08 Fakultät Mathematik und Physik

Permanent URI for this collectionhttps://elib.uni-stuttgart.de/handle/11682/9

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Institute: search.filters.UBSInstitut.Stuttgarter Zentrum für Simulationswissenschaften (SC SimTech)Subject: search.filters.subject.510

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    Ordinal patterns in clusters of subsequent extremes of regularly varying time series
    (2020) Oesting, Marco; Schnurr, Alexander
    In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and the ordinal patterns giving the relative positions of the data points within a cluster. Since these patterns take only the ordinal structure of consecutive data points into account, the method is robust under monotone transformations and measurement errors. We verify the existence of the corresponding limit distributions in the framework of regularly varying time series, develop non-parametric estimators and show their asymptotic normality under appropriate mixing conditions. The performance of the estimators is demonstrated in a simulated example and a real data application to discharge data of the river Rhine.
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    Implications of modeling seasonal differences in the extremal dependence of rainfall maxima
    (2022) Jurado, Oscar E.; Oesting, Marco; Rust, Henning W.
    For modeling extreme rainfall, the widely used Brown-Resnick max-stable model extends the concept of the variogram to suit block maxima, allowing the explicit modeling of the extremal dependence shown by the spatial data. This extremal dependence stems from the geometrical characteristics of the observed rainfall, which is associated with different meteorological processes and is usually considered to be constant when designing the model for a study. However, depending on the region, this dependence can change throughout the year, as the prevailing meteorological conditions that drive the rainfall generation process change with the season. Therefore, this study analyzes the impact of the seasonal change in extremal dependence for the modeling of annual block maxima in the Berlin-Brandenburg region. For this study, two seasons were considered as proxies for different dominant meteorological conditions: summer for convective rainfall and winter for frontal/stratiform rainfall. Using maxima from both seasons, we compared the skill of a linear model with spatial covariates (that assumed spatial independence) with the skill of a Brown-Resnick max-stable model. This comparison showed a considerable difference between seasons, with the isotropic Brown-Resnick model showing considerable loss of skill for the winter maxima. We conclude that the assumptions commonly made when using the Brown-Resnick model are appropriate for modeling summer (i.e., convective) events, but further work should be done for modeling other types of precipitation regimes.
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    Irradiation-dependent topology optimization of metallization grid patterns and variation of contact layer thickness used for latitude-based yield gain of thin-film solar modules
    (2022) Zinßer, Mario; Braun, Benedikt; Helder, Tim; Magorian Friedlmeier, Theresa; Pieters, Bart; Heinlein, Alexander; Denk, Martin; Göddeke, Dominik; Powalla, Michael
    We show that the concept of topology optimization for metallization grid patterns of thin-film solar devices can be applied to monolithically integrated solar cells. Different irradiation intensities favor different topological grid designs as well as a different thickness of the transparent conductive oxide (TCO) layer. For standard laboratory efficiency determination, an irradiation power of 1000W/m2is generally applied. However, this power rarely occurs for real-world solar modules operating at mid-latitude locations. Therefore, contact layer thicknesses and also lateral grid patterns should be optimized for lower irradiation intensities. This results in material production savings for the grid and TCO layer of up to 50 % and simultaneously a significant gain in yield of over 1%for regions with a low annual mean irradiation.
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    Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient
    (2022) Merkle, Robin; Barth, Andrea
    General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often taken into account by a randomization of the diffusion coefficient of the elliptic equation which reveals the necessity of the construction of flexible, spatially discontinuous random fields. Subordinated Gaussian random fields are random functions on higher dimensional parameter domains with discontinuous sample paths and great distributional flexibility. In the present work, we consider a random elliptic partial differential equation (PDE) where the discontinuous subordinated Gaussian random fields occur in the diffusion coefficient. Problem specific multilevel Monte Carlo (MLMC) Finite Element methods are constructed to approximate the mean of the solution to the random elliptic PDE. We prove a-priori convergence of a standard MLMC estimator and a modified MLMC-control variate estimator and validate our results in various numerical examples.
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    Knowledge-based modeling of simulation behavior for Bayesian optimization
    (2024) Huber, Felix; Bürkner, Paul-Christian; Göddeke, Dominik; Schulte, Miriam
    Numerical simulations consist of many components that affect the simulation accuracy and the required computational resources. However, finding an optimal combination of components and their parameters under constraints can be a difficult, time-consuming and often manual process. Classical adaptivity does not fully solve the problem, as it comes with significant implementation cost and is difficult to expand to multi-dimensional parameter spaces. Also, many existing data-based optimization approaches treat the optimization problem as a black-box, thus requiring a large amount of data. We present a constrained, model-based Bayesian optimization approach that avoids black-box models by leveraging existing knowledge about the simulation components and properties of the simulation behavior. The main focus of this paper is on the stochastic modeling ansatz for simulation error and run time as optimization objective and constraint, respectively. To account for data covering multiple orders of magnitude, our approach operates on a logarithmic scale. The models use a priori knowledge of the simulation components such as convergence orders and run time estimates. Together with suitable priors for the model parameters, the model is able to make accurate predictions of the simulation behavior. Reliably modeling the simulation behavior yields a fast optimization procedure because it enables the optimizer to quickly indicate promising parameter values. We test our approach experimentally using the multi-scale muscle simulation framework OpenDiHu and show that we successfully optimize the time step widths in a time splitting approach in terms of minimizing the overall error under run time constraints.