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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.
Algebraic Systems Theory
(2004)
Control systems are usually described by differential equations, but their properties of interest are most naturally expressed in terms of the system trajectories, i.e., the set of all solutions to the equations. This is the central idea behind the so-called "behavioral approach" to systems and control theory. On the other hand, the manipulation of linear systems of differential equations can be formalized using algebra, more precisely, module theory and homological methods ("algebraic analysis"). The relationship between modules and systems is very rich, in fact, it is a categorical duality in many cases of practical interest. This leads to algebraic characterizations of structural systems properties such as autonomy, controllability, and observability. The aim of these lecture notes is to investigate this module-system correspondence. Particular emphasis is put on the application areas of one-dimensional rational systems (linear ODE with rational coefficients), and multi-dimensional constant systems (linear PDE with constant coefficients).
In this paper mathematical models for liquid films generated by impinging jets are discussed. Attention is stressed to the interaction of the liquid film with some obstacle. S. G. Taylor [Proc. R. Soc. London Ser. A 253, 313 (1959)] found that the liquid film generated by impinging jets is very sensitive to properties of the wire which was used as an obstacle. The aim of this presentation is to propose a modification of the Taylor's model, which allows to simulate the film shape in cases, when the angle between jets is different from 180°. Numerical results obtained by discussed models give two different shapes of the liquid film similar as in Taylors experiments. These two shapes depend on the regime: either droplets are produced close to the obstacle or not. The difference between two regimes becomes larger if the angle between jets decreases. Existence of such two regimes can be very essential for some applications of impinging jets, if the generated liquid film can have a contact with obstacles.
Granular systems in solid-like state exhibit properties like stiffness
dependence on stress, dilatancy, yield or incremental non-linearity
that can be described within the continuum mechanical framework.
Different constitutive models have been proposed in the literature either based on relations between some components of the stress tensor or on a quasi-elastic description. After a brief description of these
models, the hyperelastic law recently proposed by Jiang and Liu [1]
will be investigated. In this framework, the stress-strain relation is
derived from an elastic strain energy density where the stable proper-
ties are linked to a Drucker-Prager yield criteria. Further, a numerical method based on the finite element discretization and Newton-
Raphson iterations is presented to solve the force balance equation.
The 2D numerical examples presented in this work show that the stress
distributions can be computed not only for triangular domains, as previoulsy done in the literature, but also for more complex geometries.
If the slope of the heap is greater than a critical value, numerical instabilities appear and no elastic solution can be found, as predicted by
the theory. As main result, the dependence of the material parameter
Xi on the maximum angle of repose is established.
Wireless LANs operating within unlicensed frequency bands require random access schemes such as CSMA/ CA, so that wireless networks from different administrative domains (for example wireless community networks) may co-exist without central coordination, even when they happen to operate on the same radio channel. Yet, it is evident that this Jack of coordination leads to an inevitable loss in efficiency due to contention on the MAC layer. The interesting question is, which efficiency may be gained by adding coordination to existing, unrelated wireless networks, for example by self-organization. In this paper, we present a methodology based on a mathematical programming formulation to determine the
parameters (assignment of stations to access points, signal strengths and channel assignment of both access points and stations) for a scenario of co-existing CSMA/ CA-based wireless networks, such that the contention between these networks is minimized. We demonstrate how it is possible to solve this discrete, non-linear optimization problem exactly for small
problems. For larger scenarios, we present a genetic algorithm specifically tuned for finding near-optimal solutions, and compare its results to theoretical lower bounds. Overall, we provide a benchmark on the minimum contention problem for coordination mechanisms in CSMA/CA-based wireless networks.
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.
On the Complexity of the Uncapacitated Single Allocation p-Hub Median Problem with Equal Weights
(2007)
The Super-Peer Selection Problem is an optimization problem in network topology construction. It may be cast as a special case of a Hub Location Problem, more exactly an Uncapacitated Single Allocation p-Hub Median Problem with equal weights. We show that this problem is still NP-hard by reduction from Max Clique.
This report reviews selected image binarization and segmentation methods that have been proposed and which are suitable for the processing of volume images. The focus is on thresholding, region growing, and shape–based methods. Rather than trying to give a complete overview of the field, we review the original ideas and concepts of selected methods, because we believe this information to be important for judging when and under what circumstances a segmentation algorithm can be expected to work properly.
W-Lisp Sprachbeschreibung
(1993)
W-Lisp [Wippennann 91] ist eine Sprache, die im Bereich der Implementierung höherer
Programmiersprachen verwendet wird. Ihre Anwendung ist nicht auf diesen Bereich beschränkt. Gute Lesbarkeit der W-Lisp-Notation wird durch zahlreiche Anleihen aus dem Bereich der bekannten imperativen Sprachen erzielt. W-Lisp-Programme können im Rahmen eines Common Lisp-Systems ausgeführt werden. In der WLisp Notation können alle Lisp-Funktionen (inkl. MCS) verwendet werden, so daß die Mächtigkeit von Common-Lisp [Steele 90] in dieser Hinsicht auch in W-Lisp verfügbar ist.