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In the literature, there are at least two equivalent two-factor Gaussian models for the instantaneous short rate. These are the original two-factor Hull White model (see [3]) and the G2++ one by Brigo and Mercurio (see [1]). Both these models first specify a time homogeneous two-factor short rate dynamics and then by adding a deterministic shift function '(·) fit exactly the initial term structure of interest rates. However, the obtained results are rather clumsy and not intuitive which means that a special care has to be taken for their correct numerical implementation.
In this paper we study the possibilities of sharing profit in combinatorial procurement auctions and exchanges. Bundles of heterogeneous items are offered by the sellers, and the buyers can then place bundle bids on sets of these items. That way, both sellers and buyers can express synergies between items and avoid the well-known risk of exposure (see, e.g., [3]). The reassignment of items to participants is known as the Winner Determination Problem (WDP). We propose solving the WDP by using a Set Covering formulation, because profits are potentially higher than with the usual Set Partitioning formulation, and subsidies are unnecessary. The achieved benefit is then to be distributed amongst the participants of the auction, a process which is known as profit sharing. The literature on profit sharing provides various desirable criteria. We focus on three main properties we would like to guarantee: Budget balance, meaning that no more money is distributed than profit was generated, individual rationality, which guarantees to each player that participation does not lead to a loss, and the core property, which provides every subcoalition with enough money to keep them from separating. We characterize all profit sharing schemes that satisfy these three conditions by a monetary flow network and state necessary conditions on the solution of the WDP for the existence of such a profit sharing. Finally, we establish a connection to the famous VCG payment scheme [2, 8, 19], and the Shapley Value [17].
In this paper we investigate the use of the sharp function known from functional analysis in image processing. The sharp function gives a measure of the variations of a function and can be used as an edge detector. We extend the classical notion of the sharp function for measuring anisotropic behaviour and give a fast anisotropic edge detection variant inspired by the sharp function. We show that these edge detection results are useful to steer isotropic and anisotropic nonlinear diffusion filters for image enhancement.
Determination of interaction between MCT1 and CAII via a mathematical and physiological approach
(2008)
The enzyme carbonic anhydrase isoform II (CAII), catalysing the hydration and dehydration of CO2, enhances transport activity of the monocarboxylate transporter isoform I (MCT1, SLC16A1) expressed in Xenopus oocytes by a mechanism that does not require CAII catalytic activity (Becker et al. (2005) J. Biol. Chem., 280). In the present study, we have investigated the mechanism of the CAII induced increase in transport activity by using electrophysiological techniques and a mathematical model of the MCT1 transport cycle. The model consists of six states arranged in cyclic fashion and features an ordered, mirror-symmetric, binding mechanism were binding and unbinding of the proton to the transport protein is considered to be the rate limiting step under physiological conditions. An explicit rate expression for the substrate °ux is derived using model reduction techniques. By treating the pools of intra- and extracellular MCT1 substrates as dynamic states, the time dependent kinetics are obtained by integration using the derived expression for the substrate °ux. The simulations were compared with experimental data obtained from MCT1-expressing oocytes injected with di®erent amounts of CAII. The model suggests that CAII increases the e®ective rate constants of the proton reactions, possibly by working as a proton antenna.
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.
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.
This report discusses two approaches for a posteriori error indication in the linear elasticity solver DDFEM: An indicator based on the Richardson extrapolation and Zienkiewicz-Zhu-type indicator. The solver handles 3D linear elasticity steady-state problems. It uses own input language to describe the mesh and the boundary conditions. Finite element discretization over tetrahedral meshes with first or second order shape functions (hierarchical basis) has been used to resolve the model. The parallelization of the numerical method is based on the domain decomposition approach. DDFEM is highly portable over a set of parallel computer architectures supporting the MPI-standard.
The rotational spinning of viscous jets is of interest in many industrial applications, including pellet manufacturing [4, 14, 19, 20] and drawing, tapering and spinning of glass and polymer fibers [8, 12, 13], see also [15, 21] and references within. In [12] an asymptotic model for the dynamics of curved viscous inertial fiber jets emerging from a rotating orifice under surface tension and gravity was deduced from the three-dimensional free boundary value problem given by the incompressible Navier-Stokes equations for a Newtonian fluid. In the terminology of [1], it is a string model consisting of balance equations for mass and linear momentum. Accounting for inner viscous transport, surface tension and placing no restrictions on either the motion or the shape of the jet’s center-line, it generalizes the previously developed string models for straight [3, 5, 6] and curved center-lines [4, 13, 19]. Moreover, the numerical results investigating the effects of viscosity, surface tension, gravity and rotation on the jet behavior coincide well with the experiments of Wong et.al. [20].
The optimal design of rotational production processes for glass wool manufacturing poses severe computational challenges to mathematicians, natural scientists and engineers. In this paper we focus exclusively on the spinning regime where thousands of viscous thermal glass jets are formed by fast air streams. Homogeneity and slenderness of the spun fibers are the quality features of the final fabric. Their prediction requires the computation of the fuidber-interactions which involves the solving of a complex three-dimensional multiphase problem with appropriate interface conditions. But this is practically impossible due to the needed high resolution and adaptive grid refinement. Therefore, we propose an asymptotic coupling concept. Treating the glass jets as viscous thermal Cosserat rods, we tackle the multiscale problem by help of momentum (drag) and heat exchange models that are derived on basis of slender-body theory and homogenization. A weak iterative coupling algorithm that is based on the combination of commercial software and self-implemented code for ow and rod solvers, respectively, makes then the simulation of the industrial process possible. For the boundary value problem of the rod we particularly suggest an adapted collocation-continuation method. Consequently, this work establishes a promising basis for future optimization strategies.
This work deals with the modeling and simulation of slender viscous jets exposed to gravity and rotation, as they occur in rotational spinning processes. In terms of slender-body theory we show the asymptotic reduction of a viscous Cosserat rod to a string system for vanishing slenderness parameter. We propose two string models, i.e. inertial and viscous-inertial string models, that differ in the closure conditions and hence yield a boundary value problem and an interface problem, respectively. We investigate the existence regimes of the string models in the four-parametric space of Froude, Rossby, Reynolds numbers and jet length. The convergence regimes where the respective string solution is the asymptotic limit to the rod turn out to be disjoint and to cover nearly the whole parameter space. We explore the transition hyperplane and derive analytically low and high Reynolds number limits. Numerical studies of the stationary jet behavior for different parameter ranges complete the work.
This paper introduces a new high Level programming language for a novel
class of computational devices namely data-procedural machines. These machines are by up to several orders of magnitude more efficient than the von Neumann paradigm of computers and are as flexible and as universal as computers. Their efficiency and flexibility is achieved by using field-programmable logic as the essential technology platform. The paper briefly summarizes and illustrates the essential new features of this language by means of two example programs.
This report gives an insight into basics of stress field simulations for geothermal reservoirs.
The quasistatic equations of poroelasticity are deduced from constitutive equations, balance
of mass and balance of momentum. Existence and uniqueness of a weak solution is shown.
In order of to find an approximate solution numerically, usage of the so–called method of
fundamental solutions is a promising way. The idea of this method as well as a sketch of
how convergence may be proven are given.
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.
Piezoelectric filters are used in telecommunication to filter electrical signals. This report deals with the problem of calculating passing and damped frequency intervals for a filter with given geometrical configurations and materials. Only periodic filters, which are widely used in practice, were considered. These filters consist of periodically arranged cells. For a small amount of cells a numerical procedure to visualise the wave propagation in the filter was developed. For a big number of cells another model of the filter was obtained. In this model it is assumed that the filter occupies an infinite domain. This leads to a differential equation, with periodic coefficients, that describes propagation of the wave with a given frequency in the filter. To analyse this equation the Spectral Theory for Periodic Operators had to be employed. Different ways -- analytical and numerical -- to apply the theory were proposed and analysed.
This paper analyzes and solves a patient transportation problem arising in several large hospitals. The aim is to provide an efficient and timely transport service to patients between several locations on a hospital campus. Transportation requests arrive in a dynamic fashion and the solution methodology must therefore be capable of quickly inserting new requests in the current vehicle routes. Contrary to standard dial-a-ride problems, the problem under study contains several complicating constraints which are specific to a hospital context. The paper provides a detailed description of the problem and proposes a two-phase heuristic procedure capable of handling its many features. In the first phase a simple insertion scheme is used to generate a feasible solution, which is improved in the second phase with a tabu search algorithm. The heuristic procedure was extensively tested on real data provided by a German hospital. Results show that the algorithm is capable of handling the dynamic aspect of the problem and of providing high quality solutions. In particular, it succeeded in reducing waiting times for patients while using fewer vehicles.
Within this paper we review image distortion measures. A distortion measure is a criterion that assigns a "quality number" to an image. We distinguish between mathematical distortion measures and those distortion measures in-cooperating a priori knowledge about the imaging devices ( e.g. satellite images), image processing algorithms or the human physiology. We will consider representative examples of different kinds of distortion measures and are going to discuss them.
The provision of quality-of-service (QoS) on the network layer is a major challenge in communication networks. This applies particularly to mobile ad-hoc networks (MANETs) in the area of Ambient Intelligence (AmI), especially with the increasing use of delay and bandwidth sensitive applications. The focus of this survey lies on the classification and analysis of selected QoS routing protocols in the domain of mobile ad-hoc networks. Each protocol is briefly described and assessed, and the results are summarized in multiple tables.
The objective of this paper is to bridge the gap between location theory and practice. To meet this objective focus is given to the development of software capable of addressing the different needs of a wide group of users. There is a very active community on location theory encompassing many research fields such as operations research, computer science, mathematics, engineering, geography, economics and marketing. As a result, people working on facility location problems have a very diverse background and also different needs regarding the software to solve these problems. For those interested in non-commercial applications (e. g. students and researchers), the library of location algorithms (LoLA can be of considerable assistance. LoLA contains a collection of efficient algorithms for solving planar, network and discrete facility location problems. In this paper, a detailed description of the functionality of LoLA is presented. In the fields of geography and marketing, for instance, solving facility location problems requires using large amounts of demographic data. Hence, members of these groups (e. g. urban planners and sales managers) often work with geographical information too s. To address the specific needs of these users, LoLA was inked to a geographical information system (GIS) and the details of the combined functionality are described in the paper. Finally, there is a wide group of practitioners who need to solve large problems and require special purpose software with a good data interface. Many of such users can be found, for example, in the area of supply chain management (SCM). Logistics activities involved in strategic SCM include, among others, facility location planning. In this paper, the development of a commercial location software tool is also described. The too is embedded in the Advanced Planner and Optimizer SCM software developed by SAP AG, Walldorf, Germany. The paper ends with some conclusions and an outlook to future activities.
We propose a constraint-based approach for the two-dimensional rectangular packing problem with orthogonal orientations. This problem is to arrange a set of rectangles that can be rotated by 90 degrees into a rectangle of minimal size such that no two rectangles overlap. It arises in the placement of electronic devices during the layout of 2.5D System-in-Package integrated electronic systems. Moffitt et al. [8] solve the packing without orientations with a branch and bound approach and use constraint propagation. We generalize their propagation techniques to allow orientations. Our approach is compared to a mixed-integer program and we provide results that outperform it.
In this paper we develop a network location model that combines the characteristics of ordered median and gradual cover models resulting in the Ordered Gradual Covering Location Problem (OGCLP). The Gradual Cover Location Problem (GCLP) was specifically designed to extend the basic cover objective to capture sensitivity with respect to absolute travel distance. Ordered Median Location problems are a generalization of most of the classical locations problems like p-median or p-center problems. They can be modeled by using so-called ordered median functions. These functions multiply a weight to the cost of fulfilling the demand of a customer which depends on the position of that cost relative to the costs of fulfilling the demand of the other customers. We derive Finite Dominating Sets (FDS) for the one facility case of the OGCLP. Moreover, we present efficient algorithms for determining the FDS and also discuss the conditional case where a certain number of facilities are already assumed to exist and one new facility is to be added. For the multi-facility case we are able to identify a finite set of potential facility locations a priori, which essentially converts the network location model into its discrete counterpart. For the multi-facility discrete OGCLP we discuss several Integer Programming formulations and give computational results.
The Train Marshalling Problem consists of rearranging an incoming train in a marshalling yard in such a way that cars with the same destinations appear consecutively in the final train and the number of needed sorting tracks is minimized. Besides an initial roll-in operation, just one pull-out operation is allowed. This problem was introduced by Dahlhaus et al. who also showed that the problem is NP-complete. In this paper, we provide a new lower bound on the optimal objective value by partitioning an appropriate interval graph. Furthermore, we consider the corresponding online problem, for which we provide upper and lower bounds on the competitiveness and a corresponding optimal deterministic online algorithm. We provide an experimental evaluation of our lower bound and algorithm which shows the practical tightness of the results.
In the generalized max flow problem, the aim is to find a maximum flow in a generalized network, i.e., a network with multipliers on the arcs that specify which portion of the flow entering an arc at its tail node reaches its head node. We consider this problem for the class of series-parallel graphs. First, we study the continuous case of the problem and prove that it can be solved using a greedy approach. Based on this result, we present a combinatorial algorithm that runs in O(m*m) time and a dynamic programming algorithm with running time O(m*log(m)) that only computes the maximum flow value but not the flow itself. For the integral version of the problem, which is known to be NP-complete, we present a pseudo-polynomial algorithm.
Guaranteeing correctness of compilation is a ma jor precondition for correct software. Code generation can be one of the most error-prone tasks in a compiler. One way to achieve trusted compilation is certifying compilation. A certifying compiler generates for each run a proof that it has performed the compilation run correctly. The proof is checked in a separate theorem prover. If the theorem prover is content with the proof, one can be sure that the compiler produced correct code. This paper presents a certifying code generation phase for a compiler translating an intermediate language into assembler code. The time spent for checking the proofs is the bottleneck of certifying compilation. We exhibit an improved framework for certifying compilation and considerable advances to overcome this bottleneck. We compare our implementation featuring the Coq theorem prover to an older implementation. Our current implementation is feasible for medium to large sized programs.
Abstraction is intensively used in the verification of large, complex or infinite-state systems. With abstractions getting more complex it is often difficult to see whether they are valid. However, for using abstraction in model checking it has to be ensured that properties are preserved. In this paper, we use a translation validation approach to verify property preservation of system abstractions. We formulate a correctness criterion based on simulation between concrete and abstract system for a property to be verified. For each distinct run of the abstraction procedure the correctness is verified in the theorem prover Isabelle/HOL. This technique is applied in the verification of embedded adaptive systems. This paper is an extended version a previously published work.
Many applications dealing with geometry acquisition and processing produce polygonal meshes that carry artifacts like discretization noise. While there are many approaches to remove the artifacts by smoothing or filtering the mesh, they are not tailored to any specific application subject to·certain restrictive objectives. We show how to incorporate smoothing schemes based on the general Laplacian approximation to satsify all those objectives at
the same time for the results of flow simulation in the application field of car manufacturing. In the presented application setting the major restrictions come from the bounding volume of the flow simulation, the so-called installation space. In particular, clean mesh regions (without noise) should not be smoothed while at the same time the installation space must not be violated by the smoothing of the noisy mesh regions. Additionally, aliasing effects at the boundary between clean and noisy mesh regions must be prevented. To address the fact that the meshes come from flow simulation, the presented method is versatile enough to preserve their exact volume and to apply anisotropic filters using the flow information.
Although the paper focuses on the results of a specific application, most of its findings can be transferred to different settings as well.
The Discrete Ordered Median Problem (DOMP) generalizes classical discrete location problems, such as the N-median, N-center and Uncapacitated Facility Location problems. It was introduced by Nickel [16], who formulated it as both a nonlinear and a linear integer program. We propose an alternative integer linear programming formulation for the DOMP, discuss relationships between both integer linear programming formulations, and show how properties of optimal solutions can be used to strengthen these formulations. Moreover, we present a specific branch and bound procedure to solve the DOMP more efficiently. We test the integer linear programming formulations and this branch and bound method computationally on randomly generated test problems.
In this paper, a stochastic model [5] for the turbulent fiber laydown in the industrial production of nonwoven materials is extended by including a moving conveyor belt. In the hydrodynamic limit corresponding to large noise values, the transient and stationary joint probability distributions are determined using the method of multiple scales and the Chapman-Enskog method. Moreover, exponential convergence towards the stationary solution is proven for the reduced problem. For special choices of the industrial parameters, the stochastic limit process is an Ornstein{Uhlenbeck. It is a good approximation of the fiber motion even for moderate noise values. Moreover, as shown by Monte{Carlo simulations, the limiting process can be used to assess the quality of nonwoven materials in the industrial application by determining distributions of functionals of the process.
Radiation therapy planning is always a tight rope walk between dangerous insufficient dose in the target volume and life threatening overdosing of organs at risk. Finding ideal balances between these inherently contradictory goals challenges dosimetrists and physicians in their daily practice. Today’s planning systems are typically based on a single evaluation function that measures the quality of a radiation treatment plan. Unfortunately, such a one dimensional approach cannot satisfactorily map the different backgrounds of physicians and the patient dependent necessities. So, too often a time consuming iteration process between evaluation of dose distribution and redefinition of the evaluation function is needed. In this paper we propose a generic multi-criteria approach based on Pareto’s solution concept. For each entity of interest - target volume or organ at risk a structure dependent evaluation function is defined measuring deviations from ideal doses that are calculated from statistical functions. A reasonable bunch of clinically meaningful Pareto optimal solutions are stored in a data base, which can be interactively searched by physicians. The system guarantees dynamical planning as well as the discussion of tradeoffs between different entities. Mathematically, we model the upcoming inverse problem as a multi-criteria linear programming problem. Because of the large scale nature of the problem it is not possible to solve the problem in a 3D-setting without adaptive reduction by appropriate approximation schemes. Our approach is twofold: First, the discretization of the continuous problem is based on an adaptive hierarchical clustering process which is used for a local refinement of constraints during the optimization procedure. Second, the set of Pareto optimal solutions is approximated by an adaptive grid of representatives that are found by a hybrid process of calculating extreme compromises and interpolation methods.
The quality of freeform surfaces is one of the major topics of CAD/CAM. Aesthetic and technical demands require the construction of high quality surfaces with strong shape conditions. Quality diminishing properties like dents or flat points have to be eliminated while approximation conditions must hold at the same time. Our approach combines quality and approximation criteria to a nonlinear multicriteria optimization problem and achieves an automatic approximation and fitting process.
This report gives an overview of the separate translation of synchronous imperative programs to synchronous guarded actions. In particular, we consider problems to be solved for separate compilation that stem from preemption statements and local variable declarations. We explain how we solved these problems and sketch our solutions implemented in the our Averest framework to implement a compiler that allows a separate compilation of imperative synchronous programs with local variables and unrestricted preemption statements. The focus of the report is the big picture of our entire design flow.
SHIM is a concurrent deterministic programming language for embedded systems built on rendezvous communication. It abstracts away many details to give the developer a high-level view that includes virtual shared variables, threads as orthogonal statements, and deterministic concurrent exceptions.
In this paper, we present a new way to compile a SHIM-like language into a set of asynchronous guarded actions, a well-established intermediate representation for concurrent systems. By doing so, we build a bridge to many other tools, including hardware synthesis and formal verification. We present our translation in detail, illustrate it through examples, and show how the result can be used by various other tools.
This work presents a new framework for Gröbner basis computations with Boolean polynomials. Boolean polynomials can be modeled in a rather simple way, with both coefficients and degree per variable lying in {0, 1}. The ring of Boolean polynomials is, however, not a polynomial ring, but rather the quotient ring of the polynomial ring over the field with two elements modulo the field equations x2 = x for each variable x. Therefore, the usual polynomial data structures seem not to be appropriate for fast Gröbner basis computations. We introduce a specialized data structure for Boolean polynomials based on zero-suppressed binary decision diagrams (ZDDs), which is capable of handling these polynomials more efficiently with respect to memory consumption and also computational speed. Furthermore, we concentrate on high-level algorithmic aspects, taking into account the new data structures as well as structural properties of Boolean polynomials. For example, a new useless-pair criterion for Gröbner basis computations in Boolean rings is introduced. One of the motivations for our work is the growing importance of formal hardware and software verification based on Boolean expressions, which suffer – besides from the complexity of the problems – from the lack of an adequate treatment of arithmetic components. We are convinced that algebraic methods are more suited and we believe that our preliminary implementation shows that Gröbner bases on specific data structures can be capable to handle problems of industrial size.
We introduce the concept of streamballs for fluid flow visualization. Streamballs are based upon implicit surface generation techniques adopted from the well-known metaballs. Their property to split or merge automatically in areas of significant divergence or convergence makes them an ideal tool for the visualization of arbitrary complex flow fields. Using convolution surfaces generated by continuous skeletons for streamball construction offers the possibility to visualize even tensor fields.
Im Bereich des Software Engineering werden komplexe Software-Entwicklungsprojekte betrachtet. Im Rahmen dieser Projekte werden große Mengen von Informationen bearbeitet. Diese Informationen werden in Software-Artefakten (z.B. in Projektplänen oder Entwicklungsdokumenten, wie Anforderungsbeschreibungen)
festgehalten. Die Artefakte werden während der Entwicklung und der Wartung eines Softwaresystems häufig geändert. Änderungen einer Information in einem Artefakt haben häufig Änderungen
im selben und in anderen Artefakten zur Folge, da Beziehungen innerhalb und zwischen den in den Artefakten festgehaltenen Informationen bestehen. Die Beziehungen liegen meist nicht explizit vor, so daß die Konsequenzen einer Änderung schwer zu überblicken sind. In dieser Arbeit wurde ein Verfolgbarkeitsansatz ausgewählt, der den Benutzer bei der Durchführung von Änderungen an Artefakten unterstützt. Unterstützung bedeutet hierbei, daß der Aufwand zur Durchführung einer Änderung reduziert wird und weniger Fehler bei der Durchführung gemacht werden.
In der Arbeit wurden Anforderungen an einen auszuwählenden Verfolgbarkeitsansatz gestellt. Eine Anforderung war, daß er auf verschiedene Bereiche des Software Engineering, wie z.B. Systementwurf oder Meßplanung, mit jeweils sehr unterschiedlichen Artefakten, anwendbar sein sollte. Die durchgeführte
Literaturrecherche und die anschließende Bewertung anhand der gestellten Anforderungen ergaben, daß das Prinzip der Metamodellierung in Verbindung mit Wissensbankverwaltungssystemen ein geeigneter Verfolgbarkeitsansatz ist. Eine Evaluation, die sich auf Fallstudien aus den Bereichen
"Objektorientierter Entwurf mit UML" und "Meßplanung mit GQM" bezog, ergab, daß das Wissensbankverwaltungssystem
ConceptBase, das auf der Wissensrepräsentationssprache 0-Telos basiert, ein geeignetes Werkzeug zur Unterstützung des Verfolgbarkeitsansatzes ist.
Optimal degree reductions, i.e. best approximations of \(n\)-th degree Bezier curves
by Bezier curves of degree \(n\) - 1, with respect to different norms are studied. It
is shown that for any \(L_p\)-norm the euclidean degree reduction where the norm is applied to the euclidean distance function of two curves is identical to componentwise degree reduction. The Bezier points of the degree reductions are found to lie on parallel lines through the Bezier points of any Taylor expansion of degree \(n\) - 1 of the original curve. This geometric situation is shown to hold also in the case of constrained degree reduction. The Bezier points of the degree reduction are explicitly given in the unconstrained case for \(p\) = 1 and \(p\) = 2 and in the constrained case for \(p\) = 2.
The problem to interpolate Hermite-type data (i.e. two points with attached tangent vectors) with elastic curves of prescribed tension is known to have multiple solutions. A method is presented that finds all solutions of length not exceeding one period of its curvature function. The algorithm is based on algebraic relations between discrete curvature information which allow to transform the problem into a univariate one. The method operates with curves that by construction partially interpolate the given data. Hereby the objective function of the problem is drastically simplified. A bound on the maximum curvature value is established that provides an interval containing all solutions.
The paper deals with parallel-machine and open-shop scheduling problems with preemptions and arbitrary nondecreasing objective function. An approach to describe
the solution region for these problems and to reduce them to minimization problems on polytopes is proposed. Properties of the solution regions for certain problems are investigated. lt is proved that open-shop problems with unit processing times are equivalent to certain parallel-machine problems, where preemption is allowed at arbitrary time. A polynomial algorithm is presented transforming a schedule of one type into a schedule of the other type.
Experience gathered from applying the software process modeling language MVP-L in software development organizations has shown the need for graphical representations of process models. Project members (i.e„ non MVP-L specialists) review models much more easily by using graphical representations. Although several various graphical notations were developed for individual projects in which MVP-L was applied, there was previously no consistent definition of a mapping between textual MVP-L models and graphical representations. This report defines a graphical representation schema for MVP-L
descriptions and combines previous results in a unified form. A basic set of building blocks (i.e., graphical symbols and text fragments) is defined, but because we must first gain experience with the new symbols, only rudimentary guidelines are given for composing basic
symbols into a graphical representation of a model.
Intellectual control over software development projects requires the existence of an integrated set of explicit models of the products to be developed, the processes used to develop them, the resources needed, and the productivity and quality aspects involved. In recent years the development of languages, methods and tools for modeling software processes, analyzing and enacting them has become a major emphasis of software engineering research. The majority of current process research concentrates on prescriptive modeling of small, completely formalizable processes and their execution entirely on computers. This research direction has produced process modeling languages suitable for machine rather than human consumption. The MVP project, launched at the University of Maryland and continued at Universität Kaiserslautern, emphasizes building descriptive models of large, real-world processes and their use by humans and computers for the purpose of understanding, analyzing, guiding and improving software development projects. The language MVP-L has been developed with these purposes in mind. In this paper, we
motivate the need for MVP-L, introduce the prototype language, and demonstrate its uses. We assume that further improvements to our language will be triggered by lessons learned from applications and experiments.
In this work we extend the multiscale finite element method (MsFEM)
as formulated by Hou and Wu in [14] to the PDE system of linear elasticity.
The application, motivated from the multiscale analysis of highly heterogeneous
composite materials, is twofold. Resolving the heterogeneities on
the finest scale, we utilize the linear MsFEM basis for the construction of
robust coarse spaces in the context of two-level overlapping Domain Decomposition
preconditioners. We motivate and explain the construction
and present numerical results validating the approach. Under the assumption
that the material jumps are isolated, that is they occur only in the
interior of the coarse grid elements, our experiments show uniform convergence
rates independent of the contrast in the Young's modulus within the
heterogeneous material. Elsewise, if no restrictions on the position of the
high coefficient inclusions are imposed, robustness can not be guaranteed
any more. These results justify expectations to obtain coefficient-explicit
condition number bounds for the PDE system of linear elasticity similar to
existing ones for scalar elliptic PDEs as given in the work of Graham, Lechner
and Scheichl [12]. Furthermore, we numerically observe the properties
of the MsFEM coarse space for linear elasticity in an upscaling framework.
Therefore, we present experimental results showing the approximation errors
of the multiscale coarse space w.r.t. the fine-scale solution.
This publication tries to develop mathematical subjects for school from realistic problems. The center of this report are business planning and decision problems which occur in almost all companies. The main topics are: Calculation of raw material demand for given orders, consumption of existing stock and the lot sizing.
A mediados del año 1997 la publicación de los denominados TIMMS-Estudios (Third International Mathematics and Science Study) causó un importante impacto en el público alemán. El motivo de esto fue el rendimiento escolar conseguido en la rama de matemáticas y ciencias naturales del octavo curso, el cual estaba situado en un campo internacional, donde particularmente en el ámbito matemático el conjunto de los estados del norte-, oeste-, y del este de Europa que forman parte del TIMSS - sin mencionar a la mayoría de los paises asiáticos - habían conseguido claramente mejores rendimiento. En definitiva mostraban un peor rendimiento los escolares alemanes con respecto a los paises vecinos y con los ....
Im Sommersemester 2008 führte die AG Optimierung, FB Mathematik zusammen mit dem FB Chemie und dem FB Pädagogik ein interdisziplinäres Seminar zur „Fachdidaktik Chemie und Mathematik“ durch. Durch dieses integrative Lehrveranstaltungskonzept sollte die Nachhaltigkeit der Ausbildung gestärkt und die Verknüpfung von Allgemeiner Didaktik mit der Fachdidaktik sowie zwischen verschiedenen Fachbereichen gefördert werden. In dieser speziellen Veranstaltung erarbeiteten sich die Teilnehmer Inhalte in der Schnittmenge von Chemie und Mathematik, nämlich Kristallgeometrie, Analysis und Titration sowie Graphentheorie und Trennverfahren. Ihre Erkenntnisse wurden im Rahmen von Seminarvorträgen präsentiert und ausgearbeitet. Im folgenden Report befinden sich die Ausarbeitungen, welche Lernziele und Kompetenzen, Sach-, Methodische und Didaktische Analysen sowie Unterrichtsentwürfe umfassen.
For the numerical simulation of a mechanical multibody system (MBS), dynamical loads are needed as input data, such as a road profile. With given input quantities, the equations of motion of the system can be integrated. Output quantities for further investigations are calculated from the integration results. In this paper, we consider the corresponding inverse problem: We assume, that a dynamical system and some reference output signals are given. The general task is to derive an input signal, such that the system simulation produces the desired reference output. We present the state-of-the-art method in industrial applications, the iterative learning control method (ILC) and give an application example from automotive industry. Then, we discuss three alternative methods based on optimal control theory for differential algebraic equations (DAEs) and give an overview of their general scheme.
Optimal control methods for the calculation of invariant excitation signals for multibody systems
(2010)
Input signals are needed for the numerical simulation of vehicle multibody systems. With these input data, the equations of motion can be integrated numerically and some output quantities can be calculated from the simulation results. In this work we consider the corresponding inverse problem: We assume that some reference output signals are available, typically gained by measurement and focus on the task to derive the input signals that produce the desired reference output in a suitable sense. If the input data is invariant, i.e., independent of the specific system, it can be transferred and used to excite other system variants. This problem can be formulated as optimal control problem. We discuss solution approaches from optimal control theory, their applicability to this special problem class and give some simulation results.
Input loads are essential for the numerical simulation of vehicle multibody system
(MBS)- models. Such load data is called invariant, if it is independent of the specific system under consideration. A digital road profile, e.g., can be used to excite MBS models of different
vehicle variants. However, quantities efficiently obtained by measurement such as wheel forces
are typically not invariant in this sense. This leads to the general task to derive invariant loads
on the basis of measurable, but system-dependent quantities. We present an approach to derive
input data for full-vehicle simulation that can be used to simulate different variants of a vehicle
MBS model. An important ingredient of this input data is a virtual road profile computed by optimal control methods.
The provision of network Quality-of-Service (network QoS) in wireless (ad-hoc) networks is a major challenge in the development of future communication systems. Before designing and implementing these systems, the network QoS requirements are to be specified. Existing approaches to the specification of network QoS requirements are mainly focused on specific domains or individual system layers. In this paper, we present a holistic, comprehensive formalization of network QoS requirements, across layers. QoS requirements are specified on each layer by defining QoS domain, consisting of QoS performance, reliability, and guarantee, and QoS scalability, with utility and cost functions. Furthermore, we derive preorders on multi-dimensional QoS domains, and present criteria to reduce these domains, leading to a manageable subset of QoS values that is sufficient for system design and implementation. We illustrate our approach by examples from the case study Wireless Video Transmission.
The provision of network Quality-of-Service (network QoS) in wireless (ad-hoc) networks is a major challenge in the development of future communication systems. Before designing and implementing these systems, the network QoS requirements are to be specified. Since QoS functionalities are integrated across layers and hence QoS specifications exist on different system layers, a QoS mapping technique is needed to translate the specifications into each other. In this paper, we formalize the relationship between layers. Based on a comprehensive and holistic formalization of network QoS requirements, we define two kinds of QoS mappings. QoS domain mappings associate QoS domains of two abstraction levels. QoS scalability mappings associate utility and cost functions of two abstraction levels. We illustrate our approach by examples from the case study Wireless Video Transmission.
The performance of oil filters used in the automotive industry can be significantly improved, especially when computer simulation is an essential component of the design process. In this paper, we consider parallel numerical algorithms for solving mathematical models describing the process of filtration, filtering out solid particles from liquid oil. The Navier-Stokes-Brinkmann system of equations is used to describe the laminar flow of incompressible isothermal oil. The space discretization in the complicated filter geometry is based on the finite-volume method. Special care is taken for an accurate approximation of velocity and pressure on the interface between the fluid and the porous media. The time discretization used here is a proper modification of the fractional time step discretization (cf. Chorin scheme) of the Navier-Stokes equations, where the Brinkmann term is considered at both, prediction and correction substeps. A data decomposition method is used to develop a parallel algorithm, where the domain is distributed among processors by using a structured reference grid. The MPI library is used to implement the data communication part of the algorithm. A theoretical model is proposed for the estimation of the complexity of the given parallel algorithm and a scalability analysis is done on the basis of this model. Results of computational experiments are presented, and the accuracy and efficiency of the parallel algorithm is tested on real industrial geometries.
In this paper we consider numerical algorithms for solving a system of nonlinear PDEs arising in modeling of liquid polymer injection. We investigate the particular case when a porous preform is located within the mould, so that the liquid polymer flows through a porous medium during the filling stage. The nonlinearity of the governing system of PDEs is due to the non-Newtonian behavior of the polymer, as well as due to the moving free boundary. The latter is related to the penetration front and a Stefan type problem is formulated to account for it. A finite-volume method is used to approximate the given differential problem. Results of numerical experiments are presented. We also solve an inverse problem and present algorithms for the determination of the absolute preform permeability coefficient in the case when the velocity of the penetration front is known from measurements. In both cases (direct and inverse problems) we emphasize on the specifics related to the non-Newtonian behavior of the polymer. For completeness, we discuss also the Newtonian case. Results of some experimental measurements are presented and discussed.
The capacitated single-allocation hub location problem revisited: A note on a classical formulation
(2009)
Denote by G = (N;A) a complete graph where N is the set of nodes and A is the set of edges. Assume that a °ow wij should be sent from each node i to each node j (i; j 2 N). One possibility is to send these °ows directly between the corresponding pairs of nodes. However, in practice this is often neither e±cient nor costly attractive because it would imply that a link was built between each pair of nodes. An alternative is to select some nodes to become hubs and use them as consolidation and redistribution points that altogether process more e±ciently the flow in the network. Accordingly, hubs are nodes in the graph that receive tra±c (mail, phone calls, passengers, etc) from di®erent origins (nodes) and redirect this tra±c directly to the destination nodes (when a link exists) or else to other hubs. The concentration of tra±c in the hubs and its shipment to other hubs lead to a natural decrease in the overall cost due to economies of scale.
In this paper, an extension to the classical capacitated single-allocation hub location problem is studied in which the size of the hubs is part of the decision making process. For each potential hub a set of capacities is assumed to be available among which one can be chosen. Several formulations are proposed for the problem, which are compared in terms of the bound provided by the linear programming relaxation. Di®erent sets of inequalities are proposed to enhance the models. Several preprocessing tests are also presented with the goal of reducing the size of the models for each particular instance. The results of the computational experiments performed using the proposed models are reported.
Das Smart Grid, „intelligentes Stromnetz“, ist eines der Themen, welche von der Politik und natürlich auch der Stromwirtschaft immer wieder in den Vordergrund gestellt werden. Das Potential der erneuerbaren Energien reicht aus, um Deutschland und Europa zuverlässig mit Strom zu versorgen. Der Umbau der Stromnetze ist dabei von zentraler Bedeutung und bedarf einer Anstrengung der gesamten Gesellschaft. Leider kommt dabei der Stromkunde zu kurz — die Bedürfnisse von Stromkunden werden weitgehend ignoriert und der Datenschutz wird oft ausser acht gelassen. Aber auch kleinere Stadtwerke haben mit dieser Entwicklung Probleme: Aufgrund politischer Vorgaben müssen sie zum Beispiel Smart Meter einführen, obwohl ihnen dadurch Kosten entstehen, die sie nicht direkt auf den Kunden umlegen können. Die Bereitschaft der Kunden, für ein Smart Grid mehr Geld zu bezahlen, ist wohl kaum vorhanden. Gleichzeitig ist es aber notwendig, die bestehenden Stromnetze zu flexibilisieren und auf einen weiter steigenden Anteil von erneuerbaren Energiequellen vorzubereiten
Der vorliegende Bericht stellt die Ergebnisse der Umfrage Sicherheit in Kaiserslautern 2021 vor, die im November/Dezember 2021 durchgeführt wurde. Es wurden 3100 zufällig ausgewählte Bürger*innen Kaiserslauterns mittels einer Papierfragebogens als Hauptmodus befragt. Die Rücklaufquote war 37,9% (AAPOR RR3). Die Studie wurde von der Stadt Kaiserslautern in Zusammenarbeit mit der Polizei Westpfalz in Auftrag gegeben und vom Innenministerium Rheinland-Pfalz gefördert. Sie wurde im Rahmen eines Lehrforschungsprojekts im Studiengang Integrative Sozialwissenschaft durchgeführt. Die Ergebnisse zeichnen ein detailliertes Bild des Sicherheitsgefühls und der Kriminalitätsfurcht der Kaiserslauterner Bevölkerung. Als weiterer Schwerpunkt der Studie wurde die Wahrnehmung von und die Belastung durch incivilities erhoben.
Die Ergebnisse zeigen, dass sich ein großer Anteil der Bürger*innen sich (sehr) unsicher fühlen. Der Bericht zeigt eine räumliche Ungleichheit im Sicherheitsgefühl in Kaiserslautern, die sich nicht auf eine Unterscheidung zwischen Innenstadt- und Ortsbezirke reduzieren lässt. Es haben sich einige konkrete Orte ergeben, an denen sich viele Bürger*innen (sehr) unsicher fühlen: Dabei ist insbesondere generell die Innenstadt abends zu nennen, und dort auch insbesondere die Gegend um das Rathaus und das Pfalztheater, die Mall und den Hauptbahnhof. Die Studie hat aber auch gezeigt, dass die Bemühungen um das Sicherheitsgefühl nicht an diesen Orten enden sollte, da sich beispielsweise auch ein recht hoher Anteil der Bürger*innen im Stadtpark unsicher fühlt. Frauen sind mehr von Kriminalitätsfurcht und einem niedrigen Sicherheitsgefühl betroffen als Männer. Das Alltagsverhalten von Frauen ist demnach auch wesentlich häufiger geprägt von Vermeidungsverhalten als das von Männern. Bei der Auswertung nach Altersgruppen fällt vor allem auf, dass sich die älteren Bürger*innen in der Innenstadt abends weniger sicher fühlen als die jüngeren Gruppen. Diese Unterschiede sind allerdings weniger prägnant, wenn einzelne Orte beleuchtet werden. Die Auswertung der incivilities zeigt, dass Hundekot und Abfall die Menschen belasten. Auffällig sind ebenfalls zu schnell fahrende Autofahrer*innen und abgestellte E-Scooter. Bei den sozialen incivilities fällt auf, dass hier vor allem bestimmte Innenstadtbezirke betroffen sind. Bei dem vorliegenden Bericht handelt es sich um eine rein deskriptive Auswertung der geschlossenen Fragen.
User interfaces for large distributed applications have to handle specific problems: the complexity of the application itself and the integration of online-data into the user interface. A main task of the user interface architecture is to provide powerful tools to design and augment the end-user system easily, hence giving the designer more time to focus on user requirements. Our experiences developing a user interface system for a process control room showed that a lot of time during the development process is wasted for the integration of online-data residing anywhere but not in the user interface itself. Furtheron external data may be kept by different kinds of programs, e.g. C-programs running
a numerical process model or PROLOG-programs running a diagnosis system, both in parallel to the process and in parallel to the user interface. Facing these specific requirements, we developed a user interface architecture following two main goals: 1. integration of external information into high-level graphical objects and 2. the system should be open for any program running as a separate process using its own problem-oriented language. The architecture is based on two approaches: an asynchronous, distributed and language independent communication model and an object model describing the problem domain and the interface using object-oriented techniques. Other areas like rule-based programming are involved, too. With this paper, we will present the XAVIA user interface architecture, the (as far as we know) first user inteface architecture, which is consequently based on a distributed object model.
Vorliegender Bericht ist eine Studie für einen möglichen Immissionsdatenverbund in Österreich. Die Grundlage dieser ersten Version der Studie sind Gespräche, welche Anfang Januar 1992 im Forschungszentrum Seibersdorf und im Umweltbundesamt in Wien stattfanden. Seit einigen Jahren beschäftigt sich die von mir geleitete Gruppe Umweltinformatik an der Universität Kaiserslautern mit den besonderen Schwierigkeiten bei der Vernetzung und Integration heterogener Systeme, welche darüberhinaus unter unterschiedlichen Vollzugshoheiten stehen können. Wir haben diese Problemstellung bei der Führung verfahrenstechnischer Anlagen weitestgehend gelöst und beschäftigen uns, zum Teil in Zusammenarbeit mit Kollegen aus anderen Institutionen, nun hauptsächlich mit der Umsetzung dieser Lösungen in verteilten Systemen im Umweltschutz. Unsere derzeitigen Arbeiten haben zum Ziel, möglichst allgemeine Ansätze für die Integration in verteilten, offenen Umweltinformationssystemen (UIS) zu entwickeln. Dabei sind wir uns darüber bewußt, daß diese allgemeinen Ansätze nur aus den konkreten Gegebenheiten, Zielen und Vorstellungen abgeleitet werden können. Diese Studie soll zwei Dinge bezwecken: einerseits will ich versuchen, den Blick dafür zu öffnen, wie ein Immissionsdatenverbund aussehen könnte, welcher allen Betreibern eine hohe Funktionalität und großen Komfort bietet. Es soll auch diskutiert werden, welcher technischer und organisatorischer Aufwand unter Verwendung welcher Konzepte entsteht. Auch wenn man sich in naher Zukunft nicht dazu entschließen sollte, die von mir vorgeschlagenen oder ähnliche Wege zu gehen, so könnte man doch bei der Realisierung auf
niedrigerem funktionalen Niveau zukünftige Möglichkeiten schon heute berücksichtigen und damit zukünftige Entwicklungen begünstigen. Ich hoffe, daß die Leser dieser Studie in dieser Hinsicht von meinen Erfahrungen profitieren. Zum zweiten ist diese Studie für meine Arbeitsgruppe ein Einstieg in die konkreten Problemstellungen großer verteilter UIS. Meßnetze sind inhärente Komponenten solcher UIS und weisen aufgrund ihrer technischen Orientierung interessante Merkmale auf. Daher erhoffen wir uns, hier wichtige Erkenntnisse auch für unsere Arbeiten zu gewinnen. Im Prinzip weiß heute noch niemand, wie man einen großen Umweltdatenverbund organisieren könnte. Ein Teil eines solchen Verbundes sind die Meßnetze. Die damit verbundenen Probleme alleine technischer Art sind riesig und es gibt bisher nur wenige Personen, die in der Umweltinformatik sich überhaupt mit diesen Themen beschäftigen. Diese Studie versteht sich daher hochgradig als Diskussionpapier. Jegliche geäußerten Ideen und Konzepte sollen von Lesern kritisch bewertet, notfalls angegriffen und vernichtend geschlagen werden - sofern sie dies verdienen. Diese Diskussion ist notwendig, damit wir überhaupt einmal eine Ahnung davon bekommen, wohin die Umweltinformatik der verteilten Systeme gehen kann.
The scope of this paper is to enhance the model for the own-company stockholder (given in Desmettre, Gould and Szimayer (2010)), who can voluntarily performance-link his personal wealth to his management success by acquiring stocks in the own-company whose value he can directly influence via spending work effort. The executive is thereby characterized by a parameter of risk aversion and the two work effectiveness parameters inverse work productivity and disutility stress. We extend the model to a constant absolute risk aversion framework using an exponential utility/disutility set-up. A closed-form solution is given for the optimal work effort an executive will apply and we derive the optimal investment strategies of the executive. Furthermore, we determine an up-front fair cash compensation applying an indifference utility rationale. Our study shows to a large extent that the results previously obtained are robust under the choice of the utility/disutility set-up.
We develop a framework for analyzing an executive’s own-company stockholding and work effort preferences. The executive, characterized by risk aversion and work effectiveness parameters, invests his personal wealth without constraint in the financial market, including the stock of his own company whose value he can directly influence with work effort. The executive’s utility-maximizing personal investment and work effort strategy is derived in closed-form, and an indifference utility rationale is demonstrated to determine his required compensation. Our results have implications for the practical and theoretical assessment of executive quality and the benefits of performance contracting. Assuming knowledge of the company’s non-systematic risk, our executive’s unconstrained own-company investment identifies his work effectiveness (i.e. quality), and also reflects work effort that establishes a base-level that performance contracting should seek to exceed.
We consider a highly-qualified individual with respect to her choice between two distinct career paths. She can choose between a mid-level management position in a large company and an executive position within a smaller listed company with the possibility to directly affect the company’s share price. She invests in the financial market includ- ing the share of the smaller listed company. The utility maximizing strategy from consumption, investment, and work effort is derived in closed form for logarithmic utility. The power utility case is discussed as well. Conditions for the individual to pursue her career with the smaller listed company are obtained. The participation constraint is formulated in terms of the salary differential between the two posi- tions. The smaller listed company can offer less salary. The salary shortfall is offset by the possibility to benefit from her work effort by acquiring own-company shares. This gives insight into aspects of optimal contract design. Our framework is applicable to the pharma- ceutical and financial industry, and the IT sector.
This document offers a concise introduction to the Goal Question Metric Paradigm (GQM Paradigm), and surveys research on applying and extending the GQM Paradigm. We describe the GQM Paradigm in terms of its basic principles, techniques for structuring GQM-related documents, and methods for performing tasks of planning and implementing a measurement program based on GQM. We also survey prototype software tools that support applying the GQM Paradigm in various ways. An annotated bibliography lists sources that document experience gained while using the GQM Paradigm and offer in-depth information about the GQM Paradigm.
In der industriellen Praxis werden immer häufiger Verbesserungs- und Meßansätze zur Steigerung der Qualität von Software-Produkten und -Projektdurchführungen diskutiert. Dieser Artikel gibt eine Übersicht über potentielle Ansätze zur kontinuierliche Software-Qualitätsverbesserung:
QIP, CMM und AMI. Aus dem Vergleich der Verbesserungsansätze geht hervor, daß u.a. zielorientiertes Messen eine integrale Technologie zur Verbesserung ist. Deshalb wird in diesem Artikel ein Ansatz für zielorientiertes Messen, der GQM-Ansatz, detaillierter diskutiert. Insbesondere wird auf die Anwendung in der Praxis eingegangen, wobei die Erfahrungen aus realen Projekten in Form von Richtlinien vorgestellt werden. Der Artikel will Praktikern einen Einstieg in die Software Qualitätsverbesserung mittels Messen vermittlen.
This report describes the calibration and completion of the volatility cube in the SABR model. The description is based on a project done for Assenagon GmbH in Munich. However, we use fictitious market data which resembles realistic market data. The problem posed by our client is formulated in section 1. Here we also motivate why this is a relevant problem. The SABR model is briefly reviewed in section 2. Section 3 discusses the calibration and completion of the volatility cube. An example is presented in section 4. We conclude by suggesting possible future research in section 5.
In this work we use the Parsimonious Multi–Asset Heston model recently developed in [Dimitroff et al., 2009] at Fraunhofer ITWM, Department Financial Mathematics, Kaiserslautern (Germany) and apply it to Quanto options. We give a summary of the model and its calibration scheme. A suitable transformation of the Quanto option payoff is explained and used to price Quantos within the new framework. Simulated prices are given and compared to market prices and Black–Scholes prices. We find that the new approach underprices the chosen options, but gives better results than the Black–Scholes approach, which is prevailing in the literature on Quanto options.
The World Wide Web is a medium through which a manufacturer may allow Internet visitors to customize or compose his products. Due to missing or rapidly changing standards these applications are often restricted to relatively simple CGI or JAVA based scripts. Usually, results like images or movies are stored in a database and are transferred on demand to the web-user. Viper (Visualisierung parametrisch editierbarer Raumkomponenten) is a Toolkit [VIP96] written in C++ and JAVA which provides 3D-modeling and visualization methodsfor developing complex web-based applications. The Toolkit has been designed to built a prototype, which can be used to construct and visualize prefabricated homes on the Internet. Alternative applications are outlined in this paper. Within Viper, all objects are stored in a scene graph (VSSG ), which is the basic data structure of the Toolkit. To show the concept and structure of the Toolkit, functionality, and implementation of the prototype are described.
We present two heuristic methods for solving the Discrete Ordered Median Problem (DOMP), for which no such approaches have been developed so far. The DOMP generalizes classical discrete facility location problems, such as the p-median, p-center and Uncapacitated Facility Location problems. The first procedure proposed in this paper is based on a genetic algorithm developed by Moreno Vega [MV96] for p-median and p-center problems. Additionally, a second heuristic approach based on the Variable Neighborhood Search metaheuristic (VNS) proposed by Hansen & Mladenovic [HM97] for the p-median problem is described. An extensive numerical study is presented to show the efficiency of both heuristics and compare them.
Selbstorganisation ist eine interessante und vielversprechende Möglichkeit, um die Komplexität verteilter Systeme beherrschbar zu machen. In diesem Beitrag schlagen wir ein leistungsfähiges Rechnersystem auf Basis von rekonfigurierbarer Hardware vor, welches aufgrund seiner Flexibilität in vielen Bereichen eingesetzt werden kann. Es wird die geplante Systemarchitektur und Systemsoftware beschrieben und ein intelligentes, verteiltes Kamerasystem vorgestellt, welches wir als Anwendung mit dem vorgeschlagenen System realisieren wollen, um Selbstorganisation in verteilten Systemen näher zu untersuchen.
Reliable methods for the analysis of tolerance-affected analog circuits are of great importance in nowadays microelectronics. It is impossible to produce circuits with exactly those parameter specifications proposed in the design process. Such component tolerances will always lead to small variations of a circuit’s properties, which may result in unexpected behaviour. If lower and upper bounds to parameter variations can be read off the manufacturing process, interval arithmetic naturally enters the circuit analysis area. This paper focuses on the frequency-response analysis of linear analog circuits, typically consisting of current and voltage sources as well as resistors, capacitances, inductances, and several variants of controlled sources. These kind of circuits are still widely used in analog circuit design as equivalent circuit diagrams for representing in certain application tasks Interval methods have been applied to analog circuits before. But yet this was restricted to circuit equations only, with no interdependencies between the matrix elements. But there also exist formulations of analog circuit equations containing dependent terms. Hence, for an efficient application of interval methods, it is crucial to regard possible dependencies in circuit equations. Part and parcel of this strategy is the handling of fill-in patterns for those parameters related to uncertain components. These patterns are used in linear circuit analysis for efficient equation setup. Such systems can efficiently be solved by successive application of the Sherman-Morrison formula. The approach can also be extended to complex-valued systems from frequency domain analysis of more general linear circuits. Complex values result here from a Laplace transform of frequency-dependent components like capacitances and inductances. In order to apply interval techniques, a real representation of the linear system of equations can be used for separate treatment of real and imaginary part of the variables. In this representation each parameter corresponds to the superposition of two fill-in patterns. Crude bounds – obtained by treating both patterns independently – can be improved by consideration of the correlations to tighter enclosures of the solution. The techniques described above have been implemented as an extension to the toolbox Analog Insydes, an add-on package to the computer algebra system Mathematica for modeling, analysis, and design of analog circuits.
In this paper we propose a general approach solution method for the single facility ordered median problem in the plane. All types of weights (non-negative, non-positive, and mixed) are considered. The big triangle small triangle approach is used for the solution. Rigorous and heuristic algorithms are proposed and extensively tested on eight different problems with excellent results.
Safety and reliability requirements on the one side and short development cycles, low costs and lightweight design on the other side are two competing aspects of truck engineering. For safety critical components essentially no failures can be tolerated within the target mileage of a truck. For other components the goals are to stay below certain predefined failure rates. Reducing weight or cost of structures often also reduces strength and reliability. The requirements on the strength, however, strongly depend on the loads in actual customer usage. Without sufficient knowledge of these loads one needs large safety factors, limiting possible weight or cost reduction potentials. There are a lot of different quantities influencing the loads acting on the vehicle in actual usage. These ‘influencing quantities’ are, for example, the road quality, the driver, traffic conditions, the mission (long haulage, distribution or construction site), and the geographic region. Thus there is a need for statistical methods to model the load distribution with all its variability, which in turn can be used for the derivation of testing specifications.
Im Ausland zu studieren erfordert hohe Anpassungsleistungen kultureller, sozialer und psychischer Art. Viele Untersuchungsbefunde zeigen, dass soziale Unterstützung diesen Anpassungsprozess erleichtern und die Bewältigung psychischer Belastungen mindern kann. In der vorliegenden Studie wurden 96 ausländische und 171 inländische Studierende der Technischen Universität Kaiserslautern danach befragt, welche Art sozialer Unterstützung sie sich wünschen und inwieweit sie die erfahrene Unterstützung als angemessen erachten. Dazu wurden den Teilnehmern in einem Fragebogen drei potentiell belastende Studiensituationen geschildert: der Studienbeginn, Vorbereitung auf Prüfungen und das Erwägen eines Studienfachwechsels oder Studienortwechsels. Für jede dieser drei Situationen beurteilten die Befragten anhand standardisierter Aussagen, (a) welches Bewältigungsverhalten sie in dieser Situation anstrebten, (b) von welchen Personen bzw. Rollenträgern soziale Unterstützung hierfür gewünscht werde und (c) danach, welcher Art diese Unterstützung sein sollte. Die Ergebnisse zeigen, dass die ausländischen Studierenden diese Situationen sehr zielgerichtet und problemorientiert angehen. Sie bevorzugten sach- und studienfachbezogene Unterstützung gegenüber Unterstützung die auf die emotionale Bewältigung kritischer Situationen abzielt oft in stärkerem Maße als inländische Studierende. Dabei wünschen sich die ausländischen Befragten mehr Unterstützung durch Professoren, Assistenten und Fachschaftsangehörige als Hilfe von Freunden, Partnern oder Verwandten. Da ausländischen Studierenden soziale Unterstützung auch durch das Akademischen Auslandsamt zuteil wird, wurde auch erfragt, welche Dienstleistungsangebote des Auslandsamtes den Befragten bekannt sind bzw. welche sie schon einmal in Anspruch genommen haben. Die Ergebnisse erweitern die Grundlage für Entscheidungen über künftige Maßnahmen des Akademischen Auslandsamtes, diese Entscheidungen selbst sind jedoch nicht Bestandteil dieses Untersuchungsberichts.
Vor dem Hintergrund anstehender Reformen der Lehramtsstudiengänge schätzten 233 erfahrene Lehrkräfte die Relevanz psychologischer Themen für das Lehramtsstudium und die Weiterbildung von Lehrerinnen und Lehrern in einer Fragenbogenstudie ein. Die Themensammlung basierte auf dem von der Deutschen Gesellschaft für Psychologie vorgeschlagenen Rahmencurriculum. Die Ergebnisse zeigen eine themenspezifische Variation der Relevanzurteile: So wurde eher handlungsrelevanten Themen wie „Intervention und Beratung“ Vorrang vor vermeintlich theorieorientierten Inhalten, wie „Entwicklungspsychologische Grundlagen“ gegeben. Hierbei zeigten sich schulart- und dienstalterabhängige Urteilsunterschiede. Auch Themen, die die Schule als Organisation betreffen (z. B. Qualitäts¬sicherung) wurden als weniger relevant bewertet. Die Ergebnisse werden hinsichtlich ihrer Implikationen für die Vermittlung psychologischen Wissens in den neuen Lehramtsstudiengängen diskutiert.
We present a unified approach of several boundary conditions for lattice Boltzmann models. Its general framework is a generalization of previously introduced schemes such as the bounce-back rule, linear or quadratic interpolations, etc. The objectives are two fold: first to give theoretical tools to study the existing boundary conditions and their corresponding accuracy; secondly to design formally third- order accurate boundary conditions for general flows. Using these boundary conditions, Couette and Poiseuille flows are exact solution of the lattice Boltzmann models for a Reynolds number Re = 0 (Stokes limit). Numerical comparisons are given for Stokes flows in periodic arrays of spheres and cylinders, linear periodic array of cylinders between moving plates and for Navier-Stokes flows in periodic arrays of cylinders for Re < 200. These results show a significant improvement of the overall accuracy when using the linear interpolations instead of the bounce-back reflection (up to an order of magnitude on the hydrodynamics fields). Further improvement is achieved with the new multi-reflection boundary conditions, reaching a level of accuracy close to the quasi-analytical reference solutions, even for rather modest grid resolutions and few points in the narrowest channels. More important, the pressure and velocity fields in the vicinity of the obstacles are much smoother with multi-reflection than with the other boundary conditions. Finally the good stability of these schemes is highlighted by some simulations of moving obstacles: a cylinder between flat walls and a sphere in a cylinder.
Flow of non-Newtonian fluid in saturated porous media can be described by the continuity equation and the generalized Darcy law. Efficient solution of the resulting second order nonlinear elliptic equation is discussed here. The equation is discretized by a finite volume method on a cell-centered grid. Local adaptive refinement of the grid is introduced in order to reduce the number of unknowns. A special implementation approach is used, which allows us to perform unstructured local refinement in conjunction with the finite volume discretization. Two residual based error indicators are exploited in the adaptive refinement criterion. Second order accurate discretization of the fluxes on the interfaces between refined and non-refined subdomains, as well as on the boundaries with Dirichlet boundary condition, are presented here, as an essential part of the accurate and efficient algorithm. A nonlinear full approximation storage multigrid algorithm is developed especially for the above described composite (coarse plus locally refined) grid approach. In particular, second order approximation of the fluxes around interfaces is a result of a quadratic approximation of slave nodes in the multigrid - adaptive refinement (MG-AR) algorithm. Results from numerical solution of various academic and practice-induced problems are presented and the performance of the solver is discussed.
On a Multigrid Adaptive Refinement Solver for Saturated Non-Newtonian Flow in Porous Media A multigrid adaptive refinement algorithm for non-Newtonian flow in porous media is presented. The saturated flow of a non-Newtonian fluid is described by the continuity equation and the generalized Darcy law. The resulting second order nonlinear elliptic equation is discretized by a finite volume method on a cell-centered grid. A nonlinear full-multigrid, full-approximation-storage algorithm is implemented. As a smoother, a single grid solver based on Picard linearization and Gauss-Seidel relaxation is used. Further, a local refinement multigrid algorithm on a composite grid is developed. A residual based error indicator is used in the adaptive refinement criterion. A special implementation approach is used, which allows us to perform unstructured local refinement in conjunction with the finite volume discretization. Several results from numerical experiments are presented in order to examine the performance of the solver.
In this paper, we propose multi-level Monte Carlo(MLMC) methods that use ensemble level mixed multiscale methods in the simulations of multi-phase flow and transport. The main idea of ensemble level multiscale methods is to construct local multiscale basis functions that can be used for any member of the ensemble. We consider two types of ensemble level mixed multiscale finite element methods, (1) the no-local-solve-online ensemble level method (NLSO) and (2) the local-solve-online ensemble level method (LSO). Both mixed multiscale methods use a number of snapshots of the permeability media to generate a multiscale basis.
As a result, in the offline stage, we construct multiple basis functions for
each coarse region where basis functions correspond to different realizations.
In the no-local-solve-online ensemble level method one uses the whole set of pre-computed basis functions to approximate the solution for an arbitrary realization. In the local-solve-online ensemble level method one uses the pre-computed functions to construct a multiscale basis for a particular realization. With this basis the solution corresponding to this
particular realization is approximated in LSO mixed MsFEM. In both approaches
the accuracy of the method is related to the number of snapshots computed based on different realizations that one uses to pre-compute a
multiscale basis. We note that LSO approaches share similarities with reduced basis methods [11, 21, 22].
In multi-level Monte Carlo methods ([14, 13]), more accurate (and expensive) forward simulations are run with fewer samples while less accurate(and inexpensive) forward simulations are run with a larger number of samples. Selecting the number of expensive and inexpensive simulations carefully, one can show that MLMC methods can provide better accuracy
at the same cost as MC methods. In our simulations, our goal is twofold. First, we would like to compare NLSO and LSO mixed MsFEMs. In particular, we show that NLSO
mixed MsFEM is more accurate compared to LSO mixed MsFEM. Further, we use both approaches in the context of MLMC to speed-up MC
calculations. We present basic aspects of the algorithm and numerical
results for coupled flow and transport in heterogeneous porous media.
In this paper we will introduce the concept of lexicographic max-ordering solutions for multicriteria combinatorial optimization problems. Section 1 provides the basic notions of
multicriteria combinatorial optimization and the definition of lexicographic max-ordering solutions. In Section 2 we will show that lexicographic max-ordering solutions are pareto optimal as well as max-ordering optimal solutions. Furthermore lexicographic max-ordering solutions can be used to characterize the set of pareto solutions. Further properties of lexicographic max-ordering solutions are given. Section 3 will be devoted to algorithms. We give a polynomial time algorithm for the two criteria case where one criterion is a sum and one is a bottleneck objective function, provided that the one criterion sum problem is solvable in polynomial time. For bottleneck functions an algorithm for the general case of Q criteria is presented.
In this paper we investigate two optimization problems for matroids with multiple objective functions, namely finding the pareto set and the max-ordering problem which conists in finding a basis such that the largest objective value is minimal. We prove that the decision versions of both problems are NP-complete. A solution procedure for the max-ordering problem is presented and a result on the relation of the solution sets of the two problems is given. The main results are a characterization of pareto bases by a basis exchange property and finally a connectivity result for proper pareto solutions.
La Teoría de localización abarca las posibilidades, para que con la ayuda de modelos matemáticos se busquen localizaciones teniendo en cuenta que los intereses económicos y administrativos sean óptimos. Así por ejemplo se encuentra la mejor localización para el almacén central de una empresa, cuando la suma de los gastos de transporte y de almacenaje sean mínimos y cuando se utilice el almacén óptimo. Si por otro lado, la administración busca la localización de una nueva estación de bomberos o de un hospital, hay que tener en cuenta un importante criterio para la localización óptima y es que la distancia mayor no sobrepase un valor dado.
Dealing with problems from locational planning in schools can enrich the mathematical education. In this report we describe planar locational problems which can be used in mathematical lessons. The problems production of a semiconductor plate, design of a fire brigade building and the warehouse problem are from real-world. The problems are worked out detailed so that the usage for school lessons is possible.
In multiple criteria optimization an important research topic is the topological structure of the set \( X_e \) of efficient solutions. Of major interest is the connectedness of \( X_e \), since it would allow the determination of \( X_e \) without considering non-efficient solutions in the
process. We review general results on the subject,including the connectedness result for efficient solutions in multiple criteria linear programming. This result can be used to derive a definition of connectedness for discrete optimization problems. We present a counterexample to a previously stated result in this area, namely that the set of efficient solutions of the shortest path problem is connected. We will also show that connectedness does not hold for another important problem in discrete multiple criteria optimization: the spanning tree problem.
Das Projekt „Integration findet Stadt – Im Dialog zum Erfolg“ wird von 2017-2019 als eines von zehn Projekten im Rahmen der Nationalen Stadtentwicklungspolitik zum Thema Integration durchgeführt (gefördert vom Bundesministerium für Umwelt, Naturschutz, Bau und Reaktorsicherheit). Das bestehende Integrationskonzept der Stadt Kaiserslautern soll in diesem Kontext weiterentwickelt und an die veränderte Zusammensetzung der Migranten in der Stadt angepasst werden. Mit dem Projekt ist verbunden, auf Quartiersebene Partizipations- und Aktivierungsprozesse anzustoßen und Integrationsbedarfe und die Bereitschaft zum Engagement zu ermitteln. Ziel des Gesamtprojektes in Kaiserslautern ist es, die Vernetzung in den Quartieren zu stärken, um das Zusammenleben einfacher zu gestalten und Unterstützungspotenziale der deutsch wie migrantisch geprägten Bewohnerinnen und Bewohner zu aktivieren. Im Rahmen dieses Projektes hat das Fachgebiet Stadtsoziologie der TU Kaiserslautern eine Teil Studie über das Zusammenleben von Migranten und nicht Migranten in Kaiserslautern angefertigt.
Im ersten Teil der vorliegenden Studie wird eine statistische Bestandsaufnahme nach demografischen und sozial strukturellen Merkmalen der Bevölkerung in den verschiedenen Stadtteilen durchgeführt. Der zweite Teil informiert anhand von Interviews wie die sozialen Netzwerke in den unterschiedlichen Stadtteilen Kaiserslauterns von Zugewanderten und Alteingesessenen wahrgenommen werden. Im dritten Teil werden Ergebnisse einer quantitativen Befragung zum Zusammenleben im Stadtteil, Bewertungen und Vorstellungen sowie Potentiale für Engagement der Bewohner/innen Kaiserslauterns mit und ohne Migrationshintergrund dargestellt. Dieser Mix von quantitativen und qualitativen Methoden dient dazu um Unterschiede zwischen Bevölkerungsgruppen zu erfassen, Netzwerke des Zusammenlebens zu identifizieren und die unterschiedlichen Stärken und Schwächen der Stadtteile deutlich zu machen. Die unterschiedlichen Zugangswege sollen Integrationsbedarfe und –potenziale erkennbar machen um das vielfältige Leben der Stadt aufzuzeichnen.
In Anbetracht der Flüchtlingsbewegungen von 2014 bis 2016 und der damit einhergehenden Folgewirkungen auf die Bundesrepublik Deutschland als Aufnahmeland erhalten Fragen der Integration einen hohen Stellenwert in der aktuellen gesellschaftspolitischen Debatte. Der Begriff der Integration ist im deutschen Diskurs maßgeblich durch den Ansatz von Hartmut Esser geprägt (Esser 1980, 2001). Er unterscheidet vier Dimensionen der Integration: 1. Kulturation (Wissen, Sprache, gesellschaftliche Teilhabe), 2. Platzierung (Rechte, ökonomisches Potential, Zugang zum Bildungssystem, zum Arbeits- und Wohnungsmarkt); 3. Interaktion: kulturelles und soziales Kapital (Teilhabe am gesellschaftlichen und kulturellen Leben) und 4. Identifikation (Bürgersinn). Allerdings ist der Integrationsbegriff umstritten, da er die Aufgabe der Integration einseitig auf Seiten der Zuwandernden sieht und die Aufgaben der Aufnahmegesellschaft in diesem Prozess zu wenig berücksichtigt (Gestring 2014: 82). Der Begriff der Integration vernachlässigt darüber hinaus, dass sich vielfältige kulturelle Prägungen und Identitäten durchaus miteinander verbinden und gemeinsam leben lassen (West 2014: 92 ff.; Gans et al. 2014). Aus diesem Grund wird der Integrationsbegriff in den Migrationswissenschaften vermieden und neutralere Begriffe werden verwendet, wie Transnationalismus, Transmigration, Trans-, Inter- und Multikulturalität (ARL 2016: 2), Vielfalt, Zweiheimischkeit oder allgemein Vergesellschaftung (ARL 2016: 12). In Hinsicht auf soziale Unterschiede macht Vertovec mit dem Begriff der (Super-)Diversität auf die Bedeutung sozialer Ungleichheiten unterschiedlicher Aufenthaltstitel der Migranten aufmerksam, die mit Zukunftsrechten beziehungsweise Exklusion einhergehen (Vertovec 2007).
Jedoch ist der Begriff „Integration“ eingeführt und auch für praktische Anforderungen vor Ort gut handhabbar, vor allem wenn konkrete Verankerungen in den Lebensbereichen Arbeit, Wohnen, Freizeit und Kultur berührt sind. Zugleich sollte betont werden, dass der Integrationsbegriff nicht auf die Zuwandernden alleine fokussiert werden kann, sondern immer auch Integrationsleistungen von den übrigen Bevölkerungsmitgliedern und Akteuren erfordert.
Auf Stadtteilebene, dort wo die Menschen ihren Alltag verbringen, arbeiten Freiwillige und Organisationen zusammen, um die Integration zu erleichtern. Für die ehrenamtlich Tätigen und die Organisationen besteht die Notwendigkeit, die kulturelle Vielfalt in ihrer Arbeit aufzunehmen, die Ansprache und Prozesse entsprechend zu gestalten und dabei die sozialstrukturellen Bedingungen in den jeweiligen Nachbarschaften nicht außer Acht zu lassen (Sprachkenntnisse, Bildungsniveaus, Berufstätigkeit, familiäre Verpflichtungen, Aufenthaltstitel der verschiedenen Migrantengruppen). Die Veränderungen in der Zusammensetzung der zugewanderten Bevölkerung sind daher für die langjährig Beschäftigten vor Ort möglicherweise nicht unmittelbar nachzuvollziehen.
Verschiedene Studien zur Integration auf Quartiersebene zeigen, dass Rheinland-Pfalz ein hohes Niveau des freiwilligen Engagements erreicht hat (Gesemann/Roth 2015: 28). Wie an anderen Orten auch sind Migrantinnen und Migranten jedoch nur unterdurchschnittlich vertreten. Das Anliegen, die Teilnahmemöglichkeiten an der Gesellschaft zu erweitern, hat in den jeweiligen Stadtgebieten ganz unterschiedliche Voraussetzungen nach Aufenthaltstitel, Qualifikation, Alter oder Familiensituation der Bewohnerinnen und Bewohner. Neben Sprach- und Kontaktschwierigkeiten spielt seit der Flüchtlingsbewegung der Aufenthaltsstatus eine besondere Rolle, da er mit großer Unsicherheit bei den Lebensperspektiven und sonstigen Belastungen der Geflüchteten einhergeht (Vertovic 2007; Robert Bosch-Stiftung 2016; Brücker u.a./et al 2016).
Das Anliegen, die Teilnahmemöglichkeiten an der Gesellschaft zu erweitern, hat in den jeweiligen Stadtgebieten ganz unterschiedliche Voraussetzungen nach Aufenthaltstitel, Qualifikation, Alter oder Familiensituation der Bewohnerinnen und Bewohner.
Im Folgenden werden die stadtsozilogischen Erhebungen separat vorgestellt. Im ersten Teil werden die zentralen Indikatoren die das statistische Amt zur Verfügung stellt, so kleinräumig wie möglich vorgestellt. Die zentralen Indikatoren beziehen sich auf die Demografie und die soziale Lage von Migranten/innen und nicht Migranten/innen. Im zweiten Teil wird das Zusammenleben in ausgewählten Quartieren mit hohem Ausländer/innen bzw. Flüchtlingsanteil behandelt. Der dritte Teil beruht auf einer quantitativen Befragung im Rahmen der Interkulturellen Woche im September 2017, die auf Gemeinsamkeiten und Unterschiede der Wahrnehmung von Integration von Zugewanderten und Mehrheitsgesellschaft abzielt.
Simulation of multibody systems (mbs) is an inherent part in developing and design of complex mechanical systems. Moreover, simulation during operation gained in importance in the recent years, e.g. for HIL-, MIL- or monitoring applications. In this paper we discuss the numerical simulation of multibody systems on different platforms. The main section of this paper deals with the simulation of an established truck model [9] on different platforms, one microcontroller and two real-time processor boards. Additional to numerical C-code the latter platforms provide the possibility to build the model with a commercial mbs tool, which is also investigated. A survey of different ways of generating code and equations of mbs models is given and discussed concerning handling, possible limitations as well as performance. The presented benchmarks are processed under terms of on-board real time applications. A further important restriction, caused by the real-time requirement, is a fixed integration step size. Whence, carefully chosen numerical integration algorithms are necessary, especially in the case of closed loops in the model. We investigate linearly-implicit time integration methods with fixed step size, so-called Rosenbrock methods, and compare them with respect to their accuracy and performance on the tested processors.
Best-Fit Pattern Matching
(1994)
This report shows that dispatching of methods in object oriented languages is in principle the same as best fit pattern matching. A general conceptual description of best fit pattern matching is presented. Many object oriented features are modelled by means of the general concept. This shows that simple methods, multi methods, overloading of functions, pattern matching,
dynamic and union types, and extendable records can be combined in a single comprehensive concept.
Selfish Bin Coloring
(2009)
We introduce a new game, the so-called bin coloring game, in which selfish players control colored items and each player aims at packing its item into a bin with as few different colors as possible. We establish the existence of Nash and strong as well as weakly and strictly Pareto optimal equilibria in these games in the cases of capacitated and uncapacitated bins. For both kinds of games we determine the prices of anarchy and stability concerning those four equilibrium concepts. Furthermore, we show that extreme Nash equilibria, those with minimal or maximal number of colors in a bin, can be found in time polynomial in the number of items for the uncapcitated case.
The modelling of hedge funds poses a difficult problem since the available reported data sets are often small and incomplete. We propose a switching regression model for hedge funds, in which the coefficients are able to switch between different regimes. The coefficients are governed by a Markov chain in discrete time. The different states of the Markov chain represent different states of the economy, which influence the performance of the independent variables. Hedge fund indices are chosen as regressors. The parameter estimation for the switching parameter as well as for the switching error term is done through a filtering technique for hidden Markov models developed by Elliott (1994). Recursive parameter estimates are calculated through a filter-based EM-algorithm, which uses the hidden information of the underlying Markov chain. Our switching regression model is applied on hedge fund series and hedge fund indices from the HFR database.
Traditional methods fail for the purpose of simulating the complete flow process in urban areas as a consequence of heavy rainfall and as required by the European Standard EN-752 since the bi-directional coupling between sewer and surface is not properly handled. The methodology, developed in the BMBF/ EUREKA-project RisUrSim, solves this problem by carrying out the runoff on the basis of shallow water equations solved on high-resolution surface grids. Exchange nodes between the sewer and the surface, like inlets and manholes, are located in the computational grid and water leaving the sewer in case of surcharge is further distributed on the surface. So far, it has been a problem to get the dense topographical information needed to build models suitable for hydrodynamic runoff calculation in urban areas. Recent airborne data collection methods like laser scanning, however, offer a great chance to economically gather densely sampled input data. This paper studies the potential of such laser-scan data sets for urban water hydrodynamics.
Finite difference discretizations of 1D poroelasticity equations with discontinuous coefficients are analyzed. A recently suggested FD discretization of poroelasticity equations with constant coefficients on staggered grid, [5], is used as a basis. A careful treatment of the interfaces leads to harmonic averaging of the discontinuous coefficients. Here, convergence for the pressure and for the displacement is proven in certain norms for the scheme with harmonic averaging (HA). Order of convergence 1.5 is proven for arbitrary located interface, and second order convergence is proven for the case when the interface coincides with a grid node. Furthermore, following the ideas from [3], modified HA discretization are suggested for particular cases. The velocity and the stress are approximated with second order on the interface in this case. It is shown that for wide class of problems, the modified discretization provides better accuracy. Second order convergence for modified scheme is proven for the case when the interface coincides with a displacement grid node. Numerical experiments are presented in order to illustrate our considerations.
Two-level domain decomposition preconditioner for 3D flows in anisotropic highly heterogeneous porous media is presented. Accurate finite volume discretization based on multipoint flux approximation (MPFA) for 3D pressure equation is employed to account for the jump discontinuities of full permeability tensors. DD/MG type preconditioner for above mentioned problem is developed. Coarse scale operator is obtained from a homogenization type procedure. The influence of the overlapping as well as the influence of the smoother and cell problem formulation is studied. Results from numerical experiments are presented and discussed.