Appendix A Software Installation

111
Appendix A Software Installation The attached software system EASY-FIT contains most of the presented examples and especially all of the test problems listed in Chapter 4 and Appendix B. We offer the possibility to repeat some of the test runs, to try alternative solution and discretization methods, or to change scaling parameters and solution tolerances. The attached codes contain the mathematical algorithms discussed in Chapter 2, and allow the numerical identification of parameters in any of the dynamical systems under investigation. All discretization schemes of Chapter 2, ODE solvers, and additional techniques like multiple shooting etc. are available. EASY-FIT consists of a database for model data, experimental data, and results and of two executable files containing the numerical algorithms: MODFIT parameter estimation in explicit functions, steady state systems, Laplace transforms, ordi- nary differential equations, and differential algebraic equations PDEFIT parameter estimation in one-dimensional time-dependent partial differential equations and partial differential algebraic equations The following notes outline system installation and hardware requirements. 1. Hardware and Software Requirements EASY-FIT requires some system resources to run in a smooth and efficient way. Recommended minimal hardware configuration is a Pentium III with 128 MB memory on board and 600 MHz. The full installation requires about 70 MB on hard disk. The system runs under Windows 95, Windows 98, Windows NT, and Windows 2000. EASY-FIT comes with the run-time and royalty-free version of Microsoft Access. All model functions are defined in the PCOMP modeling language to be interpreted and evaluated during run time. Derivatives, as far as needed, are computed by automatic differentiation. The full version of EASY-FIT allows also the most flexible input of the underlying model functions in the form of Fortran code, and has interfaces for Compaq Visual Fortran, Watcom F77/386, Salford FTN77, Lahey F77L-EM/32, Absoft Pro Fortran, and Microsoft Fortran PowerStation, where the compiler and linker options can be altered and adapted interactively. 2. System Setup To install EASY-FIT, one has to insert the CD-ROM into a drive and to execute the installation program SETUP.EXE. The run-time version of Microsoft Access is loaded together with EASY-FIT. It is recommended to use the typical installation unless it is known a priori which modules are needed and 285

Transcript of Appendix A Software Installation

Appendix A Software Installation

The attached software system EASY-FIT contains most of the presented examples and especially all of the test problems listed in Chapter 4 and Appendix B. We offer the possibility to repeat some of the test runs, to try alternative solution and discretization methods, or to change scaling parameters and solution tolerances. The attached codes contain the mathematical algorithms discussed in Chapter 2, and allow the numerical identification of parameters in any of the dynamical systems under investigation. All discretization schemes of Chapter 2, ODE solvers, and additional techniques like multiple shooting etc. are available.

EASY-FIT consists of a database for model data, experimental data, and results and of two executable files containing the numerical algorithms:

MODFIT parameter estimation in explicit functions, steady state systems, Laplace transforms, ordi­nary differential equations, and differential algebraic equations

PDEFIT parameter estimation in one-dimensional time-dependent partial differential equations and partial differential algebraic equations

The following notes outline system installation and hardware requirements.

1. Hardware and Software Requirements EASY-FIT requires some system resources to run in a smooth and efficient way. Recommended minimal

hardware configuration is a Pentium III with 128 MB memory on board and 600 MHz. The full installation requires about 70 MB on hard disk. The system runs under Windows 95, Windows 98, Windows NT, and Windows 2000. EASY-FIT comes with the run-time and royalty-free version of Microsoft Access.

All model functions are defined in the PCOMP modeling language to be interpreted and evaluated during run time. Derivatives, as far as needed, are computed by automatic differentiation. The full version of EASY-FIT allows also the most flexible input of the underlying model functions in the form of Fortran code, and has interfaces for Compaq Visual Fortran, Watcom F77/386, Salford FTN77, Lahey F77L-EM/32, Absoft Pro Fortran, and Microsoft Fortran PowerStation, where the compiler and linker options can be altered and adapted interactively.

2. System Setup To install EASY-FIT, one has to insert the CD-ROM into a drive and to execute the installation

program SETUP.EXE. The run-time version of Microsoft Access is loaded together with EASY-FIT. It is recommended to use the typical installation unless it is known a priori which modules are needed and

285

286 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

which not. In case of compact setup, the Microsoft Access run-time version is not loaded and it is assumed that Microsoft Access 97 is available.

Since all entries are generated automatically by the setup program, the only thing to do is to open the start menu, then the programs menu, and to click the new EASY-FIT icon. A welcome window is displayed and the main form of the database is opened.

3. Packing List EASY-FIT consists of a user interface in the form of a relational database running under Microsoft

Access, and some numerical routines. The following list contains the more essential files submitted:

MODFIT.EXE

PDEFIT.EXE

PARSE.EXE MODFIT.INC PDEFIT.INC SP _PLOT.EXE EF_KLUW.MDE

EASY_FIT.HLP EASY -FIT.ICO EASY -FIT.PDF SETUP PROBLEMS

Notes:

Solving parameter estimation problems in explicit models, steady state equa­tions, ordinary differential equations, differential algebraic equations, and Laplace transforms. Solving parameter estimation problems in systems of one-dimensional partial differential equations and partial differential algebraic equations. PCOMP parser for evaluation of functions and automatic differentiation. Include file with dimensioning parameters for MODFIT. Include file with dimensioning parameters for PDEFIT. Standard plot program, input data read from files. Main database of EASY-FIT containing data, forms, reports, macros, and modules. Corresponding help file. Icon file for EASY-FIT. Adobe Acrobat Reader (PDF) file containing complete documentation. Directory containing setup program for EASY-FIT. Directory for test example files with extension FUN and result files.

Windows, Microsoft, PowerStation are registered trademarks of Microsoft Corp. 2 WATCOM is a registered trademark of WATCOM Systems Inc. 3 FTN77 is a trademark of Salford Software Ltd. 4 Adobe, Acrobat are registered trademarks of Adobe Systems Inc.

Appendix B Test Examples

The reason for attaching a comprehensive collection of test problems is to offer the possibility of trying out different discretization procedures, differential equation solvers, and data fitting algorithms. The problems can be used for selecting a reference problem when implementing one's own dynamical models, or to test the accuracy and efficiency of the algorithms discussed in this book, for example for comparisons with other numerical methods. All problems are executable by EASY-FIT, see Appendix A, that is attached on CD-ROM.

In many cases, parameter estimation problems are found in the literature or are based on cooperation wit h people from other academic or industrial institutions. In many other cases. however, differential equations are taken from research articles about numerical simulation algorithms, and are adapted to construct a suitable data fitting test problem. Thus, some model equations do not coincide exactly with those given in the corresponding references and the numerical solution is sometimes different from the one found in the reference.

We summarize a few characteristic data and the application background of the test problems that are available on the CD-ROM, from where further details can be retrieved. Besides problem name and some figures characterizing problem size, we present also information on how measurement data are obtained.

E SO UO.5 U1 U5 U10 U50 NO.OOl NO.01 NO.1 NlO X none

experimental data from literature or private communication. siInulation without error, simulation with uniformly distributed error of 0.5 %, simulation with uniformly distributed error of 1 %, simulation with uniformly distributed error of 5 %, simulation with uniformly distributed error of 10 %, simulation with uniformly distributed error of 50 %, simulation with normally distributed error, cr = 0.001, simulation with normally distributed error, cr = 0.01, simulation with normally distributed error, cr = 0.1, simulation with normally distributed error, cr = 10, eornparison with exact solution, no experimental data set, for example least squares test problem.

The difference between simulated and experimental data is that exact parameter values are known in the first case. Be8ides a large collection of problems with practical experimental date, there are also a few others where the data are constructed, i.e., are determined more or le"8 by hand. In many other situations, the exact solution of the differential equation is known and u"ed to simulate experimental data. These test examples can be used to check the accuracy of discretization formulae or the quality of ODE solvers.

287

288 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

Moreover, we show some references in the column headed by ref, from where further details can be retrieved. Either the data fitting problem is described in detail, or at least the mathematical background of the model is outlined. In case of an empty entry, the model is provided by private communication and not published anywhere else, or a related reference is unknown to the author.

To summarize, we offer test problems for the following model classes:

explicit model functions Laplace transforms steady state equations ordinary differential equations differential algebraic equations partial differential equations partial differential algebraic equations sum

1. Explicit Model Functions We proceed from r measurement sets of the form

175 8

38 463

33 247 35

1,000

with It time values, Ie concentration values, and I = Itler corresponding measured experimental data. Moreover, we assume that I weights wt are given. However, weights can become zero in cases when the corresponding measurement value is missing, if artificial data are needed, or if plots are to be generated for functions for which experimental data do not exist. Thus, the subsequent table contains the actual number l:s; I of terms taken into account in the final least squares formulation.

Usually, we proceed from the £2- or Euclidean norm to formulate a parameter estimation problem of the form (3.7),

P E lRn :

min ~~=, ~:~, ~~:, (w7j (hk(p,ti,Cj) - y7j ))2

gj(P) =0, j=I, ... ,me ,

9j(P) ;::0, j=me+ 1, ... ,mr ,

PI:S;P :S;Pu ,

where we assume that fitting criteria hk(p, t, c), k = 1, ... , r, and constraints gj(P), j = 1, ... , m r , are con-tinuously differentiable functions subject to p. The model function h(p, t, c) = (h,(p, t, c), ... , hr(P, t, C))T does not depend on the solution of an additional dynamical system and can be evaluated directly from a given parameter vector p that is to be estimated at given time and concentration values t and c. All explicit test problems are listed in Table B.l.

Tab

le B

.l.

Exp

lici

t M

odel

Fun

ctio

n

nam

e n

l m

, T

ne

2VA

LL

EY

S

2 4

0 0

4BA

R-L

NK

4

24

2 0

AP

PR

X3

6

10

0 0

AT

RO

P_E

X

4 24

0

0 B

EN

NE

TT

5

3 15

4 ()

0

BIR

D M

ILL

3

14

0 0

BO

XB

OD

2

6 0

0 B

UR

GE

R_W

3

50

0 0

CA

T_S

EP

5

5 ()

0

CE

ME

NT

28

63

0

0 C

HW

IRU

TI

3 21

4 0

0 C

HW

IRU

T2

3 54

0

0 D

A-.X

4

72

0 0

DA

NW

OO

D

2 6

0 0

DF

EI

8 9

0 0

DF

E2

7

15

1 D

NS

3

30

1 (J

DO

AS

21

10

0 (J

0 E

_FIT

3

12

0 0

EC

KE

RL

E4

3

35

0 0

EL

A_T

UB

X

3 40

0

0 E

NS

O

9 16

8 0

0 E

NZ

RE

AC

4

13

0 0

EW

_WA

VE

X

2 48

0

0 E

XP

_FIT

7

33

0 0

EXP~ITI

2 28

0

0 E

XP

_FIT

2 2

39

0 0

back

grou

nd

Aca

dem

ic t

est

prob

lem

wit

h t.w

o lo

cal

min

ima

Des

ign

of a

fou

r b

ar l

inka

ge

Rat

iona

l ap

prox

imat

ion

of d

ata

Atr

opin

-cha

se b

indi

ng,

line

ar m

odel

S

uper

cond

ucti

vity

mag

neti

zati

on m

odel

ing

(NIS

T s

tudy

) N

on-i

dent

ifia

bili

ty

Bio

chem

ical

oxy

gen

dem

and

(NIS

T s

tudy

) E

xpli

cit

solu

tion

of

Bur

ger'

s eq

uati

on w

ith

eps=

0.00

05

Cat

aly

sato

r se

para

tion

pro

blem

H

arde

ning

of

cem

ent

Ult

raso

nic

refe

renc

e bl

ock

(NIS

T s

tudy

) U

ltra

soni

c re

fere

nce

bloc

k (N

IST

stu

dy)

MD

I si

mul

atio

n E

nerg

y ra

diat

ed f

rom

a c

arbo

n fi

lam

ent

lam

p (N

IST

stu

dy)

Exp

lici

t t.e

st. f

unct

ion

wit

h lo

cal

solu

tion

s, c

ycli

ng m

odel

fun

ctio

n et

c.

Exp

lici

t te

st f

unct

ion

wit

h ti

me-

depe

nden

t m

odel

cha

nge

Feu

lgen

-hyd

roly

sis

of D

NS,

bio

chem

ical

rea

ctio

n D

iffe

rent

ial

opti

cal

spec

tral

abs

orpt

ion

Rat

iona

l-ex

pone

ntia

l d

ata

fitt

ing

Cir

cula

r in

terf

eren

ce t

ran

smit

tan

ce (

NIS

T s

tudy

) W

aves

pro

paga

ting

in

a li

quid

-fil

led

elas

tic

tub

e (K

DV

B e

quat

ion)

A

tmos

pher

ic p

ress

ure

diff

eren

ces

(NIS

T s

tudy

) E

nzym

e re

acti

on,

rati

onal

app

roxi

mat

ion

Wav

e pr

opag

atio

n in

med

ia w

ith

nonl

inea

r st

eepe

ning

an

d d

ispe

rsio

n E

xpon

enti

al d

ata

fitt

ing,

exp

lici

t so

luti

on o

f li

near

OD

E

Exp

onen

tial

dat

a fi

ttin

g E

xpon

enti

al d

ata

fitt

ing

ref

data

[4

00]

E

X

[23]

U

5 E

E

[4

00],

[37]

U

5 [5

3]

E

NO

.01

E

[92]

E

E

E

E

[9

2]

E

SO

U5

[345

] E

SO

E

E

[2

20]'

[456

] U

5 [2

23]

E

E

[182

] U

S SO

E

E

( con

tinu

ed)

;,.. '0

'0

~ ~ ~ t.:J ~

~

~ '" ;l "'"' ~. t.:J ~

~ ~ f'l ~ " '" N

00

t.D

na

me

n I

mr

me

back

grou

nd

ref

data

t-.:

> <.

0

EX

P_F

IT3

2 27

0

0 E

xpon

enti

al d

ata

fitt

ing

E

0

EX

P..F

IT4

5 19

0

0 E

xpon

enti

al d

ata

fitt

ing

E

EX

P..F

IT5

10

20

0 0

Exp

onen

tial

dat

a fi

ttin

g E

E

XP

..FIT

6 2

4 0

0 E

xpon

enti

al d

ata

fitt

ing

E

EX

P -.

PI

2 3

0 0

Tes

t ex

ampl

e: t

rigo

nom

etri

c fu

ncti

ons,

ove

rdet

erm

ined

[4

07]

none

E

XP

-.P2

2 3

0 0

Tes

t ex

ampl

e: r

atio

nal

func

tion

s, o

verd

eter

min

ed

[407

] no

ne

EX

P-.P

4 20

20

0

0 T

est

exam

ple:

lin

ear

func

tion

s [4

07]

none

E

XP-

.P5

2 2

0 0

Tes

t ex

ampl

e: p

olyn

omia

l fu

ncti

ons

[407

] no

ne

EX

P-.P

6 2

2 0

0 T

est

exam

ple:

pol

ynom

ial

func

tion

s [4

07]

none

E

XP-

.P7

2 1

0 0

Tes

t ex

ampl

e: p

olyn

omia

l fu

ncti

ons,

und

erde

term

ined

[4

07]

none

E

XP

_SM

PL

2

80

0 0

Sing

le t

erm

exp

onen

tial

mod

el,

larg

e er

rors

in

dat

a U

50

EX

P_T

ES

T

4 20

0 0

0 O

verl

ap o

f tw

o ex

pone

ntia

l te

rms

U5

EX

P2T

ER

M

5 20

0

0 T

wo-

expo

nent

ial

mod

el

E

GA

MM

AS

7 27

0

0 A

naly

sis

of a

gam

ma

spec

trum

E

~

GA

USS

16

40

1 0

0 D

istr

ibut

ion

of p

oint

s in

Car

tesi

an s

pace

fit

ted

to l

inea

r co

mbi

nati

on o

f G

aus-

E

~ si

an f

unct

ions

gs

GA

USS

1

8 25

0 0

0 T

wo

wel

l-se

para

ted

Gau

ssia

ns (

NIS

T s

tudy

) E

.....

G

AU

SS2

8 25

0 0

0 T

wo

slig

htly

-ble

nded

Gau

ssia

ns (

NIS

T s

tudy

) E

~

GA

USS

3 8

250

0 0

Tw

o st

rong

ly-b

lend

ed G

auss

ians

(N

IST

stu

dy)

E

t-<

GE

AR

6

33

2 0

Gea

r w

ith

six

part

s E

~

GE

O-.

PR

OB

3

1 2

2 M

axim

um d

ista

nce

from

ori

gin

to i

nter

sect

ion

of e

llips

oid

wit

h hy

perb

oloi

d [2

75]

none

~

GL

U.R

AT

E

4 13

0

0 In

-viv

o gl

ucos

e tu

rnov

er r

ate

U5

HA

HN

I 7

236

0 0

The

rmal

exp

ansi

on o

f co

pper

(N

IST

stu

dy)

E

~ H

EA

T-.X

X

2 99

0

0 L

inea

r di

ffus

ion

wit

h co

nsta

nt p

aram

eter

s, e

xact

sol

utio

n X

"'3

~

HY

DE

NZ

YM

5

41

0 0

Hyd

roph

obe

enzy

mes

and

sub

stra

tes

SO

~

ILL

_CO

ND

10

0 10

0 0

0 Il

l-co

ndit

ione

d te

st f

unct

ion,

man

y pa

ram

eter

s X

C':

l IN

FIN

ITE

3

21

0 0

Infi

nite

ly m

any

solu

tion

s SO

~

INT

EG

-.X

3

25

0 0

Pop

ulat

ion

dyna

mic

s [3

37]

U5

tl

INT

PO

L

3 10

1

0 In

terp

olat

ion

rout

ines

, al

so n

on-c

onti

nuou

s, n

on-s

moo

th f

orm

ulat

ion

SO

~ IS

OM

ER

-.X

5

40

0 0

The

rmal

iso

mer

izat

ion

of a

lpha

-pin

ene

to d

ipen

tene

[5

2],

[400

] E

;:"

.:

(con

tinu

ed)

es ~ t-<

U:l ~ ~ ~

na

me

n t

me

KIR

BY

2 5

151

0 L

AN

CZ

OS

1 6

24

0 L

AN

CZ

OS

2 6

24

0 L

AN

CZ

OS

3 6

24

0 L

IN_C

MP

1 7

10

3 L

IN_C

MP

2 9

54

3 L

IN_C

MP

3 3

19

0 L

INJI

CJe

3

165

0 L

IN..K

IN

6 32

0

LIN

.MO

D

12

30

0 L

IN_V

IS

22

84

9 L

KIN

Je

3 28

0

LK

INJe

3

2 78

0

MA

C-E

CO

6

186

0 M

AR

KE

T

7 10

0 0

MG

H09

4

11

0 M

GH

10

3 16

0

MG

H17

5

33

0 M

ICH

ME

NT

2

12

0 M

ISR

A1A

2

14

0 M

ISR

AlB

2

14

0 M

ISR

A1C

2

14

0 M

ISR

AlD

2

14

0 M

IX-.P

AT

1 2

38

1 M

IX_P

AT

2 3

33

0 M

IX_P

AT

3 1

27

0 M

IX-.

PAT

4 3

28

0 M

ON

OD

4

10

0 M

OR

TA

LT

Y

2 9

0 N

EL

SO

N

3 12

8 0

me

back

grou

nd

0 S

cann

ing

elec

tron

mic

rosc

ope

(NIS

T s

tudy

) 0

Exp

onen

tial

non

line

ar r

egre

ssio

n (N

IST

stu

dy)

0 E

xpon

enti

al n

onli

near

reg

ress

ion

(NIS

T s

tudy

) 0

Exp

onen

tial

non

line

ar r

egre

ssio

n (N

IST

stu

dy)

2 L

inea

r co

mpa

rtm

ents

wit

h b

olus

adm

inis

trat

ion,

sin

gle

dose

3

Lin

ear

com

part

men

ts w

ith

mul

tido

se a

dmin

istr

atio

n (e

xtra

vasc

ular

) 0

M ul

tido

se a

dmin

istr

atio

n (e

xtra

vasc

ular

) 0

Lin

ear

heat

con

duct

ion

0 L

inea

r ph

arm

acok

inet

ic m

odel

wit

h 3-

com

part

men

ts a

nd

lag

tim

e 0

Lin

ear

dat

a fi

ttin

g w

ith

erro

rs i

n ti

me

valu

es

0 L

inea

r-vi

scoe

last

ic m

ater

ial

law

in

freq

uenc

y do

mai

n 0

Sim

ple

line

ar c

ompa

rtm

ent

mod

el (

expl

icit

) 0

Sim

ple

line

ar c

ompa

rtm

ent

mod

el w

ith

thre

e do

ses

(exp

lici

t fo

rmul

atio

n)

0 M

acro

econ

omic

tim

e se

ries

of

curr

ency

not

es i

n ci

rcul

atio

n 0

Dyn

amic

eco

nom

ic m

arke

t 0

Rat

iona

l no

nlin

ear

regr

essi

on (

NIS

T s

tudy

) 0

Exp

onen

tial

non

line

ar r

egre

ssio

n (N

IST

stu

dy)

0 E

xpon

enti

al n

onli

near

reg

ress

ion

(NIS

T s

tudy

) 0

Mic

hael

is-M

ente

n ki

neti

cs

0 M

onom

olec

ular

ads

orpt

ion

(NIS

T s

tudy

) 0

Mon

omol

ecul

ar a

dsor

ptio

n (N

IST

stu

dy)

0 M

onom

olec

ular

ads

orpt

ion

(NIS

T s

tudy

) 0

Mon

omol

ecul

ar a

dsor

ptio

n (N

IST

stu

dy)

0 M

ixin

g p

atte

rn i

nsid

e a

poly

mer

izat

ion

reac

tor

0 M

ixin

g p

atte

rn i

nsid

e a

poly

mer

izat

ion

reac

tor

0 M

ixin

g p

atte

rn i

nsid

e a

poly

mer

izat

ion

reac

tor

0 M

ixin

g p

atte

rn i

nsid

e a

poly

mer

izat

ion

reac

tor

0 M

onod

-Wym

nan-

Cha

ngeu

x ki

neti

c eq

uati

on

0 M

orta

lity

rat

e by

Gom

pert

z fu

ncti

on

0 A

naly

sis

of p

erfo

rman

ce d

egra

dati

on d

ata

(NIS

T s

tudy

)

ref

data

E

[2

45)

E

[245

) E

[2

45)

E

[197

) U

5 [1

97)

U5

[197

) E

[2

J U

5 U

5 [4

45J

E

X

E

U5

[436

J N

lO

E

[309

J E

[3

09J

E

[309

], [3

29J

E

[400

], [4

75J

E

E

E

E

E

E

E

E

E

[400

], [3

56J

U5

[203

J U

5 [3

20J

E

(con

tinu

ed)

~

"0 ~ ~ ~ ~ ~

:g (1)

;:l R.

f:j"

~

~

~ ~ ., .@

c;;- '" t-:)

(0

.....

.

na

me

n l

me

me

back

grou

nd

ref

data

t-

,;)

<.0

OA

T 1

4

6 0

0 B

io-m

ass

of o

ats

[362

] E

t-

,;)

OA

T2

3 6

0 0

Bio

-mas

s of

oat

s [3

62]

E

OP

T_K

INX

6

60

2 0

Lin

ear

kine

tics

wit

h va

riab

le s

wit

chin

g ti

mes

(op

tim

al c

ontr

ol p

robl

em)

none

O

SC

ILL

_S

16

50

0 0

Osc

illa

ting

sys

tem

wit

h ex

act

know

n so

luti

on

[493

] SO

O

SCIL

L-.

X

16

50

0 0

Osc

illa

ting

sys

tem

[4

93]

E

PA

RID

120

3 12

1 0

0 P

aram

eter

ide

ntif

icat

ion

mod

el,

J 20

norm

ally

dis

trib

uted

exp

erim

enta

l va

lues

N

O.1

P

AR

ID15

3

16

0 0

Par

amet

er i

dent

ific

atio

n m

odel

, 15

nor

mal

ly d

istr

ibut

ed e

xper

imen

tal

valu

es

NO

.1

PA

RID

30

3 31

0

0 P

aram

eter

ide

ntif

icat

ion

mod

el,

30 n

orm

ally

dis

trib

uted

exp

erim

enta

l va

lues

N

O.1

P

AR

ID60

3

61

0 0

Par

amet

er i

dent

ific

atio

n m

odel

, 60

nor

mal

ly d

istr

ibut

ed e

xper

imen

tal

valu

es

NO

.1

PO

L_A

PP

14

19

1

1 P

olyn

omia

l ap

prox

imat

ion

for

com

puti

ng a

xial

for

ces

E

PO

LM

OD

14

30

0

0 P

olyn

omia

l d

ata

fitt

ing

wit

h er

rors

in

tim

e va

lues

[4

45]

E

PO

LA

RI

6 29

0 0

0 F

luor

esce

nce

of p

olar

izat

ion

filt

er

E

PS

S

5 5

1 0

Pri

mar

y a

nd

sec

onda

ry s

tabl

e m

odel

E

Q

UIN

IDIN

4

4 0

0 P

opul

atio

n ph

arm

acok

inet

ics

of q

uini

dine

[9

3]

E

C;::

RA

D_T

RA

C

3 17

0

0 R

adio

acti

ve t

race

r in

tw

o h

um

an b

od

y c

ompa

rtm

ents

E

~

RA~AN

2 30

3 0

0 R

aman

int

ensi

ty o

f an

isot

rope

pro

bes

[246

] U

5 gs

RA

T_A

PP

4

11

2 2

Rat

iona

l ap

prox

imat

ion

wit

h co

nstr

aint

s [2

63]

E

.....,

RA

T_F

IT

4 11

0

0 F

itti

ng

a r

atio

nal

func

tion

[2

36]

E

S2 R

AT

42

3 9

0 0

Pas

ture

yie

ld w

ith

sigm

oida

l gr

owth

cur

ve (

NIS

T s

tudy

) [3

55]

E

t-,

RA

T43

4

15

0 0

Dry

wei

ght

of o

nion

bul

bs a

nd

top

s (N

IST

stu

dy)

[355

] E

~

RE

FL

EC

T

6 24

0

0 R

efle

ctio

n m

odel

for

col

our

desi

gn

E

~ R

ICH

_GR

3

9 0

0 R

icha

rds

grow

th m

odel

[3

61]

E

RO

SZ

MA

NI

4 25

0

0 Q

uan

tum

def

ects

in

iodi

ne a

tom

s (N

IST

stu

dy)

E

~ R

TD

2

26

1 0

Res

iden

ce t

ime

dist

ribu

tion

E

>-3

:j

S

EQ

_EX

P

3 13

0

0 S

eque

ntia

l ex

peri

men

t [4

00],

[134

] E

C;:

: S

MO

OT

HN

G

3 17

0 0

0 D

ata

smoo

thin

g E

C':

l S

TE

P_R

ES

3

22

0 0

Sec

ond-

orde

r eq

uati

on w

ith

dead

tim

e an

d s

tep

resp

onse

dat

a [4

66]

E

~ S

UL

FA

TE

4

17

0 0

Co

mp

artm

enta

l an

alys

is i

n hu

man

s w

ith

radi

oact

ive

sulf

ate

as t

race

r [4

00]

E

b T

HE

RM

RE

S

3 10

0

0 T

herm

isto

r re

sist

ance

, ex

pone

ntia

l d

ata

fitt

ing

E

~ T

HU

RB

ER

7

37

0 0

Sem

icon

duct

or e

lect

ron

mob

ilit

y (N

IST

stu

dy)

E

~

(con

tinu

ed)

~ S2 t:-<

Crl ~ ~ ~

na

me

n l

rn,.

me

TIME~CT

2 9

0 0

TP

1

2 2

() 0

TP

LA

2

2 0

0 T

PL

B

2 2

0 0

TP

13

2

2 1

0 T

P1

4

2 2

2 T

P2

2

2 0

0 T

P2

02

2

2 0

0 T

P2

03

2

3 ()

0

TP

20

5

2 3

()

0 T

P2

12

2

2 0

0 T

P2

41

3

5 0

0 T

P2

42

3

10

0 0

TP

24

4

3 10

0

0 T

P2

46

3

:l 0

()

TP

24

7

3 3

0 0

TP

25

3

99

0 0

TP

25

6

4 4

0 0

TP

26

0

4 7

0 ()

TP

26

1

4 5

0 0

TP

26

7

5 11

0

0 T

P2

69

5

4 3

3 T

P2

72

6

13

0 0

TP

28

2

10

11

0 0

TP

28

6

20

20

0 0

TP

28

8

20

20

0 0

TP

30

3

18

20

0 0

TP

30

7

2 10

()

0 T

P3

08

2

3 0

0 T

P3

12

2

2 0

0

back

grou

nd

Tim

e ac

tivi

ties

R

osen

broc

k's

ban

ana

func

tion

R

osen

broc

k" s

ban

ana

func

tion

, il

l-co

ndit

ione

d R

Oti

enbr

ock'

s b

anan

a fu

ncti

on,

very

ill

-con

diti

oned

A

cade

mic

tes

t pr

oble

m w

ith

ou

t co

nst

rain

ed q

uali

fica

tion

C

onti

trai

ned

leas

t sq

uare

s pr

oble

m

Co

nst

rain

ed R

Oti

enbr

ock'

s b

anan

a fu

ncti

on

Aca

dem

ic t

est

prob

lem

wit

h a

ttra

ctiv

e lo

cal

solu

tion

S

impl

e d

ata

fitt

ing

pro

ble

m

Lea

st s

quar

es p

robl

em w

ith

th

ree

term

s L

east

tiq

uare

s pr

oble

m w

ith

tw

o te

rms

Lea

st t

iqua

res

prob

lem

, fi

ve p

olyn

omia

l fu

ncti

ons

Ex

po

nen

tial

tes

t fu

ncti

on

Ex

po

nen

tial

tet

it f

unct

ion

Lea

st s

quar

es p

rob

lem

wit

h t

hre

e te

rms

Lea

st s

quar

es p

robl

em,

heli

cal

vall

ey i

n x:

l di

rect

ion

Aca

dem

ic t

est

prob

lem

, hi

ghly

un

stab

le

Lea

st s

quar

es p

robl

em w

ith

fou

r te

rmti

, P

owel

l's f

unct

ion

Lea

st s

quar

es p

robl

em w

ith

sev

en t

erm

s L

east

tiq

uare

s pr

oble

m w

ith

exp

onen

tial

an

d t

rig

on

om

etri

c te

rms

Ex

po

nen

tial

tes

t fu

ncti

on

Con

titr

aine

d le

ast

squa

res

prob

lem

wit

h f

our

line

ar t

erm

s E

xp

on

enti

al t

est

func

tion

L

east

squ

ares

pro

blem

wit

h q

uad

rati

c te

rms

Lea

st s

quar

eti

prob

lem

wit

h q

uad

rati

c te

rms

Lea

st s

quar

es p

robl

em,

20 l

inea

r te

rms

Lea

st s

quar

es p

robl

em w

ith

squ

ared

sum

E

xp

on

enti

al d

ata

fitt

ing

Lea

st s

quar

eti

prob

lem

wit

h t

rigo

nom

etri

c te

rms

Lea

st s

quar

es p

robl

em w

ith

tw

o q

uad

rati

c te

rms,

loc

al s

olut

ion

ref

data

E

[2

01]

none

[2

01]

non

e [2

01]

non

e [2

01]

no

ne

[201

] no

ne

[201

] n

one

[384

] n

one

[384

] X

[384

] no

ne

[384

] no

ne

[384

] no

ne

[384

] X

[3

84]

X

[384

] no

ne

[384

] no

ne

[201

] X

[384

] no

ne

[384

] no

ne

[384

] no

ne

[384

] X

[3

84]

non

e [3

84]

X

[384

] no

ne

[384

] n

one

[384

] n

one

[384

] n

one

[384

] E

[3

84]

none

[3

84]

none

( con

tinu

ed)

~

""'J

""'J

t:"l ~ >;; ~ ~

'Cl

'Cl

(t ~

N

~ ~

~ ~ '" ~ " '" ~

(D

w

l ba

ckgr

ound

re

f da

ta

t-:l

na

me

n m

r m

e <:

0

TP

327

2 44

0

Con

stra

ined

exp

onen

tial

dat

a fi

ttin

g [3

84]

E

.,. T

P33

2 2

200

2 0

Cam

des

ign

prob

lem

[3

84]

E

TP

333

3 8

0 0

Exp

onen

tial

dat

a fi

ttin

g [3

84]

E

TP

334

3 15

0

0 E

xpon

enti

al d

ata

fitt

ing

[384

] E

T

P35

0 4

6 0

0 R

atio

nal

appr

oxim

atio

n [3

84]

E

TP

351

4 7

0 0

Rat

iona

l d

ata

fitt

ing

[384

] E

T

P35

2 4

40

0 0

Exp

onen

tial

and

tri

gono

met

ric

dat

a fi

ttin

g [3

84J

E

TP

354

4 4

1 0

Con

stra

ined

lea

st s

quar

es p

robl

em,

four

qua

drat

ic t

erm

s [3

84]

none

T

P35

5 4

2 3

1 C

onst

rain

ed l

east

squ

ares

pro

blem

, fo

ur q

uadr

atic

ter

ms

and

loca

l so

luti

ons

[384

] no

ne

TP

358

5 20

0

0 E

xpon

enti

al d

ata

fitt

ing

test

fun

ctio

n [3

84]

E

TP

370

6 87

0

0 C

ompl

ex l

east

squ

ares

pro

blem

, si

x va

riab

les

[384

], [3

29]

E

TP

371

9 87

0

0 C

ompl

ex l

east

squ

ares

pro

blem

, ni

ne v

aria

bles

[3

84],

[329

] E

T

P37

2 9

6 12

0

Lea

st s

quar

es p

robl

em,

twel

ve i

nequ

alit

y co

nstr

aint

s [3

84],

[329

] no

ne

TP

373

9 6

6 6

Lea

st s

quar

es p

robl

em,

six

equa

lity

con

stra

ints

[3

84],

[329

] no

ne

~

TP

379

11

65

0 0

Tes

t pr

oble

m o

f O

sbor

ne,

four

exp

onen

tial

ter

ms

[384

], [3

29]

E

~ T

P39

4 20

40

1

1 L

east

squ

ares

pro

blem

wit

h on

e eq

uali

ty c

onst

rain

t [3

84]

none

~

TP

43

4 1

3 0

Ros

en-S

uzuk

i te

st p

robl

em

[201

] no

ne

.....,

TP

46

5 4

2 2

Equ

alit

y co

nstr

aine

d ac

adem

ic t

est

prob

lem

[2

01]

none

~

TP

48

5 3

2 2

Equ

alit

y co

nstr

aine

d ac

adem

ic t

est

prob

lem

[2

01]

none

t:-<

TP

57

2

44

0 C

onst

rain

ed e

xpon

enti

al f

it [2

01]

E

~ T

P6

2

1 R

osen

broc

k's

bana

na f

unct

ion,

Bet

ts'

form

ulat

ion

[201

] no

ne

t;2 T

P70

4

19

0 C

hem

ical

equ

ilib

rium

pro

blem

[2

01]

E

TR

EN

D

6 50

0 1

0 T

rend

cur

ve

E

~ TRIG~PP

2 19

0

0 T

rigo

nom

etri

c ap

prox

imat

ion

for

com

puti

ng a

xial

for

ces

E

""3 ~

TU

BT

AN

K

19

0 0

Com

pari

son

of t

ank

and

tub

ular

rea

ctor

s st

eady

sta

te

[213

] U

5 ~

VA

PO

R

2 11

0

0 V

apor

-liq

uid

equi

libr

ium

[1

17]

E

Q

VIS

C...

EL

A

10

24

0 0

Mem

ory

func

tion

of

visc

o-el

asti

c su

bsta

nces

E

~

WA

VE

..x

3 80

0

0 E

xpli

cit

solu

tion

of

wav

e eq

uati

on

U5

b W

EIB

UL

L

2 12

0

0 W

eibu

ll d

istr

ibut

ion

U5

~ ::.:.: ~ ~ t:-<

rr, ~ ~ ~

APPENDIX B: Appendix B: Test Examples 295

2. Laplace Transforms Now we assume that the data fitting function is given in the form of a vector-valued Laplace transform

H(p, s, c) E IRe depending on the parameter vector p to be ntted, the Laplace variable s, and an optional so-called concentration parameter c. Let function h(p, t, c) be a numerical approximation of the inverse Laplace transform of H(p, 8, c), for instance computed by the formula of Stehfest [429], separately for each component. For more details, see Section 7 of Chapter 2 and Section 2 of Chapter 3.

Proceeding now from I = Itlcr experimental data (t"cJ'Y'~J) and weights w7j , i = 1, ... , It, j = 1, Ic, and k = 1, ... , r, we get the parameter estimation problem

min L::~l L:~'=, L:~'~l (W~J(hk(p,ti,Cj) - y,Zj))2

PI <::: P <::: Pu

General nonlinear constraints arc not permitted in this case. Test problems defined by their Laplace transforms are listed in Table I3.2.

Table B.2. Laplace Transforms

nam,e n background r'ef data CONCS 2 7 Test problem, only concentration values U5 DIFFUS_L 1 99 Linear diffusion with constant parameters U5 LKIN_L 3 26 Simple linear compartment model E LKIN_L3 2 78 Simple linear compartment model, three initial doses U5 PLASTERl 7 7 Pharmaceutic transdermal diffusion (plaster) [483J, [176] E PLASTER2 4 7 Pharmaceutic transdermal diffusion (plaster) [48:1], [176] E PLASTER3 5 12 Plaster diffusion [48:~], [176] E PLASTER4 2 12 Plaster diffusion [48:3], [176] E

296 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

3. Steady State Equations Again, it is supposed that r measurement sets of the form

(ti,Cj,yt) , i = 1, ... ,it, j = 1, ... ,le, k = 1, . .. ,T

are given with It time values, Ie concentration values, and I = ltlcr corresponding measured experimental data. Some of the weights wfj can become zero in cases when the corresponding measurement value is missing, if artificial data are needed, or if plots are to be generated for state variables for which experimental data do not exist. Thus, the subsequent table contains the actual number i:s:: I of terms taken into account in the final least squares formulation.

Together with an arbitrary fitting criterion h(p, z, t, c), we get the parameter estimation problem

min E~=l E:~, E~~, (w7j (hk(P,Z(p,t;,Cj),ti,Cj) - y7j )1'

p E IRn : gj(p) =0, j=l, ... ,me ,

gj(P) 2:0, j=me +1, ... ,mr ,

PI:S::P:S:: pu .

We assume that fitting criteria hk(P,Z,t,c), k = 1, ... , r, state variable z(p,t,c), and constraints gj(p), j = 1, ... , m r , are continuously differentiable functions subject to p.

The state variable z(p, t, c) E IRm is implicitly defined by the solution z of a system

Sl(p,Z,t,C) ° Sm(p,z,t,c) 0

of nonlinear equations, see also Section 3 of Chapter 3. All steady state test problems are listed in Table B.3. Since none of them possesses additional constraints, the corresponding figures mr and me are omitted.

Tabl

e B

.8.

Ste

ady

Sta

te E

quat

ions

narn

e n

I rn

ba

ckgr

v1J.

nd

AB

SO

RP

1

10

7 A

dsor

ptio

n w

ith

surf

ace

com

plex

atio

n B

LO

OD

_S

3 32

B

lood

eth

anol

con

cent

rati

on

CE

NT

RI

3 11

U

ltra

cent

rifu

ge f

or m

olec

ular

wei

ght

dete

rmin

atio

n C

HA

RG

E

4 9

Cha

rge

relu

lati

on m

odel

, ze

ro-p

oten

tial

as

func

tion

of

pH

CH

AR

GE

2 4

9 1

Cha

rge

relu

lati

on m

odel

, ze

ro-p

oten

tial

as

func

tion

of

pH

CH

EM

_EQ

U

2 20

4

Che

mic

al e

quil

ibri

um s

yste

m

CH

EM

ST

AT

2

10

3 O

pti

mal

res

iden

ce t

ime

of a

che

mos

tat

DE

WP

OIN

T

21

3 D

ew p

oint

tem

per

atu

re f

or i

sobu

tano

l an

d w

ater

mix

ture

D

ISS_

EN

Z

2 30

In

hibi

tion

of

diss

ocia

tive

enz

ymes

M

D_E

QU

I 1

6 M

onom

er-d

imer

equ

ilib

rium

M

DT

_EQ

UI

2 6

1 M

onom

er-d

imer

-tet

ram

er e

quil

ibri

mn

ME

TH

AN

E

2 12

2

Par

tial

oxi

dati

on o

f m

etha

ne w

ith

oxyg

en

MU

LT

_CS

T

4 20

8

Fou

r st

age

CS

TR

bat

tery

in

stea

dy-s

tate

N

A_C

ST

R

3 7

2 C

onti

nuou

s-fl

ow s

tirr

ed t

ank

rea

ctor

(st

eady

-sta

te,

norm

aliz

ed)

PE

RIA

5

30

2 P

uls

ar p

robl

em o

f as

tron

omy

RE

CL

IGI

2 33

2

Sat

ura

tio

n c

urve

3H

-com

poun

d on

rec

epto

r m

embr

ane,

one

rec

epto

r an

d o

ne l

igan

d R

EC

LIG

lO

4 10

3

Rec

epto

r-li

gand

bin

ding

stu

dy

R

EC

LIG

ll

2 34

2

Dis

plac

emen

t cu

rve

wit

h on

e re

cept

or,

one

liga

nd

RE

CL

IG12

4

20

3 D

ispl

acem

ent

curv

e w

ith

one

rece

ptor

, tw

o li

gand

s R

EC

LIG

13

4 22

3

Sat

ura

tion

cur

ve

RE

CL

IG14

7

24

4 D

ispl

acem

ent

curv

e of

qui

npir

olc

RE

CL

IG15

7

16

4 M

ass

equi

libr

ium

mod

el w

ith

two

rece

ptor

s an

d t

wo

liga

nds

RE

CL

IG16

4

20

3 M

ass

equi

libr

ium

mod

el w

ith

two

rece

ptor

s an

d o

ne l

igan

d R

EC

LIG

17

2 7

2 M

ass

equi

libr

ium

mod

el w

ith

one

rece

ptor

an

d o

ne l

igan

d R

EC

LIG

18

4 14

3

Mao

s eq

uili

briu

m m

odel

wit

h on

e re

cept

or,

two

liga

nds

RE

CL

IG2

3 27

3

Dis

plac

emen

t cu

rve

of 3

H-c

ompo

und

from

one

rec

epto

r, t

wo

liga

nds

RE

CL

IG3

4 10

3

Sat

ura

tio

n c

urve

, tw

o re

cept

ors

and

one

rad

ioli

gand

ref

data

E

[4

57]

E

E

Ul

Ul

E

[117

] U

5 [4

06],

[279

] U

l [2

41]

U5

[241

] U

5 [2

41]

U5

[173

], [2

79]

U5

[466

] U

5 [4

58],

[79]

U

5 U

l [3

65]

E

[365

], [1

33]

U5

[365

], [1

33]

E

[365

], [1

33]

E

[365

], [1

33]

E

[365

], [1

33]

E

[365

], [1

33]

E

[365

], [1

33]

E

[365

], [1

33]

E

[365

]' [1

33]

E

[365

], [1

33]

E

[365

], [1

33]

E

( con

tinu

ed)

~

'0 ~ ~ ~ ~ ~

>e

>e

Cl ~

11 ~

~

~ ~ " ~ Co

'" h:l

CD

--

'I

na

me

n I

m

back

grou

nd

RE

CL

IG4

6 75

4

Dis

plac

emen

t cu

rve

of a

3H

-com

poun

d w

ith

a su

bsta

nce,

tw

o re

cept

ors

and

liga

nds

ref

data

t-:

> (0

[365

], [1

33]

E

00

RE

CL

IG5

4 11

3

Mas

s eq

uili

briu

m m

odel

wit

h on

e re

cept

or a

nd t

wo

liga

nds

[365

], [1

33]

E

RE

CL

IG6

3 12

3

Dis

plac

emen

t cu

rve

[365

], [1

33]

E

RE

CL

IG7

4 44

3

Dis

plac

emen

t cu

rve

of 3

H-c

ompo

und

from

rec

epto

r [3

65],

[133

] E

R

EC

LIG

8 4

10

3 S

atur

atio

n cu

rve,

tw

o re

cept

ors

and

one

radi

olig

and

[365

], [1

33]

E

RE

CL

IG9

4 22

4

Dis

plac

emen

t cu

rve

wit

h co

ld l

igan

d on

rec

epto

r [3

65],

[133

] E

SS

..RE

AC

4

30

6 S

tead

y st

ate

reac

tion

U

5 S

UL

PH

UR

4

90

3 O

xida

tion

of

sulp

hur

diox

ide

to s

ulph

ur t

riox

id

[139

], [2

79]

U1

TIT

RA

TIO

3

51

5 P

oten

tiom

etri

c ti

trat

ion

of N

,N-d

imet

hyhy

lam

inoe

thyl

amin

e [4

00]

U1

UL

TR

A 1

3

6 1

Ult

race

ntri

fuge

dat

a an

alys

is f

or m

olec

ular

wei

ght

dete

rmin

atio

n fo

r on

e su

bsta

nce

[146

] U

5 U

LT

RA

2 3

6 U

ltra

cent

rifu

ge d

ata

anal

ysis

for

mol

ecul

ar w

eigh

t de

term

inat

ion

of tw

o su

bsta

nces

[1

46]

U5

:.:: ~ ~ '-< ~ t-< §: ~ ~ "":l ~ :.:: Q ~ tl ~ ~ ~ ~ t-<

U:l ~

t;3 ~

APPENDIX B: Appendix B: Test Examples 299

4. Ordinary Differential Equations As before, we proceed from r data sets of the form

where it tinlC values, Ie concentration values and l = ltler corresponding measurernent values are given. Furthermore, we assume that I weights wt are defined. However, some of these weights can become zero in cases when the corresponding measurement value is missing. if artificial data are needed, or if plots are to be generated for state variables for which experimental data do not exist. The subsequent lable contains the actual number f :S I of terms taken into account in the least squares formulation.

The data fitting function h(p, y(p, t, c), t, c) depends on a concentration parameter c and in addition on the solution y(p, t, c) of a system of m coupled ordinary differential equations with initial values

'Ii, Fr (p, y, t, c). Yl (0) = yf(p, c) ,

Jim Fm(p,y,t,c). ym(O) = y.~,(p,c)

'A'ithout loss of generality, we assume that, as in many n,al life situations. the initial time is zero. The initial values of the differential equation system yf(p, c), ", y?JP, c) may depend on one or more of the system parameters to be estimated, and on the concentration parameter c.

The resulting parameter estimation problem can be written in the form

gAp) = 0, j = 1, ... , me

gj(p)?,O. j=m.+l .... ,m,

PI :S P :S pu ,

see Section 4 of Chapter 2 and Section 4 of Chapter ;j for more details. Again we have to assume that Illodel functicllls h,.(p, y, L, c) and gj(p) are continuously differentiable functions of p. k = 1, ... , rand j = 1, ... , mr, and that the solution y(p, t. c) is also a smooth function of p. All test problems based on ordinary differential equations are listed in Table B.4. We do not list additional information about switching points or boundary values, for example.

Tabl

e B.

4. O

rdin

ary

Dif

fere

ntia

l E

quat

ions

eN

C

0

nam

e n

t m

m

e m

e ba

ckgr

o-un

d 're

f da

ta

2BO

DY

2

80

4 0

0 T

wo-

body

pro

blem

[2

09]

U5

2C

ST

R

3 80

4

0 0

Ser

ies

of tw

o C

ST

Rs

wit

h ti

me-

dela

y [3

28],

[279

] U

5 2L

NK

_RO

B

2 40

4

0 0

Tw

o-li

nk p

lan

ar r

obot

wit

hout

con

stra

ints

[8

] U

5 2N

D_O

RD

3

10

2 0

0 A

cade

mic

tes

t pr

oble

m,

ill-

beha

ved

seco

nd o

rder

IV

P

[55]

, [4

35]

U5

2ND

..RA

TE

3

15

1 0

0 S

econ

d or

der

rate

equ

atio

n un

der

hea

t tr

ansf

er c

ondi

tion

s [4

66]

U1

2S

TG

CS

TR

7

5 4

1 0

Tim

e-op

tim

al b

ang-

bang

con

trol

of

two-

stag

e C

ST

R

[279

], [1

18]

non

e A

CT

IVIT

Y

2 9

2 0

0 A

ctiv

itie

s ov

er t

ime

E

AC

TN

ITR

4

80

8 0

0 N

itri

fica

tion

in

acti

vate

d sl

udge

pro

cess

[1

15]

U5

AD

LC

ST

R

52

50

0 30

30

S

tead

y-s

tate

adi

abat

ic C

ST

R w

ith

irre

vers

ible

fir

st o

rder

rea

ctio

n an

d

[229

] E

er

rors

in

vari

able

s A

DIA

BA

TI

2 30

2

0 0

Adi

abat

ic c

ompl

ex g

as-p

hase

rea

ctio

n in

a P

FR

[4

66]

U1

AE

KIN

8

120

3 0

0 A

E-k

inet

ics

Ul

~

AIR

Y

2 38

2

0 0

Air

y eq

uati

on

[432

] U

5 ~

AK

TIV

_W2

8 12

8 4

0 0

Ass

ocia

tion

kin

etic

s, t

wo-

stat

e-th

eory

U

5 ~

AL

PH

A..

PI

5 52

5

0 0

Isom

eriz

atio

n of

an

alp

ha-p

inen

e U

5 ....,

A

MID

PR

O

4 20

1 4

0 0

Am

idpr

oton

rep

lace

men

t w

ith

prot

ein

fold

ing

E

S2 A

MM

ON

AB

3

39

3 0

0 S

tead

y-s

tate

abs

orpt

ion

colu

mn

desi

gn

[213

] U

l t-

,

AM

YL

AS

E

5 50

7

0 0

Alp

ha-a

myl

ase

prod

ucti

on w

ith

baci

llus

sub

tili

s U

5 tJ

~

AN

AE

ME

AS

5

72

7 0

0 A

naer

obic

rea

ctor

act

ivit

y [1

15]

Ul

t;2 A

NH

YD

2

56

3 0

0 O

xida

tion

of

o-xy

lene

to

pht

hali

c an

hydr

ide

[213

] U

l A

NT

IBIO

5

20

2 0

0 K

inet

ics

of a

ntib

ioti

cs i

n li

quid

man

ure

[361

] E

~

AP

PR

X1

5

20

0 0

Cur

ve f

itti

ng

[480

] X

>-J

~ A

PP

RX

2

3 4

1 0

0 C

urve

fit

ting

[4

80]

E

~

ASS

_CV

1 11

57

7

0 0

Ass

ocia

tion

cur

ves

E

CJ

AS

S_C

V2

5 31

2

0 0

Ass

ocia

tion

cur

ves

E

~ A

SS_C

V3

6 27

2

0 0

Ass

ocia

tion

cur

ves

E

tl

ASS

_CV

4 5

53

2 0

0 A

ssoc

iati

on c

urve

s E

~ ~

(con

tinu

ed)

~ S2 ~ Uo ~ ~

na

me

n I

m

rnr

rnf

back

gmun

d re

f da

ta

~

"J

AS

S_C

V5

7 47

3

0 0

Ass

ocia

tion

cu

rves

E

"0

A

SS

_CV

6 6

23

3 0

0 A

ssoc

iati

on c

urv

es

E

t:'t:i

AS

S_C

V7

7 23

2

0 0

Ass

ocia

tion

cu

rves

E

§

AS

S_K

INl

3 15

0

0 A

ssoc

iati

on k

inet

ics

E

~ A

SS

..KIN

2 4

15

0 0

Ass

ocia

tion

kin

etic

s w

ith

exp

onen

tial

ter

m

E

to A

SS

_KIN

3 3

37

0 0

Ass

ocia

tion

kin

etic

s E

~

AS

S_K

IN4

4 11

0

0 A

ssoc

iati

on k

inet

ics

E

'" '" A

SS

_KIN

5 6

16

2 0

0 A

ssoc

iati

on k

inet

ics

E

(t

;:l

AS

TR

O

1 80

4

0 0

Pla

nar

mo

tio

n o

f ea

rth

aro

un

d s

un

(si

ngul

arit

ies)

[8

] U

5 ;l-

: '"' A

SY

MP

3

27

2 0

0 A

sym

pto

tic

bo

un

dar

y v

alue

pro

blem

[8

] U

5 !:tJ

A

XD

ISP

3

80

16

0 0

Dif

fere

ntia

l ex

trac

tio

n c

olum

n w

ith

axi

al d

ispe

rsio

n [2

13]

U5

B_B

LO

CK

10

41

2

0 0

Co

ntr

ol

of b

eta-

bloc

ker,

tw

o co

mp

artm

ents

[8

2]

E

~

B_

BL

OC

KI

20

41

2 0

0 C

on

tro

l of

bet

a-bl

ocke

r, t

wo

com

par

tmen

ts

[82]

E

~

B_B

LO

CK

2 40

41

2

0 0

Con

trol

of

beta

-blo

cker

, tw

o co

mp

artm

ents

[8

2]

E

~ " B

AL

L

5 1

2 5

5 B

Oll

ncin

g ba

ll

[409

] X

~

BA

RN

I 3

22

2 0

0 C

hem

ical

rea

ctio

n, L

otka

-Vol

terr

a eq

uat

ion

[4

44]

E

c;;-B

AR

N2

5

22

2 0

0 C

hem

ical

rea

ctio

n, L

otka

-Vol

terr

a eq

uat

ion

wit

h v

aria

ble

init

ial

valu

es

[444

] E

00

BA

TC

H_C

T

7 2

0 0

Co

ntr

ol

of n

onli

near

bat

ch r

eact

or

[277

] n

one

BA

TC

HD

3

19

1 0

0 D

imen

sion

less

kin

etic

s in

a b

atch

rea

cto

r [2

13]

U5

BA

TC

OM

8

364

4 0

0 B

atch

rea

cto

r w

ith

com

plex

rea

ctio

n se

quen

ce

[213

] U

5 B

AT

EX

2

20

2 0

0 S

ingl

e so

lute

bat

ch e

xtr

acti

on

[2

13]

U5

BA

TF

ER

M

4 12

0 3

0 0

Bat

ch f

erm

enta

tio

n

[115

] U

5 B

AT

SE

G

2 10

2

0 0

Sim

ple

reac

tio

n w

ith

seg

rega

tion

in

a b

atch

rea

cto

r [2

13]

U5

BA

TS

EQ

4

44

4 0

0 C

ompl

ex b

atch

rea

ctio

n se

quen

ce

[213

] U

5 B

EA

D

3 90

6

0 0

Dif

fusi

on a

nd

rea

ctio

n i

n a

sphe

rica

l b

ead

[2

13]

U5

BE

ER

17

62

7

0 0

Bee

r fe

rmen

tati

on

E

B

EL

LM

AN

3

15

1 0

0 C

hem

ical

rea

ctio

n (B

ellm

an)

[457

] E

B

EL

US

OV

3

132

4 0

0 O

scil

lati

ng c

hem

ical

rea

ctio

n, h

ighl

y st

iff

(Bel

usov

-Zha

biti

nsky

) U

5 B

EN

ZE

NE

2

16

2 0

0 P

yro

lyti

c d

ehy

dro

gen

atio

n o

f be

nzen

e to

dip

heny

l E

B

EN

ZH

YD

2

20

2 0

0 Is

oth

erm

al t

ub

ula

r re

acto

r w

ith

tw

o co

nsec

utiv

e re

acti

ons

(deh

ydro

-[2

13]

U5

gena

tion

of

benz

ene)

( con

tinu

ed)

w

0 .....

I ba

ckgr

ound

re

f d

ata

CN

n

am

e

n m

m

r m

e 0

BL

OS

C

2 10

0 2

0 0

Cha

otic

bi-

stab

le o

scil

lato

r [5

1],

[171

] U

1 tv

BIM

OL

EC

U

3 14

1

0 0

Car

cino

-em

bryo

nic

anti

gen

bind

ing,

bim

olec

ular

rev

ersi

ble

reac

tion

[4

] E

BIO~OD

2 30

0 3

0 0

Sub

stra

te p

rodu

ctio

n fr

om b

iom

ass

U5

BIO

DE

G

8 42

3

0 0

Deg

rada

tion

of

two

subs

trat

es a

nd g

row

th o

f bi

omas

s E

B

IOM

AS

S

2 10

2

0 0

Bio

mas

s an

d su

bstr

ate

of f

erm

ento

r U

5 B

IOP

RO

C

4 15

3

0 0

Rec

ombi

nant

mic

robi

olog

ical

pro

cess

[1

19]

U5

BIT

UM

EN

5

27

3 0

0 M

odif

ied

Den

bigh

rea

ctio

n sc

hem

e fo

r co

nver

ting

bit

umen

int

o w

aste

[2

77],

[96]

U

5 B

LO

OD

10

12

4 9

0 0

Blo

od c

oagu

lati

on m

echa

nism

by

thro

mbi

n fo

rmat

ion

[436

] E

B

LO

OD

_O

3 32

1

0 0

Blo

od e

than

ol c

once

ntra

tion

[4

57]

E

BR

UN

HIL

D

6 21

3

0 0

Bol

us i

njec

tion

of

radi

oact

ive

sulf

ate

[400

] E

B

RU

SS

EL

1 4

30

6 0

0 M

ulti

-mol

ecul

ar r

eact

ion

(Bru

ssel

ator

) [2

54]

U5

BR

US

SE

L2

2 80

2

0 0

Mul

ti-m

olec

ular

rea

ctio

n (B

russ

elat

or)

[179

] U

5 B

ST

ILL

4

180

11

50

0 B

inar

y ba

tch

dist

illa

tion

col

umn

(nin

e fl

oors

) [2

13]

U5

BS

TIL

L..I

5

130

13

0 0

Bin

ary

batc

h di

stil

lati

on c

olum

n (e

leve

n fl

oors

) [2

13]

U5

:;;::

BV

P

2 9

2 1

1 B

ound

ary

valu

e pr

oble

m

[8]

U5

~ B

VP

4 8

55

16

8 8

Com

plex

4-t

h or

der

boun

dary

val

ue p

robl

em (

norm

al m

ode

deco

mpo

-U

5 gj

siti

on o

f P

DE

) '-

;

CA

BB

AG

E

8 24

3

0 0

Gro

wth

of

whi

te c

abba

ge (

root

s, s

tem

, le

aves

) [3

61]

E

~ C

AR

GO

11

60

6

3 3

Tra

nsfe

rrin

g co

ntai

ners

fro

m s

hip

to t

ruck

[1

26],

[439

] U

1 t:-<

CA

SC

..IM

P

2 10

11

0

0 A

ir h

umid

ity

in l

abor

ator

y de

vice

U

1 ~

CA

SC

AD

E1

15

9 5

1 1

Sto

rage

cas

cade

of

flow

in

pipe

s, R

icca

ti e

quat

ion

[261

] E

~

CA

SC

AD

E2

3 9

0 0

Flo

w i

n pi

pes

wit

h on

e st

orag

e, R

icca

ti-M

uski

ngum

equ

atio

n [2

61]

E

~ C

AS

CS

EQ

5

30

12

0 0

Cas

cade

of

thre

e re

acto

rs w

ith

sequ

enti

al r

eact

ions

[2

13]

U5

CA

ST

OR

2

88

2 0

0 B

atch

dec

ompo

siti

on o

f ac

etyl

ated

cas

tor

oil

[213

] U

5 '"'I

~

CA

TJI

YD

1

24

2 0

0 C

atal

ytic

hyd

roly

sis

of a

ceti

c an

hydr

ide

[458

] U

5 ~

CA

TA

LY

ST

10

7

0 0

Bif

unct

iona

l cat

alys

t ble

nd o

f met

hyic

ycio

pent

ane

to b

enze

ne in

a t

ubu-

[279

] U

5 la

r re

acto

r ~

CA

V-.

BU

BB

3

9 2

0 0

Cav

itat

ing

bubb

le

[251

] U

5 t:l

C

HA

IND

1

4 40

2

0 0

Fir

st-o

rder

rev

ersi

ble

chai

n re

acti

on

[444

] U

5 ~

CH

AN

-FL

O

3 23

4

2 2

Flo

w o

f a

flui

d du

ring

inj

ecti

on i

nto

a lo

ng c

hann

el

[108

] U

1 ;:,:.

:

(con

tinu

ed)

~ ~ t:-<

Cr.l ~ ~ ~

nam

e n

l m

m

e C

HA

NN

EL

3

9 :3

2 C

HE

M_O

SC

10

50

5

0 C

HE

M_R

EA

17

99

9

0 C

HE

MO

6

184

3 0

CH

EM

OS

TA

3

69

0 0

CIR

CL

E

2 40

4

0 C

IRC

UIT

4

60

:3 0

CL

OU

D

2 50

2

0 C

OA

LI

6 13

2

0 C

OA

L2

11

86

:3 0

CO

AL

3 3

20

0 C

OA

L4

6 21

2

0 C

OA

LS

6

2:3

2 0

CO

AL

6 3

21

1 0

CO

AL

7

18

86

6 0

CO

LG

ON

4

50

11

0 C

OL

LIS

IO

2 40

0 8

0

CO

MM

EN

SA

3

18

7 ()

CO

MP

_E

XP

4

38

2 0

CO

MP

AS

M

3 46

5

0 C

OM

PE

T

4 50

2

()

CO

MP

RE

AC

8

154

7 0

CO

MP

SE

G

2 60

6

()

CO

N_B

UR

G

1 22

2

1 C

ON

C4

7

35

1 0

CO

NC

4A

7

35

3 0

CO

NF

_AL

T

6 23

2

0 C

ON

FL

OI

2 40

0

m"

back

gTO

'und

2

Flo

w i

n a

chan

nel

(3rd

ord

er B

VP

) 0

Che

mic

al o

ocil

lato

r 0

Che

mic

al r

eact

ion

0

Ch

emo

stat

fer

men

tati

on

0

Ste

ady

-sta

te c

hell

lost

at

0 P

aram

eter

ized

cir

cle

equ

atio

n

0 E

lect

ric

circ

uit

in a

cha

otic

reg

ime

() B

ehav

ior

of s

pher

ical

clo

ud o

f ga

s u

nd

er g

rav

itat

ion

0

Coa

l py

roly

sis,

tw

o pa

rall

el C

H4

reac

tion

s 0

Coa

l py

roly

sis,

co

ncu

rren

t re

acti

ons

incl

udin

g C

O,

C0

2,

CH

4, H

2 0

Coa

l py

roly

sis,

fir

st o

rder

H2

reac

tion

0

Coa

l py

roly

sis.

tw

o pa

rall

el C

02

rea

ctio

ns

0 C

oal

pyro

lyoi

o. t

wo

para

llel

CO

rea

ctio

ns

0 C

oal

pyro

lysi

s, h

ighe

r o

rder

CH

4 re

acti

on

0 C

oal

pyro

lysi

s. p

aral

lel,

hig

her

reac

tion

s in

clud

ing

CO

, C

02

, C

H4,

H2

0 E

xtr

acti

on

cas

cade

wit

h b

ackm

ixin

g an

d c

ontr

ol

0 C

olli

oion

dyn

amic

s be

twee

n an

Arg

on a

nd

a N

eon

ato

m i

n t

hei

r m

utu

al

Len

nar

d-J

on

es f

orce

fie

ld

0 T

wo

bac

teri

a w

ith

opp

osit

e o

ub

stra

te p

refe

renc

es

0 T

wo

com

par

tmen

ts w

ith

equ

al a

bso

rpti

on

an

d e

xp

on

enti

al e

lim

inat

ion

()

Co

mp

etit

ive

aosi

mil

atio

n an

d c

omm

ensa

lism

0

Co

mp

etit

ion

of

two

spec

ies

0 C

ompl

ex r

eact

ion

sch

eme

betw

een

form

alde

hyde

an

d s

odiu

m p

ara

phe-

nol

sulp

ho

nat

e 0

Com

plex

rea

ctio

n w

ith

seg

rega

tion

in

a s

emi-

bat

ch r

eact

or

Bur

gers

' eq

uat

ion

wit

h s

tate

an

d b

ou

nd

ary

co

nst

rain

ts

0 C

hem

ical

sim

ulat

ion

mod

el

0 C

hem

ical

sim

ula

tio

n m

odel

, al

tern

ativ

e fo

rmul

atio

n 0

Co

nfo

rmat

ion

alt

erat

ion

s of

pro

tein

s 0

Con

tinu

ous

op

en t

ank

flo

w

ref

data

[8

] U

5 [2

02]'

[401

] U

lO

E

[115

] U

5 [1

15]

U5

U5

[442

] N

O.O

Ol

[94]

U

5 [6

5],

[268

] U

5 [3

75],

[268

] E

[3

75],

[268

] E

[3

75],

[268

] E

[3

75],

[268

] E

[3

75],

[268

] E

[3

75],

[268

] E

[2

13]

U5

[396

] SO

[115

] U

5 [3

44]

U5

[115

] U

5 [5

1],

[3~]

U

5 [2

13]

G5

[213

] U

5 [3

5]

U5

E

E

E

[213

] U

5

(con

tinu

ed)

~

'Cl

'Cl

ttl § >< ~ ~

'tl

'tl '" ;:l [:l..

H

!J:l ~

~ ~ '" ~ 1i;"

>0 w

o w

na

me

n {

m

me

me

back

grou

nd

ref

data

v.o

0

CO

NF

L0

2

2 40

0

0 C

onti

nuou

s cl

osed

iso

ther

mal

tan

k f

low

[2

13]

U5

"'" C

ON

FL

03

2

40

0 0

Con

tinu

ous

clos

ed a

diab

atic

tan

k f

low

[2

13]

U5

CO

NIN

HIB

2

70

2 0

0 C

onti

nuou

s cu

ltur

e w

ith

inhi

bito

ry s

ubst

rate

[1

15]

U5

CO

NS

TIL

L

6 60

10

0

0 C

onti

nnou

s bi

nary

dis

till

atio

n co

lum

n [2

13]

U5

CO

NT

CO

N

3 44

3

0 0

Feed

rat

e co

ntro

l of

inh

ibit

ory

subs

trat

e in

a c

onti

nuou

s cu

ltur

e [1

15]

U5

CO

NT

UN

2

105

4 0

0 C

ontr

olle

r tu

ning

pro

blem

[2

13]

U1

CO

OL

2

48

9 0

0 C

onti

nuou

s st

irre

d-ta

nk c

asca

de

[213

] U

5 C

OO

LC

RI

2 37

4 5

0 0

Coo

ling

cry

stal

liza

tion

(M

iller

and

Par

siva

l fo

rmul

atio

n)

E

CR

_EL

OV

4

36

2 0

0 C

hem

ical

rea

ctio

n E

C

RA

NE

5

18

6 0

0 O

ptim

al c

ontr

ol o

f a

cont

aine

r cr

ane

[372

] U

5 C

S_R

EA

C

2 20

4

0 0

Con

tinu

ousl

y st

irre

d re

acto

r [3

4]

U1

CS

T_l

OR

D

5 40

2

0 0

Fir

st o

rder

con

tinu

ous

stir

red

tan

k w

ith

cool

ing

coil

[466

] U

l C

ST

OH

NE

3

400

3 0

0 C

ompe

diti

on N

H-r

epla

cem

ent

wit

hout

rev

erse

rea

ctio

ns

E

CS

TR

2

60

3 0

0 C

onti

nuou

s st

irre

d-ta

nk c

asca

de

[213

J U

5 ~

CS

TR

_BM

4

76

4 0

0 C

ST

R,

benc

hmar

k ex

ampl

e [3

4]

U5

~ C

ST

R_C

TR

7

1 3

0 0

Con

trol

of

cont

inuo

usly

sti

rred

tan

k r

eact

or

[249

], [2

79J

non

e ~

CS

TR

CO

M

3 85

5

0 0

Isot

herm

al r

eact

or w

ith

com

plex

rea

ctio

n [2

13]

U5

'-<

DC

MD

EG

4

18

20

0 0

Dic

hlor

omet

hane

in

a bi

ofilm

flu

idiz

ed s

and

bed

[115

] U

5 Q

D

EA

CT

3

49

3 0

0 D

eact

ivat

ing

cata

lyst

in

a C

ST

R

[213

] U

5 N

DE

AC

TE

NZ

3

90

7 0

0 R

eact

or c

asca

de w

ith

deac

tiva

ting

enz

yme

[115

] U

5 ~

DE

CA

Y

3 20

3

0 0

Rad

ioac

tive

dec

ay o

f an

iso

tope

U

5 t;2

DE

GE

N

20

2 0

0 N

otor

ious

aca

dem

ic e

xam

ple,

hig

hly

dege

nera

te

[46J

U

5 D

EG

EN

_M

1 40

2

0 0

Mod

ifie

d no

tori

ous

acad

emic

exa

mpl

e, h

ighl

y de

gene

rate

[4

6],

[492

J U

5 ~

DIA

BE

TE

S

6 20

5

0 0

Dia

bete

s m

anag

emen

t E

"-

l ~ D

IAU

XIA

5

100

5 0

0 D

iaux

ic g

row

th o

f a

mic

robe

U

5 ~

DIF

DIS

T

4 36

10

0

0 M

ult

icom

pone

nt d

iffe

rent

ial

dist

illa

tion

[2

13]

Ul

C':l

DIM

ER

4

20

2 0

0 P

harm

akok

inet

ic m

odel

wit

h tw

o su

bsta

nces

and

one

dim

er c

ompl

ex

E

~ D

IOD

E

2 18

2

0 0

Tun

nel-

diod

e os

cill

ator

[2

14J

U5

tl

DIS

LIQ

U

1 14

4 6

0 0

Dis

trib

utio

n of

sub

stra

tes

in a

che

mic

al r

eact

or,

liqu

id p

hase

U

5 ~

DIS

OR

DE

R

3 18

2

0 0

Tre

atin

g m

anic

-dep

ress

ive

diso

rder

wit

h L

ithi

um c

arbo

nate

[4

09J

U5

~

(con

tinu

ed)

~ C") ~

N

Cr:l ~ t;i ~

nam

e n

l T

n

rnT

DIS

PL

MN

T

8 32

3

0 D

ISR

ET

_O

2 12

8 16

0

DIS

SO

C

8 94

1

0 D

MD

S

8 66

4

0 D

RU

G_S

CH

3

32

3 0

DR

UG

DIS

I 2

3 2

0

DR

UG

DIS

2 4

3 2

2

DR

Y_F

RIl

40

4

()

DR

YY

RI2

3

40

4

DR

Y_F

RI3

5

40

4 3

DU

AL

3

48

3 0

DU

CT

3

10

1 0

DY

NA

MO

2

120

3 0

EN

TE

RO

4

27

4 ()

EN

ZC

ON

3

51

3 0

EN

ZS

PL

IT

3 10

2

EN

ZT

UB

E

2 10

1

0 E

NZ

YM

6

28

2 0

EQ

BA

CK

3

50

10

0 E

QE

X

2 15

2

0 E

QM

UL

TI

3 50

1

0

0 E

TH

AN

OL

7

100

4 0

ET

HF

ER

M

8 69

7

0 E

X_B

RE

AK

5

26

2 a

EX

O_R

EA

C

6 15

7 4

0 E

XO

TH

ER

M

2 10

0 2

a

me

back

grvu

nd

0 D

ispl

acem

ent

curv

e 0

Non

-iso

ther

mal

tu

bu

lar

reac

tor

wit

h ax

ial

disp

ersi

on

0 D

isso

ciat

ion

kine

tics

0

Cat

alyt

ic c

onve

rsio

n of

dim

ethy

ldis

ulfi

de

0 O

ptim

al d

rug

sch

edul

ing

for

canc

er c

hem

othe

rapy

0

Tim

e-op

tim

al d

rug

dis

plac

emen

t,

war

fari

n an

d p

heny

lbut

azon

e,

one

jum

p

0 T

ime-

opti

mal

dru

g di

spla

cem

ent,

war

fari

n an

d p

heny

lbut

azon

e, t

hree

ju

mp

s 0

Tw

o-m

ass

osci

llat

or

wit

h dr

y fr

icti

on

betw

een

bodi

es

(im

plic

it

swit

chin

g)

0 T

wo-

mas

s os

cill

ator

wit

h d

ry f

rict

ion

betw

een

bodi

es (

vari

able

sw

itch

-in

g ti

mes

) 0

Tw

o-m

ass

osci

llat

or w

ith

dry

fri

ctio

n be

twee

n bo

dies

(va

riab

le s

wit

ch-

ing

tim

es)

()

Dua

l su

bst

rate

lim

itat

ion

0 D

uct

des

ign

prob

lem

(bo

unda

ry v

alue

pro

blem

) 0

Cha

otic

beh

avio

ur o

f co

uple

d dy

nam

os

0 L

inea

r ph

arm

aco-

kine

tic

mod

el w

ith

lag-

tim

e 0

Con

tinu

ous

enzy

mat

ic r

eact

or

Dif

fusi

on a

nd

rea

ctio

n: s

plit

bo

un

dar

y s

olut

ion

0 T

ubul

ar e

nzym

e re

acto

r 0

Enz

yme

effu

sion

pro

blem

0

Mul

tist

age

extr

acto

r w

ith

back

mix

ing

0 S

impl

e eq

uili

briu

m s

tage

ext

ract

or

0 C

onti

nuou

s eq

uili

briu

m m

ulti

stag

e ex

trac

tion

0

Eth

ano

l fe

d-ba

tch

ferm

enta

tion

by

S. c

ervi

siae

0

Eth

ano

l fe

d b

atch

dia

uxic

fer

men

tati

on

a L

inea

r co

mp

artm

ent

mod

el w

ith

appl

icat

ion

of 2

nd d

ose

0 E

xoth

erm

ic r

eact

ion

wit

h la

g ti

me

0 E

xoth

erm

ic n

-th

ord

er r

eact

ion

in c

lose

d ve

ssel

(no

rmal

ized

)

ref

data

E

[2

13]

U5

E

E

[69J

U

5 [2

79],

[295

J no

ne

[279

], [2

95]

nOll

e

[121

] SO

[121

] SO

[121

] SO

[115

] U

5 [5

0]

U5

[51]

, [3

0J

U1

E

[115

J U

5 [2

13J

Ul

[115

J U

5 [4

57J

E

[213

J U

5 [2

13]

U5

[213

J U

5 [1

43]

U5

[115

] U

5 SO

E

[4

58]

U5

( con

tinu

ed)

"'" ~ § >< l:o "'" ~ (1) ;:l "'- N l:o ~

~ R:l " '" ~ (i) '" eN

o C

!1

na

me

n l

m

m"

me

back

grou

nd

Tef

data

w

0

EX

P-.

lNC

2

60

3 0

0 E

xpon

enti

ally

inc

reas

ing

solu

tion

s [4

92],

[7]

NO

.1

Ol

EX

P_S

IN

2 7

0 0

Exp

onen

tial

-sin

us f

unct

ion

[409

] X

E

XP

_SO

L

2 23

2

0 0

Exp

onen

tial

sol

utio

n [4

32]

U5

FA

ST

4

28

2 0

0 T

est

prob

lem

, fa

st s

tead

y-st

ate

[432

], [2

44]

U5

FB

R

3 45

8

0 0

Flu

idiz

ed b

ed r

ecyc

le r

eact

or

[115

] U

5 F

ED

_BA

T

4 10

2

0 0

Opt

imal

fe

edin

g st

rate

gy

for

mon

od-t

ype

mod

els

by

fed-

batc

h [3

11]

U5

expe

rim

ents

F

ED

_BA

TE

4

10

2 0

0 O

ptim

al f

eedi

ng s

trat

egy

for

mon

od-t

ype

mod

els

by f

ed-b

atch

exp

eri-

[311

] U

5 m

ents

, ti

me-

depe

nden

t fe

ed

FE

DlO

4

80

8 0

0 F

ed-b

atch

rea

ctor

for

pro

tein

pro

duct

ion

by r

ecom

bina

nt b

acte

ria

[252

]' [2

78]

U5

FE

D B

AT

4

180

4 0

0 F

ed b

atch

fer

men

tati

on

[115

] U

5 F

ED

BA

TC

H

25

192

12

0 0

Fed

bat

ch f

erm

enta

tion

pro

cess

of

stre

ptom

y-ce

s te

ndae

E

F

ER

ME

NT

3

56

5 0

0 B

atch

fer

men

tati

on

U5

FE

RM

NT

5

126

9 0

0 F

erm

enta

tion

mod

el w

ith

jum

p i

n in

put

func

tion

U

5 C;:

:

FE

RM

TE

MP

4

100

5 0

0 T

emp

erat

ure

con

trol

of

ferm

enta

tion

[1

15]

U1

~ F

IN

2 8

2 0

0 T

emp

erat

ure

in

a lo

ng f

in

[27]

E

~

FIS

H_P

OP

8

30

3 0

0 F

ish

popu

lati

on o

f la

ke B

aika

l E

.....

F

LU

ID_C

L

2 10

2

Flu

id w

ith

imm

erse

d co

olin

g co

il (B

VP

) [4

66]

U5

S2 F

LU

OR

7

11

6 0

0 F

ast

fluo

resc

ence

rat

e of

pho

tosy

nthe

sis

[10]

E

t-<

FL

UO

RE

S

8 38

39

0

0 F

luor

esce

nce

indu

ctio

n pr

oble

m

[433

] E

~

FL

UO

RE

SC

8

152

39

0 0

Flu

ores

cenc

e in

duct

ion

prob

lem

[4

33]

E

:;2 F

OL

DIN

G 1

7

69

4 0

0 U

nfol

ding

an

d r

efol

ding

of

ribo

nucl

ease

Tl

[327

], [2

97]

E

FO

LD

ING

2 6

72

4 0

0 U

nfol

ding

an

d r

efol

ding

of

ribo

nucl

ease

Tl

[327

], [2

97]

E

:::z

FO

LD

ING

3 5

42

4 0

0 U

nfol

ding

an

d r

efol

ding

of

ribo

nucl

ease

Tl

[327

], [2

97]

E

'-3

~ F

OL

DIN

G4

4 38

3

0 0

Unf

oldi

ng a

nd

ref

oldi

ng o

f ri

bonu

clea

se T

l [3

27],

[297

] E

C;:

: F

OL

DIN

G5

5 38

5

0 0

Unf

oldi

ng a

nd

ref

oldi

ng o

f ri

bonu

clea

se T

l [3

27],

[297

] E

c;"

)

FO

RE

ST

5

40

2 0

0 G

row

th o

f fo

rest

[5

1]

U5

~ F

RA

CT

AK

7

24

2 0

0 O

n-of

f-ki

neti

cs o

f fr

acta

kine

bin

ding

E

tl

F

UN

GI

13

11

0 0

Spr

ead

of f

ungi

in

the

root

sys

tem

s of

gro

win

g pl

ants

[3

69],

[60]

E

~

FU

NG

U

3 11

0

0 S

prea

d of

fun

gi i

n th

e ro

ot s

yste

ms

of g

row

ing

plan

ts

[369

], [6

0]

E

~

( con

tinu

ed)

~ S2 t-<

er., ;;3 ~ ~

nam

e n

l I'n

n/

"'I·

FU

PD

SC

I 2

200

40

0 G

AS

_AB

S1

2 10

0 20

0

GAS~BS2

2 10

0 20

0 0

GA

S_O

IL

;~

40

2 0

GA

SC

LO

UD

2

26

2 0

GA

SL

IQ1

2 20

6

0 G

AS

LIQ

2 3

30

6 0

GL

IDE

R

4 72

4

1 G

LO

BC

02

5

161

7 0

GL

UC

OS

E

9 40

3

0 G

LU

CO

SE

1 4

27

2 0

GL

UC

OS

E2

8 54

3

0 G

OL

F

2 24

6

0 G

RO

WT

H_H

2

50

1 0

GY

RO

S

:~ 80

7

0 G

YR

OS

CO

P

2 48

3

0 H

AM

ILT

ON

3

1 6

2 H

EA

TE

X

3 20

0 24

0

HIG

H_O

RD

7

0 H

IRE

S

11

32

8 0

HM

T

2 42

2

0 H

OL

D

6 8

1 0

HO

LD

UP

:1

48

7 0

HO

LE

3

38

0 H

OM

PO

LY

2

21

3 0

HY

DR

OL

2

6 2

0 ID

EN

T1

4 31

2

0 ID

EN

T2

4

11

] 0

me

bad:

grv'

Und

()

S

erie

s of

mas

ses

coup

led

by s

prin

gs (

Fer

mi-

Ula

m-P

asta

osc

illa

tor)

0

N-p

late

gas

abs

orbe

r w

ith

cons

tant

inl

et f

eed

stre

am,

20 p

late

s 0

N-p

latt

' gas

abs

orbe

r w

ith

cons

tant

inl

et f

eed

stre

am,

200

plat

es

0 C

atal

ytic

cra

ckin

g of

gas

oil

0 T

her

mal

beh

avio

r of

a s

pher

ical

clo

ud o

f ga

s 0

Gas

-liq

uid

mix

ing

and

mas

s tr

ansf

er i

n a

stir

red

tan

k

0 G

as-l

iqui

d m

ixin

g an

d m

ass

tran

sfer

in

a st

irre

d ta

nk

0

Fli

ght

of g

lide

r w

ith

upw

ind

0 G

loba

l C

02

mod

el,

exch

ange

of

ener

gy.

wat

er,

and

car

bon

betw

een

cont

inen

ts a

nd

atm

osph

ere

0 G

luco

se r

eact

ion

0 M

inim

al m

odel

for

glu

cose

an

d i

nsul

in k

inet

ics

() M

inim

al m

odel

for

glu

cose

an

d i

nsul

in k

inet

ics

0 F

ligh

t of

gol

f ba

ll

0 L

ogis

tic

grow

th w

ith

stoc

k de

pend

ent

harv

est

0 Id

eali

zed

gyro

scop

e in

ter

ms

of q

uate

rnio

ns (

inte

gral

inv

aria

nt)

0 H

eavy

sym

met

ric

gyro

scop

e 2

Ham

ilto

nian

sys

tem

, tw

o-po

int

bo

un

dar

y s

yste

m

()

Dyn

amic

s of

a s

hell

-and

-tub

e h

eat

exch

ange

r 0

Ord

inar

y di

ffer

enti

al e

quat

ion

of o

rder

7

0 G

row

th a

nd

dif

fere

ntia

tion

of

plan

t ti

ssue

ind

epen

dent

of

phot

osyn

the-

sis

at h

igh

leve

ls o

f ir

radi

ance

by

ligh

t 0

Sem

i-ba

tch

man

ufac

ture

of

hexa

mct

hyle

netr

iam

ine

0 L

igam

ent

mat

eria

l pr

oper

ties

wit

h no

nlin

ear

spri

ngs

and

das

hpot

s 0

Tra

nsie

nt h

oldu

p pr

ofil

es i

n an

agi

tate

d ex

trac

tor

0 A

cade

mic

tes

t ex

ampl

e w

ith

hole

0

Hom

ogen

eous

fre

e-ra

dica

l po

lym

eriz

atio

n 0

Bat

ch r

eact

or h

ydro

lysi

s of

ace

tic

anhy

drid

e 0

Str

uctu

rall

y gl

obal

ly i

dent

ifia

ble

mod

el

0 G

as p

rodu

ctio

n by

met

al d

isso

luti

on o

f V

olm

er-H

eyro

vski

ref

da

ta

[83]

, [1

35]

U5

[279

] U

5 [2

79]

U5

[444

J U

5 [4

32]'

[412

] SO

[2

13]

U1

[213

J U

5 [4

64J

U1

[403

] U

5

[347

] U

5 [3

71]

E

[371

] E

[2

37J

U5

[51]

U

5 [1

21J

SO

[237

] U

5 [2

24]

E

[213

] U

1 E

[1

81]

U5

[213

] U

5 E

[2

13]

U1

[409

] U

5 [2

13]

U1

[213

] U

5 [4

70]

SO

[470

] SO

( con

tinu

ed)

;:.. ~ t:>l ~ >< ~ ~ '" '" (1

)

;:l R. N

~ ~

~ ~ i;

l ~ " Co

eN

o --.j

! ba

ckgr

ound

re

f da

ta

~

nam

e n

ID

IDr

IDe

a IM

PU

LS

E

3 20

2

0 0

Impu

lse

of n

erve

pot

enti

al

[405

] U

5 0

0

INC

_ST

IF

2 14

2

0 0

Cla

ss o

f te

st p

robl

ems

wit

h in

crea

sing

stif

fnes

s [2

28]

U5

INH

IB

3 39

4

0 0

Gas

and

liq

uid

oxyg

en d

ynam

ics

in a

con

tinu

ous

ferm

ente

r [1

15]

U5

INT

ER

LE

U

16

63

28

0 0

Inte

rleu

kin-

13 b

indi

ng k

inet

ics

[242

] E

IR

B64

00

9 6

6 0

0 O

ptim

al c

ontr

ol m

odel

for

the

ind

ustr

ial

robo

t IR

B64

00

[196

] no

ne

ISO

_2PH

A

3 40

4

0 0

Van

-de-

Vus

se

reac

tion

in

is

othe

rm,

idea

lly

mix

ed

CS

TR

wit

h tw

o U

5 ph

ases

IS

O.J

3AT

4

15

4 0

0 Id

eal

isot

herm

al b

atch

rea

ctor

[1

17]

U5

ISO

ME

R

5 40

5

0 0

The

rmal

iso

mer

izat

ion

of a

lpha

-pin

ene

to d

ipen

tene

[4

44],

[52]

, [4

00]

E

ISO

TO

P1

15

108

9 0

0 Is

otop

e di

luti

on w

ith

nine

com

part

men

ts

E

ISO

TO

P2

28

108

9 7

7 Is

otop

e di

luti

on w

ith

nine

com

part

men

ts

E

JFIT

7

24

1 0

0 C

hem

ical

rea

ctio

n E

K

AT

AL

Y1

13

49

9 0

0 T

est

reac

tion

for

cat

alys

ts

E

KA

TA

LY

2 19

19

2 12

0

0 T

est

reac

tion

for

cat

alys

ts

E

=<:

KE

PL

ER

2

48

4 0

0 M

odif

ied

Kep

ler

prob

lem

[8

], [3

73],

[180

] U

5 ~

KE

TT

383F

8

94

1 0

0 D

isso

ciat

ion

kine

tics

E

~

KID

NE

Y

4 20

0 5

0 0

Cla

ss o

f st

iff

test

pro

blem

s [3

97]

U5

.., K

IN_P

RO

7

130

10

0 0

Kin

etic

che

mic

al p

roce

ss

E

52 K

LA

DY

N

3 80

4

0 0

Dyn

amic

mod

el f

or K

La

[213

] U

5 t:-<

KN

EE

1

9 0

0 K

nee

prob

lem

[9

1]

U5

~ L

AS

ER

3

36

6 0

0 A

mpl

ify

elec

tro-

mag

neti

c ra

diat

ion

by s

tim

ulat

ed e

mis

sion

[3

3]

U5

~ L

EG

..PO

L

2 18

2

0 0

Leg

endr

e po

lyno

mia

l of

ord

er 2

[4

32]

X

LE

PS

3

600

6 0

0 L

EP

S-c

onto

ur o

f m

olec

ule

D-C

-H

[396

] U

5 ~

LIN

J3Y

S 1

210

15

0 0

Sys

tem

of

line

ar O

DE

's

[377

] U

5 '""

I ~

LIN

EW

EA

V

2 15

1

0 0

Lin

ewea

ver-

Bur

k pl

ot

[115

] U

5 ~

LIS

A

5 6

7 0

0 L

ow t

hrus

t or

bita

l tr

ansf

er o

f a

LIS

A s

pace

craf

t [4

59]

E

~

LK

IN

3 26

2

0 0

Sim

ple

line

ar c

ompa

rtm

ent

mod

el

E

~ L

KIN

.J3R

2

34

2 0

0 Si

mpl

e li

near

com

part

men

t m

odel

wit

h tw

o br

eak

poin

ts

U5

t:::l

LK

IN_L

A

3 34

2

0 0

Sim

ple

line

ar c

ompa

rtm

ent

mod

el w

ith

vari

able

lag

tim

e U

5 ~

LK

IN_N

UM

3

26

8 0

0 Si

mpl

e li

near

com

part

men

t m

odel

, ex

plic

it n

umer

ical

der

ivat

ives

E

~

(con

tinu

ed)

~ 52 t:-<

Cr.l ~ ~ ~

na

me

n I

m

me

LK

IN_0

3 2

78

2 0

LK

IN_R

E

3 26

2

21

LK

IN_S

3

26

8 0

LK

IN_T

3

26

2 0

LO

G_G

RO

W

2 50

1

0 L

OR

EN

Z

6 16

3

0 L

OR

EN

Z_S

3

240

3 0

LO

T_V

OL

1

3 20

0 2

0 L

OL

VO

L2

4

20

2 0

MA

RIN

E

16

160

8 0

MC

ST

ILL

7

100

20

0 M

EC

H_S

YS

6

230

4 0

ME

MIN

H

3 70

3

0 M

EM

SE

P

2 36

6

0 M

ET

_SU

RF

6

46

2 0

ME

TH

AN

6

48

3 0

ME

TH

YL

2

30

2 0

MIC

_GR

OW

4

200

3 0

MIL

K

6 45

3

0 M

INW

OR

LD

4

117

3 0

MIX

-RA

T1

3 7

1 0

MIX

-RA

T2

3 11

0

MIX

-RA

T3

6 11

1

0 M

IXP

OP

2

180

3 0

MM

..ME

TA

1 2

80

4 0

MM

..ME

TA

2 2

80

4 0

MM

KIN

ET

4

22

3 0

MO

IST

UR

E

4 6

3 0

MO

ON

10

0

me

back

grou

nd

0 S

impl

e li

near

co

mp

artm

ent

mod

el w

ith

th

ree

dose

s 0

Sim

ple

line

ar c

om

par

tmen

t m

odel

, dy

nam

ic c

onst

rain

ts

0 S

impl

e li

near

com

part

men

t m

odel

wit

h s

ensi

tivi

ty e

quat

ions

0

Sim

ple

line

ar c

ompa

rtm

ent

mod

el (

OD

E),

app

roxi

mat

ion

erro

r 0

Log

isti

c gr

owth

wit

h co

nsta

nt h

arve

st

0 L

oren

z eq

uati

on

0 L

oren

z eq

uati

on,

high

ly o

scil

lati

ng

0 L

otka

-Vol

terr

a di

ffer

enti

al e

quat

ion

0 L

otka

-Vol

terr

a di

ffer

enti

al e

quat

ion

0 M

arin

e po

pula

tion

0

Con

tinu

ous

mul

tico

mpo

nent

dis

till

atio

n co

lum

n 0

Mec

hani

cal

osci

llat

ing

syst

em w

ith

elas

tici

ty,

slac

k, a

nd

dam

pin

g

0 C

ell

rete

ntio

n m

embr

ane

reac

tor

0 G

as s

epar

atio

n by

mem

bran

e pe

rmea

tion

0

Met

allo

id s

urfa

ce

0 C

onve

rsio

n of

met

hano

l to

var

ious

hyd

roca

rbon

s 0

Th

erm

al e

xplo

sion

of

met

hyl

nit

rate

(no

rmal

ized

) 0

Fed

-bat

ch

bior

eact

or

wit

h on

e gr

owin

g bi

omas

s on

on

e li

mit

ing

sub

stra

te

0 M

asti

tis

wit

h d

iape

desi

s of

neu

trop

hil

0 M

ini-

wor

ld w

ith

popu

lati

on,

cons

umpt

ion,

an

d e

nvir

onm

enta

l pol

luti

on

0 M

ixed

rat

e m

odel

, ch

emic

al r

eact

ion

0 M

ixed

rat

e m

odel

, ch

emic

al r

eact

ion

0 M

ixed

rat

e m

odel

, ch

emic

al r

eact

ion

(cub

ic f

it fo

r Q

dO)

0 P

red

ato

r-p

rey

pop

ulat

ion

dyna

mic

s 0

Met

abol

ic p

roce

ss i

n ur

ine

and

pla

sma,

Mic

hael

is-M

ente

n ki

neti

cs

0 M

etab

olic

pro

cess

in

urin

e an

d p

lasm

a, M

icha

elis

-Men

ten

kine

tics

0

Kin

etic

s of

enz

yme

acti

on

0 M

oist

ure

of g

ranu

late

s 0

One

-dim

ensi

onal

ear

th-m

oon-

spac

eshi

p pr

oble

m

ref

data

U

5 E

E

E

[5

1]'

[274

] U

5 U

5 [2

04]

U5

[204

] U

5 [4

44]

U5

[108

] E

[2

13]

U1

E

[115

] U

5 [2

13]

U5

E

[288

] E

[4

58]

U5

[17]

U

5

E

[51]

, [2

98]

U5

E

E

E

[115

] U

1 [2

24]

SO

[224

] SO

[1

15]

U5

E

[315

] U

5

(con

tinu

ed)

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[269

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E

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ag5]

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[279

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[1

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[213

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[466

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13]

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[115

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81]

SO

( con

tinu

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~

'1:1

"\:i

tr:J ~ ~ I:!:i ~

:g (1)

;:l N- fl· I:!:i ~

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.....

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m

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rtic

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Hyp

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uati

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act

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DE

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tize

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mpe

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ptim

al t

ake-

off

traj

ecto

ries

und

er w

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Osc

illa

ting

con

tinu

ous

Bak

er's

yea

st c

ultu

re

ref

data

eN

>

-'

[181

] U

5 ~

[8]

U5

[376

] U

5

[376

] X

[361

J E

U5

[300

J E

[115

J U

5

~

c::; ~ ~ >-

..; f2 t:-<

tJ ~ l;2 ~

"-l ~

~

CJ ~ b ;j

~ ~ f2 t:-<

V:l ~ ~ ~

APPENDIX B: Appendix 13: Test E:r:arnples 317

5. Differential Algebraic Equations As before, we have r data sets (ti' Cj, yfj) with I = ltlc'f', and I weights Weights can become zero in

cases when the corresponding measurement value is missing, if artificial data are needed, or if plots are to be generated for state variables for which experimental data do not exist. The subsequent table contains the actual number [ <::: I of terms taken into account in the final least squares formulation,

The data fitting function h(p, y(p, t, c), z(p, t, c), t, c) depends on a concentration parameter c and in addition on the solution y(p, t, c) and z(p, t, c) of a system of md differential and ma algebraic equations

YI P, (p, y, z, t, c) , Yl(O) = y~(p, c)

ilrnd Pmd (p, y, z, t, c) Ymd(O) = y!d(P,C)

0 G I (p, y, z, t, c) ZI(O) = z~(p,c) ,

0 G m " (p, y, z, t, c) zma (0) = (p,c)

Without loss of generality, we assume that the initial time is zero, Now y(x, t, c) and z(x, t, c) are solution vectors of a joint system of md + rna differential and algebraic equations (DAE), The initial values of the differential equation system y~(p,c) . .. , Y!d(P, c) and z~(p,c), (p,c) may depend on one or more of the system parameters to be estimated, and on the concentration parameter c.

The system of differential equations is called an index-I-problem or an index-I-DAE, if the algebraic equations can be solved with respect to z, i.e., if the matrix

\7 zG(p, y, z, t, c)

possesses full rank, see Section 5 of Chapter 2 and Section 4 of Chapter :, for further details. In this case, consistent initial values can be computed internally.

The resulting parameter estimation problem is

P E JR"

min I:~'~1 I::~I I:~'~1 (11I~j(h,(p.y(p,t"c)),z(p,t"Cj),t"c]) - Y:J))2

g} (p) = O. j = I, .... me

g} (p) 2: o. j = me + 1. ' , m,

Pl <::: P <::: Pu .

We assLlme that the model functions hk(p, y, z, t, c) and gj(p) arc continuously differentiable functions of p, k = 1. .. , , ,. and j = 1, , ' .. m" and that the state variables y(p, t" c]) and z(p, ti, cJ ) are smooth solutions subject to p. All test problems based on differential algebraic equations are listed in Table B .. ), where constraint counts are omitted.

Tabl

e B

.5.

Dif

fere

ntia

l A

lgeb

raic

Equ

atio

ns

w

......

00

na

me

n I

md

m

a

back

grou

nd

ref

data

2L

KC

_RO

B

5 80

12

5

Tw

o-li

nk p

lana

r ro

bot

wit

h co

nstr

aint

s [8

] U

5 A

ER

OS

OL

4

29

2 2

Sub

stra

te c

once

ntra

tion

in

two-

phas

e ae

roso

l de

vice

s E

B

AT

CH

9

128

6 3

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herm

al b

atch

rea

ctor

, sl

ow a

nd f

ast

reac

tion

s [3

6]

U5

BA

TC

H-E

9

204

6 3

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al b

atch

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ctor

, sl

ow a

nd f

ast

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tion

s, t

wo

dat

a se

ts

[36]

E

B

AT

CH

-El

9 13

1 6

1 Is

othe

rmal

bat

ch r

eact

or,

slow

and

fas

t re

acti

ons,

dat

a fo

r 40

deg

C

[36]

, [4

36]

E

BA

TC

H-E

2 9

84

6 1

Isot

herm

al b

atch

rea

ctor

, sl

ow a

nd f

ast

reac

tion

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ata

for

67 d

eg C

[3

6],

[436

] E

B

AT

CH

-E3

9 12

4 6

1 Is

othe

rmal

bat

ch r

eact

or,

slow

and

fas

t re

acti

ons,

dat

a fo

r 10

0 de

g C

[3

6],

[436

] E

B

AT

CH

RE

A

5 66

6

Bat

ch r

eact

or

[67]

U

5 B

ON

D

4 24

2

1 T

rans

itio

n of

pho

ton

in a

hyd

roge

n-hy

drog

en b

ond

[250

] U

5 B

UB

BL

EC

3

72

8 5

Bub

ble

poin

t ca

lcul

atio

n fo

r a

batc

h di

stil

lati

on c

olum

n [2

13]

U5

CE

LL

S

5 12

0 3

2 C

ulti

vati

on o

f is

olat

ed p

lant

cel

ls i

n su

spen

sion

cul

ture

[3

12]

Ul

CO

ND

EN

S

2 11

4 1

5 C

onde

nsat

ion

of m

etha

nol

wit

h co

nsta

nt v

olum

e [3

33]

U5

~

DA

E-E

X

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3

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AE

wit

h si

ngul

arit

y U

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DA

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100

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ind

ex-2

-for

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atio

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3 2

40

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26

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dex

2 [8

] U

5 t-<

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KS

YS

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20

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cle

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on (

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r B

VP

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] U

l ~

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22

22

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] U

l ~

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TIL

L3

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U

l E

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PO

R

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3

10

Eva

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4

80

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Bat

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[4

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100

1000

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N-p

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abs

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eed

stre

am,

1000

pla

tes

[279

] U

5 ~

HY

DR

OD

YN

2

15

2 U

nipo

lar

hydr

odyn

amic

mod

el f

or s

emic

ondu

ctor

s in

the

iso

trop

ic c

ase

[8]

U5

ME

M_W

IRE

5

40

3 O

ptim

al f

orm

of

shap

e m

emor

y w

ires

U

I ~

P...I

DE

NT

6

138

2 Id

enti

fica

tion

of

para

met

ers,

aca

dem

ic e

xam

ple

[285

] U

5 t::I

P

EN

DU

LU

M

2 80

4

Pla

in p

endu

lum

U

l ~ ~

(con

tinu

ed)

~ ;2 t-<

C/:) ~ ~ ~

na

me

n

I m

d

rna

PH

OS

PH

_A

3 54

3

2 R

ES

PIR

3

40

1 1

SH

OC

K

4 60

6

3 T

RA

NS

IST

3

11

3 2

TR

UC

K

3 84

22

1

TU

BU

LA

R

8 42

2

2 U

RE

TH

AN

8

90

3 10

V

DP

OL

2

10

1

back

gr'o

und

ref

Che

mic

al r

eact

ion,

pho

spho

resc

ence

H

nman

res

pira

t.or

y sy

stem

[4

63]

Rea

ctio

n zo

ne i

n d

eto

nat

ing

exp

losi

ves

[119

] T

rans

isto

r am

plif

ier,

hig

hly

osci

llat

ing

Tru

ck m

odel

(rn

ulti

body

sys

tem

) [4

20]

Sta

tio

nar

y t

ub

ula

r re

acto

r w

ith

cool

ing

wal

l [2

96]

Ure

than

rea

ctio

n in

a s

emi

bat

ch r

eact

or w

ith

two

feed

ves

sels

[2

4]

Van

der

Pol

equ

atio

n, e

lect

rica

l ci

rcui

t

da

ta

U5

U5

U5

E

U1

U5

U1

SO

~ ~ § ~ t1l ~

~ '" ;l "- H' t1l ~

~ ~ '" ;l ~ " Or

. W

>-'

(.

0

320 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

6. Partial Differential Equations Now we proceed from r data sets

(tilY;) , i=l, ... ,lt, k=l, ... ,T,

where It time values and I = Itr corresponding measurement values are defined. Moreover, we assume that I weights w~ are given, which can become zero in cases when the corresponding measurement value is missing, if artificial data are needed, or if plots are to be generated for state variables for which experimental data do not exist. The subsequent table contains the actual number f :$ I of terms taken into account in the final least squares formulation. The additional independent model variable c, called concentration in the previous models, is for simplicity not taken into account.

The system of partial differential equations under consideration is

itl F1 (p,u,ux ,uxx ,v,x,t) ,

Unp Fnp(p,u,Ux,uxx,v,x,t)

with state variable u = (Ul, ... , unp)T. We denote the solution of the system of partial differential equations by u(p, x, t) and v(p, t), since it depends on the time value t, the space value x, and the actual parameter value p. v denotes the additional coupled differential variable. To simplify the notation, flux functions are omitted.

Initial and boundary conditions may depend on the parameter vector to be estimated. Since the starting time is assumed to be zero, initial values have the form

u(p,X,O) = uo(p,x)

and are defined for all x E (XL, XR). For both end points XL and XR we allow Dirichlet or Neumann boundary conditions

U(p,XL,t) uL(p, v, t)

U(P,XR,t) uR(p,v, t)

U",(P,XL,t) uL(p, v, t)

U",(p,XR,t) uR(p, v, t)

for 0 < t :$ T, where T is the final integration time, for example the last experimental time value tit. We do not require the evaluation of all boundary functions. Instead, a user may omit some of them depending upon the structure of the PDE model, for example whether second partial derivatives exist in the right-hand side or not.

In addition, the partial differential equation may depend on the solution of a system of ordinary differ­ential equations v E JRnc given in the form

for j = 1, ... , n c , where u(p, x, t) is the solution vector of the partial differential equation. Here Xj are any x-coordinate values where the corresponding ordinary differential equation is coupled to the partial one. Some of these values may coincide. When discretizing the system by the method of lines, they are rounded to the nearest neighboring grid point. The corresponding initial values

v(p,O) = vo(p)

may depend on the parameters to be estimated. Each set of experimental data is assigned a spatial variable value Xk E (XL, XR), k = 1, ... , r, where

r denotes the total number of measurement sets. Some or all of the xk-values may coincide, if different

APPENDIX B: Appendix B: Test Examples 321

measurement sets are available at the same local position. Since partial differential equations are discretized by the method of lines, the fitting points Xk are rounded to the nearest spatial grid point or line, respectively.

The resulting parameter estimation problem is

min 2:::~1 2:::~, (w7(hk(p,U(P,Xk,ti),ux(p,xk,t.), uxx(p,Xk,ti),V(p,ti),ti) - y7))2

pElRn : gj(p)=O, j=l, ... ,me ,

gj(p) "2::0, j=me +1, ... ,mr ,

Pl:O: p:O: Pu .

For more details, see Section 6 of Chapter 2 and Section 5 of Chapter 3. It must be assumed that all model functions hk(p, u, Ux, Uxx , v, t) and gj(p) are continuously differentiable subject to p for k = 1, ... , r and j = 1, ... , me, also the state variables and their spatial derivatives u(p, x, t), ux(p, x, t), uxx(p, x, t), and v(p, t).

All test problems of our collection based on time-dependent, one-dimensional partial differential equa­tions are listed in Table B.6. Not listed are the number of integration areas, switching times, and structure of the boundary conditions. Equality constraints do not exist in this case, and me is therefore omitted.

Tabl

e B

. 6.

Par

tial

Dif

fere

ntia

l E

quat

ions

w

~ ~

na

me

n I

np

nc

m

r ba

ckgr

ound

re

f da

ta

2AR

EA

S 5

24

1 0

0 D

iffu

sion

(F

ick'

s la

w)

in t

wo

area

s [3

77]

V5

2ME

MB

RA

N

4 26

3

0 T

wo

mem

bran

es w

ith

expl

icit

ly m

odel

ed t

rans

itio

n E

A

CC

RE

T

1 40

2

0 0

The

rmal

equ

ilib

rium

cur

ves

in K

eple

rian

acc

reti

on d

isks

[3

42]

V5

AD

V...

DIF

F 2

60

3 0

0 A

dvec

tion

-dif

fusi

on e

quat

ion

wit

h R

iem

ann

init

ial

dat

a [2

27]

VI

AD

V_D

OM

2

150

1 0

0 A

dvec

tion

dom

inat

ed e

quat

ion,

wav

e fr

om l

eft

boun

dary

[4

30]

V5

AD

V_D

OM

S 2

48

3 0

0 A

dvec

tion

dom

inat

ed e

quat

ion,

wav

e fr

om l

eft

boun

dary

, w

ith

sens

itiv

-[4

30]

VI

ity

equa

tion

s A

DV

_VC

2

60

0 0

Adv

ecti

on e

quat

ion

wit

h va

riab

le c

oeff

icie

nt

[437

] X

A

DV

_VT

C

3 90

2

0 0

Adv

ecti

on e

quat

ions

wit

h va

riab

le t

ime

coef

fici

ent

[437

] V5

A

DV

EC

_2N

3

50

0 0

Non

line

ar u

nste

ady

adve

ctio

n (n

=2)

[4

65]

VI

AD

VE

C_5

N

3 20

0

0 N

onli

near

uns

tead

y ad

vect

ion

(n=

5)

[465

] V5

A

DV

EC

_CP

2

20

2 2

0 T

wo

coup

led

adve

ctio

n eq

uati

ons

wit

h pe

riod

ic b

ound

ary

cond

itio

ns

[243

], [4

65]

X

~

AD

VE

C..L

V

4 35

1

0 0

Lin

ear

unst

eady

adv

ecti

on-d

iffu

sion

[4

65]

V5

~ A

DV

EC

_PB

1

50

1 0

Adv

ecti

on w

ith

peri

odic

bou

ndar

y co

ndit

ion

[243

], [4

65]

V5

~ A

DV

EC

_S

4 5

0 0

Lin

ear

stea

dy a

dvec

tion

-dif

fusi

on w

ith

sour

ce t

erm

[4

65]

V5

.....,

AD

VE

CT

17

1 0

0 A

dvec

tion

equ

atio

n, f

irst

-ord

er h

yper

boli

c P

DE

[3

76]

X

~ ADVECT~

128

0 0

Adv

ecti

on e

quat

ion

wit

h a

nonl

inea

r so

urce

ter

m

[337

] V5

t-<

AD

VE

CT

_R

180

0 0

Adv

ecti

on e

quat

ion,

fir

st-o

rder

hyp

erbo

lic

PD

E

[376

] X

~

AD

VE

CT

ll

1 12

8 2

0 0

Adv

ecti

on w

ith

a no

nlin

ear

sour

ce t

erm

and

sen

siti

vity

equ

atio

ns

[337

] V5

~

AD

VE

CT

2 2

190

2 0

0 T

wo

adve

ctio

n eq

uati

ons

(dif

fere

nt f

lux

dire

ctio

ns)

[376

] X

A

DV

EC

T2A

2

190

2 0

0 T

wo

adve

ctio

n eq

uati

ons

(dif

fere

nt f

lux

dire

ctio

ns,

two

area

s)

[376

] X

~

AF

FIN

4

60

2 0

0 A

ffin

ity m

embr

ane

sepa

rati

on o

f a

prot

ein

solu

tion

[6

8]

V5

~

~

AIR

..FL

OW

32

3

0 0

Flow

of

air

in s

hock

-tub

e (E

uler

equ

atio

ns o

f ga

s dy

nam

ics,

Rie

man

n [3

37]

VI

~

data

) a

AL

..AL

LO

Y

2 20

0

0 F

init

e he

at-c

ondu

ctin

g in

alu

min

um a

lloy

[27]

, [1

31]

E

~ A

RA

_YA

RN

3

120

0 0

Wat

er p

enet

rati

on i

n an

ara

mid

e ya

rn

[436

] V5

b

AX

..DIF

F

2 11

0

0 C

onti

nuou

s tu

bula

r re

acto

r w

ith

axia

l di

ffus

ion

[77]

SO

~ :..:

(c

onti

nued

) es ~ t-<

er

, ~ ~ ~

na

me

n np

nc

B

EE

TL

ES

2

80

1 0

BIN

D S

ITE

6

50

6 0

BIO

FIL

M

3 20

2

2 B

LD

_BR

N

10

14

6 B

LO

W_U

P

1 49

0

BR

AIN

3

90

1 0

BR

INE

15

2

0 B

RU

SS

EL

3

120

2 0

BS

E

4 10

1

0 B

UB

B_B

IO

10

3 0

BU

BB

LE

2

108

2 0

BU

RG

ER

24

0

BU

RG

ER

_E

120

0 B

UR

GE

R_F

1

20

0 B

UR

GE

R.l

3

32

0 BURGER~

3 50

0

BU

RS

T

105

2 0

CA

LIB

R

12

195

4 4

CA

RR

IER

3

12

3 2

CD

_TR

AN

S

1 28

1

0 C

NT

_CU

R1

4 80

2

0

CO

MP

_ME

D

3 10

0

CON~IV1

1 90

1

0 C

ON

_DIV

2 1

63

1 0

CO

NT

AM

IN

3 24

4

4 C

PL

.AD

V

2 90

2

2 C

RY

ST

AL

4

51

2 0

rnT"

ba

ckgm

und

0 F

Ica

beet

les

in c

ulti

vate

d li

near

arr

ays

of c

olla

rd p

atch

es (

inse

ct d

is-

pers

al s

tudy

) 0

Pla

sma,

ext

rava

scul

ar,

and

bin

ding

sit

es w

ith

two

inje

ctio

ns

0 D

oubl

e su

bst

rate

bio

film

rea

ctio

n 0

Blo

od-b

rain

bar

rier

0

Deg

ener

ated

par

abol

ic e

quat

ion

wit

h bl

ow-u

p 0

Tra

nspo

rt p

heno

men

a in

bra

in t

issu

e 0

Bri

ne t

ran

spo

rt i

n po

rous

med

ia

0 B

russ

elat

or w

ith

diff

usio

n 0

Bla

ck-S

chol

es e

quat

ion

gove

rnin

g pr

ice

of d

eriv

ativ

e se

curi

ty

0 B

ubbl

e co

lum

n bi

o-re

acto

r 0

Dyn

amic

oxy

gen

upta

ke o

f w

ater

in

bubb

le c

olum

n 0

Par

abol

ic B

urge

r's

equa

tion

wit

h ex

act

solu

tion

0

Vis

cous

Bur

ger'

s eq

uati

on w

ith

exac

t so

luti

on,

mue

=O

.Ol

0 V

isco

us B

urge

r's

equa

tion

wit

h ex

act

solu

tion

, m

ue=

l 0

Bur

ger'

s eq

uati

on i

n th

e in

visc

id l

imit

0

Vis

cous

Bu

rger

', eq

uati

on w

ith

exac

t so

luti

on.

8ps=

0.00

05

0 C

risi

s in

duce

d in

term

itte

nt

burs

ting

in

re

acti

on-d

iffu

sion

ch

emic

al

syst

ems

0 S

ub

stra

te d

iffu

sion

th

rou

gh

tw

o ar

eas

0 D

iffu

sion

th

rou

gh

mem

bran

e ba

sed

on c

arri

er e

ffec

t 0

Con

vect

ive-

disp

ersi

ve t

ran

spo

rt e

quat

ion

wit

h no

nlin

ear

reac

tion

s 0

Cou

nter

-cur

rent

sep

arat

ion

of f

luid

ph

ase

conc

entr

atio

ns w

ith

phas

e eq

uili

briu

m

0 In

fini

te c

ompo

site

med

ium

0

Per

iodi

c co

nvec

tion

dom

inat

ed d

iffn

sion

0

Per

iodi

c co

nvec

tion

dom

inat

ed d

iffu

sion

0

Con

tam

inat

ion

of a

queo

us s

olut

ions

0

Tw

o co

uple

d li

near

adv

ecti

on e

quat

ions

0

Cry

stal

dis

solu

tion

fro

nts

in f

low

s th

rou

gh

por

ous

med

ia

ref

[19J

[115

J

[142

J [1

9]

[491

] [1

38],

[388

] [4

2],

[485

] [3

11]

[421

] [3

76],

[388

J [3

76],

[388

] [4

87J,

[337

]

[128

], [1

24J

[234

] [3

40J

[88J

[2

89J

[289

J [3

88]

[265

] [2

32]

( con

tinu

ed)

data

SO

E

U5

E

U5

U5

X

U5

Ul

U5

U5

X

X

X

U5

X

U5

E

U5

U5

U5

Ul

X

X

U5

U1

U5

~ '" 't: I:t:

i ~ ~ ~ ~

'::l

'::l " ;:: "- H"

!=:J ~

~ ~ ., ~ " On

~

tv

W

t ba

ckgr

ound

re

f da

ta

w

na

me

n np

nc

m

T

tV

CSE

2

41

2 0

0 C

ubic

Sch

roed

inge

r eq

uati

on w

ith

one

soli

ton

[377

] U

5 .,.

CTFLOW~

44

2 0

0 T

wo

inco

mpr

essi

ble

coun

ter-

curr

ent f

low

s of

bin

ary

liqu

id m

ixtu

re w

ith

[307

] U

5 pe

rmea

ble

wal

l C

TR

L_W

AV

20

40

2

0 0

Opt

imal

con

trol

pro

blem

, w

ave

equa

tion

U

5 C

UB

IC

1 10

1

0 0

Cub

ic c

onse

rvat

ion

law

wit

h R

iem

ann

dat

a [1

93]

U5

DA

MB

RE

AK

2

30

2 0

0 Id

eali

zed

dam

bre

ak,

sudd

en a

nd c

ompl

ete

rem

oval

[4

30]

U5

DB

VP

2

9 1

0 0

Dir

ichl

et b

ound

ary

valu

e pr

oble

m w

ith

dom

inat

ing

heat

sou

rce

[83]

U

5 D

C_T

UB

E

1 7

1 0

0 D

iffu

sion

-con

vect

ion

in a

tub

e U

l D

EH

YD

RO

4

60

2 0

0 D

ehyd

roge

niza

tion

of

ethy

lben

zene

to

styr

ene

in a

tub

ular

rea

ctor

[4

66]

UO

.5

DE

RM

AL

10

25

2

4 0

Tra

nsde

rmal

ski

n m

odel

in

two

area

s w

ith

tran

siti

ons

[431

] E

D

ES

IGN

1

56

0 0

Fir

st-o

rder

hyp

erbo

lic

PD

E,

inho

mog

eneo

us p

art

[448

] U

l D

IAL

YS

Il

4 17

9 0

Dia

lysi

s m

embr

ane

wit

h ex

pone

ntia

l di

ffus

ion

coef

fici

ent,

long

ter

m

E

expe

rim

ent

~

DIA

LY

SI2

2 96

2

0 S

ubst

rate

dif

fusi

on t

hrou

gh d

ialy

sis

mem

bran

e E

D

IAL

YSI

3 3

100

1 1

0 S

ubst

rate

dif

fusi

on t

hrou

gh d

ialy

sis

mem

bran

e w

ith

two

area

s E

~

DIA

LY

SI4

8 29

8 3

3 0

Sub

stra

te d

iffu

sion

thr

ough

dia

lysi

s m

embr

ane

wit

h 2

area

s, 3

dat

a se

ts

E

~ D

IAL

YSI

5 7

298

3 3

0 S

ubst

rate

dif

fusi

on t

hrou

gh d

ialy

sis

mem

bran

e w

ith

2 ar

eas,

3 d

ata

sets

E

...,

DIF

F_l

D

4 15

1 0

0 D

iffu

sion

pro

blem

wit

h D

iric

hlet

and

Neu

man

n bo

unda

ry c

ondi

tion

s E

~

DIF

F..A

DS

3

50

2 0

0 D

iffu

sion

and

abs

orpt

ion

reac

tion

E

t-<

DIF

F_C

ON

2

40

0 0

Dif

fusi

on-c

onve

ctio

n pr

oble

m w

ith

disc

onti

nuou

s co

effi

cien

ts

[421

] U

5 52

DIF

F..E

TH

2

50

0 0

Dif

fusi

on o

f et

hano

l in

wat

er

[466

], [1

99]

U5

~ D

IFF

_NL

B

4 35

0

0 N

onli

near

dif

fusi

on w

ith

nonl

inea

r bo

unda

ry c

ondi

tion

[4

21]

U5

DIFF~

3 12

2

0 Fl

ow w

ith

diff

usio

n th

roug

h tu

be w

all

U5

~ D

IFF

PT

3

10

0 0

Dif

fusi

on

and

part

itio

ning

in

bi

olog

ical

sy

stem

s,

non-

cont

inuo

us

[304

] U

l '-3

~

tran

siti

on

~

DIF

FU

S

1 81

0

0 D

iffu

sion

equ

atio

n w

ith

cons

tant

par

amet

ers

U5

Q

DIS

RE

3

30

0 0

Non

-iso

ther

mal

tub

ular

rea

ctor

wit

h ax

ial

disp

ersi

on

[213

], [3

88]

U5

~ D

ISR

ET

2

12

2 0

0 N

on-i

soth

erm

al t

ubul

ar r

eact

or w

ith

axia

l di

sper

sion

[2

13],

[388

] U

5 tl

D

RY

2

46

1 2

0 D

ryin

g of

a s

olid

[2

13]

Ul

~ E

CO

LO

GY

2

60

2 0

0 P

opul

atio

n ec

olog

y w

ith

plan

kton

it p

reda

tor-

prey

and

cro

wdi

ng

[247

] U

5 ~

(con

tinu

ed)

~ 52 t-<

Cr.l ~ t;5 ~

nam

e n

l np

n

,

EL

AS

TIC

20

2

0 E

LE

C_D

YN

3

20

2 0

EL

EC

TR

O

3 38

2

0 E

LL

IPT

IC

3 42

0

EN

ER

GY

2

5 1

0 E

NZ

DY

N

:l 22

2

0 F

ILT

WA

SH

2

20

1 0

FIN

AG

2

246

2 ()

FIX

BE

D

3 48

2

0 F

LA

ME

2

48

2 0

FL

OW

2

18

0 F

LO

W_P

MD

1

80

0 F

LO

W_P

MW

3

120

1 0

FL

UID

3

20

2 0

FR

ON

T

2 60

2

0 G

AS

_BU

BB

2

180

14

GA

S_C

ON

V

3 24

3 0

GA

S_D

IFI

8 2

GAS~IF2

15

2 G

LA

CIE

R

2 45

0

GR

OU

ND

_W

5 20

0

GR

OW

TH

2

21

0 H

EA

T

2 6

1 H

EA

T_B

6

36

0

HE

AT

_BD

3 2

32

()

HE

AT

_CD

2

10

0 H

EA

T_C

F

5 11

0

HE

AT

_CO

N

3 76

0

m"

back

grou

nd

0 E

last

ic m

odel

in

cons

erva

tive

for

m w

ith

disc

onti

noui

ty

0 E

lect

rody

nam

ical

app

lica

tion

0

Ele

ctro

dyna

mic

al m

odel

0

Ell

ipti

c te

st p

robl

em

()

Tub

ular

rea

ctor

bas

ed o

n en

ergy

equ

atio

n 0

Dyn

amic

dif

fusi

on a

nd

enz

ymat

ic r

eact

ion

0 F

ilte

r w

ashi

ng

0 N

erve

con

duct

ion

()

Cat

alyt

ic f

ixed

bed

rea

ctor

wit

h on

e ex

othe

rmal

rea

ctio

n 0

Dw

yer-

San

ders

fla

me

prop

agat

ion

mod

el

0 Is

othe

rmal

lam

inar

-flo

w t

ub

ula

r re

acto

r ()

F

low

th

rou

gh

por

ous

med

ia w

ith

dege

nera

te i

niti

al v

alue

s 0

Flo

w t

hrou

gh p

orou

s m

edia

wit

h w

aiti

ng t

ime

0 D

iffu

sion

(F

ick'

s la

w)

in t

wo

area

s 0

Fla

me

prop

agat

ion

mod

el w

ith

non-

cons

tant

mov

ing

fron

t 0

Non

-vis

cous

gas

bub

ble

in o

il w

ith

diff

usio

n 0

Gas

con

vect

ion

0

One

-dim

ensi

onal

gas

dif

fusi

on i

n a

colu

mn

()

One

-dim

ensi

onal

gas

dif

fusi

on i

n a

colu

mn

0 G

laci

er g

row

th w

ith

cons

erva

tion

of

mas

s an

d m

omen

tum

, in

com

pres

s-ib

le f

low

0

Sat

ura

tio

n o

f gr

ound

wat

er (

Ric

hard

s eq

uati

on)

0 L

ogis

tic

mod

el o

f po

pula

tion

gro

wth

(F

ishe

r's

equa

tion

) 0

Hea

t eq

uati

on

0 H

eat

equa

tion

, br

eak

poin

ts a

nd

tw

o in

tegr

atio

n ar

eas

wit

h tr

ansi

tion

co

ndit

ion

0 N

onli

near

hea

t eq

uati

on,

boun

dary

con

diti

ons

of t

hir

d t

yp

e 0

One

-dim

ensi

onal

hea

t co

nduc

tion

0

Hea

t tr

ansf

er i

n a

circ

ular

fin

0

Hea

t tr

ansf

er i

n cy

lind

er w

ith

heat

los

s by

con

vect

ion

ref

[87J

[4

4J

[388

J [4

2lJ

[162

] [2

13J

[213

J [3

13J

[451

]' [1

22J

[116

], [4

61],

[388

J [4

49J

[452

J [4

52J

[377

J [3

38J

[227

J

[453

], [3

88J

[447

J [3

76],

[388

J

[379

J [3

79J,

[38J

[4

66J

( con

tinu

ed)

data

U

5 U

5 U

5 U

5 U

5 U

5 U

5 U

5 U

1 U

l U

5 U

1 U

5 U

5 U

5 U

5 E

E

E

U

5

E

U5

U5

U5

U5

U5

U5

U5

~

'1:l

'1:l

I:t:J ~ ~ ~ ~

~

~

(1) ;:l ;:,..

~. b:l

~

~ ~ '" i '" '"" eN "" CJ1

t ba

ckgr

ound

re

f da

ta

w

na

me

n np

nc

m

r ""

HE

AT

_CW

2

10

1 0

0 G

raet

z pr

oble

m w

ith

cons

tant

wal

l he

at f

lux

[379

] U

5 O

'l

HE

AT

_CY

L

2 50

0

0 C

ylin

dric

al h

eat

tran

sfer

[4

21]

U5

HE

AT

.-EX

3

20

0 0

Tub

ular

hea

t ex

chan

ger

[379

] U

5 H

EA

T..!

4

40

0 0

Hea

t eq

uati

on,

two

inte

grat

ion

area

s w

ith

tran

siti

on c

ondi

tion

U

5 H

EA

T_M

S 2

9 2

0 0

Hea

t tr

ansp

ort

equa

tion

at

the

mic

rosc

ale

(3rd

ord

er)

[477

] X

HEAT~LB

2 10

0

0 H

eat

equa

tion

wit

h no

nlin

ear

boun

dary

con

diti

on o

f Ste

fan-

Bol

tzm

ann

[446

] E

ty

pe

HE

AT

.BE

N

3 40

4

0 0

Hea

t co

nduc

tion

wit

h fu

ll se

nsit

ivit

y eq

uati

ons

U5

HE

AT

_SX

1

20

2 0

0 H

eat

equa

tion

wit

h on

e se

nsit

ivit

y eq

uati

on a

nd e

xact

sol

utio

n X

H

EA

T5

DC

3

42

0 0

Hea

t di

ffus

ion

wit

h ti

me-

depe

nden

t di

ffus

ion

para

met

er

U5

HE

AT

.JC

1

99

1 0

0 H

eat

equa

tion

wit

h ex

act

dat

a an

d m

axim

um n

orm

X

H

OL

SP

OT

2

110

1 0

0 'H

ot S

pot'

prob

lem

fro

m c

ombu

stio

n th

eory

[4

61]'

[388

] U

5 H

UM

ID

2 33

3

0 0

Hum

idif

icat

ion

colu

mn

of p

orou

s m

ediu

m

[376

] U

1

HY

DR

O

1 32

2

0 0

St.

Ven

ant

equa

tion

for

flu

id d

ynam

ics

of h

ydro

sys

tem

s [1

72]

U5

~

HY

DR

O_2

C

6 20

2

0 0

St.

Ven

ant

equa

tion

for

flu

id d

ynam

ics

of h

ydro

sys

tem

s, t

wo

seri

al

[172

] X

~

chan

nels

~

HY

DR

O-.

FX

32

2 0

0 St

. V

enan

t eq

uati

on

for

flui

d dy

nam

ics

of h

ydro

sy

stem

s,

flux

[1

72]

U5

..., fo

rmul

atio

n ~

HY

G_P

OL

Y

3 74

0

0 D

iffu

sion

of

wat

er i

nto

a hy

gros

copi

c po

lym

er

E

t-<

HY

GR

OS

3

9 0

0 D

iffu

sion

of

wat

er t

hrou

gh b

ound

ary

laye

r of

hyg

rosc

opic

mat

eria

l an

d E

~

air

~ H

YP

-PB

C

2 20

1

0 H

yper

boli

c eq

uati

on w

ith

peri

odic

bou

ndar

y co

ndit

ions

[9

] U

5 H

YP

2ND

30

2

0 0

Hyp

erbo

lic

equa

tion

of

seco

nd o

rder

, al

tern

atin

g co

sine

wav

es

U5

~ H

YP

ER

2

198

2 0

0 S

yste

m o

f tw

o ad

vect

ion

equa

tion

s, f

irst

-ord

er h

yper

boli

c P

DE

s U

5 "":

l ~

HY

PE

RB

Ol

2 90

2

0 0

Hyp

erbo

lic

test

sys

tem

[1

8]

U5

~

HY

PE

RB

02

2

90

2 0

0 H

yper

boli

c te

st s

yste

m

[18]

U

5 c:J

H

YP

ER

B0

3

2 90

2

0 0

Hyp

erbo

lic

test

sys

tem

[1

8]

U5

~ H

YP

ER

B0

4

2 90

2

0 0

Hyp

erbo

lic

test

sys

tem

[1

8J

U5

b H

YP

ER

B0

5

3 90

2

0 0

Hyp

erbo

lic

test

sys

tem

[1

8]

U5

~ IN

..LA

YE

R

4 26

2

0 0

Cat

alys

t w

ith

iner

t la

yers

(di

ffus

ion,

abs

orpt

ion,

des

orpt

ion)

U

5 ~

INT

EG

3

25

1 0

0 P

opul

atio

n dy

nam

ics

wit

h in

tegr

o-di

ffer

enti

al e

quat

ion

[337

], [3

88]

E

~ (c

onti

nued

) ~ t-<

t/:

) ~ ~ ~

na

me

n np

nc

IN

TE

RF

I 2

10

I 0

INT

ER

F2

2

18

1 0

INV

_PR

OB

10

20

1

0 IS

OT

HR

MI

10

34

2 0

ISO

TH

RM

2

4 2

0

0

JON

TO

4

17

1 K

ILN

10

22

0

LA

MY

'LO

W

1 10

1

0 L

AP

LA

CE

20

20

0

LD

CP

10

0 0

LIN~DV

4 90

()

LIN

_HC

3

140

0 L

IN_H

YP

I 2

25

0 L

IN-.

HY

P2

3 70

0

LO

SS

LE

SS

2

20

2 0

LU

NG

5

33

I 4

MA

LT

OD

EX

5

12

1 M

AS

S_T

RA

1

25

0 M

EM

_SE

P

3 25

2

0 M

EM

BR

AN

E

3 20

2

0 M

ILL

I 80

0

MIL

L2

5 40

0

MIL

L3

2 80

0

MO

LD

IFF

2

10

0 M

OV

FR

ON

T

3 12

6 0

MX

_EN

TR

O

9 80

1

0 M

ZY

'UR

N

5 63

2

0 N

_CO

NV

EX

1

36

0 N

DY

N

3 20

2

0

me

back

grou

nd

0 S

yste

m w

ith

inte

rfac

e (n

ot m

odel

ed)

()

Sys

tem

wit

h in

terf

ace

9 In

vers

e pr

oble

m i

n he

at c

ondu

ctio

n 4

Rea

ctiv

e so

lute

tra

nsp

ort

, ad

vect

ive-

disp

ersi

ve t

ran

spo

rt

~)

Rea

ctiv

e ~olute

tran

:::;

port

, ad

vect

ive-

di:

:;p

crti

ive

tran

:::l

port

(F

reu

nd

lich

vers

ion)

2

Opt

imal

con

trol

of

iont

opho

resi

s w

ith

thre

e m

embr

anes

0

Hea

ting

a p

robe

in

a ki

ln

0 U

nste

ady

lam

inar

flo

w i

n a

circ

ular

tu

be

0 L

apla

ce e

quat

ion

(ell

ipti

c)

° L

inea

r di

ffus

ion-

conv

ecti

on e

quat

ion

0 L

inea

r ad

vect

ion

prob

lem

, hi

ghly

non

line

ar i

niti

al c

ondi

tion

0

Lin

ear

hea

t co

nduc

tion

0

Fir

st-o

rder

lin

ear

hype

rbol

ic e

quat

ion

0 F

irst

-ord

er l

inea

r hy

perb

olic

equ

atio

n w

ith

inte

rfac

e 0

Los

sles

s el

ectr

ic t

rans

mis

sion

lin

e ()

Pro

tein

app

lica

tion

in

lung

wit

h de

com

posi

tion

0

Dry

ing

of m

alto

dex

trin

in

a co

nvec

tion

ove

n, f

irst

dat

a se

t 0

Mas

s tr

ansf

er w

ith

sim

ulta

neou

s co

nvec

tion

an

d d

iffu

sion

0

Aff

init

y m

embr

ane

sepa

rati

on o

f a

prot

ein

solu

tion

0

Dif

fusi

on t

hrou

gh a

mem

bran

e 0

Rol

ling

mil

l co

olin

g, c

onst

ant

psi

in b

ou

nd

ary

con

diti

on

0 R

olli

ng m

ill

cool

ing,

var

iabl

e ph

i in

bo

un

dar

y c

ondi

tion

0

Rol

ling

mil

l co

olin

g, e

stim

atin

g; h

eat

tran

sfer

coe

ffic

ient

s 0

Mol

ecul

ar d

iffu

sion

(bo

unda

ry v

alue

pro

blem

) 0

Mov

ing

fron

t (B

urge

r's

equa

tion

) 0

Max

imum

ent

ropy

met

hod,

adv

ecti

on-d

iffu

sion

equ

atio

n ()

M

ulti

zone

ele

ctri

cal

furn

ace

for

prod

ucti

on o

f in

tegr

ated

cir

cuit

s 0

Hyp

erbo

lic

test

pro

blem

of

Shu

an

d O

sher

, no

ncon

vex

flux

0

Nit

roge

n an

d a

mm

oniu

m d

ynam

ics

in f

ores

t so

ils

r'e!

[388

J [3

88J

[186

J [2

11],

[21O

J [2

11J,

[210

J

[IO

lJ

[379

], [2

08J

[376

J [3

52],

[340

J [2

17J

[2J

[472

J [4

72J

[377

J

[141

J [3

79J

[67J

[3

16J

[388

J [3

88J

[388

J [2

99J

[2J

[486

J [2

16J

[64]

, [3

88],

[137

J

( con

tinu

ed)

data

U5

U5

U5

U5

US

non

e E

U

5 X

U

5 U

5 X

X

X

X

E

E

U

5 U

5 U

5 SO

U

l V

I E

U

5 U

5 U

O.5

U

5 E

"'" '"tl

'0

t"l ~ ~ t:o "'" :g (1

)

;:l ""- fl' to ~

~ ~ ., ~ 1i)

On w '" --

.j

I ba

ckgr

ound

re

f da

ta

C'-'

na

me

n np

nc

m

T

t-:l

NE

RV

E

4 20

0 2

0 0

Ner

ve p

ulse

[4

62]

U5

00

NL

..HE

AT

3

18

0 0

Non

line

ar h

eat

equa

tion

[4

47]

U5

NL

..PD

E

3 10

0

0 H

ighl

y no

nlin

ear

PD

E w

ith

exac

t so

luti

on

[377

] X

N

L_T

RA

NS

2 11

0

Non

line

ar t

rans

port

equ

atio

n de

velo

ping

a s

hock

(B

urge

r),

peri

odic

[3

84]

U5

boun

dary

N

LIN

PD

E

2 10

0 2

0 0

Tw

o no

nlin

ear

PD

E's

wit

h ex

act

solu

tion

[3

76],

[283

] X

N

LSE

4

18

2 0

0 N

onli

near

Sch

roed

inge

r eq

uati

on,

exac

t so

lito

n so

luti

on (

com

plex

) [3

78]

U1

NO

ISE

2

20

0 0

Non

line

ar d

eblu

rrin

g an

d no

ise

rem

oval

[2

92]

U5

NO

N-A

D

1 60

1

0 0

Non

line

ar a

dvec

tion

-dif

fusi

on e

quat

ion

[227

] U

5 O

BS

TA

CL

E

2 20

2

0 0

Shal

low

wat

er f

low

ove

r an

obs

tacl

e [2

64]

U1

ON

ES

TE

P

2 13

0 2

0 0

One

-ste

p re

acti

on w

ith

diff

usio

n an

d no

n-un

it L

ewis

num

ber

[2]

Ul

OSC

_SO

L

2 20

3

0 0

Osc

illa

tory

sol

utio

n of

hyp

erbo

lic

PD

E

[129

] U

1 PA

CK

_BE

D

2 64

4

0 0

Flu

id

thro

ugh

a pa

cked

be

d w

ith

adso

rpti

on/d

esor

ptio

n of

tw

o U

5 co

mpo

nent

s :.:

PA

R_C

TR

L

2 10

0

0 P

arab

olic

opt

imal

con

trol

pro

blem

[3

05]

X

~ PA

R_S

IN

2 84

0

0 P

arab

olic

PD

E w

ith

inho

mog

eneo

us s

inus

-ter

m

[357

], [3

41]

X

~ P

AR

AB

1 3

8 1

0 0

Bra

in t

rans

port

[1

9]

SO

.... P

AR

AB

2 3

60

2 0

0 P

arab

olic

equ

atio

n, i

dent

ifia

bili

ty t

est

[19]

SO

~

PA

RA

B3

2 30

0

0 P

arab

olic

equ

atio

n, i

dent

ifia

bili

ty t

est

[19]

SO

t:-<

PA

RA

B4

3 30

0

0 P

arab

olic

equ

atio

n, i

dent

ifia

bili

ty t

est

[19]

SO

~

PA

RA

B5

3 10

1

0 0

Par

abol

ic e

quat

ion,

ide

ntif

iabi

lity

tes

t [1

9]

SO

~ P

AR

AB

6 6

27

0 0

Par

abol

ic e

quat

ion,

ide

ntif

iabi

lity

tes

t [1

9]

X

PH

YP

_PB

C

2 20

1

0 P

arab

olic

-hyp

erbo

lic

equa

tion

wit

h pe

riod

ic b

ound

ary

cond

itio

ns

[9]

U5

~ P

OL

LU

TN

8

28

4 0

0 S

ST

pol

luti

on i

n th

e st

rato

sphe

re

[421

], [3

88]

U1

'-,j ~

POL

Y_D

YN

3

15

1 0

Cha

in l

engt

h of

pol

ymer

izat

ion

proc

ess

U5

:.: P

OL

YM

ER

I 9

45

12

0 0

Rad

ical

cop

olym

eriz

atio

n of

met

hylm

etha

cryl

at a

nd s

tyre

n [4

02]

Ul

c:J

PO

OL

3

28

2 0

Eva

pora

tion

of

vapo

r fr

om a

poo

l of

liqu

id

[32]

U

5 ~

QU

EN

CH

I 2

63

1 0

0 D

egen

erat

e no

nlin

ear

quen

chin

g [4

13]

US

t:

l Q

UE

NC

H2

1 6

1 0

0 D

egen

erat

e no

nlin

ear

quen

chin

g [4

13]

U5

~ R

EA

..DIF

1 45

1

0 0

Rea

ctio

n-di

ffus

ion

equa

tion

[1

23]

U5

:..:

(con

tinu

ed)

~ ~ t:-<

er., ~ ~ ~

nam

e n

l n

p

nc

RE

A_D

IF2

2 13

5 1

0 R

ES

ER

VO

I 10

0

RIC

H_E

QU

4

120

0 R

ICH

->;:E

N

3 36

0

RIE

_BN

D

4 20

:>

0

RIE

..LA

X

6 3

0 R

IE_S

OD

1

6 3

0 R

OD

4

10

1 0

SA

LIN

E

4 20

2

2 S

E_P

UL

SE

2

23

0 S

ET

TL

ER

3

10

0 S

H_F

RO

NT

2

20

1 0

SH

EA

R

4 33

3

0 S

IN_G

OR

1 2

80

2 0

SIN

_GO

R2

1 80

2

0 S

ING

ST

EP

2

130

()

SK

IN1

8 24

2

4 S

KIN

2 8

25

3 6

SK

IN3

3 25

2

4 S

KIN

4 3

56

2 4

SK

IN5

7 25

2

4 S

LA

B

3 36

3

()

SL

AB

_CT

R

20

10

0 S

OIL

3

80

2 0

SO

LID

2

14

1 0

SO

LIT

ON

2

20

2 0

SO

RP

-.lS

I 2

11

1 0

SO

RP

-.lS

2 2

11

0 S

OR

P-.

lS3

4 22

0

me

back

grol

lnd

0 It

eact

ion-

diff

usio

n eq

uati

on

0 R

eser

voir

sim

ulat

ion

by t

he

Buc

kley

-Lev

eret

t eq

uati

on

0 S

atu

rati

on

of

grou

nd w

ater

(R

icha

rds

equa

tion

) 0

Sat

ura

tio

u o

f gr

ound

wat

er (

Ric

hard

s eq

uati

on)

0 F

low

of

air

in

sh

ock-

tube

(E

uler

eq

uati

ons

of g

as

dyna

mic

s),

flux

fo

rmul

atio

n 0

Rie

man

n pr

oble

m f

or E

uler

equ

atio

ns,

form

ulat

ion

of L

ax

0 S

od's

Rie

man

n pr

oble

m f

or E

uler

equ

atio

ns o

f a

poly

trop

ic g

as

0 R

od o

f so

lid

expl

osiv

e 0

Dif

fusi

on o

f d

rug

in

a sa

line

sol

utio

n th

rou

gh

mem

bran

e 0

Adv

ecti

on o

f se

mi

elli

pse

puls

e 0

Sol

id d

ynam

ics

wit

hin

sett

ling

zon

e 0

PD

E w

ith

shar

p f

ront

, ex

act

solu

tion

kno

wn

0 S

hear

ban

d f

orm

atio

n 0

Sin

e-G

ordo

n eq

uati

on,

exac

t ki

nk-s

olit

on s

olut

ion

0 S

ine-

Gor

don

equa

tion

, ex

act

kink

-kin

k-co

llis

ion

solu

tion

0

Sin

gle-

step

rea

ctio

n w

ith

diff

usio

n 0

Tra

nsde

rmal

dif

fusi

on

0 S

kin

mod

el w

ith

asso

ciat

ion

kine

tics

()

S

kin

mod

el,

in v

itro

exp

erim

ent,

wit

h pe

rfec

t si

nk

()

Tra

nsde

rmal

dif

fusi

on

0 T

tans

derm

al d

iffu

sion

0

Dw

yer-

San

ders

fla

me

prop

agat

ion

mod

el

16

Tem

per

atu

re c

ontr

ol o

f a

slab

0

Dif

fusi

on o

f w

ater

th

rou

gh

soi

l, co

nvec

tion

an

d d

ispe

rsio

n 0

Hea

ting

of

soli

d sp

here

0

Kin

k so

lito

n (S

ine-

Gor

don

equa

tion

) 3

Rea

ctiv

e so

lute

tra

nsp

ort

. co

nvec

tive

-dif

fusi

ve t

ran

spo

rt (

Fre

undl

ich)

0

Rea

ctiv

e so

lute

tra

nsp

ort

, co

nvec

tive

-dif

fusi

ve t

ran

spo

rt (

Lan

gmui

r)

3 R

eact

ive

solu

te t

ran

spo

rt,

conv

ecti

ve-d

iffu

sive

tra

nsp

ort

Tel

[123

J [4

56J

[453

J, [3

59J

[453

], [3

59J

[337

J

[265

J [2

65J

[428

J [1

50J

[253

J [1

04J

[325

], [1

38],

[388

J [3

78J

[378

] [2

] [3

88],

[48J

[4

8]

[48]

[388

J [3

30J

[12J

[4

54],

[5],

[388

J [1

1)

[210

] [2

10J

[210

]

( con

tinu

ed)

data

U

5 U

5 U

1 U

l U

1

U5

X

Ul

U5

U5

U5

X

Ul

X

X

U1

U1

E

E

U1

E

U5

non

e E

U

S U

5 U

5 U

5 U

5

~

'Cl

'Cl

t:'t:l ~ >;; !J;l ~ '" '" (l

) ;:l

;:,.. H

!J;l

~

~ ~ '" ~ (1

) " W

tv

'-='

t ba

ckgr

ound

re

f da

ta

eN

nam

e n

np

nc

mT

eN

SO

RP

TIO

N

3 41

1

3 T

rans

port

equ

atio

n (d

iffu

sion

and

sor

ptio

n),

grou

nd w

ater

flo

w w

ith

E

0

cont

amin

atio

n S

PH

ER

E

2 16

1

0 0

Hea

t co

nduc

tion

in

sphe

re w

ith

exot

herm

ic c

hem

ical

rea

ctio

n [3

76J

U5

STA

R..N

ET

3

30

3 1

0 P

arab

olic

sta

r ne

t U

l S

TA

RT

BE

D

2 81

0

0 D

iffu

sion

E

S

TA

RT

UP

3

30

11

0 0

Sta

rtup

pha

se o

f an

aut

omob

ile

cata

lyti

c co

nver

ter

[120

J U

l S

TE

PH

AN

2

110

1 0

One

-pha

se S

teph

an p

robl

em

[32J

X

S

TF

FD

ET

I 2

11

0 0

Stif

fnes

s de

tect

ion

[123

J U

5 S

TF

FD

ET

2 2

15

0 0

Stif

fnes

s de

tect

ion

[123

J U

5 S

TR

.FIS

H

2 18

0

0 S

trea

m f

ish

trac

ked

by m

ark-

reca

ptur

e te

chni

que

U5

Tj)

IFF

US

5

45

1 3

0 T

rans

derm

al d

iffu

sion

thr

ough

tw

o m

embr

anes

wit

h tr

ansi

tion

lay

er

E

TE

LE

GR

PH

4

16

2 0

0 T

eleg

raph

equ

atio

n [3

77J

U5

TIM

E_O

PT

6

10

0 5

Tim

e-op

tim

al h

eat

dist

ribu

tion

[3

80J

E

TO

NG

UE

3

20

0 0

Mot

ion

of g

laci

er t

ongu

e [8

5J

U5

~

TR

AF

FIC

1

80

0 0

Tra

ffic

flo

w a

long

a h

ighw

ay

[218

J U

5 ~

TR

AN

_DE

G

3 32

0

0 S

atur

atio

n of

gro

und

wat

er (

Ric

hard

s eq

uati

on)

[453

], [3

59J

U1

~ T

RA

NS

DE

R

3 45

3

0 T

rans

derm

al d

iffu

sion

E

...,

TR

AN

SM

EM

5

45

3 0

Tw

o m

embr

anes

wit

h tr

ansi

tion

are

a E

f2

TR

AV

_WA

V

2 14

0 0

0 T

rave

ling

wav

es (

Bur

ger's

equ

atio

n, e

xact

sol

utio

n kn

own)

[2J

X

t-<

TU

BE

O

2 10

0

0 Z

ero-

orde

r re

acti

on i

n a

cata

lyti

c-w

alle

d tu

be

[67J

U

5 ~

TW

O..P

OP

S

3 40

2

0 0

Tw

o po

pula

tion

s [4

47J

U5

~ V

AR

_VE

LO

2

212

0 0

Fir

st-o

rder

lin

ear

hype

rbol

ic e

quat

ion

wit

h va

riab

le v

eloc

ity

field

[4

72J

X

VIS

CO

US

5

5 5

5 0

Var

iabl

e vi

scos

ities

wit

h pe

riod

ic b

ound

ary

[9J

U5

~ W

AT

ER

50

2

0 0

Flow

of

shal

low

wat

er o

ver

a ba

rrie

r [4

21J,

[207

J U

l >-:

l ~

WA

VE

I 18

0 2

0 0

Hyp

erbo

lic

wav

e eq

uati

on (

exac

t so

luti

on k

now

n)

[376

J U

5 ~

WA

VE

2 2

100

2 0

0 W

ave

equa

tion

in

form

of

two

hype

rbol

ic e

quat

ions

X

W

AV

E3

2 60

2

0 0

Hyp

erbo

lic

wav

e eq

uati

on

[466

J U

5 s;:

WA

VE

4 3

50

2 0

0 T

wo

wav

es t

rave

ling

in

oppo

site

dir

ecti

ons,

sem

i-hy

perb

olic

sys

tem

[4

61]'

[388

J U

l b ~ ~ ~ f2 t-<

U:

J ~ ~ ~

APPENDIX B: Appendix B: Test Examples 331

7. Partial Differential Algebraic Equations Again we proceed from r data sets

(ti'Y~)' i = 1, ... ,It, k = 1, ... ,r,

where It time values and I = Itr corresponding measurement values are ,lefined together with I weights . Some of the weights can become zero in cases when the corresponding measurement value is missing,

if artificial data are needed, or if plots are to be generated for state variables for which experimental data do not exist. The subsequent table contains the actual number [ :::; I of t.erms taken into account in the final least squares formulation.

The system of partial differential algebraic equations under consideration is

where Urj = (UI, .. " and U a = (U lld +l; .. " Und+no)T are the differential and algebraic state variables: U = (Ud, ua ) T. v E JR.". denotes the stat.e variables belonging to the coupled system of ordinary differential and algebraic equations. To simplify the notation, flux functions are omitted.

Initial and boundary conditions may depend on the parameter vector to be estimated. Since the starting time is assurned to be zero, initial values have the fonn

U(p, x, 0) = no(p,x:)

where v = (Ud,Ua)T is the combined vector of all differential and algebraic state variables. For both end points XL and XH we allow Dirichlet or Neumann boundary conditions

U(p,XL,t)

u(p. :rH, t)

u.x(p, :Er., t)

n,,(p,xH, t)

UL(p,v,t)

uR(p,v,t)

uL(p,v.t)

frR(p,v,t)

for () < t :::; T. where T is the final integral ion time. for example the last experimental time value t". They may depen'l in addition on the coupled ordinary differential and algebraic state variables. We do not require the evaluation of all boundary functions. Instead, we omit some of them depending on the structure of t.he PDAE model, for example, whether second partial derivatives exist in the right-hand side or not. Moreover, arbitrary implicit boundary conditions can be formulated as coupled algebraic equations.

The right-hand side of the partial differential equation and the boundary conditions may depend on the solution of a system of coupled ordinary differential algebraic equations t' = (Vd, Va)T E JR.'" given in the forrrl

G,(p, ,,(p, Xl, t), ux(p, X" t), lLu(p, X" t), v, t) ,

Gndc:+1 (p, u(p, X ndc +l, t), u.T(p, Xndc+l, t), uxx(p, Xnde+l, t), v, t)

o

332 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

Xj is an x-coordinate value where the corresponding ordinary differential or algebraic equation is to be coupled to the partial one, j = 1, ... , nco Initial values

v(P,O) = vo(p)

may depend again on the parameters to be estimated. For more details, see Section 6 of Chapter 2 and Section 5 of Chapter 3.

However, we must treat initial and boundary conditions with more care. We have to guarantee that at least the boundary and transition conditions satisfy the algebraic equations

o Fa(p, U(P,XL, t), Ux(P, XL, t), Uxx(p, XL, t), v, XL, t)

o Fa(P, U(p, XR, t), Ux(p, XR, t), Uxx(p, XR, t), v, XR, t) .

If initial conditions for discretized algebraic equations are violated, that is if equation

0= Fa(p,u(p,x,O),ux(p,x,O),uxx(p,x,O),v(p,O),x,O)

is inconsistent after inserting Dirichlet or Neumann boundary values and corresponding approximations for spatial derivatives, the corresponding system of nonlinear equations is solved internally proceeding from initial values given.

Each set of experimental data is assigned a spatial variable value Xk E [XL,XR], k = 1, ... , r, where r denotes the total number of measurement sets. Some or all of the xk-values may coincide, if different measurement sets are available at the same local position. Since partial differential equations are discretized by the method of lines, the fitting points Xk are rounded to the nearest line.

The resulting parameter estimation problem is

min :L~=1 :L:!:1 (W~(hk(p, u(p, Xk, til, ux(P, Xk, til, Uxx(P,Xk,ti),V(p,ti),ti) - yf))2

pElRn : gj(p) =0, j=l, ... ,me ,

gj(p):;::O, j=me +1, ... ,mr ,

PI ~ P ~p" ,

It is assumed that all model functions hk (p, t, u, U x , U xx , v) and gj (p) are continuously differentiable subject to p for k = 1, ... , rand j = 1, ... , mr, and also the state variables and their spatial derivatives u(p, x, t), ux(p, x, t), uxx(p, x, t), and v(p, t).

Test problems with one-dimensional partial differential algebraic equations are listed in Table B.7. Not listed are the number of integration areas, switching times, and structure of the boundary conditions. There are no equality constraints.

Tab

le B

.7.

Par

tial

Dif

fere

ntia

l A

lgeb

raic

Equ

atio

ns

nam

e 2N

D_D

IRl

2ND

_DIR

2 A

CC

RE

T_A

A

CC

RE

T_F

A

CE

TY

LT

A

CE

TY

L_Z

B

EA

MI

BE

AM

2 B

IFU

RC

I B

IFU

RC

2

BV

P_T

RIV

C

AP

ILL

C

NT

_CU

R2

CO

_OX

YD

C

TF

LO

W

CU

SP

E

LA

_TU

BE

ELDYN~

EW

_WA

VE

HE

AT

_A

HE

AT

_F

n rt

d

na

nc

me

back

grou

nd

3 20

3

20

1 20

6

1 11

2 3

2 18

0 10

2

20

10

3 99

2

3 90

2

3 18

0 2

2 30

0 2

10

2 13

1

4 80

3

3 68

2

40

4

2 40

3

3 40

2

3 W

4

2 ~

2

2 2 27

27

2 2

4 1 9 1 2 2 o o o 2 o 2

o o o o o o o o 2 2 o o o 2 o 3 o o o o o

o S

econ

d or

der

Dir

ichl

et p

robl

em

o S

econ

d or

der

inho

mog

eneo

us D

iric

hlet

pro

blem

o

Th

erm

al e

quil

ibri

um c

urve

s in

Kep

leri

an a

ccre

tion

dis

ks

o T

her

mal

equ

ilib

rium

cur

ves

in K

eple

rian

acc

reti

on d

isks

o

Tub

ular

ace

tyle

ne r

eact

or,

tim

e-de

pend

ent

form

ulat

ion

9 T

ubul

ar a

cety

lene

rea

ctor

, sp

ace-

depe

nden

t fo

rmul

atio

n o

Cur

ved

bea

m

o L

inke

d be

ams

o B

ifur

cati

on w

ith

co d

imen

sion

2 (

Gin

zbur

g-L

anda

u eq

uati

on)

o B

ifur

cati

on w

ith

codi

men

sion

2 (

Gin

zbur

g-L

anda

u eq

uati

on),

den

se

obse

rvat

ion

grid

o

Bou

ndar

y va

lue

prob

lem

wit

h kn

own

solu

tion

o

Cap

illa

r fi

lled

wit

h w

ater

und

er e

lect

ric

char

ge

o C

ount

er-c

urre

nt s

epar

atio

n of

flui

d ph

ase

conc

entr

atio

ns w

ith

phas

e eq

uili

briu

m

o C

O o

xyda

tion

on

Pt(

110)

o

Tw

o in

com

pres

sibl

e co

unte

r-cu

rren

t fl

ows

of b

inar

y li

quid

mix

ture

w

ith

sem

i-pe

rmea

ble

wal

l o

Thr

esho

ld-n

erve

im

puls

e w

ith

cusp

cat

astr

op

he

o W

aves

pro

paga

ting

in a

liq

uid-

fill

ed e

last

ic t

ub

e (K

orte

weg

-de

Vri

es­

Bur

gers

equ

atio

n)

o E

lect

rody

nam

ic a

ppli

cati

on w

ith

alge

brai

c eq

uati

ons

o W

ave

prop

agat

ion

in

med

ia

wit

h no

nlin

ear

stee

peni

ng

and

d

isp

ersi

on

o H

eat

equa

tion

, fo

rmul

ated

wit

h al

gebr

aic

equa

tion

o

Hea

t eq

uati

on,

form

ulat

ed

wit

h al

gebr

aic

equa

tion

an

d

flux

fo

rmul

atio

n

ref

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Appendix C The PCOMP Language

All model functions of the test problems in the EASY-FIT database are implemented in PCOMP, a spe­cial Fortran-similar modeling language allowing automatic differentiation, see Dobmann et al. [lO5, 106] for details. Data, variables, and functions defining the mathematical model must be written on a text file and are parsed and precompiled internally before starting the optimization cycle. Starting from the generated intermediate code, function and gradient values are evaluated during run time. Particular advantage is that gradients, as far as needed, are calculated automatically without any numerical approximation errors, sec also Section 8 of Chapter 2.

Declaration and executable statements must satisfy the usual Fortran input format and have to begin at column 7 or later. A statement line is read in until column 72. Comments beginning with C in the first column may be included in a program text wherever needed. Statements are continued on subsequent lines by adding a continuation mark in the 6th column. Either capital or small letters are allowed for identifiers of the user and key words of the language. Variables awl functions must be declared separately only if they are used for automatic differentiation. PCOMP possesses special constructs to identify program blocks.

* PARAMETER Declaration of constant integer parameters to be used throughout the program, particularly for dimen­sioning index sets.

* SET OF INDICES Definition of index sets that can be used to declare data, variables and functions or to define sum or prod statements.

* INDEX Definition of an index variable. which can be used in a FUNCTION program block.

* REAL CONSTANT Definition of real constants, either without index or with one- or two-dimensional index. An index may be a variable or a constant number within an index set. Arithmetic expressions can be included.

* INTEGER CONSTANT Definition of integer constants, either without index or with one- or two-dimensional index. An index may be a variable or a constant number of an index set. Arithmetic integer expressions are allowed.

* TABLE <identifier> Assignment of constant real numbers to one- or two-dimensional array elements. In subsequent lines, one has to specify one or two indices followed by one real value per line in a free format (starting at column 7 or later).

335

336 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

* VARIABLE Declaration of variables, also indexed, with respect to which automatic differentiation is to be per­formed.

* CONINT <identifier> Declaration of a piecewise constant interpolation function.

* LININT <identifier> Declaration of a piecewise linear interpolation function.

* SPLINE <identifier> Declaration of a spline interpolation function.

* MACRO <identifier> Definition of a macro, an arbitrary set of PCOMP statements that define an auxiliary function to be inserted into subsequent declaration blocks. Macros are identified by a name to be used in any right-hand side of an assignment statement.

* FUNCTION <identifier> Declaration of functions, also indexed, for which function and derivative values are to be evaluated. The subsequent statements must assign a numerical value to the function identifier.

* END End of the program.

We recommend following the order of the above program blocks. They may be repeated whenever desirable. Data must be defined before their first usage in a subsequent block. All lines after the final END statement are ignored by PCOMP. Statements within program blocks are very similar to usual Fortran notation and must satisfy the following guidelines.

Constant data: For defining real numbers either in analytical expressions or within the special constant data definition block, the usual Fortran convention can be used. In particular the E- or D-format is allowed.

Identifier names: Names of identifiers, e.g., for variables and functions, index sets and constant data, must begin with a letter. The number of characters, letters, digits, and underscores, must not exceed 20.

Index sets: Index sets are required for the SUM and PROD expressions and for defining indexed data, variables and functions. They can be defined in different ways:

1 Range of indices, e.g.,

ind1 = 1. .27

2 Set of indices, e.g.,

ind2 = 3,1,17,27,20

3 Computed index sets, e.g.,

ind3 = 5*i + 100 , i=l .. n

4 Parameterized index sets, e.g.,

ind4 = n .. m

APPENDIX C: Appendix C: The PCOMP Language 337

Assignment statements: As in Fortran, assignment statements are used to pass a numerical value to an identifier, which may be either the name of the function that is to be defined, or of an auxiliary variable that is used in subsequent expressions, e.g.,

rl xl*x4 + x2*x4 + x3*x2 - 11 r2 xl + 10*x2 - x3 + x4 + x2*x4*(x3 - xl) f rl**2 + r2**2

Analytical expressions: An analytical expression is, as in Fortran, any allowed combination of con­stant data, identifiers, elementary or intrinsic arithmetic operations and the special SUM- and PRoD­statements. Elementary operations are

+ , - , * , / , **

Note that PCOMP handles integer expressions in exponents in the same way as real expressions, i.e., one should avoid non-positive arguments. Allowed intrinsic functions are

ABS, SIN, COS, TAN, ASIN, ACoS, ATAN, SINH, COSH TANH, ASINH, ACoSH, ATANH, EXP, LOG, LoGl0, SQRT

Alternatively, the corresponding donble precision Fortran names possessing an initial D can be used as well. Brackets are allowed to combine groups of operations. Possible expressions are for example

5*DEXP(-z(i»

or

LoG(l + SQRT(cl*fl)**2)

INDEX-Variables: It is possible to define indices separately to avoid unnecessary differentiation of integer variables. They have to be defined in the program block INDEX. for example

* INDEX i,j 1

It. is allowed to manipulate the index by statements of the form

i = 1+2*4-3 i a(l) f a(i+2)+i*2.0 f SUM(a(m-i), m IN ind) f = i

f g(i)

In this case. a must be declared in the form of an integer array. However, the following assignment statements are not allowed, if b is a real array,

i = b(3) i = 1.0

i 4/2 Hi) = 3.0

338 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

Interpolation functions: PCOMP admits the interpolation of user-defined data, using either a piecewise constant, piecewise linear, or a cubic spline function. Given n pairs of real values (tl, Yl), ... , (tn, Yn), we are looking for a nonlinear function interpolating these data. In the first case, we define a piecewise constant interpolation by

oi') ~ {

0 , t < tl ,

Yi , ti S t < ti+l , i = 1, ... ,n -1 ,

Yn , tn S t

A continuous piecewise linear interpolation function is

l(t) = { :: + ti:~ ~iti (Yi+l - Yi)

Yn

, t < tl ,

,ti~t<ti+l, i=l, ... ,n-l,

,tnS;t,

and a cubic spline is given by

where p(t; h, t2, t3, t., Yl, Y2, Y3, Y.) is a cubic polynomial with

and s(t; tl, ... , tm, y" ... , Ym, y~, y;") a cubic spline function interpolating (tl, Yl)' ... , (tm, 11m) subject to the boundary conditions

d -(-t -t -t - - _f _f) -f . I d' diS i; 1,···, m'Yll···,Ym,YllYm =Yi' 'l= an t=m.

It is essential to understand that the constant and spline interpolation functions are not symmetric. Our main interest is to consider dynamical systems, for example ordinary or partial differential equa­tions, where the initial value is set to 0 without loss of generality, leading to a non-symmetric domain. Moreover, interpolated data are often based on experiments that attain a steady state. Thus, a zero derivative is chosen at the right end-point for spline interpolation to facilitate the input of interpo­lated steady state data. On the other hand, any other conditions can be enforced by adding artificial interpolation data.

The spline functions generated are twice differentiable with the exception of the fourth break point. At this point, there exists only the first derivative and PCOMP generates the right-hand side differential quotient for the second derivative. We need at least four pairs of data to construct a spline interpolation as outlined above.

To give an example, we assume that we want to interpolate the nonlinear function f(t) given by the discrete values f(t;) = Yi from Table C.I, using the different techniques mentioned above. Interpolation functions are defined by a program block starting with the keyword CONINT for piecewise constant functions, LININT for piecewise linear functions, or SPLINE for piecewise cubic splines, followed by the name of the function. The numerical values of the break points and the function values are given in the subsequent lines, using any standard format starting at column 7 or later. Using piecewise constant approximations, we get for our example

* CONINT F 0.0 0.00

APPENDIX C: AppendiJ; C: The PCDMP Language 339

Table C.l. Experimental Plasma Data

1 2 3 4 5 6

ti Yi t, Yl,

0.0 0.00 7 6.0 l.73 l.0 4.91 8 7.0 l.39 2.0 4.43 9 8.0 l.16 3.0 3.57 10 9.0 l.04 4.0 2.80 11 10.0 1.00 5.0 2.19

1.0 4.91 2.0 4.43 3.0 3.57 4.0 2.80 5.0 2.19 6.0 1. 73 7.0 1.39 8.0 1.16 9.0 1.04 10.0 1.00

Within a function definition block. the interpolation functions are treated as intrinsic Fortran fnnctions and have to contain a variable or constant parameter. If we assume that t has previously been declared as a variable, a valid statement could look like

* FUNCTION Obj Obj = f(t)

The resulting approxinlations for piecewise constant functions, piecewise linear functions, or piecewise cubic splint' functions are depicted in Figures C.l to C.:l. vVhereas the cubic spline approximation is twice differentiable on the whole interval, the other two approximations are not differentiable at the break points and PCOMP uses the right-hand sided derivatives instead.

Macros: PCOMP does not allow the declaration of subroutines. However, it is possible to define macros, arbitrary sequences of PCOMP statements that define an auxiliary variable to be inserted into the beginning of subsequent function declaration blocks. l\-Iacros arc identified by a name that can be used in any right-hand side of an assignment statement

* MACRO (identifier)

followed by a group of PCOMP statements that assign a numerical value to the given identifier. This group of statements is inserted into the source code block that contains the macro name. Macros have no arguments, but they may access all variables, constants, or fundions that have been declared up to their first usage. Any values assigned to local variables within a macro, are also available outside in the corresponding function block.

If we assume that x is a variable and we want to define a macro that cumpute, the 'quare of x, we define for example

* MACRO sqr sqr = x*x

Now it i, possible to replace each occurrence of the term x*x by an invocation of the macro that we defined before, for example

340 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

4 10

Figure C.l. Piecewise Constant Interpolation

10

Figure C.2. Piecewise Linear Interpolation

f = sqr - 5.2

SUM- and PROD-expressions: Sums and products over predetermined index sets are formulated by SUM and PROD expressions, where the corresponding index and the index set must be specified, for example in the form

* FUNCTION f f = 100*PROD(x(i)**a(i), i IN inda)

In the above example, x(i) is a variable vector defined by an index set, and a(i) an array of constant data.

APPENDIX C: Appendix C: The PCOMP Language

o

o w

Figure C.3. Piecewise Cubic Spline Interpolation

Control statements: To control the execution of a program, the conditional statements

IF (condition) THEN

or

(statements) ENDIF

IF (condition) THEN (statements)

ELSE (statements)

ENDIF

341

can be inserted into a program. Conditions are defined as in Fortran by the comparative operators . EQ ., . NE ., . LE ., . LT ., . GE., . GT ., which can be combined using brackets and the logical operators .AND., . OR. and .NOT ..

The GOTO- and the CONTINUE-statements are further possibilities to control the execution of a program. The syntax for these statements is

GOTO (label)

and

(label) CONTINUE

where label has to be a number between 0 and 9999. The <label> part of the CONTINUE-statement must be located between columns 2 and 5 of an input line. Together with an index, the GOTO-statement can be used to simulate DO-loops, for example, which are forbidden in PCOMP, for examp~in the form

i = 1 s = 0.0

6000 CONTINUE s = s + a(i)*b(i) i = i+i IF (i.LE.n) THEN

GOTO 6000 ENDIF

342 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

Whenever indices are used within arithmetic expressions, it is allowed to insert polynomial expressions of indices from a given set. However, functions must be treated in a particular way. Since the design goal is to generate short, efficient Fortran codes, indexed function names can be used only in exactly the same way as defined. In other words, if a set of functions is declared by

* FUNCTION f(i), i IN index

then only an access to Hi) is allowed, not to f (1) or f (j), for example. PCOMP does not extend indexed functions to a sequence of single expressions similar to the treatment of SUM and PROD statements.

In PCOMP, it is allowed to pass variable values from one function block to the other. However, the user must be aware of a possible failure, if the evaluation of a gradient value in the first block is skipped in the calling program. One should be very careful when using the conditional statement IF. Possible traps that prevent correct differentiation are reported in Fischer [136] and are illustrated by an example. Consider the function f(x) = x 2 for n = 1. A syntactically correct formulation is

IF (x.EQ.l) THEN f = 1

ELSE f = x**2

ENDIF

PCOMP would try to differentiate both branches of the conditional statement. If x is equal to 1, the derivative value of f is 0, otherwise 2x. Obviously, we get a wrong answer for x = 1. This is a basic drawback for all automatic differentiation algorithms of the type we are considering.

A frequently needed computational value is the integral over the spatial variable x in case of a PDE model,

l:j ui(p, x, t)dx x j _ 1

where the integral is taken over the j-th area where the PDE is defined, j = 1, ... , na. Index i denotes the i-th solution component we want to integrate, i = 1, ... , np. The integral is evaluated by Simpson's rule and denoted by

SIMPSN(I,J)

in the PCOMP language. This name can be inserted in an arithmetic expression, for example to compute a fitting criterion. The corresponding time value is either a measurement value or an intermediate value needed for generating plot data.

PCOMP reports error messages in the form of integer values and, whenever possible, also corresponding line numbers. The corresponding explanations are listed in Table C.2.

APPENDIX C: Appendix C: The PCOMP Language 343

Table C.2. Error Messages of PCOMP

no. error message file not found

2 file too long 3 identifier expected 4 multiple definition of identifier 5 comma expected 6 left bracket expected 7 identifier not declared 8 data types do not fit together 9 division by zero

10 constant expected 11 operator expected 12 unexpected end of file 13 range operator ' . .' expected 14 right bracket ')' expected 15 'THEN' expected 16 'ELSE' expected 17 'ENDIF' expected 18 'THEN' without corresponding 'IF' 19 'ELSE' without corresponding 'IF' 20 'ENDIF' without corresponding 'IF' 21 assignment operator '=' expected 22 wrong format for integer number 23 wrong format for real number 24 formula too complicated 25 error in arithmetic expression 26 internal compiler error 27 identifier not valid 28 unknown type identifier 29 wrong input sign 30 stack overflow of parser 31 syntax error 32 available memory exceeded 33 index or index set not allowed 34 error during dynamic storage allocation 35 wrong number of indices 36 wrong number of arguments 37 too many index sets 38 too many integer constants 39 too many real constants 40 too many variables 41 too many functions 42 too many index variables 43 number of variables different from declaration 44 number of functions different from declaration 45 END - sign not allowed

continued

344

no. 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71

NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

error message Fortran code exceeds line domain error of exponential function bad input format length of working array IWA too small length of working array WA too small ATANH: domain error LOG: domain error SQRT: domain error ASIN: domain error ACOS: domain error ACOSH: domain error multiple declaration of label label not found wrong index expression wrong call of subroutine SYMINP wrong call of subroutine SYMPRP compilation of source file in GRAD-mode wrong order of interpolation values insufficient memory for interpolation in REVCDE length of working array IWA in SYMFOR too small insufficient interpolation values compilation of source file not in GRAD-mode missing macro name too many macros defined too many lines in macro declaration too many statements in function declaration

Appendix D Generation of Fortran Code

1. Model Equations Model functions of the test examples are defined in the PCOMP language. The meaning of variables

and functions is fixed by their serial order. Identifiers can be chosen arbitrarily.

1.1 Input of Explicit Model Functions To define model variables and explicit fitting functions in the PCOMP syntax, one has to follow certain

guidelines for the declaration of parameters and functions, since the order in which these items are defined is essential for the interface between the input file and the data fitting code. For defining variables, we need the following rules:

The first variable names are identifiers for the n independent parameters to be estimated, Le., for p" ... , Pn.

2 If a so-called concentration variable c exists, then a corresponding variable name must be added next.

3 The last variable name identifies the independent time variable t for which measurements are available.

4 No other variables are allowed to be declared.

Similarly, we have rules for the sequence by which model functions are defined:

First, r fitting criteria h,(p, t, c), ... , hr(P, t, c) must be defined depending on p, t, and optionally on c.

2 The subsequent mr functions are the constraints 9'(P), ... , 9mr(P)' if they exist at all. They may depend only on the parameter vector p to be estimated.

3 No other functions are allowed to be declared.

In addition to variables and functions, a user may insert further real or integer constants in the function input file according to the syntax rules of PCOMP.

EXAMPLE: To illustrate the usage of symbolic function input, we consider an example. We have two explicit model functions

h, (p, t)

h2(P, t)

Dexp(-k,t) ,

k,D -k k (exp(-k2t) - exp(-k,t)) ,- 2

The corresponding input file is the following one:

345

346 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

C--------------------------------------------------------C C Problem: LKIN_X C C--------------------------------------------------------C

VARIABLE kl. k2. O. t

C

FUNCTION hi hi - O*EXP(-k1*t)

C FUNCTION h2 h2 = kl*O/(kl - k2)*(EXP(-k2*t) - EXP(-kl*t))

C END

C

1.2 Input of Laplace Transformations The input of variables and Laplace functions is very similar to the input of explicit model functions.

Variables are:

The first variable names are identifiers for the n independent parameters to be estimated, PI, ... , Pn.

2 If a concentration variable exists, then a variable name must be added next that represents the con­centration variable c.

3 The last variable name identifies the independent variable s in the Laplace space that corresponds to the time variable t after back-transformation, for which measurements are available.

4 No other variables are allowed to be declared.

Since constraints are not allowed, the only functions that can be declared are T fitting criteria formulated as functions in the Laplace space, any functions Hk(p, s, c) for k = 1, ... , T, depending on P, sand c. No other functions are permitted. These functions are then transformed back to the original variable space in the time variable t.

EXAMPLE: To illustrate the usage of function input in the Laplace space, we consider

D Yl(S) = -k- ,

S+ I

The functions are the Laplace transforms of two simple linear differential equations. If measurements are given for both functions, we define a model function file in the following way:

C-------------------------------------------------------C C Problem: LKIN_L C C-------------------------------------------------------C

VARIABLE kl. k2. D, s

C FUNCTION Y1 Y1 = 0/(8 + kl)

C

FUNCTION Y2 Y2 = k1*O/«s + kl)*(s + k2))

C END

C

APPENDIX D: Appendix D: Generation of Fortran Code 347

1.3 Input of Systems of Steady State Equations In this case, our system variables must be declared in the following order:

The first n names identify the n independent parameters to be estimated, P1, ... , Pn.

2 The subsequent m identifiers define state variables of the system of nonlinear equations, Zl, ... , Zm.

3 If a so-called concentration variable c exists, a corresponding variable name must be added next.

4 The last name identifies the independent time variable t, for which measurements are available.

5 No other variables are allowed to be declared.

Model functions defining the algebraic equations, constraints, and fitting criteria are defined as follows:

The first m functions are the right-hand sides of the steady state equations, 81 (p, Z, t, c), ... , 8 m (p, Z, t, c).

2 The subsequent m functions define starting values for solving the system of equations, which may de­pend on the parameters to be estimated, on the time variable, and eventually also on the concentration variable, z~(p, t, c), ... , z:!,(p, t, c).

3 Next, r fitting functions h1(P,Z,t,c), ... , hr(p,z,t,c) must be defined depending on p, z, t, and c, where z denotes the state variables.

4 The final mr functions are the constraints 9j(P) for j = 1, ... , mr, if they are present in the model, depending on the parameter vector p to be estimated.

5 No other functions are allowed to be declared.

In addition to variables and functions, a user may insert further real or integer constants in the function input file according to the guidelines of the language.

EXAMPLE: We consider a simple example that is related to a receptor-ligand binding study with one receptor and two ligands. The system of equations is given in the form

Zl(1 + P1Z2 + P2Z3) - P3 0

z2(1 + P1zI) - P4 0

z3(1+p2zI)-t 0

State variables are Zl, Z2, and Z3. The parameters to be estimated are P1, P2, P3 and P4, i.e., m = 3 and n = 4. t is the independent model or time variable to be replaced by experimental data. The fitting criterion is h(p, z, t) = P4 - Z2 and we use the starting values z~ = P3, zg = P4 and zR = t for solving the system of nonlinear equations.

c-------------------------------------------------------

Problem: DYN_EQ

c-------------------------------------------------------

C

VARIABLE pl. p2, p3, p4. zl, z2, z3, t

FUNCTION gl g1 "" z1*(1 + pl*z2 + p2*z3) - p3

FUNCTION g2 g2 = z2*(1 + pl*zl) - p4

FUNCTION g3 g3 = z3*(1 + p2*zl) - t

FUNCTION zl_O zLO ,.. p3

348 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

FUNCTION z2_0 z2_0 = p4

C FUNCTION z3_0 z3_0 ... t

C FUNCTION h h-p4-z2

C END

C

1.4 Input of Ordinary Differential Equations For defining variables, we need the following rules:

The first variables are identifiers for the n independent parameters to be estimated, Pl, ... , pn.

2 The subsequent s names identify the state variables of the system of ordinary differential equations, YI, ... , Ym·

3 If a concentration variable exists, then an identifier name must be added next that represents c.

4 The last variable name identifies the independent time variable t, for which measurements are available.

5 No other variables are allowed to be declared.

Similarly, we have rules for the sequence by which model functions are to be defined:

The first m functions are the right-hand sides of the system of differential equations, the functions F,(p,y,t,c), ... , FTn(p,y,t,c).

2 The subsequent m functions define the initial values, which may depend on the parameters to be estimated, and the concentration variable, y~(p, c), ... , y!(p, c).

3 Next, r fitting functions h, (p, y, t, c), ... , hr(p, y, t, c) are defined depending on p, y, t, and c, where y denotes the state variable of the system of differential equations.

4 The final mr functions are the constraints gj(P) for j = 1, ... , m r , if they exist at all, depending on the parameter vector p to be estimated.

5 No other functions are allowed to be declared.

The last nb of the n parameters to be estimated are considered as switching points, if they have been declared to describe certain model changes. Also nb, the number of constant or variable break points, must be defined a priori. In addition to variables and functions, a user may insert further real or integer constants in the function input file according to the guidelines of the language PCOMP.

EXAMPLE: The example was introduced in Section 5 of Chapter 2. Although an explicit solution is easily obtained, we show here a possible implementation to illustrate the input of differential equations. The system is given by two equations of the form

Yl(O) = D ,

Y2(O) = 0 .

We assume that experimental data are available for both state functions Yl(t) and Y2(t), and define the corresponding PCOMP code as follows:

c--------------------------------------------------c C Problem: LKIN C c---------------------------------------------------C

VARIABLE

APPENDIX D: Appendix D: Generation of Fortran Code

C

C

C

C

C

C

C

kl, k2, D, yl, y2, t

FUNCTION yl_ t yl_t - -kl*yl

FUNCTION y2_ t y2_ t • kl*yl - k2*y2

FUNCTION yl_0 yl_0 = D

FUNCTION hI h1 = yl

FUNCTION h2 h2 = y2

END

1. 5 Input of Differential Algebraic Equations The following order of PCOMP variables is required:

The first variable names are identifiers for n parameters to be estimated, PI, ... , Pn.

2 The subsequent md names identify the differential variables Yl, ... , Ymd'

3 The subsequent ma names identify the algebraic variables ZI, ... , zma'

4 If a concentration variable exists, another identifier must be added next to represent c.

349

5 The last variable name defines the independent time variable t for which measurements are available.

6 No other variables are allowed to be declared.

Similarly, we have rules for the sequence by which the model functions are defined:

The first md functions define the differential equations, F,(p,y,z,t,c), ... , Fmd(p,y,z,t,c).

2 The subsequent ma functions are the right-hand sides of the algebraic equations, i.e., the functions G,(p,y,z,t,c), ... , Gma(p,y,z,t,c).

3 Subsequently, md functions define initial values for the differential equations, which may depend on the parameters to be estimated, and the concentration variable, y~(p, c), ... , y~d (p, c).

4 Then ma functions define initial values for the algebraic equations, which may depend on the parameters to be estimated, and the concentration variable, z~(p, c), ... , z~a (p, c).

5 Next r fitting functions h, (p, y, z, t, c), ... , hr(p, y, z, t, c) must be defined depending on p, y, z, t, and c, where y and z are the differential and algebraic state variables of the DAE.

6 The final mr functions are the constraints gj(p), j = 1, ... , m r , if they exist. They may depend on the parameter vector p to be estimated.

7 No other functions are allowed to be declared.

The last nb fitting variables are considered as switching points, if they have been declared a priori to describe certain model changes. In addition to variables and functions, a user may insert further real or integer constauts in the function input file according to the guidelines of the language PCOMP.

EXAMPLE: We consider a modification of van der Pol's equation given in the form

if = z, y = a(1 - y2)Z .

350 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

We choose the consistent initial values

yO = b, ZO = b/(a(l _ b2 ))

and consider a and b as parameters to be estimated. The fitting criteria are the solutions yet) and z(t). The model input file has the following structure:

C--------------------------------------------------C C Problem: VDPOL C C--------------------------------------------------C

C

C

C

C

C

C

C

C

VARIABLE a,b.y,z,t

FUNCTION alg_equ alg_equ '" y - a*(l - y**2)*z

FUNCTION yO yO = b

FUNCTION zO zO = b/(a*(1 - bOb»~

FUNCTION h1 h1 = Y

FUNCTION h2 h2 ... Z

END

1.6 Input of Time-Dependent Partial Differential Equations For defining variables, we need the following rules:

The first variable names identify the n independent parameters to be estimated, Pi, ... , Pn.

2 The subsequent names specify the state variables of the partial differential equations, Ul, ... , unp '

3 In a similar way, the names of the corresponding variables denoting the first and second spatial deriva­tives are to be declared in this order, UI X1 .'0' unpx and Ul xx ) "0' unpxx '

4 Next, the names of nc state variables belonging to coupled ordinary differential equations must be defined, VI, ... , vnc'

5 If flux functions are to be inserted into the right-hand side formulation of the PDE, then np identifiers for the flux and their spatial derivatives are to be given, !l, ... , Inp and !lx, ... , Inpx '

6 Then a name is to be defined for the space or spatial variable x.

7 The last name identifies the independent time variable t for which measurements are available.

8 No other variables are allowed to be declared.

In a similar way, we have rules for the sequence by which the model functions are defined:

If flux functions are to be used, then manp functions It(p, u, u"" x, t), ... , I~p(p, u, u"', x, t) defining the flux must be inserted, one set for each integration area, i = 1, ... , rna. They may depend on x, t, u, U"', and p. When evaluating the right-hand side of model equations subsequently, the values of these flux functions and their derivatives are passed to the identifier names and corresponding derivative variables declared in the variable section of the input file as outlined above.

APPENDIX D: Appendix D: Generation of Fortran Code 351

2 Model functions defining the right-hand side of the partial differential equations

Fl(p, Ii, f;, u, U x ) Uxx, V, x, t), ... , F~p (p, Ii, f;, u, U X ) U XX ) V, X, t)

are defined next, one set for each integration area, i = 1, ... , mao Each function may depend on x, t, v, u, U x , Uxx, P, and, optionally, also on the flux functions and their derivatives. In this case, the corresponding identifiers for fluxes and their derivatives, as specified in the variable section, must be used in the right-hand side.

3 The corresponding initial values at time 0 are set next, ub(P,x), i = 1, ... , mao They depend on x and P, and are given for each integration area separately.

4 Next, the nc coupled differential equations must be defined in the order given by the series of coupling points, i.e., functions Gj(p, u, U x , U xx , v, t), j = 1, ... , n c , where the state variable U is evaluated at a given discretization line together with its first and second spatial derivatives.

5 Then initial values of the coupled ordinary equations at time 0 are defined, vb(P), j = 1, ... , nco

6 Subsequently, nb Dirichlet transition and boundary conditions are set in the order given by the area data, first left, then right boundary functions Cl(p, u, v, t), ... , cnb(p, U, v, t), where function values of U at the left or right end point of an integration area are inserted.

7 Neumann transition and boundary conditions for spatial derivatives follow in the order given by the area data, Cl(p, u, U x , v, t), ... , cnb(p, u, u x , v, t). Again, the function values of U or U x at a suitable end point of an integration area are inserted.

8 Moreover, r fitting criteria must be defined; any functions h1 (p, U, U X1 U XX ) v, t), .. "' hr(P, u, U X ) uxx , v, t), where U is defined at the corresponding spatial fitting point.

9 The final mr functions are the constraints g1 (p), ... , gmT (p), if they exist. They may depend on the parameter vector P to be estimated.

10 No other functions are allowed to be declared.

In addition, a user may insert further real or integer constants in the function input file according to the guidelines of PCOMP.

EXAMPLE: We consider a simple example, where Fourier's first law for heat conduction leads to the equation

Ut = U xx

defined for 0 < t <::; 0.5 and 0 < x < 1. Boundary conditions are

U(O, t) = u(1, t) = 0

for 0 <::; t <::; 0.5 and the initial values are

U(x,O) = sin (7) for 0 < x < 1 and 0 <::; L <::; 1. In addition, we are interested in the total amount of heat at the surface x = 0 given by the equation

with initial heat k·L

Vo= --7r

Function v serves also as our fitting criterion. Parameters to be estimated are Land k. The corresponding PCOMP input file is:

c--------------------------------------------------

352

C C

NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

Problem: HEAT

C--------------------------------------------------C

C

C

C

C

C

C

C

C

C

C

REAL CONSTANT pi = 3.1415926535

VARIABLE L. k, u, u_x, u_xx, v. x, t

FUNCTION u_ t u_t "" u_xx

FUNCTION uO uO = DSIN(pi*x/L)

FUNCTION v_t v_t = -k*pi/L*DEXP(-(pi/L)"2*t)

FUNCTION vO vO = k*L/pi

FUNCTION u_left u_left = 0

FUNCTION u_right u_right "" 0

FUNCTION h h = v

END

1. 7 Input of Partial Differential Algebraic Equations Very similar to the definition of data fitting problems based on partial differential equations outlined

in the previous section, we have to define fitting criteria, differential equations, initial and boundary conditions, coupling and transition equations and constraints in a suitable format. For defining variables, we need the following rules:

The first names are the identifiers for n independent parameters to be estimated, PI, ... , pn.

2 The subsequent names identify the np state variables of the system, UI, ... , u np , where first the differential, then the algebraic variables must be listed.

3 In a similar way, the corresponding variables denoting the first and second spatial derivatives of differ­ential and algebraic variables are to be declared in this order, Ul x , ... , unpx and Ul xx , ... , U nPXX .

4 Next, names of nc variables belonging to coupled differential algebraic equations are defined, V" ... , Vnc ' where first the differential, then the algebraic variables must be given.

5 If flux functions are to be inserted into the right-hand side formulation of the PDAE, then np identifiers for the fluxes and their spatial derivatives are given, II, ... , fn p and fIx, ... , fnpx '

6 Then a name is to be defined for the space or spatial variable x.

7 The last name identifies the independent time variable t for which measurements are available.

8 No other variables are allowed to be declared.

Model functions are defined in the following format:

1 If flux functions are to be used, then manp functions Jl(P, u, U x , x, t), ... , f~p (p, u, U x , x, t) defining the flux are inserted, one set for each integration area, i = 1, ... , mao They may depend on x, t, u, u x ,

and p.

APPENDIX D: Appendix D: Generation of Fortran Code 353

2 Functions for the right-hand side of partial differential equations

Fi(p, Ii, f!, u, U x , v, x, t), ... , F~p(p, Ii, f!, u, U X ) V, X, t)

are defined next, one set for each integration area, i = 1, ... , mao Each function may depend on x, t, v, u, u"" u"'''', p, and, optionally, also on the flux functions and their derivatives. First, the differential equations, then the algebraic equations must be defined.

3 Then corresponding initial values at time 0 must be set, u5(p, x), i = 1, ... , ma, where first initial values for the differential and then for the algebraic equations must be declared. They depend on x and p, and are given for each integration area separately.

4 Next, nc coupled differential equations followed by the coupled algebraic equations are specified in the order given by the series of coupling points, i.e., the functions Gj(p,u,u""U",x, v,t), j = 1, ... , nc, where the state variable u is evaluated at a given discretization line together with its first and second spatial derivatives.

5 The corresponding initial values of the coupled ordinary differential algebraic equations at time 0 must be defined, v6(p), j = 1, ... , nc, in the same order.

6 Then nb Dirichlet transition and boundary conditions must be set in the order given by the area data, first left, then right boundary, Cl(P,U,V,t), ... , cnb(p,u,v,t), where function values ofu at the left or right end point of an integration area are inserted.

7 Subsequently, transition and boundary conditions for spatial derivatives must be defined in the order given by the area data, i.e., the functions Cl(P,U,ux ,v,t), ... , cnb(p,u,ux,v,t). Again, the function values of u or U x at a suitable end point of an integration area are inserted.

8 Moreover, r fitting criteria have to be given, any functions h1 (p, u, U x , U xx , v, t), .. 0, hr(p, u, ux, U XX1 V, t). 'u is defined at the corresponding spatial fitting point.

9 The final me functions are the constraints 91(P), ... , 9mr(P), if they exist. They may depend on the parameter vector p to be estimated.

10 No other functions are allowed to be declared.

Note that initial values for algebraic variables serve only as starting values for applying a nonlinear programming algorithm to compute consistent initial values of the discretized DAE system.

EXAMPLE: We consider a very simple fourth-order partial differential equation obtained from successive differentiation of u(x, t) = ae-,,4, sin(7fx) ,

Ut = -auxxxx

or, equivalently, two second-order differential algebraic equations

Ut -avxx ,

o v - U xx

defined for 0 :::: x :::: 1 and t ~ O. Initial values are u(x,O) = sin(7fx) and v(x,O) = _7f2 sin(7fx) and boundary values are u(O, t) = u(1, t) = v(O, t) = v(1, t) = 0 for all t ~ O. Function u is a possible fitting criterion and a an unknown parameter to be estimated from experimental data. The corresponding PCOMP input file is:

C--------------------------------------------------C C Problem: PDEA4 C

C--------------------------------------------------C

REAL CONSTANT pi = 3.1415926535

354

C

C

C

C

C

VARIABLE

FUNCTION u_ t u_ t '" -a*v _xx

FUNCTION alg_equ alg_ equ = v - u_xx

FUNCTION u_O u_O = sin(pi*x)

FUNCTION v_O v_O = -pi**2*sinCpi*x)

FUNCTION u_left u_left = 0

FUNCTION u_right u_right = 0

FUNCTION v _left v_left = 0

FUNCTION v _right v_right = 0

FUNCTION h h = u

END

NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

APPENDIX D: Appendix D: Generation of Fortran Code 355

2. Execution of Generated Code Given a file CODE.FUN containing PCOMP code for function evaluation, the executable program

GEN_FOR.EXE parses the input file and generates Fortran subroutines for function and derivative evalu­ation in the most efficient reverse mode, see Section 8.2 of Chapter 2. GENYOR produces three output files

CODE.DAT two lines containing number of variables and functions found in CODE.FUN, CODE.SYM intermediate data of the parser (usually not needed), CODE. FOR generated Fortran codes for function and gradient evaluation.

The program GEN_FOR.EXE runs under Windows 95/98/NT/2000, but can be compiled easily for other operating systems, see Dobmann, Liepelt, and Schittkowski [105]. The corresponding Fortran source code routines are available through the ACM TOMS Library. The calling sequences of the generated subroutines are

XFUN (X,N,F,M,ACTIVE,IERR)

and

XGRA (X,N,F,M,DF,MMAX,ACTIVE,IERR),

where the meaning of the parameters is as follows:

X(N)

N F(M) M DF(MMAX,N)

MMAX ACTIVE(M)

lERR

Double precision array of length N that contains the variable values for which functions are to be evaluated. Dimension, i.e., number of variables. Double precision array of length M to pass function values to the user program. Total number of functions. Two-dimensional double precision array to pass gradient values computed by XGRA. The row dimension must be MMAX in the driving routine. Row dimension of DF. MMAX must not be smaller than M. Logical array of length M that determines the functions or gradients to be evaluated. ACTIVE must be set by the user when calling XFUN or XGRA, respectively: ACTIVE(J) = .TRUE. : Compute J-th function or gradient value. ACTIVE(J) = .FALSE. : Do not compute J-th function or gradient value. On return, IERR shows the termination reason of SYMFUN: IERR = 0 : Successful termination. IERR > 0 : There is an error in the input file, see Appendix C.

EXAMPLE: We consider a linear kinetic model that is described in the Laplace space consisting of two nonlinear functions only,

c-------------------------------------------------------c C Problem: LKIN_L C c-------------------------------------------------------

VARIABLE kl. k2. D. s

c FUNCTION Y1 Y1 = D/(s + kl)

FUNCTION Y2 Y2 • kl*D/ «s + kl)' (s + k2))

c END

c

356 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

The generated Fortran code is not supposed to become readable. If model functions are to be changed subsequently, we recommend altering PCOMP statements and executing GEN_FOR again.

C********************************* C

C PCOMP (Version 5.5) C

C********************************* C

C

C

C

SUBROUTINE XFUN (X, N , F , M, ACTIVE, IERR) INTEGER N,M DOUBLE PRECISION X(N) ,F(M) LOGICAL ACTIVE(M) INTEGER IERR

DOUBLE PRECISION XAUX(S:9) INTEGER 10, IXO INTEGER 11, IXl INTEGER I, OFS, IOFS

INTEGER VINDEX (1) INTEGER VICONS(1) DOUBLE PRECISION VRCONS(l) DATA (VINDEX(I), 1=1,1)

1 /0/ DATA (VICONS(I), 1=1,1)

1 /0/ DATA (VRCONS(I), 1-1,1)

1 /0.000000000000000000+00/

IXO=O IX1-0 IF (N .NE. 4) THEN IERR=43 RETURN

ENDIF IF (M .NE. 2) THEN IERR-44 RETURN ENDIF OFS-O IOFS=O IF (ACTIVE(l)) THEN XAUX(S)=X(4)+X(1) IF (XAUX(S) .EQ. 0.000) THEN IERR=9 RETURN ENDIF XAUX(6)-X(3)/XAUX(6) F(1)=XAUX(6) ENDIF IF (ACTIVE(2)) THEN XAUX (5) =X(1) oX (3) XAUX(6)=X(4)+X(2) XAUX(7)-X(4)+x(1) XAUX(8)-XAUX(6)oXAUX(7) IF (XAUX(8) .EQ. 0.000) THEN IERR=9 RETURN ENDIF XAUX (9) =XAUX(S)/XAUX(8) F(2)-XAUX(9) ENDIF RETURN END

SUBROUTINE XGRA (X, N , F , M, OF , MMAX, ACTIVE, IERR) INTEGER N,M,MMAX DOUBLE PRECISION X (N) , F (M) , OF (MMAX, N) LOGICAL ACTIVE(M) INTEGER IERR

APPENDIX D: Appendix D: Generation oj Fortran Code

DOUBLE PRECISION DFHELP(4)

DOUBLE PRECISION XAUX(S,9),YAUX(S,9) INTEGER 10, IXO INTEGER 11. IX 1 INTEGER INITl, INIT2 INTEGER I. OFS. IOFS

INTEGER VINDEX (1) INTEGER VICONS (1) DOUBLE PRECISION VRCONS (1) DATA (VINDEX(I), 1:1,1)

1 /0/ DATA (VICDNS(1), 1:1,1)

1 /0/ DATA (VRCDNS(I), 1:1,1)

1 /0. OOOOOOOOOOOOOOOOOD+OO/

CALL XINI(DF, 1 , MMAX, 4) IXO=O IX1:0 IF (N .NE. 4) THEN IERR=43 RETURN ENDIF IF (M .NE. 2) THEN IERR:44 RETURN ENDIF DFS:O IOFS:O IF (ACTIVE (1» THEN XAUX(S):X (4)+X(1) IF (XAUX (S) . EQ. O. ODO) THEN IERR:9 RETURN ENDIF XAUX(6):X (3) /XAUX (5) F(l):XAUX(6) DO 6 1:1,4 DFHELP (I) :DF (1,1) DF(l,I):O.ODO

6 CONTINUE DO 7 I:S,5 YAUX(1):O.ODO

7 CONTINUE YAUX(6):1.0DO IF (XAUX(5) .EQ. O.ODO) THEN IERR:9 RETURN ENDIF DF(1 ,3) :DF (1 ,3)+YAUX (6) /XAUX (S) YAUX (S) :YAUX (S) - YAUX (6) *X (3) /XAUX (5) **2 OF (1 ,4):DF(1 ,4) +YAUX(S) OF (1 , l):DF(l, 1) +YAUX(S) ENDIF IF (ACTIVE(2» THEN XAUX(S):X(l) *X(3) XAUX(6):X(4)+X(2) XAUX(7):X(4) +X(1) XAUX (8) :XAUX (6) *XAUX (7) IF (XAUX(8) .EQ. O.ODO) THEN IERR:9 RETURN ENDIF XAUX (9) :XAUX (S) /XAUX (8) F(2):XAUX(9) DO is 1:1,4 DFHELP(I):DF(2,1) DF(2,I):0.ODO

357

358

C

C

C

15 CONTINUE DO 16 1=5,8 YAUX(Il-O.ODO

lS CONTINUE YAUX(9)=1.0DO

NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

IF (XAUX(8) .EQ. O.ODO) TIIEN IERR=9 RETURN ENDIF YAUX (5)=YAUX(5) +YAUX(9) !XAUX(8) YAUX (8)=YAUX(8) -YAUX(9) *XAUX(5) !XAUX(8) **2 YAUX(S)=YAUX(S)+XAUX(7)*YAUX(8) YAUX (7) =YAUX (7) +XAUX(S) *YAUX(8) DF(2,4)-DF(2,4)+YAUX(7) DF(2,l)=DF(2,l)+YAUX(7) DF(2,4)=DF(2,4)+YAUX(S) DF(2,2)=DF(2,2)+YAUX(S) DF(2,l)-DF(2,l)+X(3)*YAUX(5) DF(2, 3)=DF(2 ,3) +X( 1) *YAUX(5) ENDIF RETURN END

SUBROUTINE XINI (G,ML,MU,N) INTEGER ML, MU ,N DOUBLE PRECISION G(ML,MU,N)

INTEGER I,J

DO 20 I=ML,MU DO 10 J=l,N G(I,J)-O.ODO

10 CONTINUE 20 CONTINUE

RETURN END

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Index

acetylene, 252, 254 acidification of groundwater pollution, 263 active constraints, 9, 19 active set, 15, 31 adiabatic transition of states, 245 advection-diffusion equation, 93 advection equation, 71, 86, 92, 95, 97-98, 156 advective-dispersive transport, 170 algebraic constraints, 53, 62, 65 algebraic equations, 20, 50-51, 78-79, 129, 153, 162,

239, 332, 349 algebraic variables, 50, 57, 61, 78-79, 129, 153, 331, 349 analytical expression, 337 antibody, 236 antigen, 236 Antoine equation, 250 approximation errors, 188 Arrhenius temperature, 270 assignment statements, 337 association constant, 236 augmented Lagrangian function, 16, 18, 33, automatic differentiation, 112, 216, 335

ADIFOR,109 code for derivatives, 109 elementary functions, 109 forward mode, 110, 113 Helmholtz energy function, 113 operator overloading, 109 reverse mode, 112-113 traps, 114 work ratio, 110, 113

badly scaled problem, 218 balance equation, 253 band structure, 77 bang-bang control, 132, 168, 175, 177 batch reactor, 130 Bessel functions, 278 beta-blocker, 177 BFGS formula, 17, 19,29 binary distillation column, 248 boiler, 248 boundary conditions, 67

boundary value problem, 80, 142, 164 Boussinesq coefficient, 276 Boussinesq velocity distribution, 273 Burgers' equation, 72, 157 Butcher array, 38-39, 41, 47, 64 cargo problem, 147 cell walls, 94, 99 centrifugal force, 239 CFL condition, 97 characteristic polynomial, 198, 213-214 Chezy formula, 274 Christoffel symbol, 239 circular horn, 278 coke deposition, 252, 254 comparative operators, 341 comparative performance evaluation, 216 compartmental model, 231 complex numbers, 283 conditional statements, 341 confidence intervals, 115-11 7, 211 conservation equation, 90 conservation of mass, 273 consistent initial values, 53-54, 60-64, 79, 130, 154,

159, 163, 332, 350, 353 constrained nonlinear least squares problem, 31 constraint qualification, 10-11, 19 constraints, 120, 127, 137-138, 170, 212-213 control function, 274 convection, 263 convective-diffusion equation, 72 convective-diffusive transport, 194 convex function, 9 convex set, 9 Corio lis force, 239 corrugated horn, 278, 280, 283 cost function, 175 coupled algebraic equations, 158, 163, 353 coupled algebraic variables, 159 coupled differential equations, 158, 209, 258, 299,

331-332, 350-353 coupling point, 160, 164 Courant number, 87, 91

387

388 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

covariance matrix, 211 cutaneous tissue, 208, 211, 257 cylindrical coordinates, 278-279 Darcy flow velocity, 170, data fitting, 1, 23, 33, 115,117,120-121,124

boundary values, 147 confidence intervals, 117 consistent initial values, 130 constraints, 120, 127, 138, 170 coupled ordinary differential equation, 159 differential algebraic equation, 129, 317, 349 Dirichlet boundary conditions, 151 dynamical constraints, 127, 140 explicit model function, 120, 288 initial values, 151 integration areas, 164 Laplace transformation, 125, 295 multiple shooting, 142 Neumann boundary conditions, 151 ordinary differential equation, 129, 299, 348 partial differential algebraic equation, 352 partial differential equation, 152, 320, 332, 350 residuals, 120 steady state system, 126, 296, 347 switching function, 134 switching points, 131

database, 285-286 degradation kinetics, 269 density, 266 descent direction, 27 deterministic methods, 183 DFNLP, 33, 37, 117, 121, 125, 127, 130, 132, 139, 144,

148, 152, 156, 159, 165, 169, 171, 177, 183, 188, 191, 193, 196, 199--200, 202, 204, 206, 211, 214-216, 218, 233, 240, 246, 250, 255, 260, 264, 267,271

DFP formula, 19 diagonal implicit Runge-Kutta method, 41 difference schemes, 81 differential algebraic equation, 157, differential algebraic equation, 48, 52, 55-56, 61, 130,

158, 317, 331, 349 consistent initial values, 60

index reduction, 52 constraints, 138 coupled, 163 drift effect, 55, 60 explicit formulation, 49, 62 implicit formulation, 48 implicit method, 62 index, 51-52 projected descriptor method, 59 variable initial time, 148

differential equations, 129, 299 differential variables, 50, 61, 78-79, 129, 153, 331, 349 diffusion, 70, 154, 259, 269 diffusion equation, 168, 208, 258, 260, 263 diffusion of a drug, 159 diffusion of molecules, 155

Dirichlet boundary conditions, 67, 75-76, 86, 269, 278, 320, 331, 351, 353

dispersion, 263 displacement of a beam, 80 disposition, 198 distillation column, 248 distributed parameter systems, 78, 153, 252 DN2GB, 185, 206, 216 donor, 257 DOPRI5, 132, 139, 203 drift effect, 55, 60 driving torque, 239 drug transport, 231 dry bulb temperature, 270 dry friction, 134-135 drying process, 269 DSLMDF,216 dual variable, 9, 18 dynamical constraints, 140, 171 dynamical inequality restrictions, 127, dynamical system, 1, 129, 134

boundary values, 146 constraints, 137 dynamical constraints, 140 flux function, 155 partial differential algebraic equation, 153 steady state, 126 variable initial time, 148

EASY-FIT, 109, 182, 216, 218, 285, 287 eigenfunctions, 279, 282 eigenmodes, 278 eigenvalue-eigenvector decomposition, 98-99 electrical displacement, 278 electromagnetic field, 278 elementary operations, 337 energy conservation, 269 ENO method, 93, 97-99, 276 enriching section, 248 enthalpies, 250 envelope function, 279--280 enzymatic interaction, 257 equality constraints, 120, 137, 143, 147 equations of motion, 48, 244 error messages, 342 errors on data, 195 essentially non-oscillatory scheme, 93 experimental data sets, 120, 151 explicit method, 39 explicit model function, 121, 288 exponential terms, 187 F -distribution, 116 far field, 279, 282, 284 feasible region, 8 feed, 248-249, 252, 254 first-order upwind scheme, 90 fitting criterion, 126 five-point-difference formula, 82 flow of a fluid, 71, 273 flow through soil, 263 flux formulation, 274

INDEX

flux function, 85, 93, 155, 350, 352 flux of the momentum, 273 food preservation, 269 formula of Stehfest, 108 forward accumulation, 110 forward differences, 129 forward mode, 110 fourth-order formula, 82 fourth-order partial differential equation, 80, 353 function identifier 1 336 GAB model equation, 270 Gauss-Newton method, 25-27, 31, 216 generalized constraint forces, 48, 53, 243 generation of Fortran code, 355-356 genetic algorithms, 183 GENFOR,355 glass transition temperature, 269 global convergence, 16, 18, 33 global solution, 183 Gordon-Taylor equation, 269 gravitational force, 239 groundwater flow, 263 heat capacity, 248, 254, 266-267 heat diffusion, 177 heat equation, 70, 79-80, 83, ~5, 102. 152, 173, 266, 351 heat transfer coefficient, 266 heaviside function, 71 Helmholtz energy function, 113 Hessian matrix, 8, 14, 17, 2:3 higher order partial differential equations: 78 holonomic constraint. 53, 243, 245 hot-air drying, 269 hot strip mill, 266 hydrogen ~toichiometry, 252 hyperboliC' conservation law, 98 hyperholic partial differential equation, 71, 85, 87, 93,

156 ideal gas law 1 254 identifiability, 192, 194, 211 ill~behaved model function, 188 ill~conditioned problern, 218 ill-posed, 194 irrlplicit boundary condition::;, 160 iUlplicit function theorem, 127 ilnplicit Runge~Kutta rnethod, 55, 63 implicit solution method, 63 in~vitro experiment, 259 incompressible fluid, 273 inconsistent constraints, 15-16, 200 INDDIR, 43, 47, 129, 140. 204 index set, 335 index variable, 335, 337 index

of a differential algebraic equation, 52 differential index, 52 index~l~system, 79, 130, 154, 317 index~l~variables, 63-64 index~2~system, 130 index~2~variables, 63-64 index~3~system, 130

index~3~variables, 63-64 index 1, 51, 58, 61-62 index 2, 53 index 3, 53-54, 56, 62 of an algebraic differential equation, 51 partial differential algebraic equations, 79 reduction, 53 ~55

inequality constraints, 120, 137 inertia tensor, 240 inflow, 274 initial time, 128

389

initial values, 38, 48, 54, 67, 78, 128-130, 163, 299, 317, 320, 331, 348-349, 351

input feed, 132 integer constant, 335 integral, 342 INTELSAT satellite, 278 internal numerical differentiation, 46-47, 129 intravenous bolus, 198 intrinsic functions, 337 inverse problern, 194 Jacobian matrix, 8, 23, 42, 44, 126, 130. 145 Karush~Kuhn~Tucker condition, 11 kinematic joint, 243 kinetic process, 105, 125, 198 lag time, 132 Lagrange~Hamilton principle, 48 Lagrangian function, 9, 14, 17, 28, 48 Lagrangian multipliers, 9, 49, Laplace transformation, 104-105, 107, 124, 198, 213,

295 back~transformation, 107, 2]4 diffusion equation, 105 formula of Stehfest, 107, 124 gradient, 108 inverse operator, 107 linear differential equation, 104, 107 linear partial differential equatioIl, 105 numerical quadrature, 107

large residuals, 190 least squares problem, 1. 23. 25, 27, 31, 119-120, 144,

190, 216 Levenberg~I'vlarquardt algorithm, 26 ligand, 236 line search, 14, 16-17, 218, 283 linear compartlnental modeL 1:-31, 133, 198 linear differential equation. 44-45, 104, 198,213-214,

232 linear least squares problem, 25, 31 linear regression analysis, 1] 5 Lipschitz continuous, 25 lithium~bromide, 263 local characteristic flux, 99 local convergence, 18, 33 local minimum, 9, 12, 18 local solution, 183-184 Lotka-Volterra equation, 143 macro, 336, 339 magnetic induction, 278 maltodextrin, 270~-271

390 NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

l\,lanning number, 273, 276 Manutec r3, 239 mass balance, 194, 208-209, 231, 249 rnass equilibrium, 236 mass matrix, 48, 53, 57, 239, 243 mass oscillator, 135 maxirnum likelihood estimation, 23 l\laxwell's equations, 278, 280 merit function, 16, 18, 33 nletabolisru, 208, 211, 257 methane, 250, 252 method of lines, 74, 77, 86, 94, 103, 152, 157-158, 164,

321 Michaelis-Menten effect, 208, 233, 257 .rvIicrosoft Access, 285 minimum-norm objective function, 61 MODFIT, 182,219, 285 llloisture content, 269 moments of inertia, 245 rnultibody system, 48, 52-54, 56, 60, 134, 239, 243, 245 multiple dose administration, 233 multiple shooting, 142 multiplier, 14 natural gas, 252, 254 network of channels, 274 Neurnann boundary conditions, 67, 75, 77, 266, 269,

278, 320, 331, 351, 353 Neumann functions, 278 Neville scheme, 84 Newton's method, 20-21, 24, 30, 42, 61-62, 79, 159, 163 Newton interpolation, 94-95 NLPQL, 19, 22, 30-31, 36, 62, 154, 179, 216, 238 NLSNIP,216 noise in data, 183 non-differentiable model function, 201 non-homogeneous equation, 93 non-smooth model function, 202 non-unique solution, 185 nonlinear equations, 20-21, 61, 296 nonlinear hyperbolic equations, 99 nonlinear program, 7, 21-22, 31, 61 nonlinear regression, 115 nonn

maximurn of absolute values, 35, 119, 129, 152, 170 sum of absolute values, 35, 119, 129, 152, 170 surn of squared values, 23, 119, 128, 152, 169

normal distribution, 115 normal equations, 25, 116 normally distributed error, 287 numerical stability, 190 one-parameter TVD family, 91 optimal control problem, 142, 147, 175 optimality conditiolls, 8,10-11,12,14-15,23,29,33, optimality, 10

Karush-Kuhn-Tucker condition, 11, 14, 16, 18 necessary 2nd order optimality conditions, 11 optimality condition, 15, 24 sufficient 2nd order optimality conditions, 12

optimization problem, 7, ordinary differential equation, 38, 43, 46, 63, 299, 348

boundary values, 147 Butcher array, 39 constraints, 138 coupled, 163 discontinuity, 134 explicit method, 39 global error, 39 implicit method, 41 order, 39 Radau method, 42 sensitivity equation, 44 shooting method, 143 stiff equation, 41 switching points, 131 variable initial time, 148

ordinary least squares estimator, 115 oscillating model function, 206 outflow, 274 output least squares problem, 194 overdetermined model, 184, 210-211 oxygen, 252, 254 parabolic partial differential equation, 70, 104, 160 parameter, 335 parameter estimation, 1, 33, 115, 126, 288, 295-296,

299, 317, 321, 332, partial differential algebraic equation, 78, 153, 169, 331,

352 advection, 157 algebraic variables, 79 boundary conditions, 153, 158 consistent boundary conditions, 153 consistent initial values, 79, 154 constraints, 170 coupled differential algebraic equation, 158, 332 differential variables, 79 explicit formulation, 153, 158 flux function, 155 index-I-system, 154 index, 79 initial values, 78-79, 153, 158, 163 switching points, 168 transition conditions, 163 transition points, 162,

partial differential equation, 66, 158, 274, 320, 350 boundary conditions, 67 constraints, 170 coupled ordinary differential equation, 158, 332 explicit formulation, 67 flux formulation, 85 hyperbolic-parabolic, 72 hyperbolic, 71 inconsistent boundary conditions, 68 initial values, 67, 163 method of lines, 74 parabolic, 70 second-order hyperbolic, 71 sensitivity equations, 101 solution, 68 switching points, 168 transition conditions, 163

INDEX

tran~ition points, 162 PCOMP, 109, 113, 182, 216, 285, 335-337, 345, 348,

351, 355 PDEFIT, 182,219, 285 penalty function, 16 performance results, 218 pernleation of substrate, 208, 257 pharnlaceutical system, 177 pharnlacodynamic process, 149 pharmacokinetic model, 131-132, 198, 213-214, 231 piecewise constant interpolation, 336, 338 piecewise linear interpolation, 336, 338 plain pendulum, 49-50, 54, 59. 62, 64 pneumatic spring, 245 polynomial interpolation, 134 population dynamics, 139 porous media. 170, 194 predator and prey, 143 primal variable, 9, 18 product over index set, 340 projected descriptor forrn, 62 projected descriptor method, 55, 59 propagation constant, 278 propagation of discontinuities, 71 propagation of shocks, 156 propane, 250 quadratic convergence, 25 quadratic programming ~ubproblern, 14 17, 21, 28 29,

32 quadrature formula, 124 quasi~Ncwton fornlllla, 17-19, 21, 27, 29 Radau method, 42 RADAU5, 42-43, 55, 60, 64, 83, 88, 97, 102, 106, 130,

136, 142, 148, 152, 156, 1,59, 16,5, 169, 171, 177, 193, 218, 233, 240, 246, 250, 255, 260, 264, 267, 271

radio frequency, 2713 radioimmunological detenninatioll, 237 reaction equation~, 2.52 reaction rates. 253 real con~tant, ;)35 receiver. 257 receptor-ligand binding, 21, 127, 347 rectangular channeL 273 reflux druIn, 248 regression variable, 115 residual, ] 20 return loss, 283 reverse accuIIlulation, 112, 355 reverse mode, 112 rigid bodies, 239 robot, 239 Roe speed, 90, 94, 99 rolling mill, 266 rotational joints, 239 rubbery state, 269 Runge-Kutta method, 38, 42, 46 s,g,;" 192-193 s,!'i.,192 s,u,i., 192-193

Saint-Venant equations, 273 scaling, 190--192 scattering matrix, 280, 282 SDIRK4, 42-43 search direction, 21, 24 second-order derivative approximation, 82 Recond-order formula, 81 oen,itivity equation, 44, 46-47, 101, 103, 129 Reparation process, 248 ~equential quadratic programming, 14-15, 2] 1 62 shock-capturing schemes, 90 ,;hocks, 86 shooting method, 144-145 shooting points, 142 Simpson's rule, 342 simulated annealing, 183 ~low convergence, 186, 188-189 sorption isotherm, 170 1 194 space antenna, 278 spatial discretization, 74 spline interpolation, 336, 338 SQP method, 14, 16-19, 21-22, 27, 29-31 starting point, 189 static equilibrium, 244 steady state, 208-209, 260, 263

391

'tcady state sy,tem, 20, 126 127, 1:30, 16,5, 2:,6, 296 steepest descent, 18 Stefan-Boltzmann con~tant, 266 steplength, 14, 16, 21, 25, 29, 283 stiff differential equation, 41, 43 stochastic search, 183 stripping section, 248 structurally globally identifiable, 192 structurally locally identifiable, 192 structurally non-identifiable, 192 sum over index set, 340 superlinear convergence, 17, 19, 3:3. 205 suspension element, 24:3, 245 switching function, 134 switching points, 131, 149, 167, 267 switching times 1 135-130 systeln of algebraic equations, 198 systcrn of differential algebraic equations, 48-49, 243,

317, 331, 349 system of hyperbolic equation~, 99, 276 system of nonlinear equations, 20 21. 62, 64,120-127,

159, 163, 296, 347 systeln of ordinary differential equations, 38, 44, 12t5,

253, 299, 348 s)rstem of partial differential algebraic equations, 78,

331 system of partial differential equations, 67, 320 system of time-dependent partial differential equation~.

98 t-distribution, ] 16 table, 335 tabu search, 183 Taylor approximation, 30 termination tolerances, 218 teot problems, 216, 218, 287

392

time-optimal, 178 top-down classification, 193 tracer experiment, 263 transdermal process, 257 transition conditions, 163 transport equation, 194 transportation, 71 transportive flux, 90 truck, 243 trust region method, 27 tubular reactor, 252 two-sided difference formula, 86 underflow gate, 274

NUMERICAL DATA FITTING IN DYNAMICAL SYSTEMS

uniformly distributed error, 287 universal gas constant, 250 upwind formulae, 85, 91, 156 upwind scheme, 89 van der Pol's equation, 349 variable, 336 variable initial time, 148 variable switching point, 132 variational equation, 44, 46 volatility, 248, 250 water-mass fraction, 270 water activity, 270-271 wave equation, 72, 76, 100, 278 wave guide, 278-280, 283

Applied Optimization

18. O. Maimon, E. Khmelnitsky and K. Kogan: Optimal Flow Control in Manufacturing. Production Planning and Scheduling. 1998 ISBN 0-7923-5106-1

19. C. Zopounidis and P.M. Pardalos (eds.): Managing in Uncertainty: Theory and Prac-tice.1998 ISBNO-7923-5110-X

20. A.S. Belenky: Operations Research in Transportation Systems: Ideas and Schemes of Optimization Methods for Strategic Planning and Operations Management. 1998

ISBN 0-7923-5157-6

21. J. Gil-Aluja: Investment in Uncertainty. 1999 ISBN 0-7923-5296-3

22. M. Fukushima and L. Qi (eds.): Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smooting Methods. 1999 ISBN 0-7923-5320-X

23. M. Patriksson: Nonlinear Programming and Variational Inequality Problems. A Uni-fied Approach. 1999 ISBN 0-7923-5455-9

24. R. De Leone, A. Murli, P.M. Pardalos and G. Toraldo (eds.): High Performance Algorithms and Software in Nonlinear Optimization. 1999 ISBN 0-7923-5483-4

25. A. Schobel: Locating Lines and Hyperplanes. Theory and Algorithms. 1999 ISBN 0-7923-5559-8

26. R.B. Statnikov: Multicriteria Design. Optimization and Identification. 1999 ISBN 0-7923-5560-1

27. V. Tsurkov and A. Mironov: Minimax under Transportation Constrains. 1999 ISBN 0-7923-5609-8

28. V.I. Ivanov: Model Development and Optimization. 1999 ISBN 0-7923-5610-1

29. EA. Lootsma: Multi-Criteria Decision Analysis via Ratio and Difference Judgement. 1999 ISBN 0-7923-5669-1

30. A. Eberhard, R. Hill, D. Ralph and B.M. Glover (eds.): Progress in Optimization. Contributions from Australasia. 1999 ISBN 0-7923-5733-7

31. T. Hiirlimann: Mathematical Modeling and Optimization. An Essay for the Design of Computer-Based Modeling Tools. 1999 ISBN 0-7923-5927-5

32. J. Gil-Aluja: Elements for a Theory of Decision in Uncertainty. 1999 ISBN 0-7923-5987-9

33. H. Frenk, K. Roos, T. Tedaky and S. Zhang (eds.): High Performance Optimization. 1999 ISBN 0-7923-6013-3

34. N. Hritonenko and Y. Yatsenko: Mathematical Modeling in Economics, Ecology and the Environment. 1999 ISBN 0-7923-6015-X

35. J. VIrant: Design Considerations of TIme in Fuzzy Systems. 2000 ISBN 0-7923-6100-8

Applied Optimization

36. G. Oi Pillo and F. Giannessi (eds.): Nonlinear Optimization and Related Topics. 2000 ISBN 0-7923-6109-1

37. V. Tsurkov: Hierarchical Optimization and Mathematical Physics. 2000 ISBN 0-7923-6175-X

38. C. Zopounidis and M. Ooumpos: Intelligent Decision Aiding Systems Based on Multiple Criteriafor Financial Engineering. 2000 ISBN 0-7923-6273-X

39. X. Yang, A.1. Moos, M. Fisher and L.Jennings (eds.): Progress in Optimization. Contributions from Australasia. 2000 ISBN 0-7923-6286-1

40. O. Butnariu and A.N. Iusem: Totally Convex Functions for Fixed Points Computation and Infinite Dimensional Optimization. 2000 ISBN 0-7923-6287-X

41. J. Mockus: A Set of Examples of Global and Discrete Optimization. Applications of Bayesian Heuristic Approach. 2000 ISBN 0-7923-6359-0

42. H. Neunzert and A.H. Siddiqi: Topics in Industrial Mathematics. Case Studies and Related Mathematical Methods. 2000 ISBN 0-7923-6417-1

43. K. Kogan and E. Khmelnitsky: Scheduling: Control-Based Theory and Polynomial-Time Algorithms. 2000 ISBN 0-7923-6486-4

44. E. Triantaphyllou: Multi-Criteria Decision Making Methods. A Comparative Study. 2000 ISBN 0-7923-6607-7

45. S.H. Zanakis, G. Ooukidis and C. Zopounidis (eds.): Decision Making: Recent Devel-opments and Worldwide Applications. 2000 ISBN 0-7923-6621-2

46. G.E. Stavroulakis: Inverse and Crack Identification Problems in Engineering Mech-anics. 2000 ISBN 0-7923-6690-5

47. A. Rubinov and B. Glover (eds.): Optimization and Related Topics. 2001 ISBN 0-7923-6732-4

48. M. Pursulaand J. Niittymiiki (eds.): MathematicalMethods on Optimization in Trans-portation Systems. 2000 ISBN 0-7923-6774-X

49. E. Cascetta: Transportation Systems Engineering: Theory and Methods. 2001 ISBN 0-7923-6792-8

50. M.e. Ferris, O.L. Mangasarian and J.-S. Pang (eds.): Complementarity: Applications, Algorithms and Extensions. 2001 ISBN 0-7923-6816-9

51. V. Tsurkov: Large-scale Optimization - Problems and Methods. 2001 ISBN 0-7923-6817-7

52. X. Yang, K.L. Teo and L. Caccetta (eds.): Optimization Methods and Applications. 2001 ISBN 0-7923-6866-5

53. S.M. Stefanov: Separable Programming Theory and Methods. 2001 ISBN 0-7923-6882-7

Applied Optimization

54. S.P. Uryasev and P.M. Pardalos (eds.): Stochastic Optimization: Algorithms and Applications. 2001 ISBN 0-7923-6951-3

55. J. Gil-Aluja (ed.): Handbook of Management under Uncertainty. 2001 ISBN 0-7923-7025-2

56. B.-N. Yo, A. Cantoni and K.L. Teo: Filter Design with Time Domain Mask Con-straints: Theory and Applications. 2001 ISBN 0-7923-7138-0

57. S. Zlobec: Stable Parametric Programming. 2001 ISBN 0-7923-7139-9

58. M.G. Nicholls, S. Clarke and B. Lehaney (eds.): Mixed-Mode Modelling: Mixing Methodologies for Organisational Intervention. 2001 ISBN 0-7923-7151-8

59. F. Giannessi, P.M. Pardalos and T. Rapcsak (eds.): Optimization Theory. Recent Developments from Mti.trahtiza. 2001 ISBN 1-4020-0009-X

60. K.M. Hangos, R. Lakner and M. Gerzson: Intelligent Control Systems. An Introduc-tion with Examples. 2001 ISBN 1-4020-0134-7

61. D. Gstach: Estimating Output-Specific Efficiencies. 2002 ISBN 1-4020-0483-4

62. J. Geunes, P.M. Pardalos and H.E. Romeijn (eds.): Supply Chain Management: Models, Applications, and Research Directions. 2002 ISBN 1-4020-0487-7

63. M. Gendreau and P. Marcotte (eds.): Transportation and Network Analysis: Current Trends. Miscellanea in Honor of Michael Florian. 2002 ISBN 1-4020-0488-5

64. M. Patriksson and M. Labbe (eds.): Transportation Planning. State of the Art. 2002 ISBN 1-4020-0546-6

65. E. de Klerk: Aspects of Semidefinite Programming. Interior Point Algorithms and Selected Applications. 2002 ISBN 1-4020-0547-4

66. R. Murphey and P.M. Pardalos (eds.): Cooperative Control and Optimization. 2002 ISBN 1-4020-0549-0

67. R. Correa, I. Dutra, M. Fiallos and F. Gomes (eds.): Modelsfor Parallel and Distri­buted Computation. Theory, Algorithmic Techniques and Applications. 2002

ISBN 1-4020-0623-3

68. G. Cristescu and L. Lup§a: Non-Connected Convexities and Applications. 2002 ISBN 1-4020-0624-1

69. S.1. Lyashko: Generalized Optimal Control of Linear Systems with Distributed Para-meters. 2002 ISBN 1-4020-0625-X

70. P.M. Pardalos and Y.K. Tsitsiringos (eds.): Financial Engineering, E-commerce and Supply Chain. 2002 ISBN 1-4020-0640-3

71. P.S. Knopov and E.J. Kasitskaya: Empirical Estimates in Stochastic Optimization and Indentification. 2002 ISBN 1-4020-0707-8

Applied Optimization

72. A.H. Siddiqi and M. Kocvara (eds.): Trends in Industrial and Applied Mathematics. Proceedings of the 1 st International Conference on Industrial and Applied Mathe­matics of the Indian Subcontinent. 2002 ISBN 1-4020-0751-5

73. M. Doumpos and C. Zopounidis: Multicriteria Decision Aid Classification Methods. 2002 ISBN 1-4020-0805-8

74. E.J. Kontoghiorghes, B. Rustem and S. Siokos (eds.): Computational Methods in Decision-Making, Economics and Finance. 2002 ISBN 1-4020-0839-2

75. J. Dupacovli, J. Hurt and J. Stepan: Stochastic Modeling in Economics and Finance. 2002 ISBN 1-4020-0840-6

76. Bing-Yuan Cao: Fuzzy Geometric Programming. 2002 ISBN 1-4020-0876-7

77. K. Schittkowski: Numerical Data Fitting in Dynamical Systems. A Practical Intro-duction with Applications and Software. 2002 ISBN 1-4020-1079-6

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