{"title":"Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions","authors":"Yoshioka, Hidekazu, Yaegashi, Yuta","doi":"10.1186/s13362-021-00112-9","DOIUrl":"https://doi.org/10.1186/s13362-021-00112-9","url":null,"abstract":"A stochastic impulse control problem with imperfect controllability of interventions is formulated with an emphasis on applications to ecological and environmental management problems. The imperfectness comes from uncertainties with respect to the magnitude of interventions. Our model is based on a dynamic programming formalism to impulsively control a 1-D diffusion process of a geometric Brownian type. The imperfectness leads to a non-local operator different from the many conventional ones, and evokes a slightly different optimal intervention policy. We give viscosity characterizations of the Hamilton–Jacobi–Bellman Quasi-Variational Inequality (HJBQVI) governing the value function focusing on its numerical computation. Uniqueness and verification results of the HJBQVI are presented and a candidate exact solution is constructed. The HJBQVI is solved with the two different numerical methods, an ordinary differential equation (ODE) based method and a finite difference scheme, demonstrating their consistency. Furthermore, the resulting controlled dynamics are extensively analyzed focusing on a bird population management case from a statistical standpoint.","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138542928","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An optimal control problem for single-spot pulsed laser welding","authors":"R. Herzog, D. Strelnikov","doi":"10.1186/s13362-023-00132-7","DOIUrl":"https://doi.org/10.1186/s13362-023-00132-7","url":null,"abstract":"","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48674178","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Claudia Drygala, M. Rottmann, H. Gottschalk, Klaus Friedrichs, Thomas Kurbiel
{"title":"Background-foreground segmentation for interior sensing in automotive industry","authors":"Claudia Drygala, M. Rottmann, H. Gottschalk, Klaus Friedrichs, Thomas Kurbiel","doi":"10.1186/s13362-022-00128-9","DOIUrl":"https://doi.org/10.1186/s13362-022-00128-9","url":null,"abstract":"","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45277538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Regional estimates of reproduction numbers with application to COVID-19","authors":"J. P. Burgard, S. Heyder, T. Hotz, T. Krueger","doi":"10.1007/978-3-031-11818-0_22","DOIUrl":"https://doi.org/10.1007/978-3-031-11818-0_22","url":null,"abstract":"","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85170030","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Model order reduction for gas and energy networks","authors":"Christian Himpe, Sara Grundel, Peter Benner","doi":"10.1186/s13362-021-00109-4","DOIUrl":"https://doi.org/10.1186/s13362-021-00109-4","url":null,"abstract":"To counter the volatile nature of renewable energy sources, gas networks take a vital role. But, to ensure fulfillment of contracts under these circumstances, a vast number of possible scenarios, incorporating uncertain supply and demand, has to be simulated ahead of time. This many-query gas network simulation task can be accelerated by model reduction, yet, large-scale, nonlinear, parametric, hyperbolic partial differential(-algebraic) equation systems, modeling natural gas transport, are a challenging application for model order reduction algorithms. For this industrial application, we bring together the scientific computing topics of: mathematical modeling of gas transport networks, numerical simulation of hyperbolic partial differential equation, and parametric model reduction for nonlinear systems. This research resulted in the morgen (Model Order Reduction for Gas and Energy Networks) software platform, which enables modular testing of various combinations of models, solvers, and model reduction methods. In this work we present the theoretical background on systemic modeling and structured, data-driven, system-theoretic model reduction for gas networks, as well as the implementation of morgen and associated numerical experiments testing model reduction adapted to gas network models.","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138542976","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the impact of heterogeneity-aware mesh partitioning and non-contributing computation removal on parallel reservoir simulations","authors":"A. Thune, X. Cai, A. Rustad","doi":"10.1186/s13362-021-00108-5","DOIUrl":"https://doi.org/10.1186/s13362-021-00108-5","url":null,"abstract":"","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/s13362-021-00108-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65846686","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimal control of buoyancy-driven liquid steel stirring modeled with single-phase Navier–Stokes equations","authors":"Ulrich Wilbrandt, Najib Alia, Volker John","doi":"10.1186/s13362-021-00106-7","DOIUrl":"https://doi.org/10.1186/s13362-021-00106-7","url":null,"abstract":"Gas stirring is an important process used in secondary metallurgy. It allows to homogenize the temperature and the chemical composition of the liquid steel and to remove inclusions which can be detrimental for the end-product quality. In this process, argon gas is injected from two nozzles at the bottom of the vessel and rises by buoyancy through the liquid steel thereby causing stirring, i.e., a mixing of the bath. The gas flow rates and the positions of the nozzles are two important control parameters in practice. A continuous optimization approach is pursued to find optimal values for these control variables. The effect of the gas appears as a volume force in the single-phase incompressible Navier–Stokes equations. Turbulence is modeled with the Smagorinsky Large Eddy Simulation (LES) model. An objective functional based on the vorticity is used to describe the mixing in the liquid bath. Optimized configurations are compared with a default one whose design is based on a setup from industrial practice.","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138512861","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimizing similarity factor of in vitro drug release profile for development of early stage formulation of drug using linear regression model","authors":"Tulsi Sagar Sheth, F. Acharya","doi":"10.1186/s13362-021-00104-9","DOIUrl":"https://doi.org/10.1186/s13362-021-00104-9","url":null,"abstract":"","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/s13362-021-00104-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65846622","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Model order reduction for the simulation of parametric interest rate models in financial risk analysis","authors":"A. Binder, O. Jadhav, V. Mehrmann","doi":"10.1186/s13362-021-00105-8","DOIUrl":"https://doi.org/10.1186/s13362-021-00105-8","url":null,"abstract":"","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/s13362-021-00105-8","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65846637","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stochastic perturbation of the Lighthill–Whitham–Richards model via the method of stochastic characteristics","authors":"Nora Müller, Wolfgang Bock","doi":"10.1186/s13362-021-00103-w","DOIUrl":"https://doi.org/10.1186/s13362-021-00103-w","url":null,"abstract":"In this paper we apply the method of stochastic characteristics to a Lighthill–Whitham–Richards model. The stochastic perturbation can be seen as errors in measurement of the traffic density. For concrete examples we solve the equation perturbed by a standard Brownian motion and the geometric Brownian motion without drift.","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":null,"pages":null},"PeriodicalIF":2.6,"publicationDate":"2021-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138512908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}