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We survey old and new results about optimal algorithms for summation of finite sequences and for integration of functions from Hölder or Sobolev spaces. First we discuss optimal deterministic and randornized algorithms. Then we add a new aspect, which has not been covered before on conferences
about (quasi-) Monte Carlo methods: quantum computation. We give a short introduction into this setting and present recent results of the authors on optimal quantum algorithms for summation and integration. We discuss comparisons between the three settings. The most interesting case for Monte
Carlo and quantum integration is that of moderate smoothness \(k\) and large dimension \(d\) which, in fact, occurs in a number of important applied problems. In that case the deterministic exponent is negligible, so the \(n^{-1/2}\) Monte Carlo and the \(n^{-1}\) quantum speedup essentially constitute the entire convergence rate.
Free Surface Lattice-Boltzmann Method To Model The Filling Of Expanding Cavities By Bingham Fluids
(2001)
The filling process of viscoplastic metal alloys and plastics in expanding cavities is modelled using the lattice Boltzmann method in two and three dimensions. These models combine the regularized Bingham model for viscoplastic with a free-interface algorithm. The latter is based on a modified immiscible lattice Boltzmann model in which one species is the fluid and the other one is considered as vacuum. The boundary conditions at the curved liquid-vacuum interface are met without any geometrical front reconstruction from a first-order Chapman-Enskog expansion. The numerical results obtained with these models are found in good agreement with available theoretical and numerical analysis.
»Denn nichts ist für den Menschen als Menschen etwas wert, was er nicht mit Leidenschaft tun kann«
(2001)
Vortrag anlässlich der Verleihung des Akademiepreises des Landes Rheinland-Pfalz am 21.11.2001 Was macht einen guten Hochschullehrer aus? Auf diese Frage gibt es sicher viele verschiedene, fachbezogene Antworten, aber auch ein paar allgemeine Gesichtspunkte: es bedarf der »Leidenschaft« für die Forschung (Max Weber), aus der dann auch die Begeisterung für die Lehre erwächst. Forschung und Lehre gehören zusammen, um die Wissenschaft als lebendiges Tun vermitteln zu können. Der Vortrag gibt Beispiele dafür, wie in angewandter Mathematik Forschungsaufgaben aus praktischen Alltagsproblemstellungen erwachsen, die in die Lehre auf verschiedenen Stufen (Gymnasium bis Graduiertenkolleg) einfließen; er leitet damit auch zu einem aktuellen Forschungsgebiet, der Mehrskalenanalyse mit ihren vielfältigen Anwendungen in Bildverarbeitung, Materialentwicklung und Strömungsmechanik über, was aber nur kurz gestreift wird. Mathematik erscheint hier als eine moderne Schlüsseltechnologie, die aber auch enge Beziehungen zu den Geistes- und Sozialwissenschaften hat.
A Lagrangian particle scheme is applied to the projection method for the incompressible Navier-Stokes equations. The approximation of spatial derivatives is obtained by the weighted least squares method. The pressure Poisson equation is solved by a local iterative procedure with the help of the least squares method. Numerical tests are performed for two dimensional cases. The Couette flow, Poiseuelle flow, decaying shear flow and the driven cavity flow are presented. The numerical solutions are obtained for stationary as well as instationary cases and are compared with the analytical solutions for channel flows. Finally, the driven cavity in a unit square is considered and the stationary solution obtained from this scheme is compared with that from the finite element method.
In the Finite-Volume-Particle Method (FVPM), the weak formulation of a hyperbolic conservation law is discretized by restricting it to a discrete set of test functions. In contrast to the usual Finite-Volume approach, the test functions are not taken as characteristic functions of the control volumes in a spatial grid, but are chosen from a partition of unity with smooth and overlapping partition functions (the particles), which can even move along prescribed velocity fields. The information exchange between particles is based on standard numerical flux functions. Geometrical information, similar to the surface area of the cell faces in the Finite-Volume Method and the corresponding normal directions are given as integral quantities of the partition functions. After a brief derivation of the Finite-Volume-Particle Method, this work focuses on the role of the geometric coefficients in the scheme.
The objective of this paper is to bridge the gap between location theory and practice. To meet this objective focus is given to the development of software capable of addressing the different needs of a wide group of users. There is a very active community on location theory encompassing many research fields such as operations research, computer science, mathematics, engineering, geography, economics and marketing. As a result, people working on facility location problems have a very diverse background and also different needs regarding the software to solve these problems. For those interested in non-commercial applications (e. g. students and researchers), the library of location algorithms (LoLA can be of considerable assistance. LoLA contains a collection of efficient algorithms for solving planar, network and discrete facility location problems. In this paper, a detailed description of the functionality of LoLA is presented. In the fields of geography and marketing, for instance, solving facility location problems requires using large amounts of demographic data. Hence, members of these groups (e. g. urban planners and sales managers) often work with geographical information too s. To address the specific needs of these users, LoLA was inked to a geographical information system (GIS) and the details of the combined functionality are described in the paper. Finally, there is a wide group of practitioners who need to solve large problems and require special purpose software with a good data interface. Many of such users can be found, for example, in the area of supply chain management (SCM). Logistics activities involved in strategic SCM include, among others, facility location planning. In this paper, the development of a commercial location software tool is also described. The too is embedded in the Advanced Planner and Optimizer SCM software developed by SAP AG, Walldorf, Germany. The paper ends with some conclusions and an outlook to future activities.
This paper details models and algorithms which can be applied to evacuation problems. While it concentrates on building evacuation many of the results are applicable also to regional evacuation. All models consider the time as main parameter, where the travel time between components of the building is part of the input and the overall evacuation time is the output. The paper distinguishes between macroscopic and microscopic evacuation models both of which are able to capture the evacuees' movement over time. Macroscopic models are mainly used to produce good lower bounds for the evacuation time and do not consider any individual behavior during the emergency situation. These bounds can be used to analyze existing buildings or help in the design phase of planning a building. Macroscopic approaches which are based on dynamic network flow models (minimum cost dynamic flow, maximum dynamic flow, universal maximum flow, quickest path and quickest flow) are described. A special feature of the presented approach is the fact, that travel times of evacuees are not restricted to be constant, but may be density dependent. Using multicriteria optimization priority regions and blockage due to fire or smoke may be considered. It is shown how the modelling can be done using time parameter either as discrete or continuous parameter. Microscopic models are able to model the individual evacuee's characteristics and the interaction among evacuees which influence their movement. Due to the corresponding huge amount of data one uses simulation approaches. Some probabilistic laws for individual evacuee's movement are presented. Moreover ideas to model the evacuee's movement using cellular automata (CA) and resulting software are presented. In this paper we will focus on macroscopic models and only summarize some of the results of the microscopic approach. While most of the results are applicable to general evacuation situations, we concentrate on building evacuation.
To simulate the influence of process parameters to the melt spinning process a fiber model is used and coupled with CFD calculations of the quench air flow. In the fiber model energy, momentum and mass balance are solved for the polymer mass flow. To calculate the quench air the Lattice Boltzmann method is used. Simulations and experiments for different process parameters and hole configurations are compared and show a good agreement. Keywords: Melt spinning, fiber model, Lattice Boltzmann, CFD.
To simulate the influence of process parameters to the melt spinning process a fiber model is used and coupled with CFD calculations of the quench air flow. In the fiber model energy, momentum and mass balance are solved for the polymer mass flow. To calculate the quench air the Lattice Boltzmann method is used. Simulations and experiments for different process parameters and hole configurations are compared and show a good agreement.
In this paper mathematical models for liquid films generated by impinging jets are discussed. Attention is stressed to the interaction of the liquid film with some obstacle. S. G. Taylor [Proc. R. Soc. London Ser. A 253, 313 (1959)] found that the liquid film generated by impinging jets is very sensitive to properties of the wire which was used as an obstacle. The aim of this presentation is to propose a modification of the Taylor's model, which allows to simulate the film shape in cases, when the angle between jets is different from 180°. Numerical results obtained by discussed models give two different shapes of the liquid film similar as in Taylors experiments. These two shapes depend on the regime: either droplets are produced close to the obstacle or not. The difference between two regimes becomes larger if the angle between jets decreases. Existence of such two regimes can be very essential for some applications of impinging jets, if the generated liquid film can have a contact with obstacles.
In this work we propose a set of term-rewriting techniques for modelling object-oriented computation. Based on symbolic variants of explicit substitutions calculi, we show how to deal with imperative statements like assignment and sequence in specifications in a pure declarative style. Under our model, computation with classes and objects becomes simply normal form calculation, exactly as it is the case in term-rewriting based languages (for instance the functional languages). We believe this kind of unification between functions and
objects is important because it provides plausible alternatives for using the term-rewriting theory as an engine for supporting the formal and mechanical reasoning about object-oriented specifications.
Mobile Agenten im Internet
(2001)
Mobile Agenten haben sich in den letzten Jahren zunehmend in der Architektur und Programmierung verteilter Systeme bewährt. Es sind Programme, die einen Internen Zustand mit sich führen, während sie verschiedene, möglicherweise auf unterschiedlichen Plattformen basierende, Systeme besuchen. Auf dem jeweiligen System nehmen sie Dienste in Anspruch, indem sie entweder lokale Bibliotheken ansprechen, oder auf durch das System bereitgestellte Dienste zugreifen. Dabei müssen mobile Agenten sowohl alle vom Programm benötigten Daten, wie auch den gesamten Code mit sich führen. Zwar sind die Daten ein wichtiger (wenn nicht sogar der entscheidende) Teil eines Agenten, trotzdem wird in der Regel nicht als wertvoller, eigenständiger Part angesehen. Dies ist jedoch nicht immer ratsam, könnten doch Agenten am aktuellen Aufenthaltsort einen „Container" zurückzulassen um ihm anderen Agenten zur Verfügung zu stellen (natürlich erst nach erfolgter Zugriffskontrolle), bzw. die Daten erst dann auf ein Migrationsziel übertragen, wenn sich durch lokale Aufrufe des Systems herausgestellt hat, dass sie dort benötigt werden. Diese Arbeit ist zweigeteilt, insofern, als dass sie sich mit den zwei verschiedenen „Ebenen" der mobilen Agenten beschäftigt. Im ersten Teil werden die für die Migration und Nutzung der Resourcen notwendigen Aspekte besprochen. Dabei wird der Schwerpunkt auf die notwendige Unterstützung durch die Umgebung gelegt, wobei nicht eine neue integrierte Umgebung entworfen, sondern vielmehr die notwendigen Blöcke aufgezeigt werden sollen. Diese können dann als Teil eines Environments oder aber als eigentständige Komponente bereitsgestellt werden. Der zweite Teil beschäftigt sich mit den durch die Interaktion verschiedener Agenten entstehenden Probleme. Stichworte hierbei sind die Kostenkontrolle (wer bezahlt auf welche Art für in Anspruch genommene Dienste), Workflow Unterstützung, sowie Sicherheit in einem offenen, verteilten System, in dem es keine zentrale Überprüfung von Rechten und Identitäten geben kann. Abgeschlossen wird diese Ausarbeitung mit einer Bewertung der auf den beiden Ebenen gefundenen Problemen und Eigenheiten, wobei dann die Frage aufgeworfen wird, ob Agenten in der heutigen Form überhaupt sinnvoll sind.
The Analytic Blossom
(2001)
Blossoming is a powerful tool for studying and computing with Bézier and B-spline curves and surfaces - that is, for the investigation and analysis of polynomials and piecewise polynomials in geometric modeling. In this paper, we define a notion of the blossom for Poisson curves. Poisson curves are to analytic functions what Bézier curves are to polynomials - a representation adapted to geometric design. As in the polynomial setting, the blossom provides a simple, powerful, elegant and computationally meaningful way to analyze Poisson curves. Here, we
define the analytic blossom and interpret all the known algorithms for Poisson curves - subdivision, trimming, evaluation of the function and its derivatives, and conversion between the Taylor and the Poisson basis - in terms of this analytic blossom.
We introduce two novel techniques for speeding up the generation of digital \((t,s)\)-sequences. Based on these results a new algorithm for the construction of Owen's randomly permuted \((t,s)\)-sequences is developed and analyzed. An implementation of the new techniques is available at http://www.cs.caltech.edu/~ilja/libseq/index.html
Interleaved Sampling
(2001)
The sampling of functions is one of the most fundamental tasks in computer graphics, and occurs in a variety of different forms. The known sampling methods can roughly be grouped in two categories. Sampling on regular grids is simple and efficient, and the algorithms are often easy to built into graphics hardware. On the down side, regular sampling is prone to aliasing artifacts that are expensive to overcome. Monte Carlo methods, on the other hand,
mask the aliasing artifacts by noise. However due to the lack of coherence, these methods are more expensive and not weil suited for hardware implementations. In this paper, we introduce a novel sampling scheme where samples from several regular grids are a combined into a single irregular sampling pattern. The relative positions of the regular grids are themselves determined by Monte Carlo methods. This generalization obtained by interleaving yields,significantly improved quality compared to traditional approaches while at the same time preserving much of the advantageous coherency of regular sampling. We demonstrate the quality of the new sampling scheme with a number of applications ranging from supersampling over motion blur simulation to volume rendering. Due to the coherence in the interleaved samples, the method is optimally suited for implementations in graphics hardware.
The simulation of random fields has many applications in computer graphics such as e.g. ocean wave or turbulent wind field modeling. We present a new and strikingly simple synthesis algorithm for random fields on rank-1 lattices that requires only one Fourier transform independent of the dimension of the support of the random field. The underlying mathematical principle of discrete Fourier transforms on rank-1 lattices breaks the curse of dimension of the standard tensor product Fourier transform, i.e. the number of function values does not exponentially depend on the dimension, but can be chosen linearly.
As opposed to Monte Carlo integration the quasi-Monte Carlo method does not allow for an (consistent) error estimate from the samples used for the integral approximation. In addition the deterministic error bound of quasi-Monte Carlo integration is not accessible in the setting of computer graphics, since usually the integrands are of unbounded variation. The structure of the high dimensional functionals to be computed for photorealistic image synthesis implies the application of the randomized quasi-Monte Carlo method. Thus we can exploit low discrepancy sampling and at the same time we can estimate the variance. The resulting technique is much more efficient than previous bidirectional path tracing algorithms.