Library

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: "`Volkssport Sudoku"' titelt der Stern in seiner Ausgabe vom 24. Mai2006. In der Tat traut sich derzeit kaum noch eine Zeitung, ohne Sudoku zu erscheinen. Die Begeisterung am Lösen dieser Zahlenrätsel offenbart eine unvermutete Freude am algorithmischen Arbeiten. Mathematisch kann man Sudokus als lineare diophantische Gleichungssysteme mit Nichtnegativitätsbedingungen formulieren. Solche ganzzahligen linearen Programme sind die wichtigsten Modellierungswerkzeuge in zahlreichen Anwendungsgebieten wie z.B. der Optimierung von Telekommunikations- und Verkehrsnetzen. Moderne Verfahren zur Lösung dieser Optimierungsprobleme sind durch Sudokus allerdings deutlich weniger zu beeindrucken als Zeitungsleser.

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: Das deutschsprachige Bibliothekswesen verfügt mit den \glqq Regeln für den Schlagwortkatalog \grqq (RSWK) unter Verwendung der \glqq Schlagwortnormdatei \grqq (SWD) über ein Instrumentarium, welches zusammen mit einem \glqq Faceted Browsing \grqq das bisher bestehende Angebot für ein Information Retrieval optimal ergänzen kann. Die Verbindung zwischen Standardvokabular (SWD) und Kettenbildung (RSWK) einerseits und eine nach Facetten-Eigenschaften gegliederte Navigation andererseits unterstützt bestmöglich eine inhaltlich bezogene Recherche. Die Stärken und Schwächen der RSWK/SWD werden erörtert und auch Klassifikationen (DDC und RVK) als mögliche Facetten diskutiert.

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: Wir beschäftigen uns mit dem Problem der Betriebsplanung von Laserschweißrobotern im Karosseriebau. Gegeben ist eine Menge von Schweißnähten, die innerhalb einer Fertigungszelle an einem Karosserieteil gefertigt werden müssen. Die Schweißnähte werden durch mehrere parallel betriebene Roboter bearbeitet. Die Aufgabe besteht darin, für jeden Roboter eine Reihenfolge und eine zeitliche Koordinierung seiner Bewegungen zu finden, so dass alle Schweißnähte innerhalb der Taktzeit der Fertigungszelle bearbeitet werden und so wenig Laserquellen wie möglich eingesetzt werden. Dabei müssen einige Nebenbedingungen berücksichtigt werden. Für dieses spezielle Schweißproblem haben wir eine Formulierung als gemischt-ganzzahliges lineares Programm entwickelt, welches sich für die untersuchten praktischen Fälle sehr schnell lösen lässt.

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: Wir erleben zu Beginn des aufkommenden Informationszeitalters mit dem Siegeszug von Google und anderen Internet-Technologien einen Wandel im Verhalten von Wissenschaftlern und Studenten, der mit dem Einsatz von {\sl Google Scholar} und {\sl Google Book Search} einen Paradigmenwechsel für Bibliotheken und Informationsversorger gleichkommt. Der Artikel untersucht die technischen Hintergründe für den Erfolg dieser besonderen Art des Information Retrievals: Fulltext Indexing und Citation Ranking als besondere Form des Information Minig. Er diskutiert Stärken und auch Schwächen des Google-Ansatzes. Der Autor stellt sich auch der Frage, unter welchen Bedingungen es möglich ist, ein zu {\sl Google Scholar} und der {\sl Google Book Search} konkurrenzfähiges Retrieval in der Landschaft der Bibliotheken und Bibliotheksverbünde zu entrichten. Die These ist, dass dieses unter Einsatz des {\sl Open Source} Indexierers {\sl Lucene} und des Web-Robots {\sl Nutch} möglich ist. Bibliotheken können durch gezielten Einsatz solcher Internet-Technologien dem Nutzer die Leistungen, welche Google uns mit seinen Tools im {\sl Visible Web} und mit Referenzen auf {\sl Citations} in der Welt der Literatur zur Verfügung stellt, in vergleichbarer Art auch für ihre eigenen durch Lizenzen geschützten digitalen Journale und ihre speziellen lokal verfügbaren Ressourcen, auf die Internet-Suchmaschinen keine Zugriff haben, anbieten. Es besteht die Hoffnung, dass Nutzer dann nicht - wie in einer kürzlichen Studie des OCLC konstatiert - überwiegend im Internet verbleiben, sondern bei ihrer Suche auch den Weg zu den Angeboten der örtlichen Bibliothek attraktiv finden.

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: This paper addresses the problem of scheduling vehicles in a public mass transportation system. We show how this problem can be modelled as a special multicommodity flow problem and outline the solution methodology we have developed. Based on polyhedral investigations, we have designed and implemented a branch&cut algorithm and various heuristics with which real vehicle scheduling problems of truely large scale can be solved to optimality. We describe some implementation issues and report computational results.

Description: This paper provides the {\em first} detailed description of the architecture of the computing machines Z1 and Z3 designed by Konrad Zuse in Berlin between 1936 to 1941. The necessary information was obtained from a careful evaluation of the patent application filed by Zuse in 1941. Additional insight was gained from a software simulation of the machine's logic. The Z1 was built using purely mechanical components, the Z3 using electromechanical relays. However, both machines shared a common logical structure and the programming model was exactly the same. We argue that both the Z1 and the Z3 possessed features akin to those of modern computers: memory and processor were separate units, the processor could handle floating-point numbers and compute the four basic arithmetical operations as well as the square root of a number. The program was stored on punched tape and was read sequentially. In the last section of this paper we bring the architecture of the Z1 and Z3 into historical perspective by offering a comparison with computing machines built in other countries.

Description: We study the parallelization of the steepest-edge version of the dual simplex algorithm. Three different parallel implementations are examined, each of which is derived from the CPLEX dual simplex implementation. One alternative uses PVM, one general-purpose System V shared-memory constructs, and one the PowerC extension of C on a Silicon Graphics multi-processor. These versions were tested on different parallel platforms, including heterogeneous workstation clusters, Sun S20-502, Silicon Graphics multi-processors, and an IBM SP2. We report on our computational experience.

Description: We present an algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation. The approach can be applied to multi-stage problems with mixed-integer variables in each time stage. %We outline a branch-and-bound algorithm for obtaining primal feasible and %possibly optimal solutions. Numerical experience is presented for some two-stage test problems.

Description: The paper presents the concept of a new type of algorithm for the numerical computation of what the authors call the {\em essential dynamics\/} of molecular systems. Mathematically speaking, such systems are described by Hamiltonian differential equations. In the bulk of applications, individual trajectories are of no specific interest. Rather, time averages of physical observables or relaxation times of conformational changes need to be actually computed. In the language of dynamical systems, such information is contained in the natural invariant measure (infinite relaxation time) or in almost invariant sets ("large" finite relaxation times). The paper suggests the direct computation of these objects via eigenmodes of the associated Frobenius-Perron operator by means of a multilevel subdivision algorithm. The advocated approach is different to both Monte-Carlo techniques on the one hand and long term trajectory simulation on the other hand: in our setup long term trajectories are replaced by short term sub-trajectories, Monte-Carlo techniques are just structurally connected via the underlying Frobenius-Perron theory. Numerical experiments with a first version of our suggested algorithm are included to illustrate certain distinguishing properties. A more advanced version of the algorithm will be presented in a second part of this paper.

Description: The aim of this work is to study the accuracy and stability of the Chebyshev--approximation method as a time--discretization for wavepacket dynamics. For this frequently used discretization we introduce estimates of the approximation and round--off error. These estimates mathematically confirm the stability of the Chebyshev--approximation with respect to round--off errors, especially for very large stepsizes. But the results also disclose threads to the stability due to large spatial dimensions. All theoretical statements are illustrated by numerical simulations of an analytically solvable example, the harmonic quantum oszillator.

Description: We present an integrated time--space adaptive finite element method for solving systems of twodimensional nonlinear parabolic systems in complex geometry. The partial differential system is first discretized in time using a singly linearly implicit Runge--Kutta method of order three. Local time errors for the step size control are defined by an embedding strategy. These errors are used to propose a new time step by a PI controller algorithm. A multilevel finite element method with piecewise linear functions on unstructured triangular meshes is subsequently applied for the discretization in space. The local error estimate of the finite element solution steering the adaptive mesh refinement is obtained solving local problems with quadratic trial functions located essentially at the edges of the triangulation. This two--fold adaptivity successfully ensures an a priori prescribed tolerance of the solution. The devised method is applied to laminar gaseous combustion and to solid--solid alloying reactions. We demonstrate that for such demanding applications the employed error estimation and adaption strategies generate an efficient and versatile algorithm.

Description: \iffalse Recently, Todorov and Wilf independently realized that de Branges' original proof of the Bieberbach and Milin conjectures and the proof that was later given by Weinstein deal with the same special function system that de Branges had introduced in his work. In this article, we present an elementary proof of this statement based on the defining differential equations system rather than the closed representation of de Branges' function system. Our proof does neither use special functions (like Wilf's) nor the residue theorem (like Todorov's) nor the closed representation (like both), but is purely algebraic. On the other hand, by a similar algebraic treatment, the closed representation of de Branges' function system is derived. Our whole contribution can be looked at as the study of properties of the Koebe function. Therefore, in a very elementary manner it is shown that the known proofs of the Bieberbach and Milin conjectures can be understood as a consequence of the Löwner differential equation, plus properties of the Koebe function. \fi In his 1984 proof of the Bieberbach and Milin conjectures de Branges used a positivity result of special functions which follows from an identity about Jacobi polynomial sums that was found by Askey and Gasper in 1973, published in 1976. In 1991 Weinstein presented another proof of the Bieberbach and Milin conjectures, also using a special function system which (by Todorov and Wilf) was realized to be the same as de Branges'. In this article, we show how a variant of the Askey-Gasper identity can be deduced by a straightforward examination of Weinstein's functions which intimately are related with a Löwner chain of the Koebe function, and therefore with univalent functions.

Description: This paper presents a large-scale real-world application of the minimum-cost flow problem, describes some details of a new implementation of the network simplex algorithm, and reports on computational comparisions. The real-world test sets include minimum-cost flow problems that are based on single-depot vehicle scheduling problems and on a Lagrangean relaxation of multiple-depot vehicle scheduling problems. Some of the problems are extremely large with up to 42,000 nodes and 20,000,000 arcs. The standard test problems are generated with NETGEN and include parts of the DIMACS standard problems. Our network simplex code is compared with \mbox{RELAX-IV}, Cost Scaling 2 version 3.4, and CPLEX's network solver NETOPT.

Description: Integrals of optimal values of random optimization problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Under fairly broad conditions, it is proved that uniform convergence of empirical approximations of the right hand sides of the constraints implies uniform convergence of the optimal values in the linear and convex case.

Description: The adaptive Rothe method approaches a time-dependent PDE as an ODE in function space. This ODE is solved {\em virtually} using an adaptive state-of-the-art integrator. The {\em actual} realization of each time-step requires the numerical solution of an elliptic boundary value problem, thus {\em perturbing} the virtual function space method. The admissible size of that perturbation can be computed {\em a priori} and is prescribed as a tolerance to an adaptive multilevel finite element code, which provides each time-step with an individually adapted spatial mesh. In this way, the method avoids the well-known difficulties of the method of lines in higher space dimensions. During the last few years the adaptive Rothe method has been applied successfully to various problems with infinite speed of propagation of information. The present study concerns the adaptive Rothe method for hyperbolic equations in the model situation of the wave equation. All steps of the construction are given in detail and a numerical example (diffraction at a corner) is provided for the 2D wave equation. This example clearly indicates that the adaptive Rothe method is appropriate for problems which can generally benefit from mesh adaptation. This should be even more pronounced in the 3D case because of the strong Huygens' principle.

Description: A numerical method for the treatment of moving discontinuities in the model equations of chemical engineering systems is presented. The derived model describing the effects of condensation and evaporation in a regenerative air to air heat exchanger yields an illustrative example for these so called moving boundary problems. The presented adaptive moving grid method is based on the algorithm {\sc Pdex} for parabolic partial differential equations. It is shown that the method is suited for problems where the arising discontinuities cause low rates of convergence if the equations are solved with a static grid.

Description: Nahezu flächendeckend sind die mathematischen Fachbereiche der BRD zum Jahresende '95 im WWW vertreten. Durch die relative hohe Zahl von Servern entstehen Schwierigkeiten bei der Sichtung der angebotenen Information. Wir besprechen "Harvest" als brauchbares und gebrauchsfähiges Hilfsmittel zur Dokumentation.

Description: Der Report analysiert die Ergebnisse des Projektes ,,Verbesserung des benutzerorientierten Zugriffs auf fachspezifische Online und CD-ROM Datenbanken für Mathematische Institute der Bundesrepublik Deutschland'' der Deutschen Mathematiker-Vereinigung. An dem Projekt, das vom ZIB geleitet und koordiniert worden ist, haben mehr als 50 mathematische Fachbereiche und Forschungsinstitute teilgenommen. Dieses vom damaligen BMFT (einem Teil des jetzigen Bundesministeriums für Bildung, Wissenschaft, Forschung und Technologie) geförderte Projekt hat wesentlich dazu beigetragen, dass fachspezifische Datenbanken heute in den mathematischen Fachbereichen in Deutschland zu den selbstverständlichen Arbeitsmitteln gehören. Darüber hinaus hat das Projekt die Grundlagen für eine moderne elektronische Informations- und Kommunikationsstruktur in den mathematischen Fachbereichen gelegt.

Description: Dieser Report beschreibt ein Konzept zur einheitlichen Bereitstellung von Software in heterogenen Umgebungen. Software kann so kooperativ durch mehrere Beteiligten (z. B. auch über Institutsgrenzen hinweg) angeboten und genutzt werden. Die Konzepte stammen ursprünglich vom Rechenzentrum der Universität Stuttgart (RUS) und wurden im Rahmen eines vom Verein zur Förderung eines Deutschen Forschungsnetzes (DFN) mit Mitteln des BMBF geförderten Projekts zur Berliner Software Distribution (BeSD) weiterentwickelt.

Description: In this thesis we describe a practical problem that we encountered in the on--line optimization of a complex Flexible Manufacturing System. In the considered system a stacker crane has to fulfill all transportation tasks (jobs) in a single aisled automatic storage system. The jobs have to be sequenced in such a way, that the time needed for the unloaded moves is minimized. The modelling of this question leads to the so--called on--line Hamiltonian path problem. We computationally compare several on--line heuristics and derive lower bounds on the value obtained by an optimal on--line strategy by analyzing two off--line Combinatorial Optimization problems: the asymmetric Hamiltonian path problem with precedence constraints, also called sequential ordering problem (SOP), and the asymmetric Hamiltonian path problem with time windows (AHPPTW). We study the SOP and AHPPTW from a polyhedral point of view and derive several new classes of valid inequalities. Based on the polyhedral investigations we develop branch&cut algorithms for both problems and can achieve encouraging results on solving problem instances from real--world examples of the practical application.

Description: Steht uns das Ende des traditionellen wissenschaftlichen Publizierens bevor? Neue Technologien eröffnen neue Chancen zur Bewältigung der Informationsflut und des gleichzeitigen Informationsmangels. Doch der Einsatz von Technik allein reicht nicht aus.

Description: Der Artikel ist die ausgearbeitete und erweiterte Fassung eines eingeladenen Vortrags der Tagung ,,Die unendliche Bibliothek - Digitale Information in Wissenschaft, Verlag und Bibliothek''. Dieses Treffen, eine Veranstaltung des Börsenvereins des Deutschen Buchhandels e.V., der Deutschen Bibliothek und der Bundesvereinigung Deutscher Bibliothkesverbände, fand im Dezember 1995 in Bonn als Beitrag zur der heute aktuellen Debatte unter Wissenschaftlern, Verlegern, Buchhändlern, Bibliothekaren und Politikern statt, wie unser Wissen und unsere Informationen digital transferiert werden können. Der Vortrag stellte das zentrale Problem des heutigen wissenschaftlichen Informationswesens dar, die gleichzeitige Existenz von Informationsflut und Informationsmangel. Nach einer knappen Bestimmung der Veränderung der Kommunikationsstrukturen in den Wissenschaften fragte er nach den essentiellen Veränderungen der Informationsarten, d.h. nach der Natur der kommenden Globalen Digitalen Bibliothek, die als ein über die ganze Welt und auf viele Institutionen verteilter globaler Speicher gesehen wird. Der Vortrag diskutierte zum Schluss die Bedürfnisse und Interessen der Wissenschaften und ihre spezifische Verantwortung beim Übergang in die elektronische Welt. Der Tagungsband ist erschienen beim Harrassowitz Verlag, Wiesbaden, 1996.

Description: The Internet and the new electronic means of information and communication are transforming scientific communication fundamentally. In particular, mathematicians, physicists and other natural scientists intensify, accelerate and extend their communication by the use of the Internet and its tools, from electronic mail up to the World Wide Web. In doing so, they also exchange scientific results of a new kind and quality yet unknown to traditional information providers such as publishers, libraries, and database suppliers (e.g. in the form of current research software, scientific data collections, observations and experimental data, visualizations, animations etc.). They, on the other hand, perceive the new ways, which are passing their own field of activity, as breakdowns of traditional publishing, as it was termed by the Association of Computing Machinery. In addition, scientific libraries find themselves caught in a structural crisis -- not only because of budget restraints. The {\it Deutsche Mathematiker-Vereinigung} (DMV), however, sees the new electronic means as an opportunity to master a crisis of this kind rather than a threat. By discussing concrete models, which may be - in a certain technical sense -- realizable already today, the article gives an introduction into the subject of a {\it Distributed Information- and Communication System for Mathematics}, a project prepared and planned by the DMV for the years 1996 to 1998. In the context of possible realization variants it also deals with questions of costs, resulting load of network connections, and -- showing the beginnings -- the (absolutely essential) solution of problems related to quality, authenticity, archival and intellectual property rights, which arise with the employment of electronic means. Obviously (even if not discussed explicitly) also computing centers, whose tasks and position are also affected by the electronic revolution, have the chance to find a new and forward-looking role in this field - in particular by new forms of cooperation with scientific libraries.

Description: Dieser Bericht beschreibt die Ergebnisse eines Anwendungsprojektes, das parallel zum Aufbau des Berliner Hochgeschwindigkeitsdatennetzes (Berlin Regional Testbed) am ZIB durchgeführt wurde. Es werden allgemeine Werkzeuge und anwendungsspezifische Arbeitsumgebungen zur netzverteilten Visualisierung und Simulation vorgestellt. Die allgemeinen Werkzeuge unterstützen folgende Aufgaben: Kopplung von Simulationen auf (Hochleistungs-)Rechnern an lokale Grafikarbeitsplätze, objektorientierte und verteilte Visualisierung, Remote-Videoaufzeichnung, Bilddatenkompression und digitaler Filmschnitt. Die spezifischen Arbeitsumgebungen wurden für Aufgaben aus den Bereichen Numerische Mathematik, Astrophysik, Strukturforschung, Chemie, Polymerphysik und Strömungsmechanik entwickelt.

Description: In diesem Handbuch werden die Bausteine zum Aufbau einer graphischen Benutzeroberfläche mit {\tt ZGUI} beschrieben. Auf der einen Seite stehen die Tcl/Tk--Prozeduren, die die graphischen Elemente definieren. Die Beschreibung der Anwendung der Prozeduren und der Interaktionen der Elemente bildet den ersten Teil des Handbuches. Auf der anderen Seite stehen die Anforderungen an Anwendungen, die mit einer {\tt ZGUI}--Benutzeroberlfäche gesteuert werden sollen. Hier findet man im Handbuch die Beschreibung der Anwendungsprogrammierschnittstelle (application programming interface, API).

Description: Dieser Aufsatz ist die Ausarbeitung eines Vortrags auf der 4. Jahrestagung der Gesellschaft Information Bildung (GIB) am 10. und 11. Oktober 1996 an der Humboldt-Universität Berlin. Er enthält einen Überblick über die neuesten Entwicklungen in der Informations- und Kommunikationstechnik und beleuchtet deren Auswirkungen auf den Wissenschaftsbetrieb. Er beginnt mit historischen Anmerkungen zur Entstehung der Schrift und zur Speicherung und Übertragung von Information. Er führt, nach einer knappen Diskussion der Defizite in der gegenwärtigen Informationsversorgung und einem kurzen Ausflug in die Geschichte des Internet und des World Wide Web, zu einer Darstellung ausgewählter aktueller Aktivitäten der Wissenschaften im Bereich elektronischer Information, Kommunikation, Dokumentation und Archivierung. Dabei zeigt sich, dass sich der Begriff wissenschaftlicher Information bereits zu wandeln beginnt. Zur traditionellen papiergebundenen Information treten völlig neue Informationsarten hinzu, von Software- und Datensammlungen über multimediale Information bis hin zu Fernübertagungen von wissenschaftlichen Vorträgen und Experimenten. Eine Vielzahl von Links; (URL's bzw. anklickbaren Verweisen) soll diesen Wandel nicht nur belegen, sondern auch das rasche Auffinden wichtiger Dokumente und Quellen im Internet ermöglichen.

Description: {\footnotesize In der vorliegenden Arbeit werden neue Implementierungen des dualen und primalen revidierten Simplex-Algorithmus für die Lösung linearer Programme (LPs) vorgestellt. Dazu werden die Algorithmen mithilfe einer Zeilenbasis dargestellt, aus der über einen Spezialfall die übliche Darstellung mit einer Spaltenbasis folgt. Beide Darstellungen sind über die Dualität eng miteinander verbunden. Ausserdem wird eine theoretische Untersuchung der numerischen Stabilität von Simplex-Algorithmen durchgeführt, und es werden verschiedene Möglichkeiten der Stabilisierung diskutiert. Beide Darstellungen der Basis werden in den Implementierungen algorithmisch ausgenutzt, wobei der Einsatz der Zeilenbasis für LPs mit mehr Nebenbedingungen als Variablen Geschwindigkeitsvorteile bringt. Darüberhinaus werden weitere Beschleunigung gegenüber anderen state-of-the-art Implentierungen erzielt, und zwar durch den Einsatz eines Phase-1 LPs, das eine grösstmögliche Übereinstimmung mit dem Ausgangs-LPs aufweist, durch eine dynamische Anpassung der Faktorisierungsfrequenz für die Basis-Matrix und durch die Optimierung der Lösung linearer Gleichungssysteme für besonders dünnbesetzte Matrizen und Vektoren. Es wurden drei Implementierungen vorgenommen. Die erste läuft sequentiell auf einem PC oder einer Workstation. Ihre hohe numerische Stabilität und Effizienz durch die Integration der oben genannten Konzepte machen sie zu einem zuverlässigen Hilfsmittel für den täglichen Einsatz z.B.~in Schnittebenenverfahren zur Lösung ganzzahliger Programme. Als Programmiersprache wurde C++ verwendet, und es wurde ein objektorientierter Software-Entwurf zugrundegelegt. Dieser leistet eine hohe Flexibilität und Anpassbarkeit z.B.~für die Integration benutzerdefinierter Pricing-Strategien. Bei den anderen beiden Implentierungen handelt es sich um parallele Versionen für Parallelrechner mit gemeinsamem und für solche mit verteiltem Speicher. Dabei wird der objektorientierte Entwurf so genutzt, dass lediglich die zusätzlichen Aufgaben für die Parallelisierung (Synchronisation, Kommunikation und Verteilung der Arbeit) implementiert werden, während alle Algorithmen von der sequentiellen Implementierung geerbt werden. Die Parallelisierung setzt an vier Punkten an. Der erste und einfachste ist die parallele Berechnung eines Matrix-Vektor-Produktes. Als zweites wurden beim Pricing und Quotiententest parallele Suchalgorithmen eingesetzt. Weiter werden beim steepest-edge Pricing zwei lineare Gleichungssysteme nebenläufig gelöst. Schliesslich wird ein paralleles Block-Pivoting verwendet, bei dem Gleichungssysteme mehrerer aufeinanderfolgender Iterationen gleichzeitig gelöst werden. Ob und welche der Parallelisierungs-Konzepte eine Beschleunigung bewirken, ist problemabhängig. Es gelingt z.B.~mit 32 Prozessoren eine Beschleunigung um mehr als einen Faktor 16 zu erzielen. Schliesslich wird die parallele Lösung dünnbesetzter linearer Gleichungssysteme mit unsymmetrischen Matrizen untersucht und eine Implementierung für den Cray T3D vorgenommen. Sie enthält ein neues Verfahren des Lastausgleichs, das keinen zusätzlichen Aufwand verursacht. Die Implementierung erzielt vergleichsweise günstige Laufzeiten.}

Description: We present parallel formulations of the well established extrapolation algorithms EULSIM and LIMEX and its implementation on a distributed memory architecture. The discretization of partial differential equations by the method of lines yields large banded systems, which can be efficiently solved in parallel only by iterative methods. Polynomial preconditioning with a Neumann series expansion combined with an overlapping domain decomposition appears as a very efficient, robust and highly scalable preconditioner for different iterative solvers. A further advantage of this preconditioner is that all computation can be restricted to the overlap region as long as the subdomain problems are solved exactly. With this approach the iterative algorithms operate on very short vectors, the length of the vectors depends only on the number of gridpoints in the overlap region and the number of processors, but not on the size of the linear system. As the most reliable and fast iterative methods based on this preconditioning scheme appeared GMRES or FOM and BICGSTAB. To further reduce the number of iterations in GMRES or FOM we can reuse the Krylov-spaces constructed in preceeding extrapolation steps. The implementation of the method within the program LIMEX results in a highly parallel and scalable program for solving differential algebraic problems getting an almost linear speedup up to 64 processors even for medium size problems. Results are presented for a difficult application from chemical engineering simulating the formation of aerosols in industrial gas exhaust purification.

Description: We investigate dominance relations between basic semidefinite relaxations and classes of cuts. We show that simple semidefinite relaxations are tighter than corresponding linear relaxations even in case of linear cost functions. Numerical results are presented illustrating the quality of these relaxations.

Description: The paper presents computations of decaying two--dimensional turbulence in an adaptive wavelet basis. At each time step the vorticity is represented by an adaptively selected set of wavelet functions which adjusts to the instantaneous distribution of vorticity. The results of this new algorithm are compared to a classical Fourier method and a Fourier method supplemented with wavelet compression in each time step.

Description: For a polyhedral cone $C=$ pos $\{a^1,\dots,a^m\}\subset R^d$, $a^i\in Z^d$, a subset of integral vectors $H(C)\subset C \cap Z^d$ is called a Hilbert basis of $C$ iff (i) each element of $C\cap Z^d$ can be written as a non-negative integer combination of elements of $H(C)$ and (ii) $H(C)$ has minimal cardinality with respect to all subsets of $C \cap Z^d$ for which (i) holds. We show that various problems related to Hilbert bases are hard in terms of computational complexity. However, if the dimension and the number of elements of the Hilbert basis are fixed, a Hilbert basis can always be computed in polynomial time. Furthermore we introduce a (practical) algorithm for computing the Hilbert basis of a polyhedral cone. The finiteness of this method is deduced from a result about the height of a Hilbert basis which, in particular, improves on former estimates.

Description: In General Relativity, the motion of expanding shearfree perfect fluids is governed by the ordinary differential equation $y^{\prime \prime }=$ $% F(x)\,y^2$ , where $F$ is an arbitrary function from which the equation of state can be computed. A complete symmetry analysis of this differential equation is given; its solutions are classified according to this scheme, and in particular the relation to Wyman's Painlev\'e analysis is clarified.

Description: Der Entwurf und die Implementierung des auf Tcl/Tk basierenden Werkzeugkastens ZGUI wird beschrieben und an einigen Beispielen erläutert. ZGUI unterstützt die Entwicklung einer graphischen Benutzeroberfläche (GUI) für die am ZIB erstellte numerische Software. Es sollen folgende Ziele erreicht werden: \begin{itemize} \item einfaches Ausprobieren anhand vordefinierter Testprobleme,\vspace*{-2mm} \item Kennenlernen numerischer Steuergrö\ss en und Verfahrensvarianten,\vspace*{-2mm} \item einfache Eingabe neuer Probleme,\vspace*{-2mm} \item einfache Nutzung graphischer Ausgabemöglichkeiten und\vspace*{-2mm} \item einheitliche Darstellung gleicher oder ähnlicher Optionen. \end{itemize}

Description: We perform a high statistics calculation of the equation of state for non-compact QED on large lattices. The calculation extends to fermionic correlation lengths of $\approx 8$, and it is combined with a finite size scaling analysis of the lattice data.

Description: We consider the fast solution of large, piecewise smooth minimization problems as resulting from the approximation of elliptic free boundary problems. The most delicate question in constructing a multigrid method for a nonlinear, non--smooth problem is how to represent the nonlinearity on the coarse grids. This process usually involves some kind of linearization. The basic idea of monotone multigrid methods to be presented here is first to select a neighborhood of the actual smoothed iterate in which a linearization is possible and then to constrain the coarse grid correction to this neighborhood. Such a local linearization allows to control the local corrections at each coarse grid node in such a way that the energy functional is monotonically decreasing. This approach leads to globally convergent schemes which are robust with respect to local singularities of the given problem. The numerical performance is illustrated by approximating the well-known Barenblatt solution of the porous medium equation.

Description: We prove inequalities relating the inradius of a convex body with interior containing no point of the integral lattice, with the volume or surface area of the body. These inequalities are tight and generalize previous results.

Description: The paper addresses the unit commitment problem in power plant operation planning. For a real power system comprising coal and gas fired thermal as well as pumped storage hydro plants a large-scale mixed integer optimization model for unit commitment is developed. Then primal and dual approaches to solving the optimization problem are presented and results of test runs are reported.

Description: \small Many interesting phenomena in molecular systems like interactions between macro-molecules, protein-substrate docking, or channeling processes in membranes are gouverned to a high degree by classical Coulomb or van-der-Waals forces. The visualization of these force fields is important for verifying numerical simulations. Moreover, by inspecting the forces visually we can gain deeper insight into the molecular processes. Up to now the visualization of vector fields is quite unusual in computational chemistry. In fact many commercial software packages do not support this topic at all. The reason is not that vector fields are considered unimportant, but mainly because of the lack of adequate visualization methods. In this paper we survey a number of methods for vector field visualization, ranging from well-known concepts like arrow or streamline plots to more advanced techniques like line integral convolution, and show how these can be applied to computational chemistry. A combination of the most meaningful methods in an interactive 3D visualization environment can provide a powerful tool box for analysing simulations in molecular dynamics.

Description: In this paper we generalize a result by Rubin and Ungar on Hamiltonian systems containing a strong constraining potential to Langevin dynamics. Such highly oscillatory systems arise, for example, in the context of molecular dynamics. We derive constrained equations of motion for the slowly varying solution components. This includes in particular the derivation of a correcting force-term that stands for the coupling of the slow and fast degrees of motion. We will identify two limiting cases: (i) the correcting force becomes, over a finite interval of time, almost identical to the force term suggested by Rubin and Ungar (weak thermal coupling) and (ii) the correcting force can be approximated by the gradient of the Fixman potential as used in statistical mechanics (strong thermal coupling). The discussion will shed some light on the question which of the two correcting potentials is more appropriate under which circumstances for molecular dynamics. In Sec.~7, we also discuss smoothing in the context of constant temperature molecular dynamics.

Description: We present efficient techniques for the numerical approximation of complicated dynamical behavior. In particular, we develop numerical methods which allow to approximate SBR-measures as well as (almost) cyclic behavior of a dynamical system. The methods are based on an appropriate discretization of the Frobenius-Perron operator, and two essentially different mathematical concepts are used: the idea is to combine classical convergence results for finite dimensional approximations of compact operators with results from Ergodic Theory concerning the approximation of SBR-measures by invariant measures of stochastically perturbed systems. The efficiency of the methods is illustrated by several numerical examples.

Description: We present Multilevel Finite Element computations for twodimensional reaction-diffusion systems modelling laminar flames. These systems are prototypes for extreme stiffness in time and space. The first of these two rather general features is accounted for by an improved control mechanism for the time step. The second one is reflected through very thin travelling reaction fronts for which we propose an anisotropic discretization by local directional refinement.

Description: Simplified chemical kinetic schemes are a crucial prerequisite for the simulation of complex three-dimensional turbulent flows, and various methods for the generation of reduced mechanisms have been developed in the past. The method of intrinsic low-dimensional manifolds (ILDM), e.g., provides a mathematical tool for the automatic simplification of chemical kinetics, but one problem of this method is the fact that the information which comes out of the mechanism reduction procedure has to be stored for subsequent use in reacting flow calculations. In most cases tabulation procedures are used which store the relevant data (such as reduced reaction rates) in terms of the reaction progress variables, followed by table look-up during the reacting flow calculations. This can result in huge amounts of storage needed for the multi-dimensional tabulation. In order to overcome this problem we present a storage scheme which is based on orthogonal polynomials. Instead of using small tabulation cells and local mesh refinement, the thermochemical state space is divided into a small number of coarse cells. Within these coarse cells polynomial approximations are used instead of frequently used multi-linear interpolation. This leads to a considerable decrease of needed storage. The hydrogen-oxygen system is considered as an example. Even for this small chemical system we obtain a decrease of the needed storage requirement by a factor of 100.

Description: The Car-Parrinello (CP) approach to ab initio molecular dynamics serves as an approximation to time-dependent Born-Oppenheimer (BO) calculations. It replaces the explicit minimization of the energy functional by a fictitious Newtonian dynamics and therefore introduces an artificial mass parameter $\mu$ which controls the electronic motion. A recent theoretical investigation shows that the CP-error, i.e., the deviation of the CP--solution from the BO-solution {\em decreases} like $\mu^{1/2}$ asymptotically. Since the computational effort {\em increases} like $\mu^{-1/2}$, the choice of $\mu$ has to find a compromise between efficiency and accuracy. The asymptotical result is used in this paper to construct an easily implemented algorithm which automatically controls $\mu$: the parameter $\mu$ is repeatedly adapted during the simulation by choosing $\mu$ as large as possible while pushing an error measure below a user-given tolerance. The performance and reliability of the algorithm is illustrated by a typical example.

Description: The Car-Parrinello method for ab-initio molecular dynamics avoids the explicit minimization of energy functionals given by functional density theory in the context of the quantum adiabatic approximation (time-dependent Born-Oppenheimer approximation). Instead, it introduces a fictitious classical dynamics for the electronic orbitals. For many realistic systems this concept allowed first-principle computer simulations for the first time. In this paper we study the {\em quantitative} influence of the involved parameter $\mu$, the fictitious electronic mass of the method. In particular, we prove by use of a carefully chosen two-time-scale asymptotics that the deviation of the Car-Parrinello method from the adiabatic model is of order ${\rm O}(\mu^{1/2})$ --- provided one starts in the ground state of the electronic system and the electronic excitation spectrum satisfies a certain non-degeneracy condition. Analyzing a two-level model problem we prove that our result cannot be improved in general. Finally, we show how to use the gained quantitative insight for an automatic control of the unphysical ``fake'' kinetic energy of the method.

Description: We consider backward error analysis of numerical approximations to ordinary differential equations, i.e., the numerical solution is formally interpreted as the exact solution of a modified differential equation. A simple recursive definition of the modified equation is stated. This recursion is used to give a new proof of the exponentially closeness of the numerical solutions and the solutions to an appropriate truncation of the modified equation. We also discuss qualitative properties of the modified equation and apply these results to the symplectic variable step-size integration of Hamiltonian systems, the conservation of adiabatic invariants, and numerical chaos associated to homoclinic orbits.

Description: This paper presents two Lagrangean relaxation approaches for the {\em NP}-hard multiple-depot vehicle scheduling problem in public mass transit and reports on computational investigations. Our Lagrangean relaxation approaches can be applied to generate very tight lower bounds and to compute feasible solutions efficiently. A further application is to use the Lagrangean relaxations as new pricing strategies for a delayed column generation of a branch-and-cut approach. The computational investigations are based on real-world test sets from the cities of Berlin and Hamburg having up to 25 thousand timetabled trips and 70 million dead-head trips.

Description: It is well-known that by polynomial elimination methods, in particular by the computation of Gröbner bases, proofs for geometric theorems can be automatically generated. %% Several monographs On the other hand, it is much less known that Gröbner bases, in combination with rational factorization, can be even used to {\sl find} new geometric theorems. In this article such a method is described, and some new theorems on plane triangles are deduced.

Description: \begin{enumerate} \item[] {{\small In this article explicit formulas for the recurrence equation \[ p_{n+1}(x)=(A_n\,x+B_n)\,p_n(x)-C_n\,p_{n-1}(x) \] and the derivative rules \[ \sigma(x)\,p_n'(x)=\alpha_n\,p_{n+1}(x)+\beta_n\,p_n(x)+\gamma_n\,p_{n-1}(x) \] and \[ \sigma(x)\,p_n'(x)=(\tilde\alpha_n\,x+\tilde\beta_n)\,p_n(x)+ \tilde\gamma_n\,p_{n-1}(x) \] respectively which are valid for the orthogonal polynomial solutions $p_n(x)$ of the differential equation \[ \sigma(x)\,y''(x)+\tau(x)\,y'(x)+\lambda_n\,y(x)=0 \] of hypergeometric type are developed that depend {\sl only} on the coefficients $\sigma(x)$ and $\tau(x)$ % and $\lambda_n$ which themselves are polynomials w.r.t.\ $x$ of degrees not larger than $2$ and $1$% and $0$ , respectively. Partial solutions of this problem had been previously published by Tricomi, and recently by Y\'a\~nez, Dehesa and Nikiforov. Our formulas yield an algorithm with which it can be decided whether a given holonomic recurrence equation (i.e.\ one with polynomial coefficients) generates a family of classical orthogonal polynomials, and returns the corresponding data (density function, interval) including the standardization data in the affirmative case. In a similar way, explicit formulas for the coefficients of the recurrence equation and the difference rule \[ \sigma(x)\,\nabla p_n(x)= \alpha_n\,p_{n+1}(x)+\beta_n\,p_n(x)+\gamma_n\,p_{n-1}(x) \] of the classical orthogonal polynomials of a discrete variable are given that depend only on the coefficients $\sigma(x)$ and $\tau(x)$ of their difference equation \[ \sigma(x)\,\Delta\nabla y(x)+\tau(x)\,\Delta y(x)+\lambda_n\,y(x)=0 \;. \] Here \[ \Delta y(x)=y(x+1)-y(x) \quad\quad\mbox{and}\quad\quad \nabla y(x)=y(x)-y(x-1) \] denote the forward and backward difference operators, respectively. In particular this solves the corresponding inverse problem to find the classical discrete orthogonal polynomial solutions of a given holonomic recurrence equation. \iffalse Furthermore, an algorithmic approach to deduce these and similar properties is presented which is implementable in computer algebra, and which moreover generates relations between different standardizations of the polynomial system considered. \fi }} \end{enumerate}

Description: The paper addresses the possibilities of reducing the overall number of degrees of freedom in large scale reactive flow computations. Attention focusses on the dimension reduction technique ILDM due to {\sc Maas and Pope}, which treats certain automatically detected fast dynamic components as algebraic equations (so-called slow manifold). In earlier papers, the dimension of the reduction had been kept constant throughout each computation. Recently, a mathematically sound and nevertheless cheap dimension monitor for the chemistry part only has been suggested by {\sc Deuflhard and Heroth}. The present paper reports about first steps taken towards the implementation of that monitor into a flame code. Moreover, a sparse grid storage scheme is advocated and analyzed in view of the construction of efficient table look--ups for nested manifolds.

Description: Using the full multigrid method {\em without} any coarse grid correction steps but with an a posteriori control of the number of smoothing iterations was shown by Bornemann and Deuflhard [1996] to be an optimal iteration method with respect to the energy norm. They named this new kind of multigrid iteration the {\em cascadic multigrid method}. However, numerical examples with {\em linear} finite elements raised serious doubts whether the cascadic multigrid method can be made optimal with respect to the {\em $L^2$-norm}. In this paper we prove that the cascadic multigrid method cannot be optimal for linear finite elements and show that the case might be different for higher order elements. We present a careful analysis of the two grid variant of the cascadic multigrid method providing a setting where one can understand the methodical difference between the cascadic multigrid method and the classical multigrid $V$-cycle almost immediately. As a rule of thumb we get that whenever the cascadic multigrid works the classical multigrid will work too but not vice versa.

Description: An integrated time--space adaptive finite element method for solving mixed systems of nonlinear parabolic, elliptic, and differential algebraic equations is presented. The approach is independent of the spatial dimension. For the discretization in time we use singly diagonally linearly implicit Runge--Kutta methods of Rosenbrock type. Local time errors for the step size control are defined by an embedded strategy. A multilevel finite element Galerkin method is subsequently applied for the discretization in space. A posteriori estimates of local spatial discretization errors are obtained solving local problems with higher order approximation. Superconvergence arguments allow to simplify the required computations. Two different strategies to obtain the start grid of the multilevel process are compared. The devised method is applied to a solid--solid combustion problem.

Description: This paper investigates the solution of the linear programming (LP) relaxation of the multicommodity flow formulation of the multiple-depot vehicle scheduling problems arising in public mass transit. We develop a column generation technique that makes it possible to solve the huge linear programs that come up there. The technique, which we call {\em Lagrangean pricing}, is based on two different Lagrangean relaxations. We describe in detail the basic ingredients of our approach and give computational results for large-scale test data (with up to 70 million variables) from three German public transportation companies. Because of these results, we propose Lagrangean pricing as one of the basic ingredients of an effective method to solve multiple-depot vehicle scheduling problems to proven optimality.

Description: The finite element setting for nonlinear elliptic PDEs directly leads to the minimization of convex functionals. Uniform ellipticity of the underlying PDE shows up as strict convexity of the arising nonlinear functional. The paper analyzes computational variants of Newton's method for convex optimization in an affine conjugate setting, which reflects the appropriate affine transformation behavior for this class of problems. First, an affine conjugate Newton--Mysovskikh type theorem on the local quadratic convergence of the exact Newton method in Hilbert spaces is given. It can be easily extended to inexact Newton methods, where the inner iteration is only approximately solved. For fixed finite dimension, a special implementation of a Newton--PCG algorithm is worked out. In this case, the suggested monitor for the inner iteration guarantees quadratic convergence of the outer iteration. In infinite dimensional problems, the PCG method may be just formally replaced by any Galerkin method such as FEM for linear elliptic problems. Instead of the algebraic inner iteration errors we now have to control the FE discretization errors, which is a standard task performed within any adaptive multilevel method. A careful study of the information gain per computational effort leads to the result that the quadratic convergence mode of the Newton--Galerkin algorithm is the best mode for the fixed dimensional case, whereas for an adaptive variable dimensional code a special linear convergence mode of the algorithm is definitely preferable. The theoretical results are then illustrated by numerical experiments with a {\sf NEWTON--KASKADE} algorithm.