Wir untersuchen ein Defektkorrekturverfahren, das ein einfaches Upwind-Differenzenverfahren erster Ordnung mit einem zentralen Differenzenverfahren kombiniert, für ein- und zweidimensionale singulär gestörte Konvektions-Diffusions-Probleme auf einer Klasse von Shishkin-Typ-Gittern. Im eindimensionalen Fall wird nachgewiesen, dass das Verfahren von (fast) zweiter Ordnung, gleichmäßig bezüglich des Diffusionsparameters $\epsilon$ konvergiert. Zur Konvergenzanalyse für das zweidimensionale Modellproblem werden verschiedene Techniken diskutiert. In einem Spezialfall kann auf einem stückweise uniformen Shishkin-Gitter die $\epsilon$-gleichmäßige Konvergenz des Verfahrens von fast zweiter Ordnung gezeigt werden. Ferner sind die bisher bekannten Stabilitätsaussagen und ihre Verwendung zur Konvergenzanalysis der betrachteten Differenzenverfahren sowie Methoden zur Analyse von Defektkorrekturverfahren zusammengestellt. Einige Bemerkungen zu Defektkorrekturverfahren und Finite-Elemente-Methoden schließen die Arbeit ab. Numerische Experimente untermauern die theoretischen Resultate. / We consider a defect correction method that combines a first-order upwinded difference scheme with a second-order central difference scheme for model singularly perturbed convection-diffusion problems in one and two dimensions on a class of Shishkin-Type meshes. In one dimension, the method is shown to be convergent uniformly in the diffusion parameter $\epsilon$ of second order in the discrete maximum norm. To analyze the two-dimensional case, we discuss several proof techniques for defect correction methods. For a special problem with constant coefficients on a piecewise uniform Shishkin-mesh we can show the second order convergence of the considered scheme, uniformly with respect to the diffusion parameter. Moreover the known stability properties and their impact on the convergence analysis of the considered differnce schemes are compiled. Some remarks on defect correction and finite elements conclude the theses. Numerical experiments support our theoretical results.

Wir untersuchen ein Defektkorrekturverfahren, das ein einfaches Upwind-Differenzenverfahren erster Ordnung mit einem zentralen Differenzenverfahren kombiniert, für ein- und zweidimensionale singulär gestörte Konvektions-Diffusions-Probleme auf einer Klasse von Shishkin-Typ-Gittern. Im eindimensionalen Fall wird nachgewiesen, dass das Verfahren von (fast) zweiter Ordnung, gleichmäßig bezüglich des Diffusionsparameters $\epsilon$ konvergiert. Zur Konvergenzanalyse für das zweidimensionale Modellproblem werden verschiedene Techniken diskutiert. In einem Spezialfall kann auf einem stückweise uniformen Shishkin-Gitter die $\epsilon$-gleichmäßige Konvergenz des Verfahrens von fast zweiter Ordnung gezeigt werden. Ferner sind die bisher bekannten Stabilitätsaussagen und ihre Verwendung zur Konvergenzanalysis der betrachteten Differenzenverfahren sowie Methoden zur Analyse von Defektkorrekturverfahren zusammengestellt. Einige Bemerkungen zu Defektkorrekturverfahren und Finite-Elemente-Methoden schließen die Arbeit ab. Numerische Experimente untermauern die theoretischen Resultate. / We consider a defect correction method that combines a first-order upwinded difference scheme with a second-order central difference scheme for model singularly perturbed convection-diffusion problems in one and two dimensions on a class of Shishkin-Type meshes. In one dimension, the method is shown to be convergent uniformly in the diffusion parameter $\epsilon$ of second order in the discrete maximum norm. To analyze the two-dimensional case, we discuss several proof techniques for defect correction methods. For a special problem with constant coefficients on a piecewise uniform Shishkin-mesh we can show the second order convergence of the considered scheme, uniformly with respect to the diffusion parameter. Moreover the known stability properties and their impact on the convergence analysis of the considered differnce schemes are compiled. Some remarks on defect correction and finite elements conclude the theses. Numerical experiments support our theoretical results.

Wir beweisen neuartige Konvergenz- und Approximationsresultate für die Lösungen einer Klasse von Modellen optimaler Portfolioliquidierung mit sofortigem Preiseinfluss und stochastischer Resilienz. Jedes betrachtete Liquidierungsproblem erlaubt nur absolut stetige Handelsstrategien, und die optimale Strategie ist durch ein voll gekoppeltes mehrdimensionales quadratisches BSDE-System mit einer singulären Endbedingung gegeben. Innerhalb unseres Modellierungsrahmens beweisen wir, dass wenn der Parameter des sofortigen Preiseinflusses gegen null konvergiert, der absolut stetige optimale Portfolioprozess gegen einen stochastischen Prozess konvergiert, der durch die eindeutige Lösung einer regulären eindimensionalen quadratischen BSDE gegeben ist. Es stellt sich heraus, dass dieser Grenzwert die Lösung eines Modells optimaler Portfolioliquidierung ohne sofortigen Preiseinfluss, aber mit allgemeiner Semimartingalkontrolle mit Sprüngen ist. Unser Resultat liefert einen vereinheitlichten Rahmen, in den die zwei am häufigsten gebrauchten Modellierungsrahmen der Literatur über optimale Liquidierung eingebettet werden können, und liefert eine Grundlage für die Nutzung von Semimartingalen als Liquidierungsstrategien und für die Nutzung von Portfolioprozessen von unbeschränkter Variation. Unsere Resultate beruhen auf neuartigen Konvergenzresultaten für BSDEs mit singulären Endbedingungen und auf einem neuartigen Resultat der Darstellung von Lösungen von BSDEs durch gleichmäßig stetige Funktionen von Vorwärtsprozessen. Wir beweisen außerdem, dass die optimale Lösung in der deterministischen Version des ursprünglichen Liquidierungsmodells gleichmäßig approximiert werden kann, indem das Taylor-Polynom erster Ordnung verwendet wird, das um den singulären Punkt, an dem der sofortige Preiseinfluss verschwindet, entwickelt wird. Diese Approximation ist explizit darstellbar, was im Allgemeinen nicht für die optimale Lösung gilt. / We establish novel convergence and approximation results for the solutions to a class of optimal portfolio liquidation problems with instantaneous price impact and stochastic resilience. Each considered liquidation problem only allows for absolutely continuous trading strategies, and the optimal strategy is given in terms of a fully coupled multi-dimensional quadratic BSDE system with a singular terminal condition. Within our modeling framework, we prove that, when the instantaneous price impact parameter converges to zero, the absolutely continuous optimal portfolio process converges to a stochastic process that is given in terms of the unique solution to a regular one-dimensional quadratic BSDE. This limit turns out to be the solution to an optimal liquidation problem without instantaneous price impact, but with general semimartingale controls with jumps. Our result provides a unified framework within which to embed the two most commonly used modeling frameworks in the optimal liquidation literature and provides a foundation for the use of semimartingale liquidation strategies and the use of portfolio processes of unbounded variation. Our results are based on novel convergence results for BSDEs with singular terminal conditions and a novel representation result of BSDE solutions in terms of uniformly continuous functions of forward processes. We also prove that the optimal solution in the deterministic version of the original pre-limit optimal liquidation model can be approximated uniformly by using the first order Taylor polynomial expanded around the singular point where the instantaneous price impact vanishes. This approximation is explicitly computable, while the optimal solution generally is not.

We consider a system of weakly coupled singularly perturbed convection-diffusion equations with multiple scales. Based on sharp estimates for first order derivatives, Linß [T. Linß, Computing 79 (2007) 23–32.] analyzed the upwind finite-difference method on a Shishkin mesh. We derive such sharp bounds for second order derivatives which show that the coupling generates additional weak layers. Finally, we prove the first robust convergence result for the Galerkin finite element method for this class of problems on modified Shishkin meshes introducing a mesh grading to cope with the weak layers. Numerical experiments support our theory.

Virtualization of products means the representation of some of their properties by models. In a stronger digitalized world, these models will gain a much broader use than models had in engineering so far. Even for one modelling aspect different models of the same product will be used, depending on the specific need of the model user. That need may change in the course of product life, between first product concepts till over the different phases of development, to product use, maintenance, or even recycling. Since a digitalized world use of these diverse models will not be limited to experts model consistency will play a much stronger role. Model hierarchies will play a stronger role and can serve also as means for teaching product users a deeper understanding of product properties. A consistent model hierarchy leading from a simple to a more advanced property representation can support this learning process. In this paper perturbation methods are analyzed as a means for setting up model hierarchies in a consistent manner. This is studied by models for the behavior of a electrohydraulic drive, which consists of a variable speed motor, a pump, a double stroke cylinder and a counterbalance valve. Model hierarchy is achieved by model reduction in the sense of perturbation theory. The use of these different models for different questions in a system design context and their interrelations are exemplified.

In the present thesis it is shown that the most natural choice for a norm for the analysis of the Galerkin FEM, namely the energy norm, fails to capture the boundary layer functions arising in certain reaction-diffusion problems. In view of a formal Definition such reaction-diffusion problems are not singularly perturbed with respect to the energy norm. This observation raises two questions: 1. Does the Galerkin finite element method on standard meshes yield satisfactory approximations for the reaction-diffusion problem with respect to the energy norm? 2. Is it possible to strengthen the energy norm in such a way that the boundary layers are captured and that it can be reconciled with a robust finite element method, i.e.~robust with respect to this strong norm? In Chapter 2 we answer the first question. We show that the Galerkin finite element approximation converges uniformly in the energy norm to the solution of the reaction-diffusion problem on standard shape regular meshes. These results are completely new in two dimensions and are confirmed by numerical experiments. We also study certain convection-diffusion problems with characterisitc layers in which some layers are not well represented in the energy norm. These theoretical findings, validated by numerical experiments, have interesting implications for adaptive methods. Moreover, they lead to a re-evaluation of other results and methods in the literature. In 2011 Lin and Stynes were the first to devise a method for a reaction-diffusion problem posed in the unit square allowing for uniform a priori error estimates in an adequate so-called balanced norm. Thus, the aforementioned second question is answered in the affirmative. Obtaining a non-standard weak formulation by testing also with derivatives of the test function is the key idea which is related to the H^1-Galerkin methods developed in the early 70s. Unfortunately, this direct approach requires excessive smoothness of the finite element space considered. Lin and Stynes circumvent this problem by rewriting their problem into a first order system and applying a mixed method. Now the norm captures the layers. Therefore, they need to be resolved by some layer-adapted mesh. Lin and Stynes obtain optimal error estimates with respect to the balanced norm on Shishkin meshes. However, their method is unable to preserve the symmetry of the problem and they rely on the Raviart-Thomas element for H^div-conformity. In Chapter 4 of the thesis a new continuous interior penalty (CIP) method is present, embracing the approach of Lin and Stynes in the context of a broken Sobolev space. The resulting method induces a balanced norm in which uniform error estimates are proven. In contrast to the mixed method the CIP method uses standard Q_2-elements on the Shishkin meshes. Both methods feature improved stability properties in comparison with the Galerkin FEM. Nevertheless, the latter also yields approximations which can be shown to converge to the true solution in a balanced norm uniformly with respect to diffusion parameter. Again, numerical experiments are conducted that agree with the theoretical findings. In every finite element analysis the approximation error comes into play, eventually. If one seeks to prove any of the results mentioned on an anisotropic family of Shishkin meshes, one will need to take advantage of the different element sizes close to the boundary. While these are ideally suited to reflect the solution behavior, the error analysis is more involved and depends on anisotropic interpolation error estimates. In Chapter 3 the beautiful theory of Apel and Dobrowolski is extended in order to obtain anisotropic interpolation error estimates for macro-element interpolation. This also sheds light on fundamental construction principles for such operators. The thesis introduces a non-standard finite element space that consists of biquadratic C^1-finite elements on macro-elements over tensor product grids, which can be viewed as a rectangular version of the C^1-Powell-Sabin element. As an application of the general theory developed, several interpolation operators mapping into this FE space are analyzed. The insight gained can also be used to prove anisotropic error estimates for the interpolation operator induced by the well-known C^1-Bogner-Fox-Schmidt element. A special modification of Scott-Zhang type and a certain anisotropic interpolation operator are also discussed in detail. The results of this chapter are used to approximate the solution to a recation-diffusion-problem on a Shishkin mesh that features highly anisotropic elements. The obtained approximation features continuous normal derivatives across certain edges of the mesh, enabling the analysis of the aforementioned CIP method.

In the present thesis it is shown that the most natural choice for a norm for the analysis of the Galerkin FEM, namely the energy norm, fails to capture the boundary layer functions arising in certain reaction-diffusion problems. In view of a formal Definition such reaction-diffusion problems are not singularly perturbed with respect to the energy norm. This observation raises two questions: 1. Does the Galerkin finite element method on standard meshes yield satisfactory approximations for the reaction-diffusion problem with respect to the energy norm? 2. Is it possible to strengthen the energy norm in such a way that the boundary layers are captured and that it can be reconciled with a robust finite element method, i.e.~robust with respect to this strong norm? In Chapter 2 we answer the first question. We show that the Galerkin finite element approximation converges uniformly in the energy norm to the solution of the reaction-diffusion problem on standard shape regular meshes. These results are completely new in two dimensions and are confirmed by numerical experiments. We also study certain convection-diffusion problems with characterisitc layers in which some layers are not well represented in the energy norm. These theoretical findings, validated by numerical experiments, have interesting implications for adaptive methods. Moreover, they lead to a re-evaluation of other results and methods in the literature. In 2011 Lin and Stynes were the first to devise a method for a reaction-diffusion problem posed in the unit square allowing for uniform a priori error estimates in an adequate so-called balanced norm. Thus, the aforementioned second question is answered in the affirmative. Obtaining a non-standard weak formulation by testing also with derivatives of the test function is the key idea which is related to the H^1-Galerkin methods developed in the early 70s. Unfortunately, this direct approach requires excessive smoothness of the finite element space considered. Lin and Stynes circumvent this problem by rewriting their problem into a first order system and applying a mixed method. Now the norm captures the layers. Therefore, they need to be resolved by some layer-adapted mesh. Lin and Stynes obtain optimal error estimates with respect to the balanced norm on Shishkin meshes. However, their method is unable to preserve the symmetry of the problem and they rely on the Raviart-Thomas element for H^div-conformity. In Chapter 4 of the thesis a new continuous interior penalty (CIP) method is present, embracing the approach of Lin and Stynes in the context of a broken Sobolev space. The resulting method induces a balanced norm in which uniform error estimates are proven. In contrast to the mixed method the CIP method uses standard Q_2-elements on the Shishkin meshes. Both methods feature improved stability properties in comparison with the Galerkin FEM. Nevertheless, the latter also yields approximations which can be shown to converge to the true solution in a balanced norm uniformly with respect to diffusion parameter. Again, numerical experiments are conducted that agree with the theoretical findings. In every finite element analysis the approximation error comes into play, eventually. If one seeks to prove any of the results mentioned on an anisotropic family of Shishkin meshes, one will need to take advantage of the different element sizes close to the boundary. While these are ideally suited to reflect the solution behavior, the error analysis is more involved and depends on anisotropic interpolation error estimates. In Chapter 3 the beautiful theory of Apel and Dobrowolski is extended in order to obtain anisotropic interpolation error estimates for macro-element interpolation. This also sheds light on fundamental construction principles for such operators. The thesis introduces a non-standard finite element space that consists of biquadratic C^1-finite elements on macro-elements over tensor product grids, which can be viewed as a rectangular version of the C^1-Powell-Sabin element. As an application of the general theory developed, several interpolation operators mapping into this FE space are analyzed. The insight gained can also be used to prove anisotropic error estimates for the interpolation operator induced by the well-known C^1-Bogner-Fox-Schmidt element. A special modification of Scott-Zhang type and a certain anisotropic interpolation operator are also discussed in detail. The results of this chapter are used to approximate the solution to a recation-diffusion-problem on a Shishkin mesh that features highly anisotropic elements. The obtained approximation features continuous normal derivatives across certain edges of the mesh, enabling the analysis of the aforementioned CIP method.:Notation 1 Introduction 2 Galerkin FEM error estimation in weak norms 2.1 Reaction-diffusion problems 2.2 A convection-diffusion problem with weak characteristic layers and a Neumann outflow condition 2.3 A mesh that resolves only part of the exponential layer and neglects the weaker characteristic layers 2.3.1 Weakly imposed characteristic boundary conditions 2.4 Numerical experiments 2.4.1 A reaction-diffusion problem with boundary layers 2.4.2 A reaction-diffusion problem with an interior layer 2.4.3 A convection-diffusion problem with characteristic layers and a Neumann outflow condition 2.4.4 A mesh that resolves only part of the exponential layer and neglects the weaker characteristic layers 3 Macro-interpolation on tensor product meshes 3.1 Introduction 3.2 Univariate C1-P2 macro-element interpolation 3.3 C1-Q2 macro-element interpolation on tensor product meshes 3.4 A theory on anisotropic macro-element interpolation 3.5 C1 macro-interpolation on anisotropic tensor product meshes 3.5.1 A reduced macro-element interpolation operator 3.5.2 The full C1-Q2 interpolation operator 3.5.3 A C1-Q2 macro-element quasi-interpolation operator of Scott-Zhang type on tensor product meshes 3.5.4 Summary: anisotropic C1 (quasi-)interpolation error estimates 3.6 An anisotropic macro-element of tensor product type 3.7 Application of macro-element interpolation on a tensor product Shishkin mesh 4 Balanced norm results for reaction-diffusion 4.1 The balanced finite element method of Lin and Stynes 4.2 A C0 interior penalty method 4.3 Galerkin finite element method 4.3.1 L2-norm error bounds and supercloseness 4.3.2 Maximum-norm error bounds 4.4 Numerical verification 4.5 Further developments and summary References