Library

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Description: We consider a $s$-server system with two FCFS queues, where the arrival rates at the queues and the service rate may depend on the number $n$ of customers being in service or in the first queue, but the service rate is assumed to be constant for $n〉s$. The customers in the first queue are impatient. If the offered waiting time exceeds a random maximal waiting time $I$, then the customer leaves the first queue after time $I$. If $I$ is less than a given deterministic time then he leaves the system else he transits to the end of the second queue. The customers in the first queue have priority. The service of a customer from the second queue will be started if the first queue is empty and more than a given number of servers become idle. For the model being a generalization of the $M(n)/M(n)/s\!+\!GI$ system balance conditions for the density of the stationary state process are derived yielding the stability conditions and the probabilities that precisely $n$ customers are in service or in the first queue. For obtaining performance measures for the second queue a system approximation basing on fitting impatience intensities is constructed. The results are applied to the performance analysis of a call center with an integrated voice-mail-server. For an important special case a stochastic decomposition is derived illuminating the connection to the dynamics of the $M(n)/M(n)/s\!+\!GI$ system.

Description: Let $G=(V,E)$ be a simple graph and $s$ and $t$ be two distinct vertices of $G$. A path in $G$ is called $\ell$-bounded for some $\ell\in\mathbb{N}$, if it does not contain more than $\ell$ edges. We study the computational complexity of approximating the optimum value for two optimization problems of finding sets of vertex-disjoint $\ell$-bounded $s,t$-paths in $G$. First, we show that computing the maximum number of vertex-disjoint $\ell$-bounded $s,t$-paths is $\mathcal{AP\kern-1pt X}$--complete for any fixed length bound $\ell\geq 5$. Second, for a given number $k\in\mathbb{N}$, $1\leq k \leq |V|-1$, and non-negative weights on the edges of $G$, the problem of finding $k$ vertex-disjoint $\ell$-bounded $s,t$-paths with minimal total weight is proven to be $\mathcal{NPO}$--complete for any length bound $\ell\geq 5$. Furthermore, we show that, even if $G$ is complete, it is $\mathcal{NP}$--complete to approximate the optimal solution value of this problem within a factor of $2^{\langle\phi\rangle^\epsilon}$ for any constant $0〈\epsilon〈1$, where $\langle\phi\rangle$ denotes the encoding size of the given problem instance $\phi$. We prove that these results are tight in the sense that for lengths $\ell\leq 4$ both problems are polynomially solvable, assuming that the weights satisfy a generalized triangle inequality in the weighted problem. All results presented also hold for directed and non-simple graphs. For the analogous problems where the path length restriction is replaced by the condition that all paths must have length equal to $\ell$ or where vertex-disjointness is replaced by edge-disjointness we obtain similar results.

Description: We report on a joint project with industry that had the aim to sequence transportation requests within an automatic storage system in such a way that the overall travel time is minimized. The manufacturing environment is such that scheduling decisions have to be made before all jobs are known. We have modeled this task as an \emph{online} Asymmetric Traveling Salesman Problem (ATSP). Several heuristics for the online ATSP are compared computationally within a simulation environment to judge which should be used in practice. Compared to the priority rule used so far, the optimization package reduced the unloaded travel time by about 40~\%. Because of these significant savings our procedure was implemented as part of the control software for the stacker cranes of the storage systems.

Description: We develop a two-stage stochastic programming model with integer first-stage and mixed-integer recourse for solving the unit commitment problem in power generation in the presence of uncertainty of load profiles. The solution methodology rests on a novel scenario decomposition method for stochastic integer programming. This method combines Lagrangian relaxation of non-anticipativity constraints with branch-and-bound. It can be seen as a decomposition algorithm for large-scale mixed-integer linear programs with block-angular structure. With realistic data from a German utility we validate our model and carry out test runs. Sizes of these problems go up to 20.000 integer and 150.000 continuous variables together with up to 180.000 constraints.

Description: The Generalized Baues Problem asks whether for a given point configuration the order complex of all its proper polyhedral subdivisions, partially ordered by refinement, is homotopy equivalent to a sphere. In this paper, an affirmative answer is given for the vertex sets of cyclic polytopes in all dimensions. This yields the first non-trivial class of point configurations with neither a bound on the dimension, the codimension, nor the number of vertice for which this is known to be true. Moreover, it is shown that all triangulations of cyclic polytopes are lifting triangulations. This contrasts the fact that in general there are many non-regular triangulations of cyclic polytopes. Beyond this, we find triangulations of $C(11,5)$ with flip deficiency. This proves---among other things---that there are triangulations of cyclic polytopes that are non-regular for every choice of points on the moment curve.

Description: A variable step-size, semi-explicit variant of the explicit Störmer-Verlet method has been proposed for the time-reversible integration of Newton's equations of motion by Huang & Leimkuhler. Here we propose a fully explicit version of this approach applicable to explicit and symmetric integration methods for general time-reversible differential equations. As applications, we discuss the variable step-size, time-reversible, and fully explicit integration of rigid body motion and reversible Nos\'e-Hoover dynamics.

Description: The paper surveys recent progress in a joint mathematical-medical project on cancer therapy planning. Within so-called regional hyperthermia the computational task is to tune a set of coupled radiofrequency antennas such that a carefully measured tumor is locally heated, but any outside hot spots are avoided. A mathematical model of the whole clinical system -- air, applicator with antennas, water bolus, individual patient body -- involves Maxwell's equations in inhomogeneous media and a parabolic bioheat transfer equation, which represents a simplified model of heat transfer in the human body (ignoring strong blood vessel heat transport). Both PDEs need to be computed fast and to medical reliability (!) on a workstation within a clinical environment. This requirement triggered a series of new algorithmic developments to be reported here, among which is an adaptive multilevel FEM for Maxwell's equations, which dominates the numerical simulation time. In total, however, the main bulk of computation time (see Table 3 in Section 4 below) still goes into segmentation -- a necessary preprocessing step in the construction a 3D virtual patient from the input of a stack of 2D computed tomograms (left out here).

Description: When attempting to compute unsteady, variable density flows at very small or zero Mach number using a standard finite volume compressible flow solver one faces at least the following difficulties: (i) Spatial pressure variations vanish as the Mach number $M \rightarrow 0$, but they do affect the velocity field at leading order; (ii) the resulting spatial homogeneity of the leading order pressure implies an elliptic divergence constraint for the energy flux; (iii) violation of this constraint would crucially affect the transport of mass, thereby disabling a code to properly advect even a constant density distribution. A previous companion paper derived the above observations from a single time - multiple length scale asymptotic analysis for $M \ll 1$, applied to the conservation form of the governing equations and assuming an ideal gas with constant specific heats. The paper then restricted to weakly compressible one-dimensional flows and introduced a semi-implicit extension of a compressible flow solver, designed to handle the interaction of long wavelength acoustics with small scale, large amplitude density fluctuations. In the present paper we concentrate on the limit of zero Mach number for multi-dimensional, variable density flows. The construction of numerical fluxes for all conserved quantities involves: An explicit upwind step (1) yielding predictions for the nonlinear convective flux components. This procedure still neglects the influence of pressure gradients on the convective fluxes during the time step. Suitable corrections are applied in step (2), which guarantees compliance of the convective fluxes with the divergence constraint. This step requires the solution of a Poisson-type equation to obtain the relevant pressure gradients. Step (3), which requires the solution of a second Poisson-type equation, yields the yet unknown (non-convective) pressure contribution to the total flux of momentum. The final, cell centered velocity field exactly satisfies a discrete divergence constraint consistent with the asymptotic limit. Notice that step (1) can be done by any standard finite volume compressible flow solver and that the input to steps (2) and (3) involves solely the fluxes from step (1), but is independent on how these were obtained. Thus, we claim that our approach allows any such solver to be extended to simulate incompressible flows. Extensions to the weakly compressible regime $0 〈 M \ll 1$, reactive flows and more complex equations of state will be addressed in follow-up publications.

Description: In the clinical cancer therapy of regional hyperthermia nonlinear perfusion effects inside and outside the tumor seem to play a not negligible role. A stationary model of such effects leads to a nonlinear Helmholtz term within an elliptic boundary value problem. The present paper reports about the application of a recently designed adaptive multilevel FEM to this problem. For several 3D virtual patients, nonlinear versus linear model is studied. Moreover, the numerical efficiency of the new algorithm is compared with a former application of an adaptive FEM to the corresponding instationary model PDE.

Description: In ``classical'' optimization, all data of a problem instance are considered given. The standard theory and the usual algorithmic techniques apply to such cases only. Online optimization is different. Many decisions have to be made before all data are available. In addition, decisions once made cannot be changed. How should one act ``best'' in such an environment? In this paper we survey online problems coming up in combinatorial optimization. We first outline theoretical concepts, such as competitiveness against various adversaries, to analyze online problems and algorithms. The focus, however, lies on real-world applications. We report, in particular, on theoretical investigations and our practical experience with problems arising in transportation and the automatic handling of material.

Description: The paper presents a new algorithmic approach for multistage stochastic programs which are seen as discrete optimal control problems with a characteristic dynamic structure induced by the scenario tree. To exploit that structure, we propose a highly efficient dynamic programming recursion for the computationally intensive task of KKT systems solution within a primal-dual interior point method. Convergence is drastically enhanced by a successive refinement technique providing both primal and dual initial estimates. Test runs on a multistage portfolio selection problem demonstrate the performance of the method.

Description: This article begins with a short survey on the history of the classification of knowledge. It briefly discusses the traditional means of keeping track of scientific progress, i.e., collecting, classifying, abstracting, and reviewing all publications in a field. The focus of the article, however, is on modern electronic information and communication systems that try to provide high-quality information by automatic document retrieval or by using metadata, a new tool to guide search engines. We report, in particular, on efforts of this type made jointly by a number of German scientific societies. A full version of this paper including all hypertext references, links to online papers and references to the literature can be found under the URL: {\tt http://elib.zib.de/math.org.softinf.pub} .

Description: This report presents a fast data assimilation method to produce an interpolating time and space temperature distribution for steel members subject to fire testing. The method assimilates collected temperature data into the numerical integration of the heat equation. This physically based method also allows the computation of lateral and axial heat flux into and inside the member.

Description: In this paper we consider the following online transportation problem (\textsc{Oltp}): Objects are to be transported between the vertices of a given graph. Transportation requests arrive online, specifying the objects to be transported and the corresponding source and target vertex. These requests are to be handled by a server which commences its work at a designated origin vertex and which picks up and drops objects at their starts and destinations. After the end of its service the server returns to its start. The goal of \textsc{Oltp} is to come up with a transportation schedule for the server which finishes as early as possible. We first show a lower bound of~$5/3$ for the competitive ratio of any deterministic algorithm. We then analyze two simple and natural strategies which we call \textsf{REPLAN} and \textsf{IGNORE}. \textsf{REPLAN} completely discards its schedule and recomputes a new one when a new request arrives. \textsf{IGNORE} always runs a (locally optimal) schedule for a set of known requests and ignores all new requests until this schedule is completed. We show that both strategies, \textsf{REPLAN} and \textsf{IGNORE}, are $5/2$-competitive. We also present a somewhat less natural strategy \textsf{SLEEP}, which in contrast to the other two strategies may leave the server idle from time to time although unserved requests are known. We also establish a competitive ratio of~$5/2$ for the algorithm \textsf{SLEEP}. Our results are extended to the case of ``open schedules'' where the server is not required to return to its start position at the end of its service.

Description: Statistical methods for analyzing large data sets of molecular configurations within the chemical concept of molecular conformations are described. The strategies are based on dependencies between configurations of a molecular ensemble; the article concentrates on dependencies induces by a) correlations between the molecular degrees of freedom, b) geometrical similarities of configurations, and c) dynamical relations between subsets of configurations. The statistical technique realizing aspect a) is based on an approach suggested by {\sc Amadei et al.} (Proteins, 17 (1993)). It allows to identify essential degrees of freedom of a molecular system and is extended in order to determine single configurations as representatives for the crucial features related to these essential degrees of freedom. Aspects b) and c) are based on statistical cluster methods. They lead to a decomposition of the available simulation data into {\em conformational ensembles} or {\em subsets} with the property that all configurations in one of these subsets share a common chemical property. In contrast to the restriction to single representative conformations, conformational ensembles include information about, e.g., structural flexibility or dynamical connectivity. The conceptual similarities and differences of the three approaches are discussed in detail and are illustrated by application to simulation data originating from a hybrid Monte Carlo sampling of a triribonucleotide.

Description: Segmentation tools in medical imaging are either based on editing geometric curves or on the assignment of region labels to image voxels. While the first approach is well suited to describe smooth contours at subvoxel accuracy, the second approach is conceptually more simple and guarantees a unique classification of image areas. However, contours extracted from labeled images typically exhibit strong staircase artifacts and are not well suited to represent smooth tissue boundaries. In this paper we describe how this drawback can be circumvented by supplementing region labels with additional weights. We integrated our approach into an interactive segmentation system providing a well-defined set of manual and semi-automatic editing tools. All tools update both region labels as well as the corresponding weights simultaneously, thus allowing one to define segmentation results at high resolution. We applied our techniques to generate 3D polygonal models of anatomical structures.

Description: The Monte Carlo simulation of the dynamics of complex molecules produces trajectories with a large number of different configurations to sample configuration space. It is expected that these configurations can be classified into a small number of conformations representing essential changes in the shape of the molecule. We present a method to visualize these conformations by point sets in the plane based on a geometrical distance measure between individual configurations. It turns out that different conformations appear as well-separated point sets. The method is further improved by performing a cluster analysis of the data set. The point-cluster representation is used to control a three-dimensional molecule viewer application to show individual configurations and conformational changes. The extraction of essential coordinates and visualization of molecular shape is discussed.

Description: iTe is an easy to use, interactive authoring tool for LaTeX and TeX documents. With iTe, it is possible to select arbitrary display fragments such as figures, equations, labels, captions, etc. These fragments can then be freely moved, rotated and scaled.

Description: The world has experienced two hundred years of unprecedented advances in vehicle technology, transport system development, and traffic network extension. Technical progress continues but seems to have reached some limits. Congestion, pollution, and increasing costs have created, in some parts of the world, a climate of hostility against transportation technology. Mobility, however, is still increasing. What can be done? There is no panacea. Interdisciplinary cooperation is necessary, and we are going to argue in this paper that {\em Mathematics\/} can contribute significantly to the solution of some of the problems. We propose to employ methods developed in the {\em Theory of Optimization\/} to make better use of resources and existing technology. One way of optimization is better planning. We will point out that {\em Discrete Mathematics\/} provides a suitable framework for planning decisions within transportation systems. The mathematical approach leads to a better understanding of problems. Precise and quantitative models, and advanced mathematical tools allow for provable and reproducible conclusions. Modern computing equipment is suited to put such methods into practice. At present, mathematical methods contribute, in particular, to the solution of various problems of {\em operational planning}. We report about encouraging {\em results\/} achieved so far.

Description: \noindent An immediate generalization of the classical McKay correspondence for Gorenstein quotient spaces $\Bbb{C}^{r}/G$ in dimensions $r\geq 4$ would primarily demand the existence of projective, crepant, full desingularizations. Since this is not always possible, it is natural to ask about special classes of such quotient spaces which would satisfy the above property. In this paper we give explicit necessary and sufficient conditions under which 2-parameter series of Gorenstein cyclic quotient singularities have torus-equivariant resolutions of this specific sort in all dimensions.

Description: Fully adaptive solutions of imcompressible flow problems employing the discretization sequence first in time then in space are presented. The time discretization is done by linearly implicit one--step methods possibly of high order with automatic step size control. A posteriori error estimates for the stabilized finite element discretization in space are obtained by solving local Dirichlet problems with higher accuracy. Once those estimates have been computed, we are able to control time and space grids with respect to required tolerances and necessary computational work. The devised method is applied to two benchmark problems in 2D.

Description: This paper deals with a family of conjunctive inequalities. Such inequalities are needed to describe the polyhedron associated with all the integer points that satisfy several knapsack constraints simultaneously. Here we demonstrate the strength and potential of conjunctive inequalities in connection with lifting from a computational point of view.

Description: Multistage stochastic programs can be seen as discrete optimal control problems with a characteristic dynamic structure induced by the scenario tree. To exploit that structure, we propose a highly efficient dynamic programming recursion for the computationally intensive task of KKT systems solution within an interior point method. Test runs on a multistage portfolio selection problem demonstrate the performance of the algorithm.

Description: The transient heating in an unsymmetrical coated hot--strip sensor was simulated with a self--adaptive finite element method. The first tests of this model show that it can determine with a small error the thermal conductivity of liquids, from the transient temperature rise in the hot--strip, deposited in a substrate and coated by an alumina spray.

Description: For $n\geq 6$ we provide a counterexample to the conjecture that every integral vector of a $n$-dimensional integral polyhedral pointed cone $C$ can be written as a nonnegative integral combination of at most $n$ elements of the Hilbert basis of $C$. In fact, we show that in general at least $\lfloor 7/6 \cdot n \rfloor$ elements of the Hilbert basis are needed.

Description: Two polynomial expansions of the time-evolution superoperator to directly integrate Markovian Liouville-von Neumann (LvN) equations for quantum open systems, namely the Newton interpolation and the Faber approximation, are presented and critically compared. Details on the numerical implementation including error control, and on the performance of either method are given. In a first physical application, a damped harmonic oscillator is considered. Then, the Faber approximation is applied to compute a condensed phase absorption spectrum, for which a semi--analytical expression is derived. Finally, even more general applications are discussed. In all applications considered here it is found that both the Newton and Faber integrators are fast, general, stable, and accurate.

Description: Mixed quantum--classical models have attracted considerable interest due to the expectation that they correctly describe non--adiabatic processes of full quantum dynamics. One of these models, the so--called QCMD model, represents most degrees of freedom of the molecular system by the means of classical mechanics but an important, small portion of the system is modeled by a wavefunction: the wavefunction is nonlinearly coupled to the classical motion via a singularly perturbed Schrödinger equation. In extension to the analysis given by F.A.~Bornemann [{\em Homogenization in Time of Singularly Perturbed Mechanical Systems}, Lecture Notes in Mathematics, no.~1687, 1998, Springer, Berlin], the article presents an asymptotic expansion up to second order in the perturbation parameter. This result allows for the construction of new models and numerical integration schemes.

Description: In molecular dynamics applications there is a growing interest in mixed quantum-classical models. The article is concerned with the so-called QCMD model. This model describes most atoms of the molecular system by the means of classical mechanics but an important, small portion of the system by the means of a wavefunction. We review the conditions under which the QCMD model is known to approximate the full quantum dynamical evolution of the system. In most quantum-classical simulations the {\em Born-Oppenheimer model} (BO) is used. In this model, the wavefunction is adiabatically coupled to the classical motion which leads to serious approximation deficiencies with respect to non-adiabatic effects in the fully quantum dynamical description of the system. In contrast to the BO model, the QCMD model does include non-adiabatic processes, e.g., transitions between the energy levels of the quantum system. It is demonstrated that, in mildly non-adiabatic scenarios, so-called {\em surface hopping} extensions of QCMD simulations yield good approximations of the non-adiabatic effects in full quantum dynamics. The algorithmic strategy of such extensions of QCMD is explained and the crucial steps of its realization are discussed with special emphasis on the numerical problems caused by highly oscillatory phase effects.

Description: In this thesis we develop new methods for visualizing vector fields which specifically address three design goals: accuracy, performance, and cognition. Our methods will be general-purpose and can be applied to arbitrary vector fields in two- and three-dimensional space. The methodology behind our approach is {\em texture-based visualization}. Texture-based visualization methods imitate techniques known from experimental flow visualization, namely, the observation of randomly dispersed particles or dye injection patterns. Instead of depicting individual lines or symbols, a contiguous high-resolution image or texture is generated. This texture clearly reveals the directional structure of the field. In this way intuitive insight can be obtained and even small details of the field become visible. However, it remains unclear what kind of textures are best suited for our purpose. How do we generate them? Can we apply these methods in three-dimensional space? In particular, we focus on a technique known as {\em line integral convolution} or LIC. This method turns out to be quite versatile and well-suited for visualizing many interesting vector fields. LIC images display the integral curves or field lines of a vector field at high spatial resolution. Although conceptually quite simple, line integral convolution implies a number of interesting mathematical and algorithmic questions.

Description: Diese Dissertation befaßt sich mit ganzzahligen Programmen mit 0/1 Systemen: SetPacking-, Partitioning- und Covering-Probleme. Die drei Teile der Dissertation behandeln polyedrische, algorithmische und angewandte Aspekte derartiger Modelle.

Description: Starting from the $ D_{ \omega}$-Riccati Difference equation satisfied by the Stieltjes function of a linear functional, we work out an algorithm which enables us to write the unique fourth-order difference equation satisfied by the associated of any integer order of orthogonal polynomials of the $ \Delta$-Laguerre-Hahn class. Moreover, in classical situations (Meixner, Charlier, Kravtchouk and Hahn), we give explicitely these difference equations; and from Hahn difference equation, we recover by limit process the difference equations satisfied by the associated of classical discrete orthogonal polynomials and differential equations satisfied by the associated of classical continuous orthogonal polynomials.

Description: The suitability of Genetic Algorithms (GAs) to solve a combinatorial problem with only one solution is investigated. The dependence of the performance is studied for GA-hard and GA-soft fitness functions, both with a range of different parameter values and different encodings.

Description: We describe an optimization process specially designed for regional hyperthermia of deep seated tumors in order to achieve desired steady--state temperature distributions. A nonlinear three--dimensional heat transfer model based on temperature--dependent blood perfusion is applied to predict the temperature. Using linearly implicit methods in time and adaptive multilevel finite elements in space, we are able to integrate efficiently the instationary nonlinear heat equation with high accuracy. Optimal heating is obtained by minimizing an integral object function which measures the distance between desired and model predicted temperatures. A sequence of minima is calculated from successively improved constant--rate perfusion models employing a damped Newton method in an inner iteration. We compare temperature distributions for two individual patients calculated on coarse and fine spatial grids and present numerical results of optimizations for a Sigma 60 Applicator of the BSD 2000 Hyperthermia System.

Description: We derive the fourth order difference equation satisfied by the associated of order $\;r\;$ of the classical orthogonal polynomials of a discrete variable.\\The coefficients of this equation are given in terms of the polynomials $\; \sigma\;$ and $\;\tau\;$ which appear in the discrete Pearson equation $\;\;\Delta(\sigma\;\rho)=\tau\;\rho\;\;$ defining the weight $\;\rho(x)\;$ of the classical discrete orthogonal polynomials.

Description: In this paper we present a short description of $q$-analogues of Gosper's, Zeilberger's, Petkov\v{s}ek's and related algorithms. Furthermore we introduce our corresponding MAPLE implementations and show how they can be applied to prove or even derive identities associated with $q$-series.

Description: The topic of the present paper bas been motivated by a recent computational approach to identify chemical conformations and conformational changes within molecular systems. After proper discretization, the conformations show up as almost invariant aggregates in reversible nearly uncoupled Markov chains. Most of the former work on this subject treated the direct problem: given the aggregates, analyze the loose coupling in connection with the computation of the stationary distribution (aggregation/disaggregation techniques). In contrast to that the present paper focuses on the inverse problem: given the system as a whole, identify the almost invariant aggregates together with the associated transition probabilites. A rather simple and robust algorithm is suggested and illustrated by its application to the n-pentane molecule.

Description: Recently, a novel concept for the computation of essential features of Hamiltonian systems (such as those arising in molecular dynamics) has been proposed. The realization of that concept was based on subdivision techniques applied to the Frobenius--Perron operator for the dynamical system. The present paper suggests an alternative but related concept based on statistical mechanics, which allows to attack realistic molecular systems. In a first step, the frequency of conformational changes is characterized in statistical terms leading to the definition of some Markov operator $T$ that describes the corresponding transition probabilities within the canonical ensemble. In a second step, a discretization of $T$ via hybrid Monte Carlo techniques (based on short term subtrajectories only) is shown to lead to a stochastic matrix $P$. With these theoretical preparations, an identification algorithm for conformations is applicable (to be presented elsewhere). Numerical results for the n-pentane molecule are given and interpreted.

Description: This paper gives a short introduction into combinatorial online optimization. It explains a few evaluation concepts of online algorithms, such as competitiveness, and discusses limitations in their application to real--world problems. The main focus, however, is a survey of combinatorial online problems coming up in practice, in particular, in large scale material flow and flexible manufacturing systems.

Description: Mobile telecommunication systems establish a large number of communication links with a limited number of available frequencies; reuse of the same or adjacent frequencies on neighboring links causes interference. The task to find an assignment of frequencies to channels with minimal interference is the frequency assignment problem. The frequency assignment problem is usually treated as a graph coloring problem where the number of colors is minimized, but this approach does not model interference minimization correctly. We give in this paper a new integer programming formulation of the frequency assignment problem, the orientation model, and develop a heuristic two-stage method to solve it. The algorithm iteratively solves an outer and an inner optimization problem. The outer problem decides for each pair of communication links which link gets the higher frequency and leads to an acyclic subdigraph problem with additional longest path restrictions. The inner problem to find an optimal assignment respecting an orientation leads to a min-cost flow problem.

Description: Representing scientific data sets efficiently on external storage usually involves converting them to a byte string representation using specialized reader/writer routines. The resulting storage files are frequently difficult to interpret without these specialized routines as they do not contain information about the logical structure of the data. Avoiding such problems usually involves heavy-weight data format libraries or data base systems. We present a simple C++ library that allows to create and access data files that store structured data. The structure of the data is described by a data type that can be built from elementary data types (integer and floating-point numbers, byte strings) and composite data types (arrays, structures, unions). An abstract data access class presents the data to the application. Different actual data file structures can be implemented under this layer. This method is particularly suited to applications that require complex data structures, e.g. molecular dynamics simulations. Extensions such as late type binding and object persistence are discussed.

Description: The paper supplies an alternative derivation of the exact boundary conditions needed for the solution of time-harmonic acoustic scattering problems modeled by the Helmholtz equation. The main idea is to consider the exterior domain problem as an initial value problem with initial data given on the boundary of a disc or sphere. The solution of the exterior domain problem is obtained via Laplace transformation techniques, where the asymptotic Sommerfeld radiation condition is reformulated accordingly.

Description: \def\Bbb{\mathbb} For Gorenstein quotient spaces $\Bbb{C}^d/G$, a direct generalization of the classical McKay correspondence in dimensions $d\geq 4$ would primarily demand the existence of projective, crepant desingularizations. Since this turned out to be not always possible, Reid asked about special classes of such quotient spaces which would satisfy the above property. We prove that the underlying spaces of all Gorenstein abelian quotient singularities, which are embeddable as complete intersections of hypersurfaces in an affine space, have torus-equivariant projective crepant resolutions in all dimensions. We use techniques from toric and discrete geometry.

Description: We investigate the potential and limits of interior point based cutting plane algorithms for semidefinite relaxations on basis of implementations for max-cut and quadratic 0-1 knapsack problems. Since the latter has not been described before we present the algorithm in detail and include numerical results.

Description: \def\KukaRob {{\sf KUKA IR\,761}} {\small Industrial robots have greatly enhanced the performance of automated manufacturing processes during the last decades. International competition, however, creates an increasing demand to further improve both the accuracy of off-line programming and the resulting cycle times on production lines. To meet these objectives, validated dynamic robot models are required. We describe in detail the development of a generic dynamic model, specialize it to an actual industrial robot \KukaRob, and discuss the problem of dynamic calibration. Efficient and robust trajectory optimization algorithms are then presented which, when integrated into a CAD system, are suitable for routine application in an industrial environment. Our computational results for the \KukaRob\ robot performing a real life transport maneuver show that considerable gains in productivity can be achieved by minimizing the cycle time.}

Description: Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original expected recourse function is established.

Description: We present a new technique for generating surface meshes from a uniform set of discrete samples. Our method extends the well-known marching cubes algorithm used for computing polygonal isosurfaces. While in marching cubes each vertex of a cubic grid cell is binary classified as lying above or below an isosurface, in our approach an arbitrary number of vertex classes can be specified. Consequently the resulting surfaces consist of patches separating volumes of two different classes each. Similar to the marching cubes algorithm all grid cells are traversed and classified according to the number of different vertex classes involved and their arrangement. The solution for each configuration is computed based on a model that assigns probabilities to the vertices and interpolates them. We introduce an automatic method to find a triangulation which approximates the boundary surfaces - implicitly given by our model - in a topological correct way. Look-up tables guarantee a high performance of the algorithm. In medical applications our method can be used to extract surfaces from a 3D segmentation of tomographic images into multiple tissue types. The resulting surfaces are well suited for subsequent volumetric mesh generation, which is needed for simulation as well as visualization tasks. The proposed algorithm provides a robust and unique solution, avoiding ambiguities occuring in other methods. The method is of great significance in modeling and animation too, where it can be used for polygonalization of non-manifold implicit surfaces.

Description: {\small Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computes recurrence and differential equations for hyperexponential integrals. Further versions of this algorithm allow the computation of recurrence and differential equations from Rodrigues type formulas and from generating functions. In particular, these algorithms can be used to compute the differential/difference and recurrence equations for the classical continuous and discrete orthogonal polynomials from their hypergeometric representations, and from their Rodrigues representations and generating functions. In recent work, we used an explicit formula for the recurrence equation of families of classical continuous and discrete orthogonal polynomials, in terms of the coefficients of their differential/difference equations, to give an algorithm to identify the polynomial system from a given recurrence equation. In this article we extend these results be presenting a collection of algorithms with which any of the conversions between the differential/difference equation, the hypergeometric representation, and the recurrence equation is possible. The main technique is again to use explicit formulas for structural identities of the given polynomial systems.}

Description: \noindent In molecular dynamics applications there is a growing interest in so-called {\em mixed quantum-classical} models. These models describe most atoms of the molecular system by the means of classical mechanics but an important, small portion of the system by the means of quantum mechanics. A particularly extensively used model, the QCMD model, consists of a {\em singularly perturbed}\/ Schrödinger equation nonlinearly coupled to a classical Newtonian equation of motion. This paper studies the singular limit of the QCMD model for finite dimensional Hilbert spaces. The main result states that this limit is given by the time-dependent Born-Oppenheimer model of quantum theory---provided the Hamiltonian under consideration has a smooth spectral decomposition. This result is strongly related to the {\em quantum adiabatic theorem}. The proof uses the method of {\em weak convergence} by directly discussing the density matrix instead of the wave functions. This technique avoids the discussion of highly oscillatory phases. On the other hand, the limit of the QCMD model is of a different nature if the spectral decomposition of the Hamiltonian happens not to be smooth. We will present a generic example for which the limit set is not a unique trajectory of a limit dynamical system but rather a {\em funnel} consisting of infinitely many trajectories.

Description: This paper introduces a scheme of deriving strong cutting planes for a general integer programming problem. The scheme is related to Chvatal-Gomory cutting planes and important special cases such as odd hole and clique inequalities for the stable set polyhedron or families of inequalities for the knapsack polyhedron. We analyze how relations between covering and incomparability numbers associated with the matrix can be used to bound coefficients in these inequalities. For the intersection of several knapsack polyhedra, incomparabilities between the column vectors of the associated matrix will be shown to transfer into inequalities of the associated polyhedron. Our scheme has been incorporated into the mixed integer programming code SIP. About experimental results will be reported.

Description: Increasing demands on industrial robot operation call for optimal motion planning based on dynamic models. The resulting mathematical problems can be handled efficiently by sparse direct boundary value problem methods. Within this framework we propose a new solution technique that is closely related to the conventional kinematic approach: it eliminates the need for numerical integration of differential equations. First optimization results on a real life transport maneuver demonstrate that the technique may save over 50\,\%\ computation time.