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The level-set method has been recently introduced in the field of shape optimization, enabling a smooth representation of the boundaries on a fixed mesh and therefore leading to fast numerical algorithms. However, most of these algorithms use a Hamilton-Jacobi equation to connect the evolution of the level-set function with the deformation of the contours, and consequently they cannot create any new holes in the domain (at least in 2D). In this work, we propose an evolution equation for the level-set function based on a generalization of the concept of topological gradient. This results in a new algorithm allowing for all kinds of topology changes.
An autoregressive-ARCH model with possible exogeneous variables is treated. We estimate the conditional volatility of the model by applying feedforward networks to the residuals and prove consistency and asymptotic normality for the estimates under the rate of feedforward networks complexity. Recurrent neural networks estimates of GARCH and value-at-risk is studied. We prove consistency and asymptotic normality for the recurrent neural networks ARMA estimator under the rate of recurrent networks complexity. We also overcome the estimation problem in stochastic variance models in discrete time by feedforward networks and the introduction of a new distributions on the innovations. We use the method to calculate market risk such as expected shortfall and Value-at risk. We tested this distribution together with other new distributions on the GARCH family models against other common distributions on the financial market such as Normal Inverse Gaussian, normal and the Student's t- distributions. As an application of the models, some German stocks are studied and the different approaches are compared together with the most common method of GARCH(1,1) fit.
Im vorliegenden Bericht werden die Erfahrungen und Ergebnisse aus dem Projekt OptCast zusammengestellt. Das Ziel dieses Projekts bestand (a) in der Anpassung der Methodik der automatischen Strukturoptimierung für Gussteile und (b) in der Entwicklung und Bereitstellung von gießereispezifischen Optimierungstools für Gießereien und Ingenieurbüros. Gießtechnische Restriktionen lassen sich nicht vollständig auf geometrische Restriktionen reduzieren, da die lokalen Eigenschaften nicht nur von der geometrischen Form des Gussteils, sondern auch vom verwendeten Material abhängen. Sie sind jedoch über eine Gießsimulation (Erstarrungssimulation und Eigenspannungsanalyse) adäquat erfassbar. Wegen dieser Erkenntnis wurde ein neuartiges Topologieoptimierungsverfahren unter Verwendung der Level-Set-Technik entwickelt, bei dem keine variable Dichte des Materials eingeführt wird. In jeder Iteration wird ein scharfer Rand des Bauteils berechnet. Somit ist die Gießsimulation in den iterativen Optimierungsprozess integrierbar.
Within the last decades, a remarkable development in materials science took place -- nowadays, materials are not only constructed for the use of inert structures but rather designed for certain predefined functions. This innovation was accompanied with the appearance of smart materials with reliable recognition, discrimination and capability of action as well as reaction. Even though ferroelectric materials serve smartly in real applications, they also possess several restrictions at high performance usage. The behavior of these materials is almost linear under the action of low electric fields or low mechanical stresses, but exhibits strong non-linear response under high electric fields or mechanical stresses. High electromechanical loading conditions result in a change of the spontaneous polarization direction with respect to individual domains, which is commonly referred to as domain switching. The aim of the present work is to develop a three-dimensional coupled finite element model, to study the rate-independent and rate-dependent behavior of piezoelectric materials including domain switching based on a micromechanical approach. The proposed model is first elaborated within a two-dimensional finite element setting for piezoelectric materials. Subsequently, the developed two-dimensional model is extended to the three-dimensional case. This work starts with developing a micromechanical model for ferroelectric materials. Ferroelectric materials exhibit ferroelectric domain switching, which refers to the reorientation of domains and occurs under purely electrical loading. For the simulation, a bulk piezoceramic material is considered and each grain is represented by one finite element. In reality, the grains in the bulk ceramics material are randomly oriented. This property is taken into account by applying random orientation as well as uniform distribution for individual elements. Poly-crystalline ferroelectric materials at un-poled virgin state can consequently be characterized by randomly oriented polarization vectors. Energy reduction of individual domains is adopted as a criterion for the initiation of domain switching processes. The macroscopic response of the bulk material is predicted by classical volume-averaging techniques. In general, domain switching does not only depend on external loads but also on neighboring grains, which is commonly denoted as the grain boundary effect. These effects are incorporated into the developed framework via a phenomenologically motivated probabilistic approach by relating the actual energy level to a critical energy level. Subsequently, the order of the chosen polynomial function is optimized so that simulations nicely match measured data. A rate-dependent polarization framework is proposed, which is applied to cyclic electrical loading at various frequencies. The reduction in free energy of a grain is used as a criterion for the onset of the domain switching processes. Nucleation in new grains and propagation of the domain walls during domain switching is modeled by a linear kinetics theory. The simulated results show that for increasing loading frequency the macroscopic coercive field is also increasing and the remanent polarization increases at lower loading amplitudes. The second part of this work is focused on ferroelastic domain switching, which refers to the reorientation of domains under purely mechanical loading. Under sufficiently high mechanical loading, however, the strain directions within single domains reorient with respect to the applied loading direction. The reduction in free energy of a grain is used as a criterion for the domain switching process. The macroscopic response of the bulk material is computed for the hysteresis curve (stress vs strain) whereby uni-axial and quasi-static loading conditions are applied on the bulk material specimen. Grain boundary effects are addressed by incorporating the developed probabilistic approach into this framework and the order of the polynomial function is optimized so that simulations match measured data. Rate dependent domain switching effects are captured for various frequencies and mechanical loading amplitudes by means of the developed volume fraction concept which relates the particular time interval to the switching portion. The final part of this work deals with ferroelectric and ferroelastic domain switching and refers to the reorientation of domains under coupled electromechanical loading. If this free energy for combined electromechanical loading exceeds the critical energy barrier elements are allowed to switch. Firstly, hysteresis and butterfly curves under purely electrical loading are discussed. Secondly, additional mechanical loads in axial and lateral directions are applied to the specimen. The simulated results show that an increasing compressive stress results in enlarged domain switching ranges and that the hysteresis and butterfly curves flatten at higher mechanical loading levels.
In diesem technischen Bericht werden drei Aufgaben zur Prüfung bzw. zur Beanspruchung unterschiedlicher Facetten der Arbeitsgedächtniskapazität beschrieben. Die Aufgaben beruhen zum Teil auf Material von Oberauer (1993) sowie Oberauer et al. (2000, 2003). Sie wurden in RSVP programmiert und sind auf Apple-Macintosh-Rechnern lauffähig. Die Aufgaben eignen sich zur computerunterstützten Erfassung oder Beanspruchung der Arbeitsgedächtniskapazität im Einzelversuch, teilweise auch im Gruppenversuch und werden hauptsächlich in Forschungskontexten benutzt. Für jede Aufgabe werden das Konzept, die Durchführung, Auswertungs- und Anwendungsmöglichkeiten sowie gegebenenfalls Vergleichsdaten geschildert.
In this thesis we have discussed the problem of decomposing an integer matrix \(A\) into a weighted sum \(A=\sum_{k \in {\mathcal K}} \alpha_k Y^k\) of 0-1 matrices with the strict consecutive ones property. We have developed algorithms to find decompositions which minimize the decomposition time \(\sum_{k \in {\mathcal K}} \alpha_k\) and the decomposition cardinality \(|\{ k \in {\mathcal K}: \alpha_k > 0\}|\). In the absence of additional constraints on the 0-1 matrices \(Y^k\) we have given an algorithm that finds the minimal decomposition time in \({\mathcal O}(NM)\) time. For the case that the matrices \(Y^k\) are restricted to shape matrices -- a restriction which is important in the application of our results in radiotherapy -- we have given an \({\mathcal O}(NM^2)\) algorithm. This is achieved by solving an integer programming formulation of the problem by a very efficient combinatorial algorithm. In addition, we have shown that the problem of minimizing decomposition cardinality is strongly NP-hard, even for matrices with one row (and thus for the unconstrained as well as the shape matrix decomposition). Our greedy heuristics are based on the results for the decomposition time problem and produce better results than previously published algorithms.
In the first part of this work, called Simple node singularity, are computed matrix factorizations of all isomorphism classes, up to shiftings, of rank one and two, graded, indecomposable maximal Cohen--Macaulay (shortly MCM) modules over the affine cone of the simple node singularity. The subsection 2.2 contains a description of all rank two graded MCM R-modules with stable sheafification on the projective cone of R, by their matrix factorizations. It is given also a general description of such modules, of any rank, over a projective curve of arithmetic genus 1, using their matrix factorizations. The non-locally free rank two MCM modules are computed using an alghorithm presented in the Introduction of this work, that gives a matrix factorization of any extension of two MCM modules over a hypersurface. In the second part, called Fermat surface, are classified all graded, rank two, MCM modules over the affine cone of the Fermat surface. For the classification of the orientable rank two graded MCM R-modules, is used a description of the orientable modules (over normal rings) with the help of codimension two Gorenstein ideals, realized by Herzog and Kühl. It is proven (in section 4), that they have skew symmetric matrix factorizations (over any normal hypersurface ring). For the classification of the non-orientable rank two MCM R-modules, we use a similar idea as in the case of the orientable ones, only that the ideal is not any more Gorenstein.
In dieser Arbeit wurden auf der Basis des felinen Foamyvirus (FFV) bzw. Spumaretrovirus diverse replikationsdefiziente Vektoren entwickelt und deren Tranduktionseffizienz, Stabilität, Markergenexpression und biologische Sicherheit unter Zellkulturbedingungen charakterisiert. Ausgehend von replikationskompetenten FFV-Vektoren wurden zunächst so genannte selbst-inaktivierende (SIN) Vektoren, in welchen die LTR-Promotoraktivität inhibiert ist, konstruiert. Diese FFV-SIN-Vektoren erlaubten eine stabile Transduktion und Markergenexpression, entwickelten jedoch nach einer begrenzten Zeit replikationskompetente Revertanten und waren daher nicht zur Transduktion langlebiger Zellen geeignet. In Analogie zu humanen Foamyvirus-basierenden Vektoren wurde anschließend ein Großteil der env-Sequenz aus den SIN-Vektoren deletiert, um die biologische Sicherheit der Vektoren zu erhöhen. Diese Env-deletierten und FFV-Promotor-abhängigen Vektoren waren allerdings aufgrund eines schwachen und schnell abklingenden Markergentransfers nicht zur effizienten und stabilen Markergentransduktion geeignet. Zur Entwicklung replikationsdefizienter Vektoren mit einem starken heterologen Promotor zur Markergenexpression wurden verschiedene Deletionen in das Vektorgenom eingeführt und Helferplasmide für die Strukturgene bzw. viralen Enzyme kloniert. Hiermit wurde ein transientes Transfektionssystem zur Produktion von Vektorpartikeln etabliert, wobei die für den Markergentransfer essentiellen cis-agierenden Sequenzen auf dem FFV-Genom identifiziert wurden. Die Lokalisation zweier essentieller cis-agierender Sequenzen am 5’-Ende des Genoms und in pol ermöglichte die anschließende Konstruktion replikationsdefizienter Bel1-unabhängiger Vektoren, in denen die 3’ von pol liegenden Gene fast vollständig deletiert und durch eine Expressionskassette, bestehend aus dem humanen Ubiquitin C-Promotor und dem lacZ-Gen, ersetzt wurden. Diese neuen FFV-basierenden Vektoren erlauben einen effizienten Markergentransfer und ermöglichen eine stabile Transduktion diverser Zielzellen bei gleichzeitiger nicht nachweisbarer viraler Genexpression und replikationskompetenter Revertanten. Daher sind diese Vektoren biologisch sicher, zur Transduktion langlebiger Zellen geeignet und können daher für gentherapeutische Untersuchungen in tierexperimentellen Modellen verwendet werden.
We will give explicit differentiation and integration rules for homogeneous harmonic polynomial polynomials and spherical harmonics in IR^3 with respect to the following differential operators: partial_1, partial_2, partial_3, x_3 partial_2 - x_2 partial_3, x_3 partial_1 - x_1 partial_3, x_2 partial_1 - x_1 partial_2 and x_1 partial_1 + x_2 partial_2 + x_3 partial_3. A numerical application to the problem of determining the geopotential field will be shown.
In the field of gravity determination a special kind of boundary value problem respectively ill-posed satellite problem occurs; the data and hence side condition of our PDE are oblique second order derivatives of the gravitational potential. In mathematical terms this means that our gravitational potential \(v\) fulfills \(\Delta v = 0\) in the exterior space of the Earth and \(\mathscr D v = f\) on the discrete data location which is on the Earth's surface for terrestrial measurements and on a satellite track in the exterior for spaceborne measurement campaigns. \(\mathscr D\) is a first order derivative for methods like geometric astronomic levelling and satellite-to-satellite tracking (e.g. CHAMP); it is a second order derivative for other methods like terrestrial gradiometry and satellite gravity gradiometry (e.g. GOCE). Classically one can handle first order side conditions which are not tangential to the surface and second derivatives pointing in the radial direction employing integral and pseudo differential equation methods. We will present a different approach: We classify all first and purely second order operators \(\mathscr D\) which fulfill \(\Delta \mathscr D v = 0\) if \(\Delta v = 0\). This allows us to solve the problem with oblique side conditions as if we had ordinary i.e. non-derived side conditions. The only additional work which has to be done is an inversion of \(\mathscr D\), i.e. integration.