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In this paper a three dimensional stochastic model for the lay-down of fibers on a moving conveyor belt in the production process of nonwoven materials is derived. The model is based on stochastic diferential equations describing the resulting position of the fiber on the belt under the influence of turbulent air ows. The model presented here is an extension of an existing surrogate model, see [6, 3].
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.
In this work, we analyze two important and simple models of short rates, namely Vasicek and CIR models. The models are described and then the sensitivity of the models with respect to changes in the parameters are studied. Finally, we give the results for the estimation of the model parameters by using two different ways.
Let \(a_1,\dots,a_n\) be independent random points in \(\mathbb{R}^d\) spherically symmetrically but not necessarily identically distributed. Let \(X\) be the random polytope generated as the convex hull of \(a_1,\dots,a_n\) and for any \(k\)-dimensional subspace \(L\subseteq \mathbb{R}^d\) let \(Vol_L(X) :=\lambda_k(L\cap X)\) be the volume of \(X\cap L\) with respect to the \(k\)-dimensional Lebesgue measure \(\lambda_k, k=1,\dots,d\). Furthermore, let \(F^{(i)}\)(t):= \(\bf{Pr}\) \(\)(\(\Vert a_i \|_2\leq t\)),
\(t \in \mathbb{R}^+_0\) , be the radial distribution function of \(a_i\). We prove that the expectation
functional \(\Phi_L\)(\(F^{(1)}, F^{(2)},\dots, F^{(n)})\) := \(E(Vol_L(X)\)) is strictly decreasing in
each argument, i.e. if \(F^{(i)}(t) \le G^{(i)}(t)t\), \(t \in {R}^+_0\), but \(F^{(i)} \not\equiv G^{(i)}\), we show \(\Phi\) \((\dots, F^{(i)}, \dots\)) > \(\Phi(\dots,G^{(i)},\dots\)). The proof is clone in the more general framework
of continuous and \(f\)- additive polytope functionals.
In this article we give a sufficient condition that a simply connected flexible body does not penetrate itself, if it is subjected to a continuous deformation. It is shown that the deformation map is automatically injective, if it is just locally injective and injective on the boundary of the body. Thereby, it is very remarkable that no higher regularity assumption than continuity for the deformation map is required. The proof exclusively relies on homotopy methods and the Jordan-Brouwer separation theorem.
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.
The notion of Q-Gorenstein smoothings has been introduced by Kollar. ([KoJ], 6.2.3). This notion is essential for formulating Kollar's conjectures on smoothing components for rational surface singularities. He conjectures, loosely speaking, that every smoothing of a rational surface singularity can be obtained by blowing down a deformation of a partial resolution, this partial resolution having the property (among others) that the singularities occuring on it all have qG-smoothings. (For more details and precise statements see [Ko], ch. 6.). It is therefore of interest to construct singularities having qG-smoothings.
The direction splitting approach proposed earlier in [6], aiming at the efficient solution of Navier-Stokes equations, is extended and adopted here to solve the Navier-Stokes-Brinkman equations describing incompressible flows in plain and in porous media. The resulting pressure equation is a perturbation of the
incompressibility constrained using a direction-wise factorized operator as proposed in [6]. We prove that this approach is unconditionally stable for the unsteady Navier-Stokes-Brinkman problem. We also provide numerical illustrations of the method's accuracy and efficiency.
A theory of discrete Cosserat rods is formulated in the language of discrete Lagrangian mechanics. By exploiting Kirchho's kinetic analogy, the potential energy density of a rod is a function on the tangent bundle of the conguration manifold and thus formally corresponds to the Lagrangian function of a dynamical system. The equilibrium equations are derived from a variational principle using a formulation that involves null{space matrices. In this formulation, no Lagrange multipliers are necessary to enforce orthonormality of the directors. Noether's theorem relates rst integrals of the equilibrium equations to Lie group actions on the conguration bundle, so{called symmetries. The symmetries relevant for rod mechanics are frame{indierence, isotropy and uniformity. We show that a completely analogous and self{contained theory of discrete rods can be formulated in which the arc{length is a discrete variable ab initio. In this formulation, the potential energy density is dened directly on pairs of points along the arc{length of the rod, in analogy to Veselov's discrete reformulation of Lagrangian mechanics. A discrete version of Noether's theorem then identies exact rst integrals of the discrete equilibrium equations. These exact conservation properties confer the discrete solutions accuracy and robustness, as demonstrated by selected examples of application. Copyright c 2010 John Wiley & Sons, Ltd.
For the last decade, optimization of beam orientations in intensitymodulated radiation therapy (IMRT) has been shown to be successful in improving the treatment plan. Unfortunately, the quality of a set of beam orientations depends heavily on its corresponding beam intensity proles. Usually, a stochastic selector is used for optimizing beam orientation, and then a single objective inverse treatment planning algorithm is used for the optimization of beam intensity proles. The overall time needed to solve the inverse planning for every random selection of beam orientations becomes excessive. Recently, considerable improvement has been made in optimizing beam intensity proles by using multiple objective inverse treatment planning. Such an approach results in a variety of beam intensity proles for every selection of beam orientations, making the dependence between beam orientations and its intensity proles less important. We take advantage of this property to present a dynamic algorithm for beam orientation in IMRT which is based on multicriteria inverse planning. The algorithm approximates beam intensity proles iteratively instead of doing it for every selection of beam orientation, saving a considerable amount of calculation time. Every iteration goes from an N-beam plan to a plan with N + 1 beams. Beam selection criteria are based on a score function that minimizes the deviation from the prescribed dose, in addition to a reject-accept criterion. To illustrate the eciency of the algorithm it has been applied to an articial example where optimality is trivial and to three real clinical cases: a prostate carcinoma, a tumor in the head and neck region and a paraspinal tumor. In comparison to the standard equally spaced beam plans, improvements are reported in all of the three clinical examples, even, in some cases with a fewer number of beams.
Estelle is an internationally standardized formal description technique (FDT) designed for the specification of distributed systems, in particular communication protocols. An Estelle specification describes a system of communicating components (module instances). The specified system is closed in a topological sense, i.e. it has no ability to interact with some environment. Because of this restriction, open systems can only be specified together with and incorporated with an environment. To overcome this restriction, we introduce a compatible extension of Estelle, called "Open Estelle". It allows the specification of (topologically) open systems, i.e. systems that have the ability to communicate with any environment through a well-defined external interface. We define aformal syntax and a formal semantics for Open Estelle, both based on and extending the syntax and semantics of Estelle. The extension is compatible syntactically and semantically, i.e. Estelle is a subset of Open Estelle. In particular, the formal semantics of Open Estelle reduces to the Estelle semantics in the special case of a closed system. Furthermore, we present a tool for the textual integration of open systems into environments specified in Open Estelle, and a compiler for the automatic generation of implementations directly from Open Estelle specifications.
We present a generalization of Proth's theorem for testing certain large integers for primality. The use of Gauß sums leads to a much simpler approach to these primality criteria as compared to the earlier tests. The running time of the algorithms is bounded by a polynomial in the length of the input string. The applicability of our algorithms is linked to certain diophantine approximations of \(l\)-adic roots of unity.
Territory design and districting may be viewed as the problem of grouping small geographic areas into larger geographic clusters called territories in such a way that the latter are acceptable according to relevant planning criteria. The availability of GIS on computers and the growing interest in Geo-Marketing leads to an increasing importance of this area. Despite the wide range of applications for territory design problems, when taking a closer look at the models proposed in the literature, a lot of similarities can be noticed. Indeed, the models are many times very similar and can often be, more or less directly, carried over to other applications. Therefore, our aim is to provide a generic application-independent model and present efficient solution techniques. We introduce a basic model that covers aspects common to most applications. Moreover, we present a method for solving the general model which is based on ideas from the field of computational geometry. Theoretical as well as computational results underlining the efficiency of the new approach will be given. Finally, we show how to extend the model and solution algorithm to make it applicable for a broader range of applications and how to integrate the presented techniques into a GIS.
Abstract. An efficient approach to the numerical upscaling of thermal conductivities of fibrous media, e.g. insulation materials, is considered. First, standard cell problems for a second order elliptic equation are formulated for a proper piece of random fibrous structure, following homogenization theory. Next, a graph formed by the fibers is considered, and a second order elliptic equation with suitable boundary conditions is solved on this graph only. Replacing the boundary value problem for the full cell with an auxiliary problem with special boundary conditions on a connected subdomain of highly conductive material is justified in a previous work of the authors. A discretization on the graph is presented here, and error estimates are provided. The efficient implementation of the algorithm is discussed. A number of numerical experiments is presented in order to illustrate the performance of the proposed method.
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.
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 article, we give an explicit homotopy between the solutions (i.e. stress, strain, displacement) of the quasistatic linear elastic and nonlinear elastoplastic boundary value problem, where we assume a linear kinematic hardening material law. We give error estimates with respect to the homotopy parameter.
A Lattice Boltzmann Method for immiscible multiphase flow simulations using the Level Set Method
(2008)
We consider the lattice Boltzmann method for immiscible multiphase flow simulations. Classical lattice Boltzmann methods for this problem, e.g. the colour gradient method or the free energy approach, can only be applied when density and viscosity ratios are small. Moreover, they use additional fields defined on the whole domain to describe the different phases and model phase separation by special interactions at each node. In contrast, our approach simulates the flow using a single field and separates the fluid phases by a free moving interface. The scheme is based on the lattice Boltzmann method and uses the level set method to compute the evolution of the interface. To couple the fluid phases, we develop new boundary conditions which realise the macroscopic jump conditions at the interface and incorporate surface tension in the lattice Boltzmann framework. Various simulations are presented to validate the numerical scheme, e.g. two-phase channel flows, the Young-Laplace law for a bubble and viscous fingering in a Hele-Shaw cell. The results show that the method is feasible over a wide range of density and viscosity differences.
We present the application of a meshfree method for simulations of interaction between fluids and flexible structures. As a flexible structure we consider a sheet of paper. In a two-dimensional framework this sheet can be modeled as curve by the dynamical Kirchhoff-Love theory. The external forces taken into account are gravitation and the pressure difference between upper and lower surface of the sheet. This pressure difference is computed using the Finite Pointset Method (FPM) for the incompressible Navier-Stokes equations. FPM is a meshfree, Lagrangian particle method. The dynamics of the sheet are computed by a finite difference method. We show the suitability of the meshfree method for simulations of fluid-structure interaction in several applications.
In this article, we consider the problem of planning inspections and other tasks within a software development (SD) project with respect to the objectives quality (no. of defects), project duration, and costs. Based on a discrete-event simulation model of SD processes comprising the phases coding, inspection, test, and rework, we present a simplified formulation of the problem as a multiobjective optimization problem. For solving the problem (i.e. finding an approximation of the efficient set) we develop a multiobjective evolutionary algorithm. Details of the algorithm are discussed as well as results of its application to sample problems.
A method to correct the elastic stress tensor at a fixed point of an elastoplastic body, which is subject to exterior loads, is presented and analysed. In contrast to uniaxial corrections (Neuber or ESED), our method takes multiaxial phenomena like ratchetting or cyclic hardening/softening into account by use of Jiang's model. Our numerical algorithm is designed for the case that the scalar load functions are piecewise linear and can be used in connection with critical plane/multiaxial rainflow methods in high cycle fatigue analysis. In addition, a local existence and uniqueness result of Jiang's equations is given.
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.
This paper disscuses the minimal area rectangular packing problem of how to pack a set of specified, non-overlapping rectangels into a rectangular container of minimal area. We investigate different mathematical programming approaches of this and introduce a novel approach based on non-linear optimization and the \\\"tunneling effect\\\" achieved by a relaxation of the non-overlapping constraints.
The problem discussed in this paper is motivated by the new recycling directiveWEEE of the EC. The core of this law is, that each company which sells electrical or electronic equipment in a European country has the obligation to recollect and recycle an amount of returned items which is proportional to its market share. To assign collection stations to companies, in Germany for one product type a territory design approach is planned. However, in contrast to classical territory design, the territories should be geographically as dispersed as possible to avoid that a company, resp. its logistics provider responsible for the recollection, gains a monopoly in some region. First, we identify an appropriate measure for the dispersion of a territory. Afterwards, we present a first mathematical programming model for this new problem as well as a solution method based on the GRASP methodology. Extensive computational results illustrate the suitability of the model and assess the effectiveness of the heuristic.
This work presents the dynamic capillary pressure model (Hassanizadeh, Gray, 1990, 1993a) adapted for the needs of paper manufacturing process simulations. The dynamic capillary pressure-saturation relation is included in a one-dimensional simulation model for the pressing section of a paper machine. The one-dimensional model is derived from a two-dimensional model by averaging with respect to the vertical direction. Then, the model is discretized by the finite volume method and solved by Newton’s method. The numerical experiments are carried out for parameters typical for the paper layer. The dynamic capillary pressure-saturation relation shows significant influence on the distribution of water pressure. The behaviour of the solution agrees with laboratory experiments (Beck, 1983).
We present a parsimonious multi-asset Heston model. All single-asset submodels follow the well-known Heston dynamics and their parameters are typically calibrated on implied market volatilities. We focus on the calibration of the correlation structure between the single-asset marginals in the absence of sucient liquid cross-asset option price data. The presented model is parsimonious in the sense that d(d􀀀1)=2 asset-asset cross-correlations are required for a d-asset Heston model. In order to calibrate the model, we present two general setups corresponding to relevant practical situations: (1) when the empirical cross-asset correlations in the risk neutral world are given by the user and we need to calibrate the correlations between the driving Brownian motions or (2) when they have to be estimated from the historical time series. The theoretical background, including the ergodicity of the multidimensional CIR process, for the proposed estimators is also studied.
In this article, we present an analytic solution for Jiang's constitutive model of elastoplasticity. It is considered in its stress controlled form for proportional stress loading under the assumptions that the one-to-one coupling of the yield surface radius and the memory surface radius is switched off, that the transient hardening is neglected and that the ratchetting exponents are constant.
A number of water flow problems in porous media are modelled by Richards’ equation [1]. There exist a lot of different applications of this model. We are concerned with the simulation of the pressing section of a paper machine. This part of the industrial process provides the dewatering of the paper layer by the use of clothings, i.e. press felts, which absorb the water during pressing [2]. A system of nips are formed in the simplest case by rolls, which increase sheet dryness by pressing against each other (see Figure 1). A lot of theoretical studies were done for Richards’ equation (see [3], [4] and references therein). Most articles consider the case of x-independent coefficients. This simplifies the system considerably since, after Kirchhoff’s transformation of the problem, the elliptic operator becomes linear. In our case this condition is not satisfied and we have to consider nonlinear operator of second order. Moreover, all these articles are concerned with the nonstationary problem, while we are interested in the stationary case. Due to complexity of the physical process our problem has a specific feature. An additional convective term appears in our model because the porous media moves with the constant velocity through the pressing rolls. This term is zero in immobile porous media. We are not aware of papers, which deal with such kind of modified steady Richards’ problem. The goal of this paper is to obtain the stability results, to show the existence of a solution to the discrete problem, to prove the convergence of the approximate solution to the weak solution of the modified steady Richards’ equation, which describes the transport processes in the pressing section. In Section 2 we present the model which we consider. In Section 3 a numerical scheme obtained by the finite volume method is given. The main part of this paper is theoretical studies, which are given in Section 4. Section 5 presents a numerical experiment. The conclusion of this work is given in Section 6.
The main problem in computer graphics is to solve the global illumination problem,
which is given by a Fredholm integral equation of the second kind, called the radiance equation (REQ). In order to achieve realistic images, a very complex kernel
of the integral equation, modelling all physical effects of light, must be considered. Due to this complexity Monte Carlo methods seem to be an appropriate approach to solve the REQ approximately. We show that replacing Monte Carlo by quasi-Monte Carlo in some steps of the algorithm results in a faster convergence.
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.
The first part of this paper studies a Levenberg-Marquardt scheme for nonlinear inverse problems where the corresponding Lagrange (or regularization) parameter is chosen from an inexact Newton strategy. While the convergence analysis of standard implementations based on trust region strategies always requires the invertibility of the Fréchet derivative of the nonlinear operator at the exact solution, the new Levenberg-Marquardt scheme is suitable for ill-posed problems as long as the Taylor remainder is of second order in the interpolating metric between the range and dornain
topologies. Estimates of this type are established in the second part of the paper for ill-posed parameter identification problems arising in inverse groundwater hydrology. Both, transient and steady state data are investigated. Finally, the numerical performance of the new Levenberg-Marquardt scheme is
studied and compared to a usual implementation on a realistic but synthetic 2D model problem from the engineering literature.
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.
Let \(a_1, i:=1,\dots,m\), be an i.i.d. sequence taking values in \(\mathbb{R}^n\), whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables, which decompose additively relative to their boundary simplices, eg. the volume of \(P\), simple integral representations of its first two moments are given in case of rotationally symmetric distributions in order to facilitate estimations of variances or to quantify large deviations from the mean.
In this paper we present and investigate a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. The model is based on a stochastic differential equation taking into account the motion of the ber under the influence of turbulence. A reformulation as a stochastic Hamiltonian system and an application of the stochastic averaging theorem lead to further simplications of the model. Finally, the model is used to compute the distribution of functionals of the process that might be helpful for the quality assessment of industrial fabrics.
The rapid development of any field of knowledge brings with it unavoidable fragmentation and proliferation of new disciplines. The development of computer science is no exception. Software engineering (SE) and human-computer interaction (HCI) are both relatively new disciplines of computer science. Furthermore, as both names suggest, they each have strong connections with other subjects. SE is concerned with methods and tools for general software development based on engineering principles. This discipline has its roots not only in computer science but also in a number of traditional engineering disciplines. HCI is concerned with methods and tools for the development of human-computer interfaces, assessing the usability of computer systems and with broader issues about how people interact with computers. It is based on theories about how humans process information and interact with computers, other objects and other people in the organizational and social contexts in
which computers are used. HCI draws on knowledge and skills from psychology, anthropology and sociology in addition to computer science. Both disciplines need ways of measuring how well their products and development processes fulfil their intended requirements. Traditionally SE has been concerned with 'how software is constructed' and HCI with 'how people use software'. Given the
different histories of the disciplines and their different objectives, it is not surprising that they take different approaches to measurement. Thus, each has its own distinct 'measurement culture.' In this paper we analyse the differences and the commonalties of the two cultures by examining the measurement approaches used by each. We then argue the need for a common measurement taxonomy and framework, which is derived from our analyses of the two disciplines. Next we demonstrate the usefulness of the taxonomy and framework via specific example studies drawn from our own work and that of others and show that, in fact, the two disciplines have many important similarities as well as differences and that there is some evidence to suggest that they are growing closer. Finally, we discuss the role of the taxonomy as a framework to support: reuse, planning future studies, guiding practice and facilitating communication between the two disciplines.
In this work we propose a set of term-rewriting techniques for modelling object-oriented computation. Based on symbolic variants of explicit substitutions calculi, we show how to deal with imperative statements like assignment and sequence in specifications in a pure declarative style. Under our model, computation with classes and objects becomes simply normal form calculation, exactly as it is the case in term-rewriting based languages (for instance the functional languages). We believe this kind of unification between functions and
objects is important because it provides plausible alternatives for using the term-rewriting theory as an engine for supporting the formal and mechanical reasoning about object-oriented specifications.
The paper production is a problem with significant importance for the society
and it is a challenging topic for scientific investigations. This study is concerned
with the simulations of the pressing section of a paper machine. A two-dimensional
model is developed to account for the water flow within the pressing zone. Richards’
type equation is used to describe the flow in the unsaturated zone. The dynamic capillary
pressure–saturation relation proposed by Hassanizadeh and co-workers (Hassanizadeh
et al., 2002; Hassanizadeh, Gray, 1990, 1993a) is adopted for the paper
production process.
The mathematical model accounts for the co-existence of saturated and unsaturated
zones in a multilayer computational domain. The discretization is performed
by the MPFA-O method. The numerical experiments are carried out for parameters
which are typical for the production process. The static and dynamic capillary
pressure–saturation relations are tested to evaluate the influence of the dynamic
capillary effect.
A unified approach to Credit Default Swaption and Constant Maturity Credit Default Swap valuation
(2006)
In this paper we examine the pricing of arbitrary credit derivatives with the Libor Market Model with Default Risk. We show, how to setup the Monte Carlo-Simulation efficiently and investigate the accuracy of closed-form solutions for Credit Default Swaps, Credit Default Swaptions and Constant Maturity Credit Default Swaps. In addition we derive a new closed-form solution for Credit Default Swaptions which allows for time-dependent volatility and abitrary correlation structure of default intensities.1
Let \(A\):= {\(a_i\mid i= 1,\dots,m\)} be an i.i.d. random sample in (\mathbb{R}^n\), which we consider a random polyhedron, either as the convex hull of the \(a_i\) or as the intersection of halfspaces {\(x \mid a ^T_i x\leq 1\)}. We introduce a class of polyhedral functionals we will call "additive-type functionals", which covers a number of polyhedral functionals discussed in different mathematical fields, where the emphasis in our contribution will be on those, which arise in linear optimization theory. The class of additive-type functionals is a suitable setting in order to unify and to simplify the asymptotic probabilistic analysis of first and second moments of polyhedral functionals. We provide examples of asymptotic results on expectations and on variances.
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.
This document introduces the extension of Katja to support position structures and explains the subtleties of their application as well as the design decisions made and problems solved with respect to their implementation. The Katja system was first introduced by Jan Schäfer in the context of his project work and is based on the MAX system developed by Arnd Poetzsch-Heffter.
An easy numerical handling of time-dependent problems with complicated geometries, free moving boundaries and interfaces, or oscillating solutions is of great importance for many applications, e.g., in fluid dynamics (free surface and multiphase flows, fluid-structure interactions [22, 18, 24]), failure mechanics (crack growth and propagation [4]), magnetohydrodynamics (accretion disks, jets and cloud simulation [6]), biophysics and -chemistry. Appropriate discretizations, so-called mesh-less methods, have been developed during the last decades to meet these challenging demands and to relieve the burden of remeshing and successive mesh generation being faced by the conventional mesh-based methods, [16, 10, 3]. The prearranged mesh is an artificial constraint to ensure compatibility of the mesh-based interpolant schemes, that often conflicts with the real physical conditions of the continuum model. Then, remeshing becomes inevitable, which is not only extremely time- and storage consuming but also the source for numerical errors and hence the gradual loss of computational accuracy. Apart from this advantage, mesh-less methods also lead to fundamentally better approximations regarding aspects, such as smoothness, nonlocal interpolation character, flexible connectivity, refinement and enrichment procedures, [16]. The common idea of mesh-less methods is the discretization of the domain of interest by a finite set of independent, randomly distributed particles moving with a characteristic velocity of the problem. Location and distribution of the particles then account for the time-dependent description of the geometry, data and solution. Thereby, the global solution is linearly superposed from the local information carried by the particles. In classical particle methods [20, 21], the respective weight functions are Dirac distributions which yield solutions in a distributional sense.
Wireless sensor networks are the driving force behind many popular and interdisciplinary research areas, such as environmental monitoring, building automation, healthcare and assisted living applications. Requirements like compactness, high integration of sensors, flexibility, and power efficiency are often very different and cannot be fulfilled by state-of-the-art node platforms at once. In this paper, we present and analyze AmICA: a flexible, compact, easy-to-program, and low-power node platform. Developed from scratch and including a node, a basic communication protocol, and a debugging toolkit, it assists in an user-friendly rapid application development. The general purpose nature of AmICA was evaluated in two practical applications with diametric requirements. Our analysis shows that AmICA nodes are 67% smaller than BTnodes, have five times more sensors than Mica2Dot and consume 72% less energy than the state-of-the-art TelosB mote in sleep mode.
Radiotherapy is one of the major forms in cancer treatment. The patient is irradiated with high-energetic photons or charged particles with the primary goal of delivering sufficiently high doses to the tumor tissue while simultaneously sparing the surrounding healthy tissue. The inverse search for the treatment plan giving the desired dose distribution is done by means of numerical optimization [11, Chapters 3-5]. For this purpose, the aspects of dose quality in the tissue are modeled as criterion functions, whose mathematical properties also affect the type of the corresponding optimization problem. Clinical practice makes frequent use of criteria that incorporate volumetric and spatial information about the shape of the dose distribution. The resulting optimization problems are of global type by empirical knowledge and typically computed with generic global solver concepts, see for example [16]. The development of good global solvers to compute radiotherapy optimization problems is an important topic of research in this application, however, the structural properties of the underlying criterion functions are typically not taken into account in this context.