Aquesta tesi doctoral proposa formulacions de Galerkin discontinu (DG) d'alt ordre per fluxos viscosos incompressibles. Es desenvolupa un nou mètode de DG amb penalti interior (IPM-DG), que condueix a una forma feble simètrica i coerciva pel terme de difusió, i que permet assolir una aproximació espacial d'alt ordre. Aquest mètode s'aplica per resoldre les equacions de Stokes i Navier-Stokes. L'espai d'aproximació de la velocitat es descompon dins de cada element en una part solenoidal i una altra irrotacional, de manera que es pot dividir la forma dèbil IPM-DG en dos problemes desacoblats. El primer permet el càlcul de les velocitats i de les pressions híbrides, mentre que el segon calcula les pressions en l'interior dels elements. Aquest desacoblament permet una reducció important del número de graus de llibertat tant per velocitat com per pressió. S'introdueix també un paràmetre extra de penalti resultant en una formulació DG alternativa per calcular les velocitats solenoidales, on les pressions no apareixen. Les pressions es poden calcular com un post-procés de la solució de les velocitats. Es contemplen altres formulacions DG, com per exemple el mètode Compact Discontinuous Galerkin, i es comparen al mètode IPM-DG. Es proposen mètodes implícits de Runge-Kutta d'alt ordre per problemes transitoris incompressibles, permetent obtenir esquemes incondicionalment estables i amb alt ordre de precisió temporal. Les equacions de Navier-Stokes incompressibles transitòries s'interpreten com un sistema de Equacions Algebraiques Diferencials, és a dir, un sistema d'equacions diferencials ordinàries corresponent a la equació de conservació del moment, més les restriccions algebraiques corresponent a la condició d'incompressibilitat. Mitjançant exemples numèrics es mostra l'aplicabilitat de les metodologies proposades i es comparen la seva eficiència i precisió. / This PhD thesis proposes divergence-free Discontinuous Galerkin formulations providing high orders of accuracy for incompressible viscous flows. A new Interior Penalty Discontinuous Galerkin (IPM-DG) formulation is developed, leading to a symmetric and coercive bilinear weak form for the diffusion term, and achieving high-order spatial approximations. It is applied to the solution of the Stokes and Navier-Stokes equations. The velocity approximation space is decomposed in every element into a solenoidal part and an irrotational part. This allows to split the IPM weak form in two uncoupled problems. The first one solves for velocity and hybrid pressure, and the second one allows the evaluation of pressures in the interior of the elements. This results in an important reduction of the total number of degrees of freedom for both velocity and pressure. The introduction of an extra penalty parameter leads to an alternative DG formulation for the computation of solenoidal velocities with no presence of pressure terms. Pressure can then be computed as a post-process of the velocity solution. Other DG formulations, such as the Compact Discontinuous Galerkin method, are contemplated and compared to IPM-DG. High-order Implicit Runge-Kutta methods are then proposed to solve transient incompressible problems, allowing to obtain unconditionally stable schemes with high orders of accuracy in time. For this purpose, the unsteady incompressible Navier-Stokes equations are interpreted as a system of Differential Algebraic Equations, that is, a system of ordinary differential equations corresponding to the conservation of momentum equation, plus algebraic constraints corresponding to the incompressibility condition. Numerical examples demonstrate the applicability of the proposed methodologies and compare their efficiency and accuracy.

Nesta pesquisa são analisados os mecanismos que levam um sistema elétrico de potência (SEP) à instabilidade proveniente de uma perturbação de grande porte e as formas de se avaliar diretamente a margem de estabilidade desse sistema quando o mesmo é modelado preservando a estrutura da rede de transmissão. O sistema foi matematicamente modelado por um conjunto de equações algébrico-diferenciais (EAD), que permite modelagens mais compreensivas da carga e da rede e possibilita melhor avaliação da estabilidade de um sistema quando comparado com o modelo de equações diferenciais ordinárias (EDO) utilizado tradicionalmente para o estudo de estabilidade transitória. A avaliação direta da margem de estabilidade do sistema de potência modelado por conjuntos de EAD foi realizada usando métodos diretos de análise com base no conceito de ponto de equilíbrio instável de controle (PEIC). Tais métodos permitem a obtenção da margem deforma local e rápida, sem requerer a integração numérica de equações diferenciais do modelo pós-falta. No entanto, existem alguns problemas abertos para se alcançar a completa fundamentação do método PEIC para modelos de EAD. Assim, neste estudo dá-se um passo nesta direção, mostrando que as definições existentes de PEIC e de outros pontos de interesse podem ser falhas, principalmente quando a trajetória de falta do sistema alcança superfícies singulares. Neste sentido, são propostos a correção destas definições e um método direto de detecção do PEIC. O método proposto é adequado para análise direta de estabilidade angular e de tensão de curto-termos devido a grandes perturbações e capaz de fornecer corretos tempos críticos de abertura e a identificação dos mecanismos de instabilização do sistema de EAD, mesmo quando as trajetórias do sistema alcançam superfícies singulares. / This thesis addresses to the mechanisms that lead an electric power system to instability due to large disturbances and to the methods to assess directly the stability margin when the system is modeled preserving the network structure. The system is modeled by a set of differential-algebraic equations (DAE) that permits more comprehensive models for the load and network and provides a better stability margin assessment when compared to the model of ordinary differential equations (ODE) traditionally used for transient stability analysis. The direct assessment of the stability margin was realized using direct methods based on the controlling unstable equilibrium point (CUEP) concept and permits to assess the margin in a local and fast manner, without requires the time integration of the post-fault system differential equations. Nevertheless, some open problems remain to be solved in order to provide a complete foundation of the CUEP method for DAE power system models. In this research a further step is given in this direction, showing that the existent definitions for the CUEP and other interest points may fail, mainly when the fault-on trajectory reaches singular surfaces. In this sense, it is proposed the correction of these definitions and a new CUEP method that is adequate to the angular and voltage short-term direct stability assessment due to large disturbances; capable to provide precise critical clearing times and the identification of the instability mechanisms for the DAE modeled power system, even in the presence of singular surfaces.

Bei der Modellierung elektrischer Schaltungen ergeben sich Algebro-Differentialgleichungen (DAEs) mit proper formuliertem Hauptterm. Diese Gleichungen müssen z.B. bei der transienten Schaltungssimulation numerisch gelöst werden. Bei den klassischen Ansätzen der Linearen Mehrschrittverfahren oder der Runge-Kutta Verfahren ergeben sich Nachteile, die durch Verwendung von Allgemeinen Linearen Verfahren vermieden werden können. Sowohl Lineare Mehrschrittverfahren als auch Runge-Kutta Verfahren sind als Spezialfälle in dieser allgemeineren Klasse enthalten. Darüberhinaus sind aber neue Verfahren mit verbesserten Eigenschaften möglich. In dieser Arbeit werden DAEs der Schaltungssimulation eingehend studiert und Allgemeine Lineare Verfahren für solche Gleichungen untersucht. Die Verfahrenskonstruktion und Implementierungsfragen werden ausführlich diskutiert. Diese Arbeit erscheint im Logos Verlag Berlin (www.logos-verlag.de, ISBN 3-8325-1353-1). / Modelling electrical circuits leads to differential algebraic equations (DAEs) having a properly stated leading term. These equations need to be solved numerically, e.g. in case of a transient analysis of the given circuit. Classical methods such as linear multistep methods or Runge-Kutta schemes suffer from disadvantages that can be overcome by studying general linear schemes. Both Runge-Kutta methods and linear multistep schemes belong to this class as special cases, but there is plenty of room for new methods with improved properties. This work presents both a detailed study of DAEs in the framework of integrated circuit design and a thorough analysis of general linear methods for these kind of equations. The construction and implementation of general linear methods for DAEs is discussed in detail. This work is published by Logos Verlag Berlin (www.logos-verlag.de, ISBN 3-8325-1353-1).

We study a system of differential-algebraic equations, describing motions of a mass-spring-dashpot oscillator by three different forms of implicit constitu- tive relations. For some problems with fully implicit but linear constitutive laws for combined force, we find conditions for solution stability. Assuming monotone relationship between the displacement, velocity and the respective forces, we prove global existence of the solutions. For a linear spring and a dashpot with maximal monotone relationship between the damping force and the velocity, we prove the global existence and uniqueness result. We also solve this problem numerically for Coulomb-like damping term.

A deep and analytical understanding of the human metabolism grabbed attention of scientists from biology, medicine and pharmacy. Mathematical models of metabolic pathways offer several advances for this deep and analytical understanding due to their incompensable potential in predicting metabolic processes and anticipating appropriate interventions when required. This thesis concerns mathematical modeling analysis and simulation of metabolic pathways. These pathways include intracellular and extracellular compounds such as enzymes, metabolites, nucleotides and cofactors. Experimental data and available knowledge on metabolic pathways are used in constituting a mathematical model. The models are either in the form of nonlinear ordinary differential equations (ode&#039 / s) or differential algebraic equations (dae&#039 / s). These equations are composed of kinetic parameters such as kinetic rate constants, initial rates and concentrations of metabolites. The non-linear nature of enzymatic reactions and large number of parameters cause trouble in efficient simulation of those reactions. Metabolic engineering tries to simplify these equations by reducing the number of parameters. In this work, enzymatic system which includes Creatine Kinase, Hexokinase and Glucose 6-Phosphate Dehydrogenase (CK-HK-G6PDH) is modeled in the form of dae&#039 / s, solved numerically and the system parameters are estimated. The numerical results are compared with the results from an existing work in literature. We demonstrated that, our solution method based on direct solution of the CK-HK-G6PDH system significantly from simplified solutions. We also showed that genetic algorithm(GA) for parameter estimation, provides much clear results to the experimental values of the metabolite, especially with NADPH. Keywords: metabolic engineering, kinetic modelling, biochemical reactions, enzymatic reactions, differential algebraic equations, parameter estimation, genetic algorithm.

Conselho Nacional de Desenvolvimento Científico e Tecnológico / Optimal Control Problems (OCP), also known as Dynamic Optimization Problems, consist of an Objective Function to be maximized or minimized, associated with a set of differential and algebraic equations which include equality and inequality constraints in the state or control variables and characterize a system of Differential-Algebraic Equations (DAE). The differential-algebraic approach of numerical solution widely used in process simulation due the guarantee of attendance of the implicit algebraic constraints in the original formulation and the elimination of the necessary manipulations to transform the original problem into a purely differential system,was extended to OCP characterizing the called Differential-Algebraic Optimal Control Problem (DAOCP). A category of DAOCP of special interest includes inequality constraints, due the necessity of previous knowledge of the activations and deactivations sequence of these constraints along the trajectory and also of the instants where they occur, named Events. This DAOCPs with inequality constraints is equivalent to a class of hybrid dynamic optimization problems, where continuous and discrete behaviors are associated (FEEHERY, 1998). A particular type of hybrid OCP is that one where continuous state does not present jumps in the Events, called Switched OCP, for which Xu e Antsaklis (2004) considers a solution methodology based on the parameterization of Events with a previous specification of active subsystems sequence, resulting in the solution of a two-point boundary value differential-algebraic problem, formed by the state, co-state and stationarity equations, boundary and continuity conditions and its differentiations, called sensitivity equations. In this work, this indirect approach for Switched OCP was extended for DAOCP with inequality constraints, with the objective to estimate the Events, along the control, state and adjoint variables. The developed approach for Switched OCP described by Xu e Antsaklis (2004) was implemented in a specific code using Maple 9.5, called EVENTS, with the objective to symbolically generate the equations based on the parameterization of Events. This code was incorporated in a interface named OpCol, that collect characterization tools of DAE systems and generation of the optimality conditions extended Pontryagin s Principle for PCOAD of different types. The characterization tools are the INDEX of Murata (1996) that symbolically identifies the index, the resolubility and the consistency of initial conditions and the ACIG of Cunha e Murata (1999) that implements the Gear s algorithm for the index reduction and the index 1 equivalent system generation. The OTIMA (GOMES, 2000; LOBATO, 2004) generates the Euler-Lagrange equations for DAOCP. These tools had been implemented initially in different versions of Maple and all had been update to 9.5 version using the Maplets package that allows the data entry through interactive windows with the user, demanding a little knowledge of the Maple syntax. The OpCol interface was tested for four cases and for each tool a example data bank with typical problems of literature was created to assist the user in its use. Moreover, the direct method implemented in DIRCOL code was extended for multi-phases formulation with estimates of Events and the indirect method with Events Parameterization and differential-algebraic approach implemented in a Matlab code had been used for the numerical solution of three cases: a switched OCP and 2 DAOCP of batch reactors where the control variable is the feed rate of the component B - the first one has parallel reactions and selectivity constraints with 3 phases of index 1, 3 and 1 and the second a safety constraint with 2 phases of index 2 and 1 respectively and had been described by Srinivasan et al. (2003). The methodology used by this authors was applied to attained analytical expressions for the control variable in each phase necessary in indirect method, composing the called Switching Functions, from the optimality conditions based in the Pontryagin s Principle - specifically from the stationarity condition and the active constraint identification that will allow the control variable determination - and of the physical analysis of the problem in order to discard not appropriate activations/deactivations sequences. The results obtained by indirect and direct methods are compared for the 3 cited problems, showing the viability as much of the multiphase formulation using the DIRCOL and also the satisfactory performance of the indirect method with estimates of Events, beyond the utility of the tools of characterization of EADs, of attainment of optimality conditions and parameterization of Events available in Opcol interface. / Os Problemas de Controle Ótimo, também chamados Problemas de Otimização Dinâmica, são formados por uma Função Objetivo a ser maximizada ou minimizada, associada a conjuntos de equações algébricas e diferenciais que incluem restrições de igualdade e de desigualdade nas variáveis de estado e de controle que caracterizam um sistema de Equações Algébrico-Diferenciais (EADs). A extensão do ponto de vista algébricodiferencial de solução numérica aos PCOs, já amplamente utilizado na simulação de processos devido à garantia de atendimento às restrições algébricas originais e implícitas na formulação e à eliminação das manipulações necessárias para transformar o problema original num sistema de equações puramente diferenciais, caracteriza o chamado Problema de Controle Ótimo Algébrico-Diferencial (PCOAD). Uma categoria de PCOAD de especial interesse é a dos que incluem restrições de desigualdade, devido à necessidade de conhecimento prévio da seqüência de ativações e desativações destas restrições ao longo da trajetória e também dos instantes em que elas ocorrem, chamados Eventos. As ativações/desativações das restrições causam flutuações no índice diferencial e no número de graus de liberdade dinâmicos do PCOAD, exigindo técnicas especiais de redução deste índice até um e o emprego de métodos numéricos eficientes que garantam a convergência e estabilidade da solução. Estes PCOADs com restrições de desigualdade são equivalentes a uma classe de problemas de otimização dinâmica híbridos, que associam comportamentos contínuos e discretos (FEEHERY, 1998). Um tipo particular de PCO híbrido é aquele cujo estado contínuo não apresenta saltos nos Eventos, chamado PCO Chaveado, para o qual Xu e Antsaklis (2004) propõem uma metodologia de solução baseada na parametrização dos Eventos com a especificação prévia da seqüência de subsistemas ativos, resultando na solução de um problema de valor no contorno algébrico-diferencial em dois pontos, formado pelas equações de estado, co-estado e de estacionariedade, condições de contorno e de continuidade e suas diferenciações, chamadas equações de sensibilidade. Neste trabalho, esta abordagem indireta empregada para PCO Chaveados foi estendida para PCOAD com restrições de desigualdade, com o objetivo de estimar também os Eventos, além das variáveis de controle, de estado e adjuntas. A abordagem desenvolvida por Xu e Antsaklis (2004) para PCO Chaveados foi implementada num código específico utilizando o Maple 9.5, chamado EVENTS, com o objetivo de gerar simbolicamente as equações baseadas na parametrização dos Eventos. Este código foi incorporado a uma interface chamada OpCol, que reúne ferramentas de caracterização de sistemas de EAD e de geração das condições de otimalidade segundo o Princípio de Pontryagin estendidas para PCOAD de diferentes classes. As ferramentas de caracterização são o INDEX de Murata (1996) que identifica simbolicamente o índice, a resolubilidade e a consistência das condições iniciais e o ACIG de Cunha e Murata (1999) que implementa o algoritmo de Gear para a redução do índice e geração do sistema equivalente de índice 1. O OTIMA (GOMES, 2000; LOBATO, 2004) gera as equações de Euler-Lagrange para PCOAD. Estas ferramentas foram inicialmente implementadas em diferentes versões do Maple e todas foram atualizadas para a versão 9.5 utilizando o pacote Maplets que permite a entrada de dados através de janelas interativas com o usuário, exigindo dele pouco conhecimento da sintaxe Maple. A interface OpCol foi testada para quatro casos e para cada ferramenta foi criado um banco de exemplos com problemas típicos da literatura que auxiliam o usuário na sua utilização. Além disto, o método direto implementado no código DIRCOL estendido para formulações multifásicas com estimativa dos Eventos e o método indireto com Parametrização dos Eventos e abordagem algébrico-diferencial implementado num código MATLAB foram utilizados na solução numérica de três estudos de casos: um PCO chaveado e 2 PCOAD de reatores batelada onde a variável de controle é a taxa de alimentação do componente B: o primeiro tem reações paralelas e restrições de seletividade com 3 fases de índices 1, 3 e 1 e o segundo restrições de segurança com 2 fases de índices 2 e 1 e respectivamente e foram descritos por Srinivasan et al. (2003). A mesma metodologia utilizada por estes autores foi empregada na obtenção de expressões analíticas para a variável de controle em cada fase necessárias no método indireto, compondo as chamadas Funções Identificadoras de Fase (FIF), a partir das condições de otimalidade baseadas no Princípio de Pontryagin - especificamente a partir da condição de estacionariedade e da identificação da restrição ativa que permitirá a determinação da variável de controle - e da análise física do problema de modo a descartar seqüências de ativação/desativação não apropriadas. Os resultados obtidos pelo método indireto e pelo método direto são comparados entre si para os 3 problemas citados, mostrando a viabilidade tanto da formulação multifásica empregando o DIRCOL quanto o desempenho satisfatório do método indireto com estimativa de Eventos, além da utilidade das ferramentas de caracterização de EADs, de obtenção das condições de otimalidade e de parametrização dos eventos disponibilizadas na interface Opcol. / Mestre em Engenharia Química

The goal of this project is to develop virtual surgical simulation software in order to simulate the suturing and knot tying processes associated with surgical thread. State equations are formulated using Lagrangian mechanics, which is useful for the conservation of energy. Solver methods are developed with theory based in Differential Algebraic Equations (DAEs) which concern governing Ordinary Differential Equations (ODEs) that are constraint with Algebraic Equations (AE). An implicit integration scheme and Newton's method is used to solve the system in each step. Furthermore, a collision response process based on the Linear Complementarity Problem (LCP) is implemented to handle collisions and measure their forces. Models have been developed to represent the different types of objects. A spline model is used to represent the suture and mass-spring model for the tissue. They were both selected for their efficiency and base on real physical properties. The spline model was also chosen as it is continuous and can be evaluated at any point along the length. Other objects are also defined such as rigid bodies. The Lagrangian multiplier method is used to define the constraints in the model. This allows for the construction of complex models. An important constraint is the suturing constraint, which is created when a sufficient force is applied by the suture tip on to the tissue. This constraint allows only a sliding point along the suture to pass through a specific point on the tissue. This results in a virtual suturing model which can be built on for use in surgical simulations. Further investigations would be interesting to increase performance, accuracy and scope of the simulator. / Det här projektet syftar till att utveckla mjukvara för virtuell simulering av kirurgi som involverar knytande av suturtråd. Lagranges ekvationer används för att härleda energibevarande tillståndsekvationer. Lösningsmetoderna grundar sig i teori från området Differential-Algebraiska Ekvationer (DAEer), som avser att kontrollera Ordinära Differentialekvationer (ODEer) med algebraiska bivillkor. Ett implicit integrationsschema och Newtons metod används för att lösa systemet i varje steg. Utöver det så implementeras en kollisionsrespons-process baserad på det linjära komplementaritetsproblemet (LCP) för att hantera kollisioner och mäta deras krafter. Modeller har utvecklats för att representera olika typer av objekt. En spline-modell används för att representera suturtråden och ett mass-fjäder system för vävnaden. Valet baserades på deras höga prestanda samt starka anknytning till objektens fysiska egenskaper. Spline-modellen valdes också då dess kontinuitet innebär att den går att evaluera för en godtycklig punkt inom dess domän. Andra objekt, såsom stela kroppar, finns också definierade. Lagrangemultiplikator används för att definiera bivillkor i modellen. Detta tillåter konstruktionen av komplexa modeller. Ett viktigt bivillkor är sutur-bivillkoret som uppstår när tillräcklig kraft från spetsen på den kirurgiska nålen appliceras på vävnaden. Detta bivillkor tillåter att endast en glidande punkt längsmed suturen passerar genom en specifik punkt på vävnaden. Detta resulterar i en virtuell modell för stygn som kan byggas vidare på för användning i kirurgiska simulationer. Det vore intressant med ytterligare undersökningar för att förbättra prestandan, precisionen och simulatorns omfattning.

Modelling and simulation of complex and multi-domain mechanical systems has become of major importance in the last few years to address energy and fuel consumption performance evaluation. The goal is to unify the available modelling languages aiming to improve scalability and easiness of handling complex multi-domain models. Modelica Modelling Language was born in 1997. It has three main features: object-oriented, equation based with non-causal design structure and multi-domain environment. This thesis aims to give an overview of using Modelica on Modelon Impact software to model and simulate a complete 3D wheel loader dynamic system. The project wants to show how the model has been developed focusing on each sub-system implementation. The 3D wheel loader model is designed following the top-down and bottom-up design approaches and focusing on the powertrain sub-system with the engine, transmission and driveline blocks. The combination of the two logics is used to smooth the modelling path and exploit all the benefits. For the simulation experiments, test rig models are implemented to verify the dynamics of individual sub-systems. The model is simulated giving a set of input signals and solving the dynamic equations using different numerical solvers and comparing the elapsed simulation time. The simulation results show that the Radau5ODE explicit solver achieves faster simulation with stable solution given by the variable step size parameter. However, more studies and specific background are needed to update the complexity of the model and compare it with the already existing one. / Modellering och simulering av komplexa mekaniska system med flera domäner har fått stor betydelse under de senaste åren för att utvärdera energi och bränsleförbrukning. Målet är att förena de tillgängliga modelleringsspråken för att förbättra skalbarheten och underlätta hanteringen av komplexa modeller med flera områden. Modelica-modelleringsspråket föddes 1997. Det har tre huvudfunktioner: objektorienterat, ekvationsbaserat med icke-kausal designstruktur och en miljö med flera områden. Syftet med denna avhandling är att ge en översikt över användningen av Modelica i programvaran Modelon Impact för att modellera och simulera ett komplett dynamiskt 3D-system för hjullastare. Projektet vill visa hur modellen har utvecklats med fokus på varje delsystems genomförande. 3D-modellen för hjullastaren har utformats enligt top-down och bottom-up principerna och fokuserar på delsystemet drivlina med motor, transmission och drivlina. Kombinationen av de två logikerna används för att jämna ut modelleringsvägen och utnyttja alla fördelar. För simuleringsförsöken har testriggmodeller införts för att kontrollera dynamiken hos enskilda delsystem. Modellen simuleras med en uppsättning insignaler och de dynamiska ekvationerna löses med hjälp av olika numeriska lösare, varefter den förflutna simuleringstiden jämförs. Simuleringsresultaten visar att den explicita lösaren Radau5ODE ger en snabbare simulering med en stabil lösning som ges av parametern variabel stegstorlek. Det behövs dock fler studier och mer specifik bakgrund för att uppdatera modellens komplexitet och jämföra den med redan existerande modeller.

Diese Dissertation befasst sich mit der Analyse von semi-expliziten Systemen aus stochastischen Differentialgleichungen (SDEs) gekoppelt mit stochastischen partiellen Differentialgleichungen (SPDEs) und algebraischen Gleichungen (AEs) mit möglicherweise stochastischen Anteilen in den Operatoren. Diese Systeme spielen eine entscheidende Rolle bei der Modellierung von realen Anwendungen, wie zum Beispiel elektrischen Schaltkreisen und Gasnetzwerken. Der Hauptbeitrag dieser Arbeit besteht darin, einen Rahmen bereitzustellen, in dem diese semiexpliziten Systeme auch bei stochastischen Einflüssen in den algebraischen Randbedingungen eine eindeutige Lösung haben. Wir führen einen numerischen Ansatz für solche Systeme ein und schlagen eine neue Möglichkeit vor, um Konvergenzergebnisse von driftimpliziten Methoden für SDEs auf stochastische Differential-Algebraische Gleichungen (SDAEs) zu erweitern. Dies ist wichtig, da viele Methoden für SDEs gut entwickelt sind, aber im Allgemeinen nicht für SDAEs in Betracht gezogen werden. Darüber hinaus untersuchen wir praktische Anwendungen in der Schaltkreis- und Gasnetzwerksimulation und diskutieren die dabei auftretenden Herausforderungen und Einschränkungen. Insbesondere stellen wir dabei auch einen Modellierungsansatz für Gasnetzwerke bestehend aus Rohren und algebraischen Komponenten vor. Abschließend testen wir in beiden Anwendungsfeldern die numerische Konvergenz anhand konkreter Beispiele mit verschiedenen Arten von stochastischer Modellierung. / This dissertation delves into the analysis of semi-explicit systems of stochastic differential equations (SDEs) coupled with stochastic partial differential equations (SPDEs) and algebraic equations (AEs) with possibly noise-driven operators. These systems play a crucial role in modeling real-world applications, such as electrical circuits and gas networks. The main contribution of this work is to provide a setting in which these semi-explicit systems have a unique solution even with stochastic influences in the algebraic constraints. We introduce a numerical approach for such systems and propose a new approach for extending convergence results of drift-implicit methods for SDEs to stochastic differential-algebraic equations (SDAEs). This is important, as many methods are well-developed for SDEs but generally not considered for SDAEs. Furthermore, we examine practical applications in circuit and gas network simulation, discussing the challenges and limitations encountered. In particular, we provide a modeling approach for gas networks consisting of pipes and algebraic components. To conclude, we test numerical convergence in both application settings on concrete examples with different types of stochastic modeling.

Diese Arbeit befasst sich mit Differential-algebraischen Gleichungen (DAEs). DAEs spielen eine wichtige Rolle in der Modellierung, der Simulation und der Optimierung von Netzwerken und gekoppelten Problemen in vielen Anwendungsgebieten. Es werden in Bezug auf die Modellierung und die numerische Simulation von DAEs bereits bestehende Ergebnisse diskutiert und erweitert. Des Weiteren wird die globale eindeutige Lösbarkeit und die Sensitivität der Lösungen mit Hinsicht auf Störungen der DAEs untersucht. Häufig wird die Modellierung von multiphysikalischen Anwendungen durch die Kopplung mehrerer einzelner DAE Systeme realisiert. Diese Herangehensweise kann hochdimensionale DAEs erzeugen, welche aufgrund von Instabilitäten nicht von klassischen numerischen Methoden, simuliert werden können. Angesichts dieser Herausforderungen werden drei Ziele formuliert: Erstens wird ein globales Lösungstheorem formuliert und bewiesen, welches auf gekoppelte Systeme angewandt werden kann, um deren Kopplungsansatz mathematisch zu rechtfertigen. Zweitens werden numerische Methoden vorgestellt, welche unter wesentlich schwächeren Strukturannahmen stabil sind und sich daher für die Simulation von gekoppelten Systemen eignen. Drittens wird eine Strategie präsentiert, die es ermöglicht, explizite Methoden auf gekoppelte Systeme anzuwenden. Um diese Ziele zu erreichen, braucht man ein Entkopplungsverfahren für DAEs, welches die folgenden drei Eigenschaften erfüllt: Die Komplexität des Entkopplungsverfahrens sollte nicht die Komplexität der DAE überschreiten. Das Entkopplungsverfahren sollte Eigenschaften wie Symmetrie, Monotonie und positive Definitheit erhalten. Das Entkopplungsverfahren sollte durch einen Schritt-für-Schritt Ansatz mit unabhängigen Schritten realisiert werden. Sowohl das Konzept des Tractability Index als auch das des Strangeness Index liefert kein solches Entkopplungsverfahren. Daher wird hier ein neues Index Konzept eingeführt, das diesen Anforderungen entspricht. / This thesis addresses differential-algebraic equations (DAEs). They play an important role in the modeling, simulation and optimization of networks and coupled problems in various applications. The main application in this thesis are coupled problems in electric circuit simulation. We discuss and extend existing results regarding the modeling and numerical simulation of DAEs. Furthermore, we investigate the global unique solvability and the sensitivity of solutions with respect to perturbations of DAEs. Nowadays the modeling of multi-physical applications is often realized by coupling systems of DAEs together with the help of additional coupling terms. This approach may yield high dimensional DAEs which cannot be simulated, due to instabilities, by standard numerical methods. Regarding these challenges we formulate three objectives: First we provide a global solvability theorem which can be applied to coupled systems to mathematically justify their coupling approach. Second we introduce numerical methods which are stable without needing any structural assumptions. Third we provide a way to apply explicit methods to coupled systems to be able to handle the size of the coupled systems by parallelizing the algorithms. To achieve these objectives, we need a decoupling procedure which fulfills the following three properties: The complexity of the decoupling procedure has to reflect the complexity of the DAE, i.e. the decoupling procedure should be state-independent if possible. The decoupling procedure should preserve properties like symmetry, monotonicity and positive definiteness. The decoupling procedure should be realized by a step-by-step approach with independent stages. Both the Tractability Index concept and the Strangeness Index concept do not provide such a decoupling procedure. For this reason we introduce a new index concept which provides such a decoupling procedure.