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  • 2005-2009  (10)
  • 1890-1899
  • 1800-1809
  • 2008  (10)
  • ddc:000  (7)
  • ddc:550  (3)
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  • 2005-2009  (10)
  • 1890-1899
  • 1800-1809
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  • 1
    Publication Date: 2020-08-05
    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.
    Keywords: ddc:000
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/postscript
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  • 2
    Publication Date: 2020-08-05
    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.
    Keywords: ddc:000
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/pdf
    Format: application/postscript
    Format: application/postscript
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  • 3
    Publication Date: 2016-06-09
    Description: Asymptotic analyses of the three dimensional compressible flow equations coupled with transport equations for the mixing ratios of water vapour, cloud water and rain water are described. We obtain reduced systems of equations for two particular regimes of length and time scales: Models for the long time evolution of deep convective columns and for the short time evolution of shallow convective layers. The asymptotic deep convective column model is anelastic, yet the vertical motion is pressure free, i.e., it evolves freely in interaction with buoyancy while the horizontal divergence adjusts to fullfil the anelastic constraint. The perturbation pressure guaranteeing compliance with the horizontal divergence constraint obeys a Poisson-type equation. Surprisingly, the vertical velocity plays an important role in the horizontal dynamics through the Coriolis term. The vertical acceleration in a saturated column is directly determined by the buoyancy induced by potential temperature differences relative to the background stratification. This potential temperature deviation is a conserved quantity. Evaporation is the only important microphysical process in the undersaturated regime. The evaporation rate depends on the saturation deficit and the amount of rain water present and determines the (downward) vertical velocity and the distribution of water vapour. To connect the deep convective column solutions to top and bottom boundary conditions, a different flow regime needs to be accounted for. Within shallow layers whose depth is comparable to the column diameters, adjustment to physical boundary conditions can take place. This is the second regime considered in this report. The shallow convective layer regime is shown to be asymptotically described by Boussinesq-type equations. These equations are closed by evolution equations which show that, in the saturated regime, the distributions of potential temperature and cloud water are determined by a condensation rate that is directly proportional to the vertical velocity. In the undersaturated regime, the potential temperature distribution is determined by the amount of rain present, since the water vapour in this case is shown to be a conserved quantity. In both regimes the distribution of rain water depends on the rain water flux.
    Keywords: ddc:550
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/postscript
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  • 4
    Publication Date: 2016-06-30
    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.
    Keywords: ddc:000
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/postscript
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  • 5
    Publication Date: 2016-06-09
    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.
    Keywords: ddc:000
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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  • 6
    Publication Date: 2020-11-16
    Description: Der Artikel gibt einen Einblick in das reiche Feld der Zusammenarbeit zwischen Mathematik und Medizin. Beispielhaft werden drei Erfolgsmodelle dargestellt: Medizinische Bildgebung, mathematische Modellierung und Biosignalverarbeitung im Bereich der Dynamik des Herzens sowie mathematische Modellierung und Simulation in der Krebstherapie Hyperthermie und der Mund-Kiefer-Gesichts-Chirurgie. In allen Fällen existiert ein Gleichklang der Interessen von Medizin und Mathematik: Beide Disziplinen wollen die Resultate schnell und zuverlässig. Für die Klinik heißt das, dass notwendige Rechnungen in möglichst kurzer Zeit, und zwar auf dem PC, ablaufen müssen und dass die Resultate so genau und belastbar sein müssen, dass medizinische Entscheidungen darauf aufbauen können. Für die Mathematik folgt daraus, dass höchste Anforderungen an die Effizienz der verwendeten Algorithmen und die darauf aufbauende Software in Numerik und Visualisierung zu stellen sind. Jedes Kapitel endet mit einer Darstellung der Perspektive des jeweiligen Gebietes. Abschließend werden mögliche Handlungsoptionen für Politik und Wirtschaft diskutiert.
    Keywords: ddc:000
    Language: German
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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  • 7
    Publication Date: 2022-03-14
    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.
    Keywords: ddc:000
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/postscript
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  • 8
    Publication Date: 2016-06-09
    Description: By use of asymptotic analysis Carqué et al. [ZIB-Report 08-03] derived an asymptotic column model for deep convective clouds based on the three dimensional compressible flow equations and a bulk microphysics parameterization. In the present study we check the plausibility of the reduced model equations by comparing implications of the model for the scaling of various terms in the governing equations with those extracted from large eddy simulation data based on the computational model UCLA-LES1.1. This code solves an anelastic system of equations with complete droplet based microphysics and LES closures. We observe that the simulation data corroborate the basic assumptions of the asymptotic analysis and the main conclusions implied by the asymptotically reduced model. The code output reflects the scales of space and time: The deep convective clouds show an anisotropic structure where the horizontal scale is considerably narrower than the vertical scale; with a period of about 20 min, from emergence to breakup, the life cycle of one particular deep convective cloud corresponds exactly to the reference time of the reduced model. The characteristic properties of dynamics as predicted by the reduced model are also reflected in the simulation data: The horizontal flow is controlled by the pressure field; the vertical velocity develops freely independent of pressure over the depth of the convective column; the vertical velocity is directly determined by the buoyancy induced by the potential temperature deviation relative to the background stratification. With respect to grid resolution we observe that refining the spatial step size of the equidistant computational grid from 125 m to 62.5 m does not influence the results: Even with the coarser grid the relevant physical phenomena are sufficiently resolved. Somewhat surprisingly, the Coriolis term involving vertical velocity and acting on the horizontal (east-west) velocity component appears at leading order in the asymptotics. Accordingly, we expected to find a nontrivial impact of this Coriolis effect on the horizontal flow velocity components within columns of updrafts. However, switching the term on and off in subsequent simulations did not sizeably affect the results.
    Keywords: ddc:550
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/postscript
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  • 9
    Publication Date: 2016-06-09
    Description: A theoretical and numerical small-scale study of the evaporative cooling phenomenon that might appear in the stratocumulus-topped boundary layers is presented. An ideal configuration of a cloud-top mixing layer is considered as defined by two nonturbulent horizontal layers, stably stratified and with buoyancy reversal within a certain range of mixture fractions due to the evaporative cooling. Linear stability analysis of the shear-free configuration is employed to provide a new interpretation of the buoyancy reversal parameter, namely, in terms of a time-scale ratio between the unstable and the stable modes of the system. An incompressible high-order numerical algorithm to perform direct numerical simulation of the configuration is described and two-dimensional simulations of single-mode perturbations are discussed. These simulations confirm the role of the different parameters identified in the linear stability analysis and show that convoluted flow patterns can be generated by the evaporative cooling even for the low levels of buoyancy reversal found in stratocumulus clouds. They also show that there is no enhancement of entrainment of upper layer fluid in the shear-free configuration, and mixing enhancement by the evaporative cooling is restricted to the lower layer.
    Keywords: ddc:550
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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  • 10
    Publication Date: 2022-04-11
    Description: Mit dem Informationsdienst Math&Industry soll ein Prototyp eines dezentralen Informationssystems für Förderprogramme und Forschungsprojekte geschaffen werden, das sich auf andere Programme (bezüglich angewandter Mathematik, aber auch darüber hinaus) übertragen lässt. Das betrifft sowohl die Konzeption (Strukturierung der Informationen) als auch die Werkzeuge, die anderen BMBF-Förderprogrammen zur Verfügung gestellt werden können. Damit sollen diese in die Lage versetzt werden, die in Math&Industry entwickelten Konzepte und Werkzeuge an ihre spezifischen Bedürfnisse anzupassen.
    Keywords: ddc:000
    Language: German
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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