of Stiefel manifolds, series of spheres and products of spheres, cubical surfaces, as well as examples of Seifert manifolds. Asymptotically, graph coloring manifolds provide examples of highly connected, highly symmetric manifolds.

Description: We give coordinate-minimal geometric realizations in general position for 17 of the 20 vertex-minimal triangulations of the orientable surface of genus 3 in the 5x5x5-cube.

Description: Biochemical interactions are determined by the 3D-structure of the involved components - thus the identification of conformations is a key for many applications in rational drug design. {\sf ConFlow} is a new multilevel approach to conformational analysis with main focus on completeness in investigation of conformational space. In contrast to known conformational analysis, the starting point for design is a space-based description of conformational areas. A tight integration of sampling and analysis leads to an identification of conformational areas simultaneously during sampling. An incremental decomposition of high-dimensional conformational space is used to guide the analysis. A new concept for the description of conformations and their path connected components based on convex hulls and {\em Hypercubes}is developed. The first results of the {\sf ConFlow} application constitute a 'proof of concept' and are further more highly encouraging. In comparison to conventional industrial applications, {\sf ConFlow} achieves higher accuracy and a specified degree of completeness with comparable effort.

Description: We consider linear inverse problems where the solution is assumed to fulfill some general homogeneous convex constraint. We develop an algorithm that amounts to a projected Landweber iteration and that provides and iterative approach to the solution of this inverse problem. For relatively moderate assumptions on the constraint we can always prove weak convergence of the iterative scheme. In certain cases, i.e. for special families of convex constraints, weak convergence implies norm convergence. The presented approach covers a wide range of problems, e.g. Besov- or BV-restoration for which we present also numerical experiments in the context of image processing.

Description: Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.

Description: \noindent We give a partial description of the $(s,t)-p$-path polytope of a directed graph $D$ which is the convex hull of the incidence vectors of simple directed $(s,t)$-paths in $D$ of length $p$. First, we point out how the $(s,t)-p$-path polytope is located in the family of path and cycle polyhedra. Next, we give some classes of valid inequalities which are very similar to inequalities which are valid for the $p$-cycle polytope, that is, the convex hull of the incidence vectors of simple cycles of length $p$ in $D$. We give necessary and sufficient conditions for these inequalities to be facet defining. Furthermore, we consider a class of inequalities that has been identifie d to be valid for $(s,t)$-paths of cardinality at most $p$. Finally, we transfer the results to related polytopes, in particular, the undirected counterpart of the $(s,t)-p$-path polytope.

Description: The numerical integration of dynamical contact problems often leads to instabilities at contact boundaries caused by the non-penetration condition between bodies in contact. Even a recent energy dissipative modification due to Kane et al. (1999), which discretizes the non-penetration constraints implicitly, is not able to circumvent artificial oscillations. For this reason, the present paper suggests a contact stabilization which avoids artificial oscillations at contact interfaces and is also energy dissipative. The key idea of this contact stabilization is an additional $L^2$-projection at contact interfaces, which can easily be added to any existing time integration scheme. In case of a lumped mass matrix, this projection can be carried out completely locally, thus creating only negligible additional numerical cost. For the new scheme, an elementary analysis is given, which is confirmed by numerical findings in an illustrative test example (Hertzian two body contact).

Description: We discuss different approaches for the enumeration of triangulated surfaces. In particular, we enumerate all triangulated surfaces with 9 and 10 vertices. We also show how geometric realizations of orientable surfaces with few vertices can be obtained by choosing coordinates randomly.

Description: The concept of L##-convexity is introduced by Fujishige--Murota (2000) as a discrete convexity for functions defined over the integer lattice. The main aim of this note is to understand the difference of the two algorithms for L##-convex function minimization: Murota's steepest descent algorithm (2003) and Kolmogorov's primal algorithm (2005).

Description: In this survey on combinatorial properties of triangulated manifolds we discuss various lower bounds on the number of vertices of simplicial and combinatorial manifolds. Moreover, we give a list of all known examples of vertex-minimal triangulations.

Description: This paper concerns the problem of operating a landside container exchange area that is serviced by multiple semi-automated rail mounted gantry cranes (RMGs) that are moving on a single bi-directional traveling lane. Such a facility is being built by Patrick Corporation at the Port Botany terminal in Sydney. The gantry cranes are a scarce resource and handle the bulk of container movements. Thus, they require a sophisticated analysis to achieve near optimal utilization. We present a three stage algorithm to manage the container exchange facility, including the scheduling of cranes, the control of associated short-term container stacking, and the allocation of delivery locations for trucks and other container transporters. The key components of our approach are a time scale decomposition, whereby an integer program controls decisions across a long time horizon to produce a balanced plan that is fed to a series of short time scale online subproblems, and a highly efficient space-time divisioning of short term storage areas. A computational evaluation shows that our heuristic can find effective solutions for the planning problem; on real-world data it yields a solution at most~8\% above a lower bound on optimal RMG utilization.

Description: We describe an algorithm for the enumeration of (candidates of) vertex-transitive combinatorial $d$-manifolds. With an implementation of our algorithm, we determine, up to combinatorial equivalence, all combinatorial manifolds with a vertex-transitive automorphism group on $n\leq 13$ vertices. With the exception of actions of groups of small order, the enumeration is extended to 14 and 15 vertices.

Description: We give coordinate-minimal geometric realizations in general position of all 865 vertex-minimal triangulations of the orientable surface of genus 2 in the 4x4x4-cube.

Description: We give a complete enumeration of combinatorial 3-manifolds with 10 vertices: There are precisely 247882 triangulated 3-spheres with 10 vertices as well as 518 vertex-minimal triangulations of the sphere product $S^2 x S^1$ and 615 triangulations of the twisted sphere product $S^2 \underline{x} S^1$. An analysis of the 3-spheres with up to 10 vertices shows that all these spheres are shellable, but that there are 29 vertex-minimal non-shellable 3-balls with 9 vertices.

Description: Adaptive numerical methods in time and space are introduced and studied for linear poroelastic models in two and three space dimensions. We present equivalent models for linear poroelasticity and choose both the {\em displacement--pressure} and the {\em stress--pressure} formulation for our computations. Their discretizations are provided by means of linearly implicit schemes in time and linear finite elements in space. Our concept of adaptivity opens a way to a fast and reliable simulation of different loading cases defined by corresponding boundary conditions. We present some examples using our code {\sf Kardos} and show that the method works efficiently. In particular, it could be used in the simulation of some bone healing models.

Description: During the last few years more and more functionalities of RNA have been discovered that were previously thought of being carried out by proteins alone. One of the most striking discoveries was the de tection of microRNAs, a class of noncoding RNAs that play an important role in post-transcriptional gene regulation. Large-scale analyses are needed for the still increasingly growing amount of sequen ce data derived from new experimental technologies. In this paper we present a framework for the detection of the distinctive precursor structure of microRNAS that is based on the well-known Smith-Wat erman algorithm and various filtering steps. We conducted experiments on real genomic data and we found several new putative hits for microRNA precursor structures.

Description: We consider a system where the arrivals form a Poisson process and the required service times of the requests are exponentially distributed. According to the generalized processor sharing discipline, each request in the system receives a fraction of the capacity of one processor which depends on the actual number of requests in the system. We derive systems of ordinary differential equations for the LST and for the moments of the conditional waiting time of a request with given required service time as well as a stable and fast recursive algorithm for the LST of the second moment of the conditional waiting time, which in particular yields the second moment of the unconditional waiting time. Moreover, asymptotically tight upper bounds for the moments of the conditional waiting time are given. The presented numerical results for the first two moments of the sojourn times in the $M/M/m-PS$ system show that the proposed algorithms work well.

Description: We present a domain decomposition approach for the computation of the electromagnetic field within periodic structures. We use a Schwarz method with transparent boundary conditions at the interfaces of the domains. Transparent boundary conditions are approximated by the perfectly matched layer method (PML). To cope with Wood anomalies appearing in periodic structures an adaptive strategy to determine optimal PML parameters is developed. We focus on the application to typical EUV lithography line masks. Light propagation within the multi-layer stack of the EUV mask is treated analytically. This results in a drastic reduction of the computational costs and allows for the simulation of next generation lithography masks on a standard personal computer.

Description: In molecular dynamics applications there is a growing interest in mixed quantum-classical models. The {\em quantum-classical Liouville equation} (QCL) describes most atoms of the molecular system under consideration by means of classical phase space density but an important, small portion of the system by means of quantum mechanics. The QCL is derived from the full quantum dynamical (QD) description by applying the Wigner transform to the classical part'' of the system only. We discuss the conditions under which the QCL model approximates the full QD evolution of the system. First, analysis of the asymptotic properties of the Wigner transform shows that solving the QCL yields a first order approximation of full quantum dynamics. Second, we discuss the adiabatic limit of the QCL. This discussion shows that the QCL solutions may be interpretated as classical phase space densities, at least near the adiabatic limit. Third, it is demonstrated that the QCL yields good approximations of {\em non-adiabatic quantum effects,} especially near so-called {\em avoided crossings} where most quantum-classical models fail.

Description: Mean-variance portfolio analysis provided the first quantitative treatment of the tradeoff between profit and risk. We investigate in detail the interplay between objective and constraints in a number of single-period variants, including semi-variance models. Particular emphasis is laid on avoiding the penalization of overperformance. The results are then used as building blocks in the development and theoretical analysis of multi-period models based on scenario trees. A key property is the possibility to remove surplus money in future decisions, yielding approximate downside risk minimization.

Description: The paper compares computational aspects of four approaches to compute conservation laws of single differential equations or systems of them, ODEs and PDEs. The only restriction, required by two of the four corresponding computer algebra programs, is that each DE has to be solvable for a leading derivative. Extra constraints may be given. Examples of new conservation laws include non-polynomial expressions, an explicit variable dependence and conservation laws involving arbitrary functions. Examples involve the following equations: Ito, Liouville, Burgers, Kadomtsev-Petviashvili, Karney-Sen-Chu-Verheest, Boussinesq, Tzetzeica, Benney.

Description: Recently, a novel concept for the computation of essential features of the dynamics of Hamiltonian systems (such as molecular dynamics) has been proposed. The realization of this concept had been based on subdivision techniques applied to the Frobenius--Perron operator for the dynamical system. The present paper suggests an alternative but related concept that merges the conceptual advantages of the dynamical systems approach with the appropriate statistical physics framework. This approach allows to define the phrase ``conformation'' in terms of the dynamical behavior of the molecular system and to characterize the dynamical stability of conformations. In a first step, the frequency of conformational changes is characterized in statistical terms leading to the definition of some Markov operator $T$ that describes the corresponding transition probabilities within the canonical ensemble. In a second step, a discretization of $T$ via specific hybrid Monte Carlo techniques is shown to lead to a stochastic matrix $P$. With these theoretical preparations, an identification algorithm for conformations is applicable. It is demonstrated that the discretization of $T$ can be restricted to few essential degrees of freedom so that the combinatorial explosion of discretization boxes is prevented and biomolecular systems can be attacked. Numerical results for the n-pentane molecule and the triribonucleotide adenylyl\emph{(3'-5')}cytidylyl\emph{(3'-5')}cytidin are given and interpreted.

Description: In KOBV we offer the user an efficient tool for searching regional and worldwide accessible library catalogues (KOBV search engine). Search is performed by a distributed Z39.50 retrieval and an index based quicksearch. Due to the number of catalogues, result sets may contain a significant amount of duplicate records. Therefore we integrate a de-duplication procedure into KOBV search engine. It is part of the distributed search and the KOBV quicksearch as well. Main goals are the presentation of uniform retrieval results, the preservation of retrieval quality and cutting off redundant information. At least we keep an eye on efficiency. De-duplication is fully parametrizable, so that settings can be changed easily on line.

Description: A cascadic multigrid (CMG) method for elliptic problems with strong material jumps is proposed and analyzed. Non--matching grids at interfaces between subdomains are allowed and treated by mortar elements. The arising saddle point problems are solved by a subspace confined conjugate gradient method as smoother for the CMG. Details of algorithmic realization including adaptivity are elaborated. Numerical results illustrate the efficiency of this CMG algorithm.

Description: In a large distribution center of Herlitz AG, Berlin, we invesigated the elevator subsystem of the fully automated pallet transportation system. Each elevator may carry one pallet and has to serve eight levels. The goal is to minimize the average resp.\ the maximum flow time. The variants of this elevator control problem have been subject of recent theoretical research and are known as online-dial-a-ride problems. In this paper we investigate several online algorithms for several versions of online-dial-a-ride problems by means of a simulation program, developed on the basis of the simulation library AMSEL. We draw statistics from samples of randomly generated data providing for different load situations. Moreover, we provide preliminary studies with real production data for a system of five elevators connected by a conveyor circuit, as can be found at the Herlitz plant. We show which algorithms are best under certain load situations and which lead to break downs under particular circumstances.

Description: We present an algebraic multigrid preconditioner which uses only the graphs of system matrices. Some elementary coarsening rules are stated, from which an advancing front algorithm for the selection of coarse grid nodes is derived. This technique can be applied to linear Lagrange-type finite element discretizations; for higher-order elements an extension of the multigrid algorithm is provided. Both two- and three-dimensional second order elliptic problems can be handled. Numerical experiments show that the resulting convergence acceleration is comparable to classical geometric multigrid.

Description: Flavone and the flavylium ion have been studied at Hartree-Fock, M{\o}ller-Plesset and B3LYP hybrid density functional level to determine the structures and barriers to internal rotation. Both molecules have a high perpendicular barrier about the single bond connecting the phenyl ring with the benzopyrone and benzopyrylium ring, respectively. In contrast to biphenyl both molecules have low coplanar barriers. B3LYP overestimates the perpendicular barrier heights compared to other methods. The dependence of the population and orbital energies on the torsion has been investigated and the structures of both flavonoids have been estimated by means of a reaction field model.

Description: The function of many important biomolecules is related to their dynamic properties and their ability to switch between different {\em conformations}, which are understood as {\em almost invariant} or {\em metastable} subsets of the positional state space of the system. Recently, the present authors and their coworkers presented a novel algorithmic scheme for the direct numerical determination of such metastable subsets and the transition probability between them. Although being different in most aspects, this method exploits the same basic idea as {\sc Dellnitz} and {\sc Junge} in their approach to almost invariance in discrete dynamical systems: the almost invariant sets are computed via certain eigenvectors of the Markov operators associated with the dynamical behavior. In the present article we analyze the application of this approach to (high--friction) Langevin models describing the dynamical behavior of molecular systems coupled to a heat bath. We will see that this can be related to theoretical results for (symmetric) semigroups of Markov operators going back to {\sc Davies}. We concentrate on a comparison of our approach in respect to random perturbations of dynamical systems.

Description: An introductory chapter on Groebner bases is given which also includes new results on the detection of Groebner bases for sparse polynomial systems. Algorithms for the computation of invariants and equivariants for finite groups, compact Lie groups and algebraic groups are presented and efficient implementation and time comparision are discussed. This chapter also inlcudes improvements of the computation of Noether normalisation and Stanley decomposition. These results are applied in symmetric bifurcation theory and equivariant dynamics. As preparation of the investigation of the orbit space reduction three methods are compared for solving symmetric polynomial systems exactly. The method of orbit space reduction is improved by using the Cohen-Macaulayness of the invariant ring and nested Noether normalization. Finally this is applied for a case of mode interaction in the Taylor-Couette problem.

Description: A class of sparse polynomial systems is investigated which is defined by a weighted directed graph and a weighted bipartite graph. They arise in the model of mass action kinetics for chemical reaction systems. In this application the number of real positive solutions within a certain affine subspace is of particular interest. We show that the simplest cases are equivalent to binomial systems while in general the solution structure is highly determined by the properties of the two graphs. First we recall results by Feinberg and give rigorous proofs. Secondly, we explain how the graphs determine the Newton polytopes of the system of sparse polynomials and thus determine the solution structure. The results on positive solutions from real algebraic geometry are applied to this particular situation. Examples illustrate the theoretical results.

Description: We study the improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering. As an indicator for decorrelation we use the topological charge.

Description: We describe a novel method for continuously transforming two triangulated models of arbitrary topology into each other. Equal global topology for both objects is assumed, extensions for genus changes during metamorphosis are provided. The proposed method addresses the major challenge in 3D metamorphosis, namely specifying the morphing process intuitively, with minimal user interaction and sufficient detail. Corresponding regions and point features are interactively identified. These regions are parametrized automatically and consistently, providing a basis for smooth interpolation. Utilizing suitable 3D interaction techniques a simple and intuitive control over the whole morphing process is offered.

Description: Our focus is on Maxwell's equations in the low frequency range; two specific applications we aim at are time-stepping schemes for eddy current computations and the stationary double-curl equation for time-harmonic fields. We assume that the computational domain is discretized by triangles or tetrahedrons; for the finite element approximation we choose N\'{e}d\'{e}lec's $H(curl)$-conforming edge elements of the lowest order. For the solution of the arising linear equation systems we devise an algebraic multigrid preconditioner based on a spatial component splitting of the field. Mesh coarsening takes place in an auxiliary subspace, which is constructed with the aid of a nodal vector basis. Within this subspace coarse grids are created by exploiting the matrix graphs. Additionally, we have to cope with the kernel of the $curl$-operator, which comprises a considerable part of the spectral modes on the grid. Fortunately, the kernel modes are accessible via a discrete Helmholtz decomposition of the fields; they are smoothed by additional algebraic multigrid cycles. Numerical experiments are included in order to assess the efficacy of the proposed algorithms.

Description: Large scale simulations running in metacomputing environments face the problem of efficient file I/O. For efficiency it is desirable to write data locally, distributed across the computing environment, and then to minimize data transfer, i.e.\ reduce remote file access. Both aspects require I/O approaches which differ from existing paradigms. For the data output of distributed simulations, one wants to use fast local parallel I/O for all participating nodes, producing a single distributed logical file, while keeping changes to the simulation code as small as possible. For reading the data file as in postprocessing and file based visualization, one wants to have efficient partial access to remote and distributed files, using a global naming scheme and efficient data caching, and again keeping the changes to the postprocessing code small. However, all available software solutions require the entire data to be staged locally (involving possible data recombination and conversion), or suffer from the performance problems of remote or distributed file systems. In this paper we show how to interface the HDF5 I/O library via its flexible Virtual File Driver layer to the Globus Data Grid. We show, that combining these two toolkits in a suitable way provides us with a new I/O framework, which allows efficient, secure, distributed and parallel file I/O in a metacomputing environment.

Description: Although the m-ATSP (or multi traveling salesman problem) is well known for its importance in scheduling and vehicle routing, it has, to the best of our knowledge, never been studied polyhedraly, i.e., it has always been transformed to the standard ATSP. This transformation is valid only if the cost of an arc from node $i$ to node $j$ is the same for all machines. In many practical applications this is not the case, machines produce with different speeds and require different (usually sequence dependent) setup times. We present first results of a polyhedral analysis of the m-ATSP in full generality. For this we exploit the tight relation between the subproblem for one machine and the prize collecting traveling salesman problem. We show that, for $m\ge 3$ machines, all facets of the one machine subproblem also define facets of the m-ATSP polytope. In particular the inequalities corresponding to the subtour elimination constraints in the one machine subproblems are facet defining for m-ATSP for $m\ge 2$ and can be separated in polynomial time. Furthermore, they imply the subtour elimination constraints for the ATSP-problem obtained via the standard transformation for identical machines. In addition, we identify a new class of facet defining inequalities of the one machine subproblem, that are also facet defining for m-ATSP for $m\ge 2$. To illustrate the efficacy of the approach we present numerical results for a scheduling problem with non-identical machines, arising in the production of gift wrap at Herlitz PBS AG.

Description: Due to its many applications in control theory, robust optimization, combinatorial optimization and eigenvalue optimization, semidefinite programming had been in wide spread use even before the development of efficient algorithms brought it into the realm of tractability. Today it is one of the basic modeling and optimization tools along with linear and quadratic programming. Our survey is an introduction to semidefinite programming, its duality and complexity theory, its applications and algorithms.

Description: Given an affine surjection of polytopes $\pi: P \to Q$, the Generalized Baues Problem asks whether the poset of all proper polyhedral subdivisions of $Q$ which are induced by the map $\pi$ has the homotopy type of a sphere. We extend earlier work of the last two authors on subdivisions of cyclic polytopes to give an affirmative answer to the problem for the natural surjections between cyclic polytopes $\pi: C(n,d') \to C(n,d)$ for all $1 \leq d 〈 d' 〈 n$.

Description: In 1994, Sturmfels gave a polyhedral version of the Cayley Trick of elimination theory: he established an order-preserving bijection between the posets of \emph{coherent} mixed subdivisions of a Minkowski sum $\mathcal{A}_1+\cdots+\mathcal{A}_r$ of point configurations and of \emph{coherent} polyhedral subdivisions of the associated Cayley embedding $\mathcal{C}(\mathcal{A}_1,\dots,\mathcal{A}_r)$. In this paper we extend this correspondence in a natural way to cover also \emph{non-coherent} subdivisions. As an application, we show that the Cayley Trick combined with results of Santos on subdivisions of Lawrence polytopes provides a new independent proof of the Bohne-Dress Theorem on zonotopal tilings. This application uses a combinatorial characterization of lifting subdivisions, also originally proved by Santos.

Description: It is well known that the following class of systems of evolution equations \begin{eqnarray} \label{nsgen} \cases{ u_{t}=u_{xx}+F(u,v,u_x,v_x),\cr v_{t}=-v_{xx}+G(u,v,u_x,v_x),\cr} \end{eqnarray} is very rich in integrable cases. The complete classification problem is very difficult. Here we consider only the most interesting (from our opinion) subclass of systems (1). Namely, we consider equations linear in all derivatives of the form \begin{eqnarray} \label{kvazgen} \cases{ u_t = u_{xx} + A_{1}(u,v) u_x + A_{2}(u,v) v_x + A_{0}(u,v)\cr v_t = - v_{xx} + B_{1}(u,v) v_x + B_{2}(u,v) u_x + B_{0}(u,v). \cr} \end{eqnarray} without any restrictions on the functions $A_{i}(u,v), B_{i}(u,v)$.

Description: In this paper we study algorithms for ``Dial-a-Ride'' transportation problems. In the basic version of the problem we are given transportation jobs between the vertices of a graph and the goal is to find a shortest transportation that serves all the jobs. This problem is known to be NP-hard even on trees. We consider the extension when precedence relations between the jobs with the same source are given. Our results include a polynomial time algorithm on paths and an approximation algorithm on general graphs with a performance of~$9/4$. For trees we improve the performance to~$5/3$.

Description: In this thesis we study and solve integer programs with block structure, i.\,e., problems that after the removal of certain rows (or columns) of the constraint matrix decompose into independent subproblems. The matrices associated with each subproblem are called blocks and the rows (columns) to be removed linking constraints (columns). Integer programs with block structure come up in a natural way in many real-world applications. The methods that are widely used to tackle integer programs with block structure are decomposition methods. The idea is to decouple the linking constraints (variables) from the problem and treat them at a superordinate level, often called master problem. The resulting residual subordinate problem then decomposes into independent subproblems that often can be solved more efficiently. Decomposition methods now work alternately on the master and subordinate problem and iteratively exchange information to solve the original problem to optimality. In Part I we follow a different approach. We treat the integer programming problem as a whole and keep the linking constraints in the formulation. We consider the associated polyhedra and investigate the polyhedral consequences of the involved linking constraints. The variety and complexity of the new inequalities that come into play is illustrated on three different types of real-world problems. The applications arise in the design of electronic circuits, in telecommunication and production planning. We develop a branch-and-cut algorithm for each of these problems, and our computational results show the benefits and limits of the polyhedral approach to solve these real-world models with block structure. Part II of the thesis deals with general mixed integer programming problems, that is integer programs with no apparent structure in the constraint matrix. We will discuss in Chapter 5 the main ingredients of an LP based branch-and-bound algorithm for the solution of general integer programs. Chapter 6 then asks the question whether general integer programs decompose into certain block structures and investigate whether it is possible to recognize such a structure. The remaining two chapters exploit information about the block structure of an integer program. In Chapter 7 we parallelize parts of the dual simplex algorithm, the method that is commonly used for the solution of the underlying linear programs within a branch-and-cut algorithm. In Chapter 8 we try to detect small blocks in the constraint matrix and to derive new cutting planes that strengthen the integer programming formulation. These inequalities may be associated with the intersection of several knapsack problems. We will see that they significantly improve the quality of the general integer programming solver introduced in Chapter 5.

Description: A new seasonal energy storage for thermal solar systems has been developed on the basis of an adsorption-desorption process. Design and optimization of this storage will be supported by numerical simulations of heat and mass transfer with KARDOS. This paper focuses on the unsteady heat transfer during the major operating step of energetic discharge of the storage, which is characterized by conductive heat transfer in the fixed bed and a strong heat source caused by the adsorption enthalpy. Results are interpreted concerning the influence of variations in the parameter set. The method of implementation of the differential equation will be shown as well as the post-processing and gridwriting programs.

Description: In this paper, we analyze algorithms for the online dial-a-ride problem with request sets that fulfill a certain worst-case restriction: roughly speaking, a set of requests for the online dial-a-ride problem is reasonable if the requests that come up in a sufficiently large time period can be served in a time period of at most the same length. This new notion is a stability criterion implying that the system is not overloaded. The new concept is used to analyze the online dial-a-ride problem for the minimization of the maximal resp.\ average flow time. Under reasonable load it is possible to distinguish the performance of two particular algorithms for this problem, which seems to be impossible by means of classical competitive analysis.

Description: The function of many important biomolecules comes from their dynamic properties and their ability to switch between different {\em conformations}. In a conformation, the large scale geometric structure of the molecule is understood to be conserved, whereas on smaller scales the system may well rotate, oscillate or fluctuate. In a recent article [J. Comp. Phys., 151,1 (1999)], the present author and coworkers demonstrated that (a) conformations can be understood as almost invariant sets of some Markov chain being defined via the Hamiltonian system governing the molecular dynamics and that (b) these sets can efficiently be computed via eigenvectors of the corresponding Markov operator. The persent manuscript reviews the mathematical modelling steps behind the novel concept, includes a rigorous analytical justification of this approach and especially of the numerical details of the algorithm, and illustrates its performance when applied to realistic molecular systems.

Description: This paper summarizes and discusses various characterizations of perfect graphs and mentions some open problems in this area.

Description: This monograph has been written to illustrate the interlocking of theory, algorithm, and application in developing solution techniques for complex PDE systems. A deep theoretical understanding is necessary to produce a powerful idea leading to a successful algorithm. Efficient and robust implementation is the key to make the algorithm perform satisfactorily. The extra insight obtained by solving real--life problems brings out the structure of the method more clearly and suggests often ways to improve the numerical algorithm. It is my intention to impart the beauty and complexity found in both the theoretical investigation of the adaptive algorithm proposed here, i.e., the coupling of Rosenbrock methods in time and multilevel finite elements in space, and its realization. I hope that this method will find many more interesting applications.

Description: Many optimization problems have several equivalent mathematical models. It is often not apparent which of these models is most suitable for practical computation, in particular, when a certain application with a specific range of instance sizes is in focus. Our paper addresses the Asymmetric Travelling Salesman Problem with time windows (ATSP-TW) from such a point of view. The real--world application we aim at is the control of a stacker crane in a warehouse. We have implemented codes based on three alternative integer programming formulations of the ATSP-TW and more than ten heuristics. Computational results for real-world instances with up to 233 nodes are reported, showing that a new model presented in a companion paper outperforms the other two models we considered --- at least for our special application --- and that the heuristics provide acceptable solutions.

Description: The method of symmetry adapted wavepackets (SAWP) to solve the time-dependent Schrödinger equation for a highly symmetric potential energy surface is introduced. The angular dependence of a quantum-mechanical wavepackets is expanded in spherical harmonics where the number of close-coupled equations for the corresponding radial functions can be efficiently reduced by symmetry adaption of the rotational basis using the SWAP approach. Various techniques to generate symmetry adapted spherical harmonics (SASHs) for the point groups of highest symmetry (octahedral, icosahedral) are discussed. The standard projection operator technique involves the use of Wigner rotation matrices. Two methods to circumvent numerical instabilities occuring for large azimuthal quantum numbers are suggested. The first is based on a numerical scheme which employs Gaussian integrations yielding exact and stable results. The second is a recursive algorithm to generate higher order SASHs accurately and efficiently from lower order ones. The paper gives a complete set of ``seed functions'' generated by projection techniques which can be used obtain SASHs for all irreducible representations of the octahedral and icosahedral point groups recursively.

Description: The article surveys the development of novel mathematical concepts and algorithmic approaches based thereon in view of their possible applicability to biomolecular design. Both a first deterministic approach, based on the Frobenius-Perron operator corresponding to the flow of the Hamiltonian dynamics, and later stochastic approaches, based on a spatial Markov operator or on Langevin dynamics, can be subsumed under the unified mathematical roof of the transfer operator approach to effective dynamics of molecular systems. The key idea of constructing specific transfer operators especially taylored for the purpose of conformational dynamics appears as the red line throughout the paper. Different steps of the algorithm are exemplified by a trinucleotide molecular system as a small representative of possible RNA drug molecules.

Description: In this paper we discuss several ways to visualize stationary and non-stationary quantum mechanical systems. We demonstrate an approach for the quantitative interpretation of probability density isovalues which yields a reasonable correlation between isosurfaces for different timesteps. As an intuitive quantity for visualizing the momentum of a quantum system we propose the probability flow density which can be treated by vector field visualization techniques. Finally, we discuss the visualization of non-stationary systems by a sequence of single timestep images.

Description: One of the important tasks in Data Mining is automated cluster analysis. Self-Organizing Maps (SOMs) introduced by {\sc Kohonen} are, in principle, a powerful tool for this task. Up to now, however, its cluster identification part is still open to personal bias. The present paper suggests a new approach towards automated cluster identification based on a combination of SOMs with an eigenmode analysis that has recently been developed by {\sc Deuflhard et al.} in the context of molecular conformational dynamics. Details of the algorithm are worked out. Numerical examples from Data Mining and Molecular Dynamics are included.

Description: The photoassociation process shows strong dependence on the temporal duration of the electromagnetic field pulses and their frequencies. This dependence is investigated using quantum mechanical simulations that include all ranges of impact parameters and contributions from bound-to-bound transitions. The photoassociation yield of mercury atoms to produce excimer dimers is enhanced for short (ps) and for ultrashort (fs) pulse durations. Ultrashort laser pulses effectively overlap the entire range of free-to-bound transition, therefore achieving a maximum probability. Short pulses show a maximum in the photoassociation yield when their carrier frequency overlaps a particular free-to-bound spectroscopic resonance. Implications of these calculations on efforts to control bimolecular reactions are discussed.

Description: For using Data Mining, especially cluster analysis, one needs measures to determine the similarity or distance between data objects. In many application fields the data objects can have different information levels. In this case the widely used euclidean distance is an inappropriate measure. The present paper describes a concept how to use data of different information levels in cluster analysis and suggests an appropriate similarity measure. An example from practice is included, that shows the usefulness of the concept and the measure in combination with {\sc Kohonens} Self-Organizing Map algorithm, a well-known and powerful tool for cluster analysis.

Description: This survey presents cutting planes that are useful or potentially useful in solving mixed integer programs. Valid inequalities for i) general integer programs, ii) problems with local structure such as knapsack constraints, and iii) problems with 0-1 coefficient matrices, such as set packing, are examined in turn. Finally the use of valid inequalities for classes of problems with structure, such as network design, is explored.

Description: The improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering is studied. As an indicator for decorrelation the topological charge is used.

Description: This series of lectures has been given to a class of mathematics postdocs at a European summer school on Computational Mathematics Driven by Industrial Applications in Martina Franca, Italy (organized by CIME). It deals with a variety of challenging real life problems selected from clinical cancer therapy, communication technology, polymer production, and pharmaceutical drug design. All of these problems from rather diverse application areas share two common features: (a) they have been modelled by various differential equations -- elliptic, parabolic, or Schrödinger--type partial differential equations, countable ordinary diffential equations, or Hamiltonian systems, (b) their numerical solution has turned out to be real challenge to computational mathematics.

Description: Semidefinite relaxations of quadratic 0-1 programming or graph partitioning problems are well known to be of high quality. However, solving them by primal-dual interior point methods can take much time even for problems of moderate size. The recent spectral bundle method of Helmberg and Rendl can solve quite efficiently large structured equality-constrained semidefinite programs if the trace of the primal matrix variable is fixed, as happens in many applications. We extend the method so that it can handle inequality constraints without seriously increasing computation time. Encouraging preliminary computational results are reported.

Description: The C++ standard template library has many useful containers for data. The standard library includes two adpators, queue, and stack. The authors have extended this model along the lines of relational database semantics. Sometimes the analogy is striking, and we will point it out occasionally. An adaptor allows the standard algorithms to be used on a subset or modification of the data without having to copy the data elements into a new container. The authors provide many useful adaptors which can be used together to produce interesting views of data in a container.

Description: This report describes the development of an experimental service for picture-based document retrieval for the Electronic Visualization Library (EVlib). The EVlib is a digital library for scientific visualization, established at the Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB). The picture-based retrieval service allows users to look for documents by describing the pictures they contain. This query method was developed based on the assumption that (1) pictures often represent relevant parts of the contents of a document, and (2) pictures are often remembered well. A picture-based approach provides a new quality of accessing and exploring scientific literature. Motivation, concepts and realization of our service are outlined. Results of a user test are presented, too. The results indicate that this service can be used for searching and browsing the document collection in principle. On the other hand, problems were detected which can give fruitful hints for future work concerning document and image retrieval.

Description: In this paper, we generalize the nonlocal discrete transparent boundary condition introduced by Schmidt and Deuflhard {[}Comp. Math. Appl. 29 (1995) 53-76{]} and Schmidt and Yevick {[}J. Comput. Phys. 134 (1997) 96-107{]} to propagation methods based on arbitrary Pad\'e approximations to the two-dimensional one-way Helmholtz equation. Our approach leads to a recursive formula for the coefficients appearing in the nonlocal condition which then yields an unconditionally stable propagation method.

Description: We present nonlocal discrete transparent boundary conditions for a fourth-order wide-angle approximation of the two-dimensional Helmholtz equation. The boundary conditions are exact in the sense that they supply the same discrete solution on a bounded interior domain as would be obtained by considering the problem on the entire unbounded domain with zero boundary conditions at infinity. The proposed algorithm results in an unconditionally stable propagation method. Numerical examples from optics illustrate the efficiency of our approach.

Description: Line integral convolution (LIC) has become a well-known and popular method for visualizing vector fields. The method works by convolving a random input texture along the integral curves of the vector field. In order to accelerate image synthesis significantly, an efficient algorithm has been proposed that utilizes pixel coherence in field line direction. This algorithm, called ``fast LIC'', originally was restricted to simple box-type filter kernels. Here we describe a generalization of fast LIC for piecewise polynomial filter kernels. Expanding the filter kernels in terms of truncated power functions allows us to exploit a certain convolution theorem. The convolution integral is expressed as a linear combination of repeated integrals (or repeated sums in the discrete case). Compared to the original algorithm the additional expense for using higher order filter kernels, e.g.\ of B-spline type, is very low. Such filter kernels produce smoother, less noisier results than a box filter. This is evident from visual investigation, as well as from analysis of pixel correlations. Thus, our method represents a useful extension of the fast LIC algorithm for the creation of high-quality LIC images.

Description: Three different approaches for the determination of conservation laws of differential equations are presented. For three corresponding REDUCE computer algebra programs CONLAW1/2/3 the necessary subroutines are discribed. One of them simplifies general solutions of overdetermined PDE systems so that all remaining free functions and constants correspond to independent conservation laws. It determines redundant functions and constants in differential expressions and is equally useful for the determination of symmetries or the fixing of gauge freedom in differential expressions.

Description: A wide range of free boundary problems occurring in engineering andindustry can be rewritten as a minimization problem for astrictly convex, piecewise smooth but non--differentiable energy functional.The fast solution of related discretized problemsis a very delicate question, because usual Newton techniquescannot be applied. We propose a new approach based on convex minimization and constrained Newton type linearization. While convex minimization provides global convergence of the overall iteration, the subsequent constrained Newton type linearization is intended to accelerate the convergence speed. We present a general convergence theory and discuss several applications.

Description: We investigate the problem of designing survivable broadband virtual private networks that employ the Open Shortest Path First (OSPF) routing protocol to route the packages. The capacities available for the links of the network are a minimal capacity plus multiples of a unit capacity. Given the directed communication demands between all pairs of nodes, we wish to select the capacities in a such way, that even in case of a single node or a single link failure a specified percentage of each demand can be satisfied and the costs for these capacities are minimal. We present a mixed--integer linear programming formulation of this problem and several heuristics for its solution. Furthermore, we report on computational results with real-world data.

Description: We derive the fourth order $q$-difference equation satisfied by the first associated of the $q$-classical orthogonal polynomials. The coefficients of this equation are given in terms of the polynomials $\; \sigma\;$ and $\;\tau\;$ which appear in the $q$-Pearson difference equation $\;\; D_q(\sigma\,\rho)=\tau\,\rho\;$ defining the weight $\rho$ of the $q$-classical orthogonal polynomials inside the $q$-Hahn tableau.

Description: KARDOS solves nonlinear evolution problems in 1, 2, and 3D. An adaptive multilevel finite element algorithm is used to solve the spatial problems arising from linearly implicit discretization methods in time. Local refinement and derefinement techniques are used to handle the development of the mesh over time. The software engineering techniques used to implement the modules of the KASKADE toolbox are reviewed and their application to the extended problem class is described. A notification system and dynamic construction of records are discussed and their values for the implementation of a mesh transfer operation are shown. The need for low-level and high--level interface elements of a module is discussed for the assembling procedure of KARDOS. At the end we will summarize our experiences.

Description: Dynamical systems with two well-separated time-scales are investigated using normal form theory. Exponential estimates for the normal form truncation error are derived and applied to the numerical integration of differential equations (backward error analysis) and the reduction of highly oscillatory Hamiltonian systems (constrained dynamics and correcting potentials). The theoretical results are used to formulate new algorithms for the time integration of conservative Hamiltonian systems (projected multiple time stepping, soft constraints, rigid bodies, symplectic variable step-size methods).