Progress in industrial mathematics at ECMI 2021 : 21st ECMI Conference, Wuppertal, Germany, April 13-15, selected and reviewed papers

This book gathers peer-reviewed contributions submitted to the 21st European Conference on Mathematics for Industry, ECMI 2021, which was virtually held online, hosted by the University of Wuppertal, Germany, from April 13th to April 15th, 2021. The works explore mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics. Topics covered include: Applied Physics, Biology and Medicine, Cybersecurity, Data Science, Economics, Finance and Insurance, Energy, Production Systems, Social Challenges, and Vehicles and Transportation. The goal of the European Consortium for Mathematics in Industry (ECMI) conference series is to promote interaction between academia and industry, leading to innovations in both fields. These events have attracted leading experts from business, science and academia, and have promoted the application of novel mathematical technologies to industry. They have also encouraged industrial sectors to share challenging problems where mathematicians can provide fresh insights and perspectives. Lastly, the ECMI conferences are one of the main forums in which significant advances in industrial mathematics are presented, bringing together prominent figures from business, science and academia to promote the use of innovative mathematics in industry. Foreword Preface Contents Contributors Model Reduction for a Port-Hamiltonian Formulation of the Euler Equations 1 Model Problem 2 Port-Hamiltonian Formulation and Approximation 3 Structure-Preserving Model Order Reduction 4 Numerical Results and Discussion References ECMI Modelling Week: First Time in Russia and First Time Online 1 Introduction 2 The First Online Modelling Week—New Solution 3 Results 4 Conclusion References Parameter Calibration with Consensus-Based Optimization for Interaction Dynamics Driven by Neural Networks 1 Introduction 2 Interacting Particle Systems Driven by Neural Networks 2.1 Feed-Forward Neural Networks 3 Parameter Calibration 3.1 Consensus-Based Optimization (CBO) 4 Numerical Results and Conclusion 4.1 Data Processing and Numerical Schemes 4.2 Resulting Forces and Comparison 4.2.1 Comparison to Calibration with Stochastic Gradient Descent References Cancer Fingerprints by Topological Data Analysis 1 Introduction 2 Classification of Interfaces 3 Grouping Data 3.1 Distance Selection 3.2 Distance and Topology Based Clustering 4 Conclusions References Projected AQIF Parallel Algorithm for Solving EHL Line and Point Contact Problems: Parallel Computing 1 Introduction 2 The Mathematical Model Problem 2.1 The PAQIF Algorithm 3 Numerical Results References Effectivity Analysis of Operator Splitting and the Average Method 1 Operator Splitting and Average Method 2 Application to the Aerodynamics 3 Numerical Results References Numerical Solutions of Boundary Value Problems Using the Carleman Linearisation Method 1 Introduction 2 Carleman Linearisation Method to Two-Point Boundary Value Problems 3 Numerical Simulations and Results 3.1 Problem Settings 3.2 Numerical Results References Immersed Boundary Models of Biofilm Spread 1 Introduction 2 Immerse Boundary Model for Active Boundaries 3 Dynamic Energy Budget Model for Cell Metabolism 4 Simulations of Biofilm Spread 5 Conclusions and Perspectives References Numerical Simulation of a Four Serotype Dengue Fever Model 1 New Four Serotype Model of Dengue 2 Numerical Simulation 3 Optimal Control 4 Conclusion References The Effect of the Number of Neural Networks on Deep Learning Schemes for Solving High Dimensional Nonlinear Backward Stochastic Differential Equations 1 Introduction 2 The SDNN-Approach and DNN-Approach 3 Numerical Results 4 Conclusions References Qualitatively Correct Numerical Methods for the Basic Ross–Macdonald Malaria Model 1 The Ross-Macdonald Model of Malaria Propagation 2 Numerical Solution of the Ross-Macdonald Model References Dynamics of a Delayed Kaldor-Kalecki Model of Mutually Linked Economies 1 Introduction 2 Delayed Kaldor-Kalecki Model of Business Cycle 3 Business Cycle Model of Mutually Linked Economies 4 Conclusions and Future Directions References Dynamic Iterations for Nonlinear Systems Applied in Population Dynamics 1 Introduction 2 Error Analysis 3 Numerical Experiments and Methods Comparison 4 Conclusions References Delay Differential Equations for Epidemic Models with Temporary Immunity 1 Introduction 2 Model with Single Delay 3 Model with Distributed Delay 4 Numerical Method 5 Numerical Experiments 6 Conclusions References Next-Gen Gas Network Simulation 1 Model Order Reduction for Gas and Energy Networks 1.1 Modules Overview 2 Enhanced Functionality 2.1 Gravity Term 2.2 Explicit Solvers 2.3 Gain Matching 3 Numerical Experiments 4 Next-Gen Gas Network Simulation References Parameter Estimation via Adjoint Functions in Epidemiological Reaction-Diffusion Models 1 Introduction 2 Model 3 Adjoint System 4 Numerical Simulations 5 Results and Conclusions Appendix 1 Appendix 2 References Graph-Based View of an Equilibrium Model for Nonwoven Tensile Strength Simulations 1 Equilibrium Model 2 Graph Structure and Solvability 3 Structural Analysis References Global-Scale or Fine-Scale Modelling? A Critical Look at Experimental Design 1 Micro and Macro and the Experimental Design 2 Multi-Scale Experimental Design 3 The Experimental Design Problem for Multi-Scale Models 4 Conclusion References An Isogeometric One-Dimensional Model for Developable Flexible Elastic Strips 1 Introduction 2 Generalised Rectifying Developable Surfaces 3 The Elastic Bending Energy 4 The Numerical Model 5 Results and Conclusion References A Hybrid DEIM and Leverage Scores Based Method for CUR Index Selection 1 Introduction 2 Related Works 2.1 Standard DEIM 2.2 Deterministic Leverage Score Sampling 3 L-DEIM 4 Experiments 5 Conclusions References Data-Driven Modeling and Control of Complex Dynamical Systems Arising in Renal Anemia Therapy 1 Introduction 2 The EDMD-MPC Based Algorithm 3 Numerical Experiments References Regional Estimates of Reproduction Numbers with Application to COVID-19 1 Introduction 2 Estimator 3 Parameters, Data Sources and Implementation Details 4 Validation by Simulation 5 Application to the COVID-19 Pandemic in Germany 6 Discussion References Complexity Reduction for Parametric High Dimensional Models in the Analysis of Financial Risk 1 Introduction 2 Model Order Reduction 3 Numerical Example 4 Conclusion References A Low-Rank Extended Kalman Filter for Gas Pipeline Networks 1 Introduction 2 Nonlinear Filtering 2.1 The Extended Kalman Filter 2.2 The Reduced Extended Kalman Filter 2.3 Other Kalman Filter Variants 3 Numerical Example References An Analysis of Connectivity Between Dengue Cases and Climate Factors in Sri Lanka Based on Field Data 1 Introduction 2 Material and Methods 3 Interrelationship Between Provinces 4 Periodic Structure 5 Correlation with Climate Data 6 Conclusion References Cellular Nonlinear Computing on the Edge of Chaos 1 Introduction 2 Reaction-Diffusion CNN 3 Edge of Chaos Regime 4 Conclusion References Efficient Yield Optimization with Limited Gradient Information 1 Introduction 2 Definition of the Yield 3 Yield Optimization 4 Numerical Results 5 Conclusion References Thermomechanical Modelling for Industrial Applications 1 Introduction 2 Mathematical Model 3 Numerical Example 4 Concluding Remarks References The Virtual PaintShop: Simulation of Oven Curing 1 Introduction 2 Numerical Method 3 Results 4 Conclusions References Parameter Identification and Forecast with a Biased Model 1 Introduction 2 MCMC Parameter Identification 2.1 Factors Influencing Parameter Identifiability 2.1.1 Partially Observed Model 2.1.2 Interdependence and Lack of Influence of Parameters 2.1.3 Biased Model 3 Results 4 Conclusion References Estimation of Time-Dependent Parameters in a Simple Compartment Model Using Covid-19 Data 1 Introduction 2 SIR Model 3 Markov Chain Monte Carlo Approach 4 Parameter Estimation Using RKI Data 5 Discussion References Comparison of Performances of Selected Forecasting Models: An Application to Dengue Data in Colombo, Sri Lanka 1 Introduction 2 Materials and Methods 2.1 Data Source 2.2 Forecasting Models 2.3 Naïve Method 2.4 Seasonal Naïve Method 2.5 Random Walk with Drift Method 2.6 Mean Forecasting Method 2.7 Autoregressive Integrated Moving Average (ARIMA) Method 2.8 Exponential Smoothing Method 2.9 TBATS (Trigonometric, Box-Cox Transformation, ARMA errors, Trend and Seasonal components) Method 3 Results and Discussion 4 Conclusion References Approaches for Going Beyond Linear Frequency Domain Powertrain Simulation 1 Introduction 2 Background 3 Iterative Linear Solver 4 Application Example 5 Conclusion and Outlook References Diffusion of Electron Density in Dye-Sensitized Solar Cells 1 Introduction 2 Mathematical Models and Results 2.1 Linear Diffusion Model 2.2 Nonlinear Diffusion Model 2.3 Fractional Diffusion Model 3 Conclusion References Modeling and Simulation of Inelastic Effects in Composite Cables 1 Introduction 2 Hysteresis Operators 2.1 Relay Operator 2.2 Preisach Operator 3 Problem Formulation 4 First Results and Conclusion References High-Throughput Analysis of Potato Vitality 1 Introduction 2 Linear Regression with PLS 2.1 Response 2.2 Predictors 2.3 Method 3 Results 4 Conclusions and Further Research References Optimized Hydrodynamical Model for Charge Transport inGraphene 1 Boltzmann Equation 2 Hydrodynamical Model: L6MM 3 Formulation of the Problem 4 Numerical Results References On the Discretization of Diffusion Fluxes for a System of PDEs 1 Introduction 2 Coupled Flux Discretization 3 Decoupled Flux Discretization 4 Equivalence of Both Approaches and Rectilinear Grids 5 A Numerical Study for Liquid Electrolytes 6 Conclusion References Dynamics of the N-fold Pendulum in the Framework of Lie Group Integrators 1 Introduction 2 RKMK Methods with Variable Step Size 3 Mathematical Background 3.1 The Tangent Bundle of Some Homogeneous Manifolds Is Homogeneous 3.2 The Cartesian Product of Homogeneous Manifolds Is Homogeneous 4 The N-fold 3D Pendulum 4.1 Equations of Motion 4.2 Numerical Experiments References Hydrodynamic Interaction Between a Row of Oblate Spheroids in a Steady Stream of Viscous Fluid 1 Introduction 2 Formulation of the Problem and Method of Solution 3 Validation of the Computational Scheme 4 Results References Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting 1 Statement of Partial Differential Equations Model 2 Formulation in Terms of Expectations 3 Numerical Results 4 Conclusions References A Multi-Level Monte-Carlo with FEM for XVA in European Options 1 Introduction 2 Modelling with Constant Intensities 3 Hybrid Models for Stochastic Intensities 4 Numerical Methods for the Hybrid Model 5 Numerical Results 6 Conclusions References Estimation of Cable Bundle Stiffness Based on Gaussian Process Regression 1 Introduction 1.1 Simulation of Cable Bundles and Hoses 1.2 Measurement Campaign 2 Gaussian Process Regression 3 Prediction of Cable Bundle Stiffness Using GP Regression 3.1 Model Setup 3.2 Prediction Results References Modeling and Simulation of Pedestrian Interaction with Moving Obstacles Using Particle Method 1 Introduction 2 Models 2.1 Hydrodynamic Model for Pedestrian Motion 2.2 Model for Obstacle Motion 3 Numerical Method 4 Results 4.1 Case 1: Passive Obstacle 4.2 Case 2: Dynamic Obstacle 5 Conclusion References An Anisotropic Interaction Model for Pedestrian Dynamics with Body Size 1 Introduction 2 Model 2.1 Influence of the Body Size 3 Numerical Scheme 3.1 Numerical Study for Different Body Sizes References Quantitative Characterization of Ductility for Fractographic Analysis 1 Introduction 2 Cold-Spray Deposits and Fracture Surface Images 3 Machine Learning Method 4 Results 5 Conclusions and Perspectives References Optimal Control to Facilitate the Development Process ofExoskeletons 1 Introduction 2 Experimental Data 3 Human and Exoskeleton Model 4 Optimal Control Problem Formulation 5 Results 6 Discussion References Vanadium Redox Flow Batteries: Asymptotics and Numerics 1 Introduction 2 Mathematical Modelling 2.1 Full Model 2.2 Asymptotically Reduced Model 3 Results and Conclusions References Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models 1 Introduction 2 Transformation of the Partial Differential Equation 3 Time-Adaptive High-Order Compact Scheme 4 Numerical Results References Multirate DAE-Simulation and Its Application in System Simulation Software for the Development of HVAC Systems 1 Problem Formulation 2 Multirate Integration for Coupled Network DAEs 3 Simulation of a Vehicle Cabin Heating via Air Conditioning 4 Conclusion References Mathematical Models for Electromagnetic Conditions in Submerged Arc Furnaces 1 Introduction 2 Equation Analysis and Simple Models 3 Conclusions References Contaminant Removal by Adsorption 1 Introduction 2 Mathematical Model 3 Applications of the mMdel 3.1 Removal of CO2 from a Gas Mixture 3.2 Removal of Amoxicillin from Water 3.3 Model Reformulation for Extraction Processes 4 Conclusions References Vector Lattice Boltzmann Equations: From Magnetohydrodynamics to Active Matter 1 Introduction 2 Lattice Boltzmann Hydrodynamics 3 Lattice Boltzmann Magnetohydrodynamics 4 Jeffery's Equation for Axisymmetric Particles 5 Discretisation by Strang Splitting 6 Numerical Example: Poiseuille Flow of a Suspension of Long Rods 7 Conclusion References A Deep Smoothness WENO Method with Applications in OptionPricing 1 Introduction 2 The WENO-DS Scheme 3 Numerical Results 4 Conclusion References Proactive Dengue Management System Synergize by an Exponential Smoothing Model 1 Introduction 2 Pro-Active Dengue Management System (ProDMS) 3 System Architecture and Implementation 4 Results and Discussion 4.1 Testing 4.2 Future Direction 5 Conclusion References Multipatch ZIKV Model and Simulations 1 Introduction 2 Multi-Patch ZIKV Model 3 Redefining the Model for ZIKV 4 Comparison of Both Models in Three-Patch Scenario 5 Conclusion References Discrete Port-Hamiltonian Coupled Heat Transfer 1 Introduction 2 Discretization of the Heat Equation 3 Discretization of the Transport Equations 4 The Coupled Discrete System 5 Conclusion References A Non-Reflecting Boundary Condition for Multispeed Lattice Boltzmann Methods 1 Introduction 2 The Lattice Boltzmann Method (LBM) 3 Discrete Artificial Boundary Condition 4 Numerical Results 5 Conclusion References Correlation Matrices Driven by Stochastic Isospectral Flows 1 Introduction 2 Covariance Flows Based on Stochastic Isospectral Flows 3 Simulation of Correlation Flows 4 Conclusion References Investigation of Darwin Model with Two Types of Coulomb Gauge Condition in Frequency-Domain Electromagnetic Finite-Element Method 1 Introduction 2 Potential Formulation with Darwin Model 2.1 Darwin Model with Coulomb Gauge Condition 2.2 Necessity of Coulomb Gauge Condition 3 Numerical Results 4 Conclusions References Statistical and Machine Learning Methods for Automotive Spare Parts Demand Prediction 1 Introduction 2 Materials and Methods 3 Results 3.1 LSTMs as Sales Predictors and as Predictors of the 11 Nors Original Methods' Errors 3.2 Accuracy Metrics 4 Discussion and Conclusions References The Parareal Algorithm and the Sparse Grid Combination Technique in the Application of the Heston Model 1 American Option Pricing Under the Heston Model 2 The Sparse Grid Combination Technique 3 Temporal Discretization and the Parareal Algorithm 4 Numerical Results 5 Conclusion and Outlook References A Higher-Order NSFD Method for a Simple Growth Model in the Chemostat 1 Introduction 2 A Simple Chemostat Model with Bacterial Input 3 A Higher-Order NSFD Method 4 Numerical Simulations and a Conclusion References Stability and Convergence of a Class of RKDG Methods for Maxwell's Equations 1 Introduction 2 Discretisation Method 3 Stability and Convergence 3.1 Stability 3.2 Convergence 4 Conclusion References Safeguarding the Nation's Digital Memory: Bayesian Network Modelling of Digital Preservation Risks 1 Introduction 2 Methodology 2.1 Bayesian Networks 2.2 Structured Expert Judgement 3 DiAGRAM 3.1 Network Structure Construction 3.2 Expert Elicitation Results 3.3 Joint Probability Distribution 3.4 Utility Computation and Scenario Evaluation References Computational Methods for Market Making Algorithms 1 Introduction 2 A Multi-Asset Market Making Model 3 Theoretical Results 4 Numerical Methods References Study of Self-Adjoint Singularly Perturbed BVP by Septic Hermite Collocation Method 1 Introduction 2 Description of Septic Hermite Collocation Method 2.1 Choice of Trial Function and Discretization Process 3 Stability Analysis 4 Convergence Analysis 5 Results and Discussion 6 Conclusion References Data-Driven Approach for Systemic Risk: A Macroprudential Perspective 1 Introduction 2 Macroprudential Perspective: Risk Decomposition 2.1 A Reduced Form Model for Sovereign Default Risk 2.2 Data 3 Empirical Evidence 4 Conclusion References Modelling Ozone Disinfection to Prevent Covid-19 Transmission 1 Introduction 2 Method 2.1 Numerical Method 2.2 Experimental Work 3 Results and Discussion 3.1 Validation Case 3.2 Extension Case 4 Conclusion References