@article{SchaeffnerSchloemerkemper2018,
  author    = {Sch{\"a}ffner, M. and Schl{\"o}merkemper, A.},
  title     = {On Lennard-Jones systems with finite range interactions and their asymptotic analysis},
  series = {Networks and Heterogeneous Media},
  volume    = {13},
  journal   = {Networks and Heterogeneous Media},
  number    = {1},
  doi       = {10.3934/nhm.2018005},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-228428},
  pages     = {95-118},
  year      = {2018},
  abstract  = {The aim of this work is to provide further insight into the qualitative behavior of mechanical systems that are well described by Lennard-Jones type interactions on an atomistic scale. By means of Gamma-convergence techniques, we study the continuum limit of one-dimensional chains of atoms with finite range interactions of Lennard-Jones type, including the classical Lennard-Jones potentials. So far, explicit formula for the continuum limit were only available for the case of nearest and next-to-nearest neighbour interactions. In this work, we provide an explicit expression for the continuum limit in the case of finite range interactions. The obtained homogenization formula is given by the convexification of a Cauchy-Born energy density. Furthermore, we study rescaled energies in which bulk and surface contributions scale in the same way. The related discrete-to-continuum limit yields a rigorous derivation of a one-dimensional version of Griffith' fracture energy and thus generalizes earlier derivations for nearest and next-to-nearest neighbors to the case of finite range interactions. A crucial ingredient to our proofs is a novel decomposition of the energy that allows for re fined estimates.},
  language  = {en}
}
@article{KienleGarridoBreitenbachChudejetal.2018,
  author    = {Kienle-Garrido, Melina-Lor{\´e}n and Breitenbach, Tim and Chudej, Kurt and Borz{\`i}, Alfio},
  title     = {Modeling and numerical solution of a cancer therapy optimal control problem},
  series = {Applied Mathematics},
  volume    = {9},
  journal   = {Applied Mathematics},
  number    = {8},
  doi       = {10.4236/am.2018.98067},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-177152},
  pages     = {985-1004},
  year      = {2018},
  abstract  = {A mathematical optimal-control tumor therapy framework consisting of radio- and anti-angiogenesis control strategies that are included in a tumor growth model is investigated. The governing system, resulting from the combination of two well established models, represents the differential constraint of a non-smooth optimal control problem that aims at reducing the volume of the tumor while keeping the radio- and anti-angiogenesis chemical dosage to a minimum. Existence of optimal solutions is proved and necessary conditions are formulated in terms of the Pontryagin maximum principle. Based on this principle, a so-called sequential quadratic Hamiltonian (SQH) method is discussed and benchmarked with an "interior point optimizer―a mathematical programming language" (IPOPT-AMPL) algorithm. Results of numerical experiments are presented that successfully validate the SQH solution scheme. Further, it is shown how to choose the optimisation weights in order to obtain treatment functions that successfully reduce the tumor volume to zero.},
  language  = {en}
}
@phdthesis{Steck2018,
  author    = {Steck, Daniel},
  title     = {Lagrange Multiplier Methods for Constrained Optimization and Variational Problems in Banach Spaces},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-174444},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {This thesis is concerned with a class of general-purpose algorithms for constrained minimization problems, variational inequalities, and quasi-variational inequalities in Banach spaces. A substantial amount of background material from Banach space theory, convex analysis, variational analysis, and optimization theory is presented, including some results which are refinements of those existing in the literature. This basis is used to formulate an augmented Lagrangian algorithm with multiplier safeguarding for the solution of constrained optimization problems in Banach spaces. The method is analyzed in terms of local and global convergence, and many popular problem classes such as nonlinear programming, semidefinite programming, and function space optimization are shown to be included as special cases of the general setting. The algorithmic framework is then extended to variational and quasi-variational inequalities, which include, by extension, Nash and generalized Nash equilibrium problems. For these problem classes, the convergence is analyzed in detail. The thesis then presents a rich collection of application examples for all problem classes, including implementation details and numerical results.},
  subject      = {Optimierung},
  language  = {en}
}
@phdthesis{Schoetz2018,
  author    = {Sch{\"o}tz, Matthias},
  title     = {Convergent Star Products and Abstract O*-Algebras},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-174355},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {Diese Dissertation behandelt ein Problem aus der Deformationsquantisierung: Nachdem man die Quantisierung eines klassischen Systems konstruiert hat, w{\"u}rde man gerne ihre mathematischen Eigenschaften verstehen (sowohl die des klassischen Systems als auch die des Quantensystems). Falls beide Systeme durch *-Algebren {\"u}ber dem K{\"o}rper der komplexen Zahlen beschrieben werden, bedeutet dies dass man die Eigenschaften bestimmter *-Algebren verstehen muss: Welche Darstellungen gibt es? Was sind deren Eigenschaften? Wie k{\"o}nnen die Zust{\"a}nde in diesen Darstellungen beschrieben werden? Wie kann das Spektrum der Observablen beschrieben werden? Um eine hinreichend allgemeine Behandlung dieser Fragen zu erm{\"o}glichen, wird das Konzept von abstrakten O*-Algebren entwickelt. Dies sind im Wesentlichen *-Algebren zusammen mit einem Kegel positiver linearer Funktionale darauf (z.B. die stetigen positiven linearen Funktionale wenn man mit einer *-Algebra startet, die mit einer gutartigen Topologie versehen ist). Im Anschluss daran wird dieser Ansatz dann auf zwei Beispiele aus der Deformationsquantisierung angewandt, die im Detail untersucht werden.},
  subject      = {Deformationsquantisierung},
  language  = {en}
}
@phdthesis{Sapozhnikova2018,
  author    = {Sapozhnikova, Kateryna},
  title     = {Robust Stability of Differential Equations with Maximum},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-173945},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {In this thesis stability and robustness properties of systems of functional differential equations which dynamics depends on the maximum of a solution over a prehistory time interval is studied. Max-operator is analyzed and it is proved that due to its presence such kind of systems are particular case of state dependent delay differential equations with piecewise continuous delay function. They are nonlinear, infinite-dimensional and may reduce to one-dimensional along its solution. Stability analysis with respect to input is accomplished by trajectory estimate and via averaging method. Numerical method is proposed.},
  subject      = {Differentialgleichung},
  language  = {en}
}
@phdthesis{Klotzky2018,
  author    = {Klotzky, Jens},
  title     = {Well-posedness of a fluid-particle interaction model},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-169009},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {This thesis considers a model of a scalar partial differential equation in the presence of a singular source term, modeling the interaction between an inviscid fluid represented by the Burgers equation and an arbitrary, finite amount of particles moving inside the fluid, each one acting as a point-wise drag force with a particle related friction constant. \begin{align*} \partial_t u + \partial_x (u^2/2) \&= \sum_{i \in N(t)} \lambda_i \Big(h_i'(t)-u(t,h_i(t)\Big)\delta(x-h_i(t)) \end{align*} The model was introduced for the case of a single particle by Lagouti{\`e}re, Seguin and Takahashi, is a first step towards a better understanding of interaction between fluids and solids on the level of partial differential equations and has the unique property of considering entropy admissible solutions and the interaction with shockwaves. The model is extended to an arbitrary, finite number of particles and interactions like merging, splitting and crossing of particle paths are considered. The theory of entropy admissibility is revisited for the cases of interfaces and discontinuous flux conservation laws, existing results are summarized and compared, and adapted for regions of particle interactions. To this goal, the theory of germs introduced by Andreianov, Karlsen and Risebro is extended to this case of non-conservative interface coupling. Exact solutions for the Riemann Problem of particles drifting apart are computed and analysis on the behavior of entropy solutions across the particle related interfaces is used to determine physically relevant and consistent behavior for merging and splitting of particles. Well-posedness of entropy solutions to the Cauchy problem is proven, using an explicit construction method, L-infinity bounds, an approximation of the particle paths and compactness arguments to obtain existence of entropy solutions. Uniqueness is shown in the class of weak entropy solutions using almost classical Kruzkov-type analysis and the notion of L1-dissipative germs. Necessary fundamentals of hyperbolic conservation laws, including weak solutions, shocks and rarefaction waves and the Rankine-Hugoniot condition are briefly recapitulated.},
  subject      = {Hyperbolische Differentialgleichung},
  language  = {en}
}
@phdthesis{Poerner2018,
  author    = {P{\"o}rner, Frank},
  title     = {Regularization Methods for Ill-Posed Optimal Control Problems},
  edition   = {1. Auflage},
  publisher = {W{\"u}rzburg University Press},
  address   = {W{\"u}rzburg},
  isbn      = {978-3-95826-086-3 (Print)},
  doi       = {10.25972/WUP-978-3-95826-087-0},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-163153},
  school      = {W{\"u}rzburg University Press},
  pages     = {xiii, 166},
  year      = {2018},
  abstract  = {This thesis deals with the construction and analysis of solution methods for a class of ill-posed optimal control problems involving elliptic partial differential equations as well as inequality constraints for the control and state variables. The objective functional is of tracking type, without any additional \(L^2\)-regularization terms. This makes the problem ill-posed and numerically challenging. We split this thesis in two parts. The first part deals with linear elliptic partial differential equations. In this case, the resulting solution operator of the partial differential equation is linear, making the objective functional linear-quadratic. To cope with additional control constraints we introduce and analyse an iterative regularization method based on Bregman distances. This method reduces to the proximal point method for a specific choice of the regularization functional. It turns out that this is an efficient method for the solution of ill-posed optimal control problems. We derive regularization error estimates under a regularity assumption which is a combination of a source condition and a structural assumption on the active sets. If additional state constraints are present we combine an augmented Lagrange approach with a Tikhonov regularization scheme to solve this problem. The second part deals with non-linear elliptic partial differential equations. This significantly increases the complexity of the optimal control as the associated solution operator of the partial differential equation is now non-linear. In order to regularize and solve this problem we apply a Tikhonov regularization method and analyse this problem with the help of a suitable second order condition. Regularization error estimates are again derived under a regularity assumption. These results are then extended to a sparsity promoting objective functional.},
  subject      = {Optimale Steuerung},
  language  = {en}
}
@phdthesis{Technau2018,
  author    = {Technau, Marc},
  title     = {On Beatty sets and some generalisations thereof},
  edition   = {1. Auflage},
  publisher = {W{\"u}rzburg University Press},
  address   = {W{\"u}rzburg},
  isbn      = {978-3-95826-088-7 (Print)},
  doi       = {10.25972/WUP-978-3-95826-089-4},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-163303},
  school      = {W{\"u}rzburg University Press},
  pages     = {xv, 88},
  year      = {2018},
  abstract  = {Beatty sets (also called Beatty sequences) have appeared as early as 1772 in the astronomical studies of Johann III Bernoulli as a tool for easing manual calculations and - as Elwin Bruno Christoffel pointed out in 1888 - lend themselves to exposing intricate properties of the real irrationals. Since then, numerous researchers have explored a multitude of arithmetic properties of Beatty sets; the interrelation between Beatty sets and modular inversion, as well as Beatty sets and the set of rational primes, being the central topic of this book. The inquiry into the relation to rational primes is complemented by considering a natural generalisation to imaginary quadratic number fields.},
  subject      = {Zahlentheorie},
  language  = {en}
}
@misc{Breitenbach2018,
  author    = {Breitenbach, Tim},
  title     = {Codes of examples for SQH method},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-167587},
  year      = {2018},
  abstract  = {Code examples for the paper "On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems" by Tim Breitenbach and Alfio Borz{\`i} published in the journal "Numerical Functional Analysis and Optimization", in 2019, DOI: 10.1080/01630563.2019.1599911},
  language  = {en}
}
@misc{Breitenbach2018,
  author    = {Breitenbach, Tim},
  title     = {Codes of examples for SQH method},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-165669},
  year      = {2018},
  abstract  = {Code examples for the paper "On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems" by Tim Breitenbach and Alfio Borz{\`i} published in the journal "Numerical Functional Analysis and Optimization", in 2019, DOI: 10.1080/01630563.2019.1599911},
  language  = {en}
}
@phdthesis{Pirner2018,
  author    = {Pirner, Marlies},
  title     = {Kinetic modelling of gas mixtures},
  edition   = {1. Auflage},
  publisher = {W{\"u}rzburg University Press},
  address   = {W{\"u}rzburg},
  isbn      = {978-3-95826-080-1 (Print)},
  doi       = {10.25972/WUP-978-3-95826-081-8},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-161077},
  school      = {W{\"u}rzburg University Press},
  pages     = {xi, 222},
  year      = {2018},
  abstract  = {This book deals with the kinetic modelling of gas mixtures. It extends the existing literature in mathematics for one species of gas to the case of gasmixtures. This is more realistic in applications. Thepresentedmodel for gas mixtures is proven to be consistentmeaning it satisfies theconservation laws, it admitsanentropy and an equilibriumstate. Furthermore, we can guarantee the existence, uniqueness and positivity of solutions. Moreover, the model is used for different applications, for example inplasma physics, for fluids with a small deviation from equilibrium and in the case of polyatomic gases.},
  subject      = {Polyatomare Verbindungen},
  language  = {en}
}
@phdthesis{Zenk2018,
  author    = {Zenk, Markus},
  title     = {On Numerical Methods for Astrophysical Applications},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-162669},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {Diese Arbeit befasst sich mit der Approximation der L{\"o}sungen von Modellen zur Beschreibung des Str{\"o}mungsverhaltens in Atmosph{\"a}ren. Im Speziellen umfassen die hier behandelten Modelle die kompressiblen Euler Gleichungen der Gasdynamik mit einem Quellterm bez{\"u}glich der Gravitation und die Flachwassergleichungen mit einem nicht konstanten Bodenprofil. Verschiedene Methoden wurden bereits entwickelt um die L{\"o}sungen dieser Gleichungen zu approximieren. Im Speziellen geht diese Arbeit auf die Approximation von L{\"o}sungen nahe des Gleichgewichts und, im Falle der Euler Gleichungen, bei kleinen Mach Zahlen ein. Die meisten numerischen Methoden haben die Eigenschaft, dass die Qualit{\"a}t der Approximation sich mit der Anzahl der Freiheitsgrade verbessert. In der Praxis werden deswegen diese numerischen Methoden auf großen Computern implementiert um eine m{\"o}glichst hohe Approximationsg{\"u}te zu erreichen. Jedoch sind auch manchmal diese großen Maschinen nicht ausreichend, um die gew{\"u}nschte Qualit{\"a}t zu erreichen. Das Hauptaugenmerk dieser Arbeit ist darauf gerichtet, die Qualit{\"a}t der Approximation bei gleicher Anzahl von Freiheitsgrade zu verbessern. Diese Arbeit ist im Zusammenhang einer Kollaboration zwischen Prof. Klingenberg des Mathemaitschen Instituts in W{\"u}rzburg und Prof. R{\"o}pke des Astrophysikalischen Instituts in W{\"u}rzburg entstanden. Das Ziel dieser Kollaboration ist es, Methoden zur Berechnung von stellarer Atmosph{\"a}ren zu entwickeln. In dieser Arbeit werden vor allem zwei Problemstellungen behandelt. Die erste Problemstellung bezieht sich auf die akkurate Approximation des Quellterms, was zu den so genannten well-balanced Schemata f{\"u}hrt. Diese erlauben genaue Approximationen von L{\"o}sungen nahe des Gleichgewichts. Die zweite Problemstellung bezieht sich auf die Approximation von Str{\"o}mungen bei kleinen Mach Zahlen. Es ist bekannt, dass L{\"o}sungen der kompressiblen Euler Gleichungen zu L{\"o}sungen der inkompressiblen Euler Gleichungen konvergieren, wenn die Mach Zahl gegen null geht. Klassische numerische Schemata zeigen ein stark diffusives Verhalten bei kleinen Mach Zahlen. Das hier entwickelte Schema f{\"a}llt in die Kategorie der asymptotic preserving Schematas, d.h. das numerische Schema ist auf einem diskrete Level kompatibel mit dem auf dem Kontinuum gezeigten verhalten. Zus{\"a}tzlich wird gezeigt, dass die Diffusion des hier entwickelten Schemas unabh{\"a}ngig von der Mach Zahl ist. In Kapitel 3 wird ein HLL approximativer Riemann L{\"o}ser f{\"u}r die Approximation der L{\"o}sungen der Flachwassergleichungen mit einem nicht konstanten Bodenprofil angewendet und ein well-balanced Schema entwickelt. Die meisten well-balanced Schemata f{\"u}r die Flachwassergleichungen behandeln nur den Fall eines Fluids im Ruhezustand, die so genannten Lake at Rest L{\"o}sungen. Hier wird ein Schema entwickelt, welches sich mit allen Gleichgewichten befasst. Zudem wird eine zweiter Ordnung Methode entwickelt, welche im Gegensatz zu anderen in der Literatur nicht auf einem iterativen Verfahren basiert. Numerische Experimente werden durchgef{\"u}hrt um die Vorteile des neuen Verfahrens zu zeigen. In Kapitel 4 wird ein Suliciu Relaxations L{\"o}ser angepasst um die hydrostatischen Gleichgewichte der Euler Gleichungen mit einem Gravitationspotential aufzul{\"o}sen. Die Gleichungen der hydrostatischen Gleichgewichte sind unterbestimmt und lassen deshalb keine Eindeutigen L{\"o}sungen zu. Es wird jedoch gezeigt, dass das neue Schema f{\"u}r eine große Klasse dieser L{\"o}sungen die well-balanced Eigenschaft besitzt. F{\"u}r bestimmte Klassen werden Quadraturformeln zur Approximation des Quellterms entwickelt. Es wird auch gezeigt, dass das Schema robust, d.h. es erh{\"a}lt die Positivit{\"a}t der Masse und Energie, und stabil bez{\"u}glich der Entropieungleichung ist. Die numerischen Experimente konzentrieren sich vor allem auf den Einfluss der Quadraturformeln auf die well-balanced Eigenschaften. In Kapitel 5 wird ein Suliciu Relaxations Schema angepasst f{\"u}r Simulationen im Bereich kleiner Mach Zahlen. Es wird gezeigt, dass das neue Schema asymptotic preserving und die Diffusion kontrolliert ist. Zudem wird gezeigt, dass das Schema f{\"u}r bestimmte Parameter robust ist. Eine Stabilit{\"a}t wird aus einer Chapman-Enskog Analyse abgeleitet. Resultate numerische Experimente werden gezeigt um die Vorteile des neuen Verfahrens zu zeigen. In Kapitel 6 werden die Schemata aus den Kapiteln 4 und 5 kombiniert um das Verhalten des numerischen Schemas bei Fl{\"u}ssen mit kleiner Mach Zahl in durch die Gravitation geschichteten Atmosph{\"a}ren zu untersuchen. Es wird gezeigt, dass das Schema well-balanced ist. Die Robustheit und die Stabilit{\"a}t werden analog zu Kapitel 5 behandelt. Auch hier werden numerische Tests durchgef{\"u}hrt. Es zeigt sich, dass das neu entwickelte Schema in der Lage ist, die Dynamiken besser Aufzul{\"o}sen als vor der Anpassung. Das Kapitel 7 besch{\"a}ftigt sich mit der Entwicklung eines multidimensionalen Schemas basierend auf der Suliciu Relaxation. Jedoch ist die Arbeit an diesem Ansatz noch nicht beendet und numerische Resultate k{\"o}nnen nicht pr{\"a}sentiert werden. Es wird aufgezeigt, wo sich die Schw{\"a}chen dieses Ansatzes befinden und weiterer Entwicklungsbedarf besteht.},
  subject      = {Str{\"o}mung},
  language  = {en}
}
@phdthesis{Barsukow2018,
  author    = {Barsukow, Wasilij},
  title     = {Low Mach number finite volume methods for the acoustic and Euler equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-159965},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {Finite volume methods for compressible Euler equations suffer from an excessive diffusion in the limit of low Mach numbers. This PhD thesis explores new approaches to overcome this. The analysis of a simpler set of equations that also possess a low Mach number limit is found to give valuable insights. These equations are the acoustic equations obtained as a linearization of the Euler equations. For both systems the limit is characterized by a divergencefree velocity. This constraint is nontrivial only in multiple spatial dimensions. As the Jacobians of the acoustic system do not commute, acoustics cannot be reduced to some kind of multi-dimensional advection. Therefore first an exact solution in multiple spatial dimensions is obtained. It is shown that the low Mach number limit can be interpreted as a limit of long times. It is found that the origin of the inability of a scheme to resolve the low Mach number limit is the lack a discrete counterpart to the limit of long times. Numerical schemes whose discrete stationary states discretize all the analytic stationary states of the PDE are called stationarity preserving. It is shown that for the acoustic equations, stationarity preserving schemes are vorticity preserving and are those that are able to resolve the low Mach limit (low Mach compliant). This establishes a new link between these three concepts. Stationarity preservation is studied in detail for both dimensionally split and multi-dimensional schemes for linear acoustics. In particular it is explained why the same multi-dimensional stencils appear in literature in very different contexts: These stencils are unique discretizations of the divergence that allow for stabilizing stationarity preserving diffusion. Stationarity preservation can also be generalized to nonlinear systems such as the Euler equations. Several ways how such numerical schemes can be constructed for the Euler equations are presented. In particular a low Mach compliant numerical scheme is derived that uses a novel construction idea. Its diffusion is chosen such that it depends on the velocity divergence rather than just derivatives of the different velocity components. This is demonstrated to overcome the low Mach number problem. The scheme shows satisfactory results in numerical simulations and has been found to be stable under explicit time integration.},
  subject      = {Finite-Volumen-Methode},
  language  = {en}
}
@phdthesis{Gathungu2018,
  author    = {Gathungu, Duncan Kioi},
  title     = {On Multigrid and H-Matrix Methods for Partial Integro-Differential Equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-156430},
  school      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2018},
  abstract  = {The main theme of this thesis is the development of multigrid and hierarchical matrix solution procedures with almost linear computational complexity for classes of partial integro-differential problems. An elliptic partial integro-differential equation, a convection-diffusion partial integro-differential equation and a convection-diffusion partial integro-differential optimality system are investigated. In the first part of this work, an efficient multigrid finite-differences scheme for solving an elliptic Fredholm partial integro-differential equation (PIDE) is discussed. This scheme combines a second-order accurate finite difference discretization and a Simpson's quadrature rule to approximate the PIDE problem and a multigrid scheme and a fast multilevel integration method of the Fredholm operator allowing the fast solution of the PIDE problem. Theoretical estimates of second-order accuracy and results of local Fourier analysis of convergence of the proposed multigrid scheme are presented. Results of numerical experiments validate these estimates and demonstrate optimal computational complexity of the proposed framework that includes numerical experiments for elliptic PIDE problems with singular kernels. The experience gained in this part of the work is used for the investigation of convection diffusion partial-integro differential equations in the second part of this thesis. Convection-diffusion PIDE problems are discretized using a finite volume scheme referred to as the Chang and Cooper (CC) scheme and a quadrature rule. Also for this class of PIDE problems and this numerical setting, a stability and accuracy analysis of the CC scheme combined with a Simpson's quadrature rule is presented proving second-order accuracy of the numerical solution. To extend and investigate the proposed approximation and solution strategy to the case of systems of convection-diffusion PIDE, an optimal control problem governed by this model is considered. In this case the research focus is the CC-Simpson's discretization of the optimality system and its solution by the proposed multigrid strategy. Second-order accuracy of the optimization solution is proved and results of local Fourier analysis are presented that provide sharp convergence estimates of the optimal computational complexity of the multigrid-fast integration technique. While (geometric) multigrid techniques require ad-hoc implementation depending on the structure of the PIDE problem and on the dimensionality of the domain where the problem is considered, the hierarchical matrix framework allows a more general treatment that exploits the algebraic structure of the problem at hand. In this thesis, this framework is extended to the case of combined differential and integral problems considering the case of a convection-diffusion PIDE. In this case, the starting point is the CC discretization of the convection-diffusion operator combined with the trapezoidal quadrature rule. The hierarchical matrix approach exploits the algebraic nature of the hierarchical matrices for blockwise approximations by low-rank matrices of the sparse convection-diffusion approximation and enables data sparse representation of the fully populated matrix where all essential matrix operations are performed with at most logarithmic optimal complexity. The factorization of part of or the whole coefficient matrix is used as a preconditioner to the solution of the PIDE problem using a generalized minimum residual (GMRes) procedure as a solver. Numerical analysis estimates of the accuracy of the finite-volume and trapezoidal rule approximation are presented and combined with estimates of the hierarchical matrix approximation and with the accuracy of the GMRes iterates. Results of numerical experiments are reported that successfully validate the theoretical estimates and the optimal computational complexity of the proposed hierarchical matrix solution procedure. These results include an extension to higher dimensions and an application to the time evolution of the probability density function of a jump diffusion process.},
  subject      = {Mehrgitterverfahren},
  language  = {en}
}