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This thesis is devoted to two main topics (accordingly, there are two chapters): In the first chapter, we establish a tropical intersection theory with analogue notions and tools as its algebro-geometric counterpart. This includes tropical cycles, rational functions, intersection products of Cartier divisors and cycles, morphisms, their functors and the projection formula, rational equivalence. The most important features of this theory are the following: - It unifies and simplifies many of the existing results of tropical enumerative geometry, which often contained involved ad-hoc computations. - It is indispensable to formulate and solve further tropical enumerative problems. - It shows deep relations to the intersection theory of toric varieties and connected fields. - The relationship between tropical and classical Gromov-Witten invariants found by Mikhalkin is made plausible from inside tropical geometry. - It is interesting on its own as a subfield of convex geometry. In the second chapter, we study tropical gravitational descendants (i.e. Gromov-Witten invariants with incidence and "Psi-class" factors) and show that many concepts of the classical Gromov-Witten theory such as the famous WDVV equations can be carried over to the tropical world. We use this to extend Mikhalkin's results to a certain class of gravitational descendants, i.e. we show that many of the classical gravitational descendants of P^2 and P^1 x P^1 can be computed by counting tropical curves satisfying certain incidence conditions and with prescribed valences of their vertices. Moreover, the presented theory is not restricted to plane curves and therefore provides an important tool to derive similar results in higher dimensions. A more detailed chapter synopsis can be found at the beginning of each individual chapter.
Interactive visualization of large structured and unstructured data sets is a permanent challenge for scientific visualization. Large data sets are for example created by magnetic resonance imaging (MRI), computed tomography (CT), Computational fluid dynamics (CFD) finite element method (FEM), and computer aided design (CAD). For visualizing those data sets not only accelerated rasterization by means of using specialized hardware i.e. graphics cards is of interest, but also ray casting, as it is perfectly suited for scientific visualization. Ray casting does not only support many rendering modes (e.g., opaque rendering, semi transparent rendering, iso surface rendering, maximum intensity projection, x-ray, absorption emitter model, ...) for which it allows the creation of high quality images, but it also supports many primitives (e.g., not only triangles but also spheres, curved iso surfaces, NURBS, implicit functions, ...). It furthermore scales basically linear to the amount of processor cores used and - this makes it highly interesting for the visualization of large data sets - it scales for static scenes sublinear to data size. Interactive ray casting is currently not widely used within the scientifc visualization community. This is mainly based on historical reasons, as just a few years ago no applicable interactive ray casters for commodity hardware did exist. Interactive scientific visualization has only been possible by using graphics cards or specialized and/or expensive hardware. The goal of this work is to broaden the possibilies for interactive scientific visualization, by showing that interactive CPU based ray casting is today feasible on commodity hardware and that it may efficiently be used together with GPU based rasterization. In this thesis it is first shown that interactive CPU based ray casters may efficiently be integrated into already existing OpenGL frameworks. This is achieved through an OpenGL friendly interface that supports multiple threads and single instruction multiple data (SIMD) operations. For the visualization of rectilinear (and not necessarily cartesian) grids are new implicit kd-trees introduced. They have fast construction times, low memory requirements, and allow ontoday's commodity desktop machines interactive iso surface ray tracing and maximum intensity projection of large scalar fields. A new interactive SIMD ray tracing technique for large tetrahedral meshes is introduced. It is very portable and general and is therefore suited for portation upon different (future) hardware and for usage upon several applications. The thesis ends with a real life commercial application which shows that CPU-based ray casting has already reached the state where it may outperform GPU-based rasterization for scientific visualization.
Within this thesis we present a novel approach towards the modeling of strong discontinuities in a three dimensional finite element framework for large deformations. This novel finite element framework is modularly constructed containing three essential parts: (i) the bulk problem, ii) the cohesive interface problem and iii) the crack tracking problem. Within this modular design, chapter 2 (Continuous solid mechanics) treats the behavior of the bulk problem (i). It includes the overall description of the continuous kinematics, the required balance equations, the constitutive setting and the finite element formulation with its corresponding discretization and required solution strategy for the emerging highly non-linear equations. Subsequently, we discuss the modeling of strong discontinuities within finite element discretization schemes in chapter 3 (Discontinuous solid mechanics). Starting with an extension of the continuous kinematics to the discontinuous situation, we discuss the phantom-node discretization scheme based on the works of Hansbo & Hansbo. Thereby, in addition to a comparison with the extended finite element method (XFEM), importance is attached to the technical details for the adaptive introduction of the required discontinuous elements: The splitting of finite elements, the numerical integration, the visualization and the formulation of geometrical correct crack tip elements. In chapter 4 (The cohesive crack concept), we consider the treatment of cohesive process zones and the associated treatment of cohesive tractions. By applying this approach we are able to merge all irreversible, crack propagation accompanying, failure mechanisms into an arbitrary traction separation relation. Additionally, this concept ensures bounded crack tip stresses and allows the use of stress-based failure criteria for the determination of crack growth. In summary, the use of the discontinuous elements in conjunction with cohesive traction separation allows the mesh-independent computation of crack propagation along pre-defined crack paths. Therefore, this combination is defined as the interface problem (ii) and represents the next building block in the modular design of this thesis. The description and the computation of the evolving crack surface, based on the actual status of a considered specimen is the key issue of chapter 5 (Crack path tracking strategies). In contrast to the two-dimensional case, where tracking the path in a C0-continuous way is straightforward, three-dimensional crack path tracking requires additional strategies. We discuss the currently available approaches regarding this issue and further compare the approaches by means of usual quality measures. In the modular design of this thesis these algorithms represent the last main part which is classified as the crack tracking problem (iii). Finally chapter 6 (Representative numerical examples) verifies the finite element tool by comparisons of the computational results which experiments and benchmarks of engineering fracture problems in concrete. Afterwards the finite element tool is applied to model folding induced fracture of geological structures.
2,3,7,8-Tetrachlorodibenzo-p-dioxin (TCDD) is a highly toxic and persistent organic pollutant, which is ubiquitously found in the environment. The prototype dioxin compound was classified as a human carcinogen by the International Agency for Research on Cancer. TCDD acts as a potent liver tumor promoter in rats, which is one of the major concerns related to TCDD exposure. There is extensive evidence, that TCDD exerts anti-estrogenic effects via arylhydrocarbon receptor (AhR)-mediated induction of cytochromes P450 and interferes with the estrogen receptor alpha (ERalpha)-mediated signaling pathway. The present work was conducted to shed light on the hypothesis that enhanced activation of estradiol metabolism by TCDD-induced enzymes, mainly CYP1A1 and CYP1B1, leads to oxidative DNA damage in liver cells. Furthermore, the possible modulation by 17beta-estradiol (E2) was investigated. The effects were examined using four different AhR-responsive species- and sex-specific liver cell models, rat H4II2 and human HepG2 hepatoma cell lines as well as rat primary hepatocytes from male and female Wistar rats. The effective induction of CYP1A1 and CYP1B1 by TCDD was demonstrated in all liver cell models. Basal and TCDD-induced expression of CYP1B1, which is a key enzyme in stimulating E2 metabolism via the more reactive formation of the genotoxic 4-hydroxyestradiol, was most pronounced in rat primary hepatocytes. CYP-dependent induction of reactive oxygen species (ROS) was only observed in rodent cells. E2 induced ROS only in primary rat hepatocytes, which was associated with a weak CYP1B1 mRNA induction. Thus, E2 itself was suggested to induce its own metabolism in primary rat hepatocytes, resulting in the redox cycling of catechol estradiol metabolites leading to ROS formation. In this study the role of TCDD and E2 on oxidative DNA damage was investigated for the first time in vitro in the comet assay using liver cells. Both TCDD and E2 were shown to induce oxidative DNA base modifications only in rat hepatocytes. Additionally, direct oxidative DNA-damaging effects of the two main E2 metabolites, 4-hydroxyestradiol and 2-hydroxyestradiol, were only observed in rat hepatocytes and revealed that E2 damaged the DNA to the same extent. However, the induction of oxidative DNA damage by E2 could not completely be explained by the metabolic conversion of E2 via CYP1A1 and CYP1B1 and has to be further investigated. The expression of low levels of endogenous ERalpha mRNA in primary rat hepatocytes and the lack of ERalpha in hepatoma cell lines were identified as crucial. Therefore, the effects of interference of ERalpha with AhR were examined in HepG2 cells, which were transiently transfected with ERalpha. The over-expression of ERalpha led to enhanced AhR-mediated transcriptional activity by E2, suggesting a possible regulation of E2 levels. In turn, TCDD reduced E2-mediated ERalpha signaling, confirming the anti-estrogenic action of TCDD. Such a modulation of the combined effects of TCDD with E2 was not observed in any of the other experiments. Thus, the role of low endogenous ERalpha levels has to be further investigated in transfection experiments using rat primary hepatocytes. Overall, rat primary hepatocyte culture turned out to be the more adaptive cell model to investigate metabolism in the liver, reflecting a more realistic situation of the liver tissue. Nevertheless, during this work a crosstalk between ERalpha and AhR was shown for the first time using human hepatoma cell line HepG2 by transiently transfecting ERalpha.
Proteins of the intermembrane space of mitochondria are generally encoded by nuclear genes that are synthesized in the cytosol. A group of small intermembrane space proteins lack classical mitochondrial targeting sequences, but these proteins are imported in an oxidation-driven reaction that relies on the activity of two components, Mia40 and Erv1. Both proteins constitute the mitochondrial disulfide relay system. Mia40 functions as an import receptor that interacts with incoming polypeptides via transient, intermolecular disulfide bonds. Erv1 is an FAD-binding sulfhydryl oxidase that activates Mia40 by re-oxidation, but the process how Erv1 itself is re-oxidized has been poorly understood. Here, I show that Erv1 interacts with cytochrome c which provides a functional link between the mitochondrial disulfide relay system and the respiratory chain. This mechanism not only increases the efficiency of mitochondrial inport by the re-oxidation of Erv1 and Mia40 but also prevents the formation of deleterious hydrogen peroxide within the intermembrane space. Thus, the miochondrial disulfide relay system is, analogous to that of the bacterial periplasm, connected to the electron transport chain of the inner membrane, which possibly allows an oxygen-dependend regulation of mitochondrial import rates. In addition, I modeled the structure of Erv1 on the basis of the Saccharomyces cerevisiae Erv2 crystal structure in order to gain insight into the molecular mechanism of Erv1. According to the high degree of sequence homologies, various characteristics found for Erv2 are also valid for Erv1. Finally, I propose a regulatory function of the disulfide relay system on the respiratory chain. The disulfide relay system senses the molecular oxygen levels in mitochondria and, thus, is able to adapt respiratory chain activity in order to prevent wastage of NADH and production of ROS.
This thesis deals with the application of binomial option pricing in a single-asset Black-Scholes market and its extension to multi-dimensional situations. Although the binomial approach is, in principle, an efficient method for lower dimensional valuation problems, there are at least two main problems regarding its application: Firstly, traded options often exhibit discontinuities, so that the Berry- Esséen inequality is in general tight; i.e. conventional tree methods converge no faster than with order 1/sqrt(N). Furthermore, they suffer from an irregular convergence behaviour that impedes the possibility to achieve a higher order of convergence via extrapolation methods. Secondly, in multi-asset markets conventional tree construction methods cannot ensure well-defined transition probabilities for arbitrary correlation structures between the assets. As a major aim of this thesis, we present two approaches to get binomial trees into shape in order to overcome the main problems in applications; the optimal drift model for the valuation of single-asset options and the decoupling approach to multi-dimensional option pricing. The new valuation methods are embedded into a self-contained survey of binomial option pricing, which focuses on the convergence behaviour of binomial trees. The optimal drift model is a new one-dimensional binomial scheme that can lead to convergence of order o(1/N) by exploiting the specific structure of the valuation problem under consideration. As a consequence, it has the potential to outperform benchmark algorithms. The decoupling approach is presented as a universal construction method for multi-dimensional trees. The corresponding trees are well-defined for an arbitrary correlation structure of the underlying assets. In addition, they yield a more regular convergence behaviour. In fact, the sawtooth effect can even vanish completely, so that extrapolation can be applied.
This dissertation deals with two main subjects. Both are strongly related to boundary problems for the Poisson equation and the Laplace equation, respectively. The oblique boundary problem of potential theory as well as the limit formulae and jump relations of potential theory are investigated. We divide this abstract into two parts and start with the oblique boundary problem. Here we prove existence and uniqueness results for solutions to the outer oblique boundary problem for the Poisson equation under very weak assumptions on boundary, coefficients and inhomogeneities. Main tools are the Kelvin transformation and the solution operator for the regular inner problem, provided in my diploma thesis. Moreover we prove regularization results for the weak solutions of both, the inner and the outer problem. We investigate the non-admissible direction for the oblique vector field, state results with stochastic inhomogeneities and provide a Ritz-Galerkin approximation. Finally we show that the results are applicable to problems from Geomathematics. Now we come to the limit formulae. There we combine the modern theory of Sobolev spaces with the classical theory of limit formulae and jump relations of potential theory. The convergence in Lebesgue spaces for integrable functions is already treated in literature. The achievement of this dissertation is this convergence for the weak derivatives of higher orders. Also the layer functions are elements of Sobolev spaces and the surface is a two dimensional suitable smooth submanifold in the three dimensional space. We are considering the potential of the single layer, the potential of the double layer and their first order normal derivatives. Main tool in the proof in Sobolev norm is the uniform convergence of the tangential derivatives, which is proved with help of some results taken from literature. Additionally, we need a result about the limit formulae in the Lebesgue spaces, which is also taken from literature, and a reduction result for normal derivatives of harmonic functions. Moreover we prove the convergence in the Hölder spaces. Finally we give an application of the limit formulae and jump relations. We generalize a known density of several function systems from Geomathematics in the Lebesgue spaces of square integrable measureable functions, to density in Sobolev spaces, based on the results proved before. Therefore we have prove the limit formula of the single layer potential in dual spaces of Soboelv spaces, where also the layer function is an element of such a distribution space.
Continuous stochastic control theory has found many applications in optimal investment. However, it lacks some reality, as it is based on the assumption that interventions are costless, which yields optimal strategies where the controller has to intervene at every time instant. This thesis consists of the examination of two types of more realistic control methods with possible applications. In the first chapter, we study the stochastic impulse control of a diffusion process. We suppose that the controller minimizes expected discounted costs accumulating as running and controlling cost, respectively. Each control action causes costs which are bounded from below by some positive constant. This makes a continuous control impossible as it would lead to an immediate ruin of the controller. We give a rigorous development of the relevant theory, where our guideline is to establish verification and convergence results under minimal assumptions, without focusing on the existence of solutions to the corresponding (quasi-)variational inequalities. If the impulse control problem can be characterized or approximated by (quasi-)variational inequalities, it remains to solve these equations. In Section 1.2, we solve the stochastic impulse control problem for a one-dimensional diffusion process with constant coefficients and convex running costs. Further, in Section 1.3, we solve a particular multi-dimensional example, where the uncontrolled process is given by an at least two-dimensional Brownian motion and the cost functions are rotationally symmetric. By symmetry, this problem can be reduced to a one-dimensional problem. In the last section of the first chapter, we suggest a new impulse control problem, where the controller is in addition allowed to invest his initial capital into a market consisting of a money market account and a risky asset. The costs which arise upon controlling the diffusion process and upon trading in this market have to be paid out of the controller's bond holdings. The aim of the controller is to minimize the running costs, caused by the abstract diffusion process, without getting ruined. The second chapter is based on a paper which is joint work with Holger Kraft and Frank Seifried. We analyze the portfolio decision of an investor trading in a market where the economy switches randomly between two possible states, a normal state where trading takes place continuously, and an illiquidity state where trading is not allowed at all. We allow for jumps in the market prices at the beginning and at the end of a trading interruption. Section 2.1 provides an explicit representation of the investor's portfolio dynamics in the illiquidity state in an abstract market consisting of two assets. In Section 2.2 we specify this market model and assume that the investor maximizes expected utility from terminal wealth. We establish convergence results, if the maximal number of liquidity breakdowns goes to infinity. In the Markovian framework of Section 2.3, we provide the corresponding Hamilton-Jacobi-Bellman equations and prove a verification result. We apply these results to study the portfolio problem for a logarithmic investor and an investor with a power utility function, respectively. Further, we extend this model to an economy with three regimes. For instance, the third state could model an additional financial crisis where trading is still possible, but the excess return is lower and the volatility is higher than in the normal state.
Epoxy resins have achieved acceptance as adhesives, coatings, and potting compounds,
but their main application is as matrix to produce reinforced composites.
However, their usefulness in this field still limited due to their brittle nature. Some
studies have been done to increase the toughness of epoxy composites, of which the
most successful one is the modification of the polymer matrix with a second toughening
phase.
Resin Transfer Molding (RTM) is one of the most important technologies to manufacture
fiber reinforced composites. In the last decade it has experimented new impulse,
due to its favorable application to produce large surface composites with good technical
properties and at relative low cost.
This research work focuses on the development of novel modified epoxy matrices,
with enhanced mechanical and thermal properties, suitable to be processed by resin
transfer molding technology, to manufacture Glass Fiber Reinforced Composites
(GFRC’s) with improved performance in comparison to the commercially available
ones.
In the first stage of the project, a neat epoxy resin (EP) was modified using two different
nano-sized ceramics: silicium dioxide (SiO2) and zirconium dioxide (ZrO2); and
micro-sized particles of silicone rubber (SR) as second filler. Series of nanocomposites
and hybrid modified epoxy resins were obtained by systematic variation of filler
contents. The rheology and curing process of the modified epoxy resins were determined
in order to define their aptness to be processed by RTM. The resulting matrices
were extensively characterized qualitatively and quantitatively to precise the effect
of each filler on the polymer properties.
It was shown that the nanoparticles confer better mechanical properties to the epoxy
resin, including modulus and toughness. It was possible to improve simultaneously
the tensile modulus and toughness of the epoxy matrix in more than 30 % and 50 %
respectively, only by using 8 vol.-% nano-SiO2 as filler. A similar performance was
obtained by nanocomposites containing zirconia. The epoxy matrix modified with 8 vol.-% ZrO2 recorded tensile modulus and toughness improved up to 36% and 45%
respectively regarding EP.
On the other hand, the addition of silicone rubber to EP and nanocomposites results
in a superior toughness but has a slightly negative effect on modulus and strength.
The addition of 3 vol.-% SR to the neat epoxy and nanocomposites increases their
toughness between 1.5 and 2.5 fold; but implies also a reduction in their tensile modulus
and strength in range 5-10%. Therefore, when the right proportion of nanoceramic
and rubber were added to the epoxy resin, hybrid epoxy matrices with fracture
toughness 3 fold higher than EP but also with up to 20% improved modulus were
obtained.
Widespread investigations were carried out to define the structural mechanisms responsible
for these improvements. It was stated, that each type of filler induces specific
energy dissipating mechanisms during the mechanical loading and fracture
processes, which are closely related to their nature, morphology and of course to
their bonding with the epoxy matrix. When both nanoceramic and silicone rubber are
involved in the epoxy formulation, a superposition of their corresponding energy release
mechanisms is generated, which provides the matrix with an unusual properties
balance.
From the modified matrices glass fiber reinforced RTM-plates were produced. The
structure of the obtained composites was microscopically analyzed to determine their
impregnation quality. In all cases composites with no structural defects (i.e. voids,
delaminations) and good superficial finish were reached. The composites were also
properly characterized. As expected the final performance of the GFRCs is strongly
determined by the matrix properties. Thus, the enhancement reached by epoxy matrices
is translated into better GFRC´s macroscopical properties. Composites with up
to 15% enhanced strength and toughness improved up to 50%, were obtained from
the modified epoxy matrices.
The enamide moiety is an important substructure often encountered in biologically active compounds and synthetic drugs. Furthermore, enamides and their derivatives are versatile synthetic intermediates for polymerization, [4+2] cycloaddition, crosscoupling, Heck-olefinination, Halogenation, enantioselective addition or asymmetric hydrogenation. Traditional syntheses of this important substrate class involve rather harsh reaction conditions such as high temperatures and/or the use of strong bases. In continuation of our work on the addition of secondary amides to alkynes, we have developed a broadly applicable protocol for the catalytic addition of N-nucleophiles such as primary amides, imides and thioamides to terminal alkynes. The choice of ligands and additives determines the regiochemical outcome so that with two complementary catalyst systems, both the E-anti-Markovnikov products and the Z-anti-Markovnikov products can be synthesized highly regio- and stereoselectively.