Publikationen am Institut für Mathematik

Anzahl der Treffer: 2083
Erstellt: Wed, 08 May 2024 23:09:26 +0200 in 0.0561 sec


Eingartner, Anna; Naumann, Steffi; Schmitz, Philipp; Worthmann, Karl
Adjustable robust energy operation planning under uncertain renewable energy production. - In: Energies, ISSN 1996-1073, Bd. 17 (2024), 8, 1917, S. 1-14

In this paper, the application of the method of affinely adjustable robust optimization to a planning model of an energy system under uncertain parameters is presented, and the total scheduling costs in comparison with the deterministic model are evaluated. First, the basics of optimization under uncertain data are recapped, and it is described how these methods can be used in different applications for energy systems. This is followed by the methodology of adjustable robust optimization by defining the affinely adjustable robust counterpart. Finally, a numerical case study is conducted to compare the adjustable robust method with a rolling deterministic scheduling method. Both are implemented on a model of an energy system and compared with each other by simulation using real-world data. By calculating the total operating costs for both methods, it can be concluded that the adjustable robust optimization provides a significantly more cost-effective solution to the scheduling problem.



https://doi.org/10.3390/en17081917
Harrison, T. G.; Böhme, Thomas; Kubek, Mario; Unger, Herwig
GraphLearner: an approach to sequence recognition and generation. - In: IEEE Xplore digital library, ISSN 2473-2001, (2024), S. 445-451

This paper presents GraphLearner a neuromorphic sequence generator with similarities to Markov Chain Models. GraphLearner is proposed as an alternative to ‘black box’ deep neural network models which lack explainability and adaptability. Bloom Filters are used to simplify otherwise computationally expensive Markov chain probability calculations. It is demonstrated with Natural Language Processing tasks, generating sentences of remarkable quality.



https://doi.org/10.1109/BigComp60711.2024.00098
Christensen, Ole; Hasannasab, Marzieh; Philipp, Friedrich; Stoeva, Diana
The mystery of Carleson frames. - In: Applied and computational harmonic analysis, ISSN 1096-603X, Bd. 72 (2024), 101659, S. 1-5

In 2016 Aldroubi et al. constructed the first class of frames having the form {Tkφ}k=0∞ for a bounded linear operator on the underlying Hilbert space. In this paper we show that a subclass of these frames has a number of additional remarkable features that have not been identified for any other frames in the literature. Most importantly, the subfamily obtained by selecting each Nth element from the frame is itself a frame, regardless of the choice of N∈N. Furthermore, the frame property is kept upon removal of an arbitrarily finite number of elements.



https://doi.org/10.1016/j.acha.2024.101659
Hoff, Daniel; Mehlitz, Patrick
Notes on the value function approach to multiobjective bilevel optimization. - In: Optimization, ISSN 1029-4945, Bd. 0 (2024), 0, S. 1-37

This paper is concerned with the value function approach to multiobjective bilevel optimization which exploits a lower-level frontier-type mapping in order to replace the hierarchical model of two interdependent multiobjective optimization problems by a single-level multiobjective optimization problem. As a starting point, different value-function-type reformulations are suggested and their relations are discussed. Here, we focus on the situations where the lower-level problem is solved up to efficiency or weak efficiency, and an intermediate solution concept is suggested as well. We study the graph-closedness of the associated efficiency-type and frontier-type mappings. These findings are then used for two purposes. First, we investigate existence results in multiobjective bilevel optimization. Second, for the derivation of necessary optimality conditions via the value function approach, it is inherent to differentiate frontier-type mappings in a generalized way. Here, we are concerned with the computation of upper coderivative estimates for the frontier-type mapping associated with the setting where the lower-level problem is solved up to weak efficiency. We proceed in two ways, relying, on the one hand, on a weak domination property and, on the other hand, on a scalarization approach. Illustrative examples visualize our findings and some flaws in the related literature.



https://doi.org/10.1080/02331934.2024.2323107
Philipp, Friedrich; Schaller, Manuel; Worthmann, Karl; Peitz, Sebastian; Nüske, Feliks
Error bounds for kernel-based approximations of the Koopman operator. - In: Applied and computational harmonic analysis, ISSN 1096-603X, Bd. 71 (2024), 101657, S. 1-25

We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation error if the data are collected from long-term ergodic simulations. We derive both an exact expression for the variance of the kernel cross-covariance operator, measured in the Hilbert-Schmidt norm, and probabilistic bounds for the finite-data estimation error. Moreover, we derive a bound on the prediction error of observables in the RKHS using a finite Mercer series expansion. Further, assuming Koopman-invariance of the RKHS, we provide bounds on the full approximation error. Numerical experiments using the Ornstein-Uhlenbeck process illustrate our results.



https://doi.org/10.1016/j.acha.2024.101657
Hahn-Klimroth, Maximilian Grischa; Parczyk, Olaf; Person, Yury
Minimum degree conditions for containing an r-regular r-connected spanning subgraph. - In: European journal of combinatorics, Bd. 118 (2024), 103940, S. 1-23

We study optimal minimum degree conditions when an n-vertex graph G contains an r-regular r-connected spanning subgraph. We prove for r fixed and n large the condition to be δ (G) ≥ n+r-2 / 2 when nr ≡ 0 (mod 2). This answers a question of M. Kriesell.



https://doi.org/10.1016/j.ejc.2024.103940
Abreu, Zita; Lieb, Julia; Pinto, Raquel; Rosenthal, Joachim
Criteria for the construction of MDS convolutional codes with good column distances. - In: Advances in mathematics of communications, ISSN 1930-5338, Bd. 18 (2024), 2, S. 595-613

Maximum-distance separable (MDS) convolutional codes are characterized by the property that their free distance reaches the generalized Singleton bound. In this paper, new criteria to construct MDS convolutional codes are presented. These codes also possess optimal first (reverse) column distances. The new criteria allow to relate the construction of MDS convolutional codes to those of reverse superregular Toeplitz matrices. Moreover, using the new criteria as well as the help of computer search, examples for MDS convolutional codes over small finite fields are given.



https://doi.org/10.3934/amc.2023060
Faulwasser, Timm; Flaßkamp, Kathrin; Röbenack, Klaus; Worthmann, Karl
Optimale Steuerung und Regelung - Analyse, Algorithmen und Anwendungen :
Optimal control - analysis, algorithms and applications. - In: Automatisierungstechnik, ISSN 2196-677X, Bd. 72 (2024), 2, S. 77-79

Optimal control has been at the center of many pivotal developments in systems and control in the 20th century. This includes the twin breakthroughs of Richard E. Bellman’s Dynamic Programming and Lew S. Pontryagin’s Maximimum Principle as well as the optimality does not imply stability punchline by Rudolf E. Kalman. Likewise the dissipativity notion for open systems conceived by Jan C. Willems is deeply routed and closely linked to optimal control theory. Moreover, model predictive control can be regarded as an industrially impactful attempt to overcome the difficulties of analytic computation of feedback laws for constrained systems by numerical online computation. First formulations of receding-horizon ideas for optimal control can be traced back to the 1960s. With this pretext one might be tempted to conclude that contemporary research on optimal control is limited to applications. This special issue on optimal control with its particular focus on analysis, algorithms as well as applications falsifies any adhoc conclusion of this kind. Indeed, it combines different contributions which cover a wide array of topics – ranging from hydropower plants and bicycle dynamics to port-Hamiltonian formulations for adaptive structures, distributed predictive control, and moving horizon estimation. Hence, even without drawing upon the currently prevailing trends of data-driven and learning-based control – which also admit optimization-based research avenues – optimal control continues to be a supporting pillar of modern systems and control research with manifold prospects for fundamental analysis, performant algorithms, and challenging applications. Following the established structure of the journal the articles of this special issue are clustered into two categories – methods and applications.



https://doi.org/10.1515/auto-2023-0235
Schaller, Manuel; Zeller, Amelie; Böhm, Michael; Sawodny, Oliver; Tarín, Cristina; Worthmann, Karl
Energie-optimale Steuerung adaptiver Gebäude :
Energy-optimal control of adaptive structures. - In: Automatisierungstechnik, ISSN 2196-677X, Bd. 72 (2024), 2, S. 107-119

Adaptive structures are equipped with sensors and actuators to actively counteract external loads such as wind. This can significantly reduce resource consumption and emissions during the life cycle compared to conventional structures. A common approach for active damping is to derive a port-Hamiltonian model and to employ linear-quadratic control. However, the quadratic control penalization lacks physical interpretation and merely serves as a regularization term. Rather, we propose a controller, which achieves the goal of vibration damping while acting energy-optimal. Leveraging the port-Hamiltonian structure, we show that the optimal control is uniquely determined, even on singular arcs. Further, we prove a stable long-time behavior of optimal trajectories by means of a turnpike property. Last, the proposed controller’s efficiency is evaluated in a numerical study.



https://doi.org/10.1515/auto-2023-0090
Espuny Díaz, Alberto; Morris, Patrick; Perarnau, Guillem; Serra, Oriol
Speeding up random walk mixing by starting from a uniform vertex. - In: Electronic journal of probability, ISSN 1083-6489, Bd. 29 (2024), 26, S. 1-25

The theory of rapid mixing random walks plays a fundamental role in the study of modern randomised algorithms. Usually, the mixing time is measured with respect to the worst initial position. It is well known that the presence of bottlenecks in a graph hampers mixing and, in particular, starting inside a small bottleneck significantly slows down the diffusion of the walk in the first steps of the process. The average mixing time is defined to be the mixing time starting at a uniformly random vertex and hence is not sensitive to the slow diffusion caused by these bottlenecks. In this paper we provide a general framework to show logarithmic average mixing time for random walks on graphs with small bottlenecks. The framework is especially effective on certain families of random graphs with heterogeneous properties. We demonstrate its applicability on two random models for which the mixing time was known to be of order (log n)2, speeding up the mixing to order logn. First, in the context of smoothed analysis on connected graphs, we show logarithmic average mixing time for randomly perturbed graphs of bounded degeneracy. A particular instance is the Newman-Watts small-world model. Second, we show logarithmic average mixing time for supercritically percolated expander graphs. When the host graph is complete, this application gives an alternative proof that the average mixing time of the giant component in the supercritical Erd˝os-Rényi graph is logarithmic.



https://doi.org/10.1214/24-EJP1091