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Mon, 17 Oct 2016 14:16:31 +0200Mon, 17 Oct 2016 14:16:31 +0200Modeling Road Roughness with Conditional Random Fields
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4469
A vehicles fatigue damage is a highly relevant figure in the complete vehicle design process.
Long term observations and statistical experiments help to determine the influence of differnt parts of the vehicle, the driver and the surrounding environment.
This work is focussing on modeling one of the most important influence factors of the environment: road roughness. The quality of the road is highly dependant on several surrounding factors which can be used to create mathematical models.
Such models can be used for the extrapolation of information and an estimation of the environment for statistical studies.
The target quantity we focus on in this work ist the discrete International Roughness Index or discrete IRI. The class of models we use and evaluate is a discriminative classification model called Conditional Random Field.
We develop a suitable model specification and show new variants of stochastic optimizations to train the model efficiently.
The model is also applied to simulated and real world data to show the strengths of our approach.Alexander Lemkendoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4469Mon, 17 Oct 2016 14:16:31 +0200Signature Standard Bases over Principal Ideal Rings
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4457
By using Gröbner bases of ideals of polynomial algebras over a field, many implemented algorithms manage to give exciting examples and counter examples in Commutative Algebra and Algebraic Geometry. Part A of this thesis will focus on extending the concept of Gröbner bases and Standard bases for polynomial algebras over the ring of integers and its factors \(\mathbb{Z}_m[x]\). Moreover we implemented two algorithms for this case in Singular which use different approaches in detecting useless computations, the classical Buchberger algorithm and a F5 signature based algorithm. Part B includes two algorithms that compute the graded Hilbert depth of a graded module over a polynomial algebra \(R\) over a field, as well as the depth and the multigraded Stanley depth of a factor of monomial ideals of \(R\). The two algorithms provide faster computations and examples that lead B. Ichim and A. Zarojanu to a counter example of a question of J. Herzog. A. Duval, B. Goeckner, C. Klivans and J. Martin have recently discovered a counter example for the Stanley Conjecture. We prove in this thesis that the Stanley Conjecture holds in some special cases. Part D explores the General Neron Desingularization in the frame of Noetherian local domains of dimension 1. We have constructed and implemented in Singular and algorithm that computes a strong Artin Approximation for Cohen-Macaulay local rings of dimension 1. Adrian Popescudoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4457Tue, 04 Oct 2016 09:49:56 +0200On a coupled SDE-PDE system modeling acid-mediated tumor invasion
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4451
We propose and analyze a multiscale model for acid-mediated tumor invasion
accounting for stochastic effects on the subcellular level.
The setting involves a PDE of reaction-diffusion-taxis type describing the evolution of the tumor cell density,
the movement being directed towards pH gradients in the local microenvironment,
which is coupled to a PDE-SDE system characterizing the
dynamics of extracellular and intracellular proton concentrations, respectively.
The global well-posedness of the model is shown and
numerical simulations are performed in order to illustrate the solution behavior.Sandesh Athni Hiremath; Anna Zhigun; Stefanie Sonner; Christina Surulescupreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4451Thu, 22 Sep 2016 08:23:05 +0200Mathematische Modellierung eines Segways mit Umsetzung in der Schule als interdisziplinäre Projektarbeit
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4441
Das Ziel dieser Arbeit besteht darin, aufzuzeigen, wie eine mathematische Modellierung, verbunden mit Simulations- und Ansteuerungsaspekten eines Segways im Mathematikunterricht der gymnasialen Oberstufe als interdisziplinäres Projekt umgesetzt werden kann. Dabei werden sowohl Chancen, im Sinne von erreichbaren mathematischen Kompetenzen, als auch Schwierigkeiten eines solchen Projektes mit einer interdisziplinären Umsetzung geschildert.Jean-Marie Lantaumasterthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4441Tue, 06 Sep 2016 13:53:45 +0200Gröbner Bases over Extention Fields of \(\mathbb{Q}\)
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4428
Gröbner bases are one of the most powerful tools in computer algebra and commutative algebra, with applications in algebraic geometry and singularity theory. From the theoretical point of view, these bases can be computed over any field using Buchberger's algorithm. In practice, however, the computational efficiency depends on the arithmetic of the coefficient field.
In this thesis, we consider Gröbner bases computations over two types of coefficient fields. First, consider a simple extension \(K=\mathbb{Q}(\alpha)\) of \(\mathbb{Q}\), where \(\alpha\) is an algebraic number, and let \(f\in \mathbb{Q}[t]\) be the minimal polynomial of \(\alpha\). Second, let \(K'\) be the algebraic function field over \(\mathbb{Q}\) with transcendental parameters \(t_1,\ldots,t_m\), that is, \(K' = \mathbb{Q}(t_1,\ldots,t_m)\). In particular, we present efficient algorithms for computing Gröbner bases over \(K\) and \(K'\). Moreover, we present an efficient method for computing syzygy modules over \(K\).
To compute Gröbner bases over \(K\), starting from the ideas of Noro [35], we proceed by joining \(f\) to the ideal to be considered, adding \(t\) as an extra variable. But instead of avoiding superfluous S-pair reductions by inverting algebraic numbers, we achieve the same goal by applying modular methods as in [2,4,27], that is, by inferring information in characteristic zero from information in characteristic \(p > 0\). For suitable primes \(p\), the minimal polynomial \(f\) is reducible over \(\mathbb{F}_p\). This allows us to apply modular methods once again, on a second level, with respect to the
modular factors of \(f\). The algorithm thus resembles a divide and conquer strategy and
is in particular easily parallelizable. Moreover, using a similar approach, we present an algorithm for computing syzygy modules over \(K\).
On the other hand, to compute Gröbner bases over \(K'\), our new algorithm first specializes the parameters \(t_1,\ldots,t_m\) to reduce the problem from \(K'[x_1,\ldots,x_n]\) to \(\mathbb{Q}[x_1,\ldots,x_n]\). The algorithm then computes a set of Gröbner bases of specialized ideals. From this set of Gröbner bases with coefficients in \(\mathbb{Q}\), it obtains a Gröbner basis of the input ideal using sparse multivariate rational interpolation.
At current state, these algorithms are probabilistic in the sense that, as for other modular Gröbner basis computations, an effective final verification test is only known for homogeneous ideals or for local monomial orderings. The presented timings show that for most examples, our algorithms, which have been implemented in SINGULAR [17], are considerably faster than other known methods.Dereje Kifle Bokudoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4428Wed, 10 Aug 2016 15:34:30 +0200Regionalized Assortment Planning for Multiple Chain Stores: Complexity, Approximability, and Solution Methods
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4424
In retail, assortment planning refers to selecting a subset of products to offer that maximizes profit. Assortments can be planned for a single store or a retailer with multiple chain stores where demand varies between stores. In this paper, we assume that a retailer with a multitude of stores wants to specify her offered assortment. To suit all local preferences, regionalization and store-level assortment optimization are widely used in practice and lead to competitive advantages. When selecting regionalized assortments, a tradeoff between expensive, customized assortments in every store and inexpensive, identical assortments in all stores that neglect demand variation is preferable.
We formulate a stylized model for the regionalized assortment planning problem (APP) with capacity constraints and given demand. In our approach, a 'common assortment' that is supplemented by regionalized products is selected. While products in the common assortment are offered in all stores, products in the local assortments are customized and vary from store to store.
Concerning the computational complexity, we show that the APP is strongly NP-complete. The core of this hardness result lies in the selection of the common assortment. We formulate the APP as an integer program and provide algorithms and methods for obtaining approximate solutions and solving large-scale instances.
Lastly, we perform computational experiments to analyze the benefits of regionalized assortment planning depending on the variation in customer demands between stores.Michael Hopf; Clemens Thielen; Benedikt Kasper; Hans Corstenworkingpaperhttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4424Tue, 09 Aug 2016 09:43:13 +0200Interest Rate Modeling - The Potential Approach and Multi-Curve Potential Models
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4420
This thesis is concerned with interest rate modeling by means of the potential approach. The contribution of this work is twofold. First, by making use of the potential approach and the theory of affine Markov processes, we develop a general class of rational models to the term structure of interest rates which we refer to as "the affine rational potential model". These models feature positive interest rates and analytical pricing formulae for zero-coupon bonds, caps, swaptions, and European currency options. We present some concrete models to illustrate the scope of the affine rational potential model and calibrate a model specification to real-world market data. Second, we develop a general family of "multi-curve potential models" for post-crisis interest rates. Our models feature positive stochastic basis spreads, positive term structures, and analytic pricing formulae for interest rate derivatives. This modeling framework is also flexible enough to accommodate negative interest rates and positive basis spreads.Anh-The Nguyendoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4420Fri, 05 Aug 2016 12:31:23 +0200The Bootstrap for the Functional Autoregressive Model FAR(1)
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4410
Functional data analysis is a branch of statistics that deals with observations \(X_1,..., X_n\) which are curves. We are interested in particular in time series of dependent curves and, specifically, consider the functional autoregressive process of order one (FAR(1)), which is defined as \(X_{n+1}=\Psi(X_{n})+\epsilon_{n+1}\) with independent innovations \(\epsilon_t\). Estimates \(\hat{\Psi}\) for the autoregressive operator \(\Psi\) have been investigated a lot during the last two decades, and their asymptotic properties are well understood. Particularly difficult and different from scalar- or vector-valued autoregressions are the weak convergence properties which also form the basis of the bootstrap theory.
Although the asymptotics for \(\hat{\Psi}{(X_{n})}\) are still tractable, they are only useful for large enough samples. In applications, however, frequently only small samples of data are available such that an alternative method for approximating the distribution of \(\hat{\Psi}{(X_{n})}\) is welcome. As a motivation, we discuss a real-data example where we investigate a changepoint detection problem for a stimulus response dataset obtained from the animal physiology group at the Technical University of Kaiserslautern.
To get an alternative for asymptotic approximations, we employ the naive or residual-based bootstrap procedure. In this thesis, we prove theoretically and show via simulations that the bootstrap provides asymptotically valid and practically useful approximations of the distributions of certain functions of the data. Such results may be used to calculate approximate confidence bands or critical bounds for tests.
Euna Gesare Nyarigedoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4410Wed, 06 Jul 2016 12:30:55 +0200Integrality of representations of finite groups
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4408
Since the early days of representation theory of finite groups in the 19th century, it was known that complex linear representations of finite groups live over number fields, that is, over finite extensions of the field of rational numbers.
While the related question of integrality of representations was answered negatively by the work of Cliff, Ritter and Weiss as well as by Serre and Feit, it was not known how to decide integrality of a given representation.
In this thesis we show that there exists an algorithm that given a representation of a finite group over a number field decides whether this representation can be made integral.
Moreover, we provide theoretical and numerical evidence for a conjecture, which predicts the existence of splitting fields of irreducible characters with integrality properties.
In the first part, we describe two algorithms for the pseudo-Hermite normal form, which is crucial when handling modules over ring of integers.
Using a newly developed computational model for ideal and element arithmetic in number fields, we show that our pseudo-Hermite normal form algorithms have polynomial running time.
Furthermore, we address a range of algorithmic questions related to orders and lattices over Dedekind domains, including computation of genera, testing local isomorphism, computation of various homomorphism rings and computation of Solomon zeta functions.
In the second part we turn to the integrality of representations of finite groups and show that an important ingredient is a thorough understanding of the reduction of lattices at almost all prime ideals.
By employing class field theory and tools from representation theory we solve this problem and eventually describe an algorithm for testing integrality.
After running the algorithm on a large set of examples we are led to a conjecture on the existence of integral and nonintegral splitting fields of characters.
By extending techniques of Serre we prove the conjecture for characters with rational character field and Schur index two.Tommy Hofmanndoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4408Mon, 04 Jul 2016 16:07:15 +0200Hecke algebras of type A: Auslander--Reiten quivers and branching rules
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4386
The thesis consists of two parts. In the first part we consider the stable Auslander--Reiten quiver of a block \(B\) of a Hecke algebra of the symmetric group at a root of unity in characteristic zero. The main theorem states that if the ground field is algebraically closed and \(B\) is of wild representation type, then the tree class of every connected component of the stable Auslander--Reiten quiver \(\Gamma_{s}(B)\) of \(B\) is \(A_{\infty}\). The main ingredient of the proof is a skew group algebra construction over a quantum complete intersection. Also, for these algebras the stable Auslander--Reiten quiver is computed in the case where the defining parameters are roots of unity. As a result, the tree class of every connected component of the stable Auslander--Reiten quiver is \(A_{\infty}\).\[\]
In the second part of the thesis we are concerned with branching rules for Hecke algebras of the symmetric group at a root of unity. We give a detailed survey of the theory initiated by I. Grojnowski and A. Kleshchev, describing the Lie-theoretic structure that the Grothendieck group of finite-dimensional modules over a cyclotomic Hecke algebra carries. A decisive role in this approach is played by various functors that give branching rules for cyclotomic Hecke algebras that are independent of the underlying field. We give a thorough definition of divided power functors that will enable us to reformulate the Scopes equivalence of a Scopes pair of blocks of Hecke algebras of the symmetric group. As a consequence we prove that two indecomposable modules that correspond under this equivalence have a common vertex. In particular, we verify the Dipper--Du Conjecture in the case where the blocks under consideration have finite representation type.Simon Schmiderdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4386Wed, 01 Jun 2016 15:32:16 +0200Global existence for a degenerate haptotaxis model of tumor invasion under the go-or-grow dichotomy hypothesis
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4384
We propose and study a strongly coupled PDE-ODE-ODE system modeling cancer cell invasion through a tissue network
under the go-or-grow hypothesis asserting that cancer cells can either move or proliferate. Hence our setting features
two interacting cell populations with their mutual transitions and involves tissue-dependent degenerate diffusion and
haptotaxis for the moving subpopulation. The proliferating cells and the tissue evolution are characterized by way of ODEs
for the respective densities. We prove the global existence of weak solutions and illustrate the model behaviour by
numerical simulations in a two-dimensional setting.Anna Zhigun; Christina Surulescu; Alexander Huntpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4384Tue, 31 May 2016 08:55:45 +0200New Aspects of Inflation Modeling
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4381
Inflation modeling is a very important tool for conducting an efficient monetary policy. This doctoral thesis reviewed inflation models, in particular the Phillips curve models of inflation dynamics. We focused on a well known and widely used model, the so-called three equation new Keynesian model which is a system of equations consisting of a new Keynesian Phillips curve (NKPC), an investment and saving (IS) curve and an interest rate rule.
We gave a detailed derivation of these equations. The interest rate rule used in this model is normally determined by using a Lagrangian method to solve an optimal control problem constrained by a standard discrete time NKPC which describes the inflation dynamics and an IS curve that represents the output gaps dynamics. In contrast to the real world, this method assumes that the policy makers intervene continuously. This means that the costs resulting from the change in the interest rates are ignored. We showed also that there are approximation errors made, when one log-linearizes non linear equations, by doing the derivation of the standard discrete time NKPC.
We agreed with other researchers as mentioned in this thesis, that errors which result from ignoring such log-linear approximation errors and the costs of altering interest rates by determining interest rate rule, can lead to a suboptimal interest rate rule and hence to non-optimal paths of output gaps and inflation rate.
To overcome such a problem, we proposed a stochastic optimal impulse control method. We formulated the problem as a stochastic optimal impulse control problem by considering the costs of change in interest rates and the approximation error terms. In order to formulate this problem, we first transform the standard discrete time NKPC and the IS curve into their high-frequency versions and hence into their continuous time versions where error terms are described by a zero mean Gaussian white noise with a finite and constant variance. After formulating this problem, we use the quasi-variational inequality approach to solve analytically a special case of the central bank problem, where an inflation rate is supposed to be on target and a central bank has to optimally control output gap dynamics. This method gives an optimal control band in which output gap process has to be maintained and an optimal control strategy, which includes the optimal size of intervention and optimal intervention time, that can be used to keep the process into the optimal control band.
Finally, using a numerical example, we examined the impact of some model parameters on optimal control strategy. The results show that an increase in the output gap volatility as well as in the fixed and proportional costs of the change in interest rate lead to an increase in the width of the optimal control band. In this case, the optimal intervention requires the central bank to wait longer before undertaking another control action.François Sindamubaradoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4381Tue, 24 May 2016 15:03:18 +0200Recursive Utility and Stochastic Differential Utility: From Discrete to Continuous Time
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4380
In this thesis, mathematical research questions related to recursive utility and stochastic differential utility (SDU) are explored.
First, a class of backward equations under nonlinear expectations is investigated: Existence and uniqueness of solutions are established, and the issues of stability and discrete-time approximation are addressed. It is then shown that backward equations of this class naturally appear as a continuous-time limit in the context of recursive utility with nonlinear expectations.
Then, the Epstein-Zin parametrization of SDU is studied. The focus is on specifications with both relative risk aversion and elasitcity of intertemporal substitution greater that one. A concave utility functional is constructed and a utility gradient inequality is established.
Finally, consumption-portfolio problems with recursive preferences and unspanned risk are investigated. The investor's optimal strategies are characterized by a specific semilinear partial differential equation. The solution of this equation is constructed by a fixed point argument, and a corresponding efficient and accurate method to calculate optimal strategies numerically is given.Thomas Seiferlingdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4380Mon, 23 May 2016 10:55:22 +0200Utility-Based Risk Measures and Time Consistency of Dynamic Risk Measures
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4370
This thesis deals with risk measures based on utility functions and time consistency of dynamic risk measures. It is therefore aimed at readers interested in both, the theory of static and dynamic financial risk measures in the sense of Artzner, Delbaen, Eber and Heath [7], [8] and the theory of preferences in the tradition of von Neumann and Morgenstern [134].
A main contribution of this thesis is the introduction of optimal expected utility (OEU) risk measures as a new class of utility-based risk measures. We introduce OEU, investigate its main properties, and its applicability to risk measurement and put it in perspective to alternative risk measures and notions of certainty equivalents. To the best of our knowledge, OEU is the only existing utility-based risk measure that is (non-trivial and) coherent if the utility function u has constant relative risk aversion. We present several different risk measures that can be derived with special choices of u and illustrate that OEU reacts in a more sensitive way to slight changes of the probability of a financial loss than value at risk (V@R) and average value at risk.
Further, we propose implied risk aversion as a coherent rating methodology for retail structured products (RSPs). Implied risk aversion is based on optimal expected utility risk measures and, in contrast to standard V@R-based ratings, takes into account both the upside potential and the downside risks of such products. In addition, implied risk aversion is easily interpreted in terms of an individual investor's risk aversion: A product is attractive (unattractive) for an investor if its implied risk aversion is higher (lower) than his individual risk aversion. We illustrate this approach in a case study with more than 15,000 warrants on DAX ® and find that implied risk aversion is able to identify favorable products; in particular, implied risk aversion is not necessarily increasing with respect to the strikes of call warrants.
Another main focus of this thesis is on consistency of dynamic risk measures. To this end, we study risk measures on the space of distributions, discuss concavity on the level of distributions and slightly generalize Weber's [137] findings on the relation of time consistent dynamic risk measures to static risk measures to the case of dynamic risk measures with time-dependent parameters. Finally, this thesis investigates how recursively composed dynamic risk measures in discrete time, which are time consistent by construction, can be related to corresponding dynamic risk measures in continuous time. We present different approaches to establish this link and outline the theoretical basis and the practical benefits of this relation. The thesis concludes with a numerical implementation of this theory.Sebastian Geisseldoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4370Tue, 17 May 2016 10:22:33 +0200Approximation of Ellipsoids Using Bounded Uncertainty Sets
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4344
In this paper, we discuss the problem of approximating ellipsoid uncertainty sets with bounded (gamma) uncertainty sets. Robust linear programs with ellipsoid uncertainty lead to quadratically constrained programs, whereas robust linear programs with bounded uncertainty sets remain linear programs which are generally easier to solve.
We call a bounded uncertainty set an inner approximation of an ellipsoid if it is contained in it. We consider two different inner approximation problems. The first problem is to find a bounded uncertainty set which sticks close to the ellipsoid such that a shrank version of the ellipsoid is contained in it. The approximation is optimal if the required shrinking is minimal. In the second problem, we search for a bounded uncertainty set within the ellipsoid with maximum volume. We present how both problems can be solved analytically by stating explicit formulas for the optimal solutions of these problems.
Further, we present in a computational experiment how the derived approximation techniques can be used to approximate shortest path and network flow problems which are affected by ellipsoidal uncertainty.André Chasseinpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4344Wed, 23 Mar 2016 16:01:15 +0100Auch Schildkröten brauchen einen Reisepass!
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4343
Der Beitrag beschäftigt sich mit der Frage, ob Schildkröten alleine anhand der Musterung bzw. Struktur ihres Bauch- Rückenpanzers eindeutig identifiziert werden können. Dabei sollen sinnvolle Identifizierungsmerkmale entwickelt werden, die auf der Basis von Fotos ausgewertet werden. Das Besondere an diesem Problem ist, dass es mit Lernenden ganz unterschiedlicher Altersstufen bearbeitet werden kann und dass es eine unheimliche Vielfalt an mathematischen Methoden gibt, die auf dem Weg zu einer Lösung hilfreich sind: Dies reicht von einfachen geometrischen Überlegungen über Analysis (Integration, Kurvendiskussion) bis hin zu mathematischer Bildverarbeitung und Fragen der Robustheit. Genauso breit wie das Spektrum der einsetzbaren mathematischen Werkzeuge ist die Altergruppe, mit der ein derartiges Projekt durchführbar ist: Vom Grundschulalter bis hin zur Masterarbeit ist eine Bearbeitung möglich, und die benötigte Zeitspanne reicht von wenigen Stunden bis hin zu mehreren Monaten. Im Beitrag wird die angesprochene Vielfalt exemplarisch gezeigt, so dass die Leser im Idealfall das Projekt genau an die Bedürfnisse ihrer Lerngruppe anpassen können.Martin Brackebookparthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4343Mon, 21 Mar 2016 13:52:18 +0100Kartenmischen - Ein Modellierungsprojekt für die Sekundarstufen I und II
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4341
Um Spielkarten zu mischen gibt es unterschiedliche Techniken, die sich sowohl in ihrem Zeitaufwand, als auch in der Güte der Durchmischung unterscheiden. Der folgende Artikel vermittelt, wie man die Frage nach einer besonders guten Mischtechnik nutzen kann, um mathematische Modellierung anhand einer alltagsnahen Fragestellung in den Unterricht einzubinden. Dabei können verschiedene Aspekte der Stochastik angesprochen werden, und es bietet sich ein breites Potential, auf unterschiedlichen Niveaus Computer zum Generieren von Zufallsexperimenten zu verwenden.Patrick Caprarobookparthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4341Mon, 21 Mar 2016 13:47:36 +0100Haltestellenplanung in Städten - Ein Modellierungsprojekt mit vielseitigem Lösungsspektrum
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4340
Die Planung von Bushaltestellen in Innenstädten ist ein authentisches Thema, welches sich für den Einsatz in einem realitätsbezogenen Unterricht in unterschiedlichen Klassenstufen eignet. Verschiedene Interessen und Gegebenheiten müssen in einem Modell und in einer Lösungsstrategie vereint werden. Durch eine sehr offen gewählte Fragestellung sind verschiedene Ansätze und Modelle möglich. Somit wird mathematisches Modellieren trainiert und das Durchlaufen eines Modellierungsprozesses in einem interessanten Projekt ermöglicht. Die mathematischen Hintergründe sowie das vielseitige Lösungsspektrum von Schülerinnen und Schülern unterschiedlicher Jahrgangsstufen zu derselben Fragestellung werden im Folgenden vorgestellt.Jana Krecklerbookparthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4340Mon, 21 Mar 2016 13:41:53 +0100Der unmögliche Freistoß
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4337
Die Autoren befassen sich mit der Ableitung und Bearbeitung eines Modellierungsprojektes aus der populären Sportart Fußball: Ein Freistoß wird unter Beachtung der gegebenen physikalischen Effekte mathematisch modelliert und simuliert. Der Fokus liegt auf der möglichen Durchführung dieses Modellierungsprojekts mit Schülerinnen und Schülern der Sekundarstufe II.Wolfgang Bock; Andreas Rothbookparthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4337Mon, 21 Mar 2016 10:08:26 +0100Linear diffusions conditioned on long-term survival
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4311
We investigate the long-term behaviour of diffusions on the non-negative real numbers under killing at some random time. Killing can occur at zero as well as in the interior of the state space. The diffusion follows a stochastic differential equation driven by a Brownian motion. The diffusions we are working with will almost surely be killed. In large parts of this thesis we only assume the drift coefficient to be continuous. Further, we suppose that zero is regular and that infinity is natural. We condition the diffusion on survival up to time t and let t tend to infinity looking for a limiting behaviour. Martin Andersdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4311Thu, 03 Mar 2016 11:45:00 +0100Nonsmooth Contact Dynamics for the Large-Scale Simulation of Granular Material
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4305
For the prediction of digging forces from a granular material simulation, the
Nonsmooth Contact Dynamics Method is examined. First, the equations of motion
for nonsmooth mechanical systems are laid out. They are a differential
variational inequality that has the same structure as classical discrete algebraic equations. Using a Galerkin projection in time, it becomes possible to derive
nonsmooth versions of the classical SHAK and RATTLE integrators.
A matrix-free Interior Point Method is used for the complementarity
problems that need to be solved in every time step. It is shown that this method
outperforms the Projected Gauss-Jacobi method by several orders of magnitude
and produces the same digging force result as the Discrete Element Method in comparable computing time.Jan Kleinert; Bernd Simeon; Klaus Dresslerpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4305Wed, 24 Feb 2016 15:37:37 +0100Zone-based, Robust Flood Evacuation Planning
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4297
We consider the problem to evacuate several regions due to river flooding, where sufficient time is given to plan ahead. To ensure a smooth evacuation procedure, our model includes the decision which regions to assign to which shelter, and when evacuation orders should be issued, such that roads do not become congested.
Due to uncertainty in weather forecast, several possible scenarios are simultaneously considered in a robust optimization framework. To solve the resulting integer program, we apply a Tabu search algorithm based on decomposing the problem into better tractable subproblems. Computational experiments on random instances and an instance based on Kulmbach, Germany, data show considerable improvement compared to an MIP solver provided with a strong starting solution.Sabine Büttner; Marc Goerigkpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4297Wed, 03 Feb 2016 11:29:07 +0100Ranking Robustness and its Application to Evacuation Planning
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4296
We present a new approach to handle uncertain combinatorial optimization problems that uses solution ranking procedures to determine the degree of robustness of a solution. Unlike classic concepts for robust optimization, our approach is not purely based on absolute quantitative performance, but also includes qualitative aspects that are of major importance for the decision maker.
We discuss the two variants, solution ranking and objective ranking robustness, in more detail, presenting problem complexities and solution approaches. Using an uncertain shortest path problem as a computational example, the potential of our approach is demonstrated in the context of evacuation planning due to river flooding.Marc Goerigk; Horst Hamacher; Anika Kinscherffpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4296Wed, 03 Feb 2016 11:26:20 +0100Global existence for a go-or-grow multiscale model for tumor invasion with therapy
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4294
We investigate a PDE-ODE system describing cancer cell invasion in a tissue network. The model is an extension of the multiscale setting in [28,40], by considering two subpopulations of tumor cells interacting mutually and with the surrounding tissue. According to the go-or-grow hypothesis, these subpopulations consist of moving and proliferating cells, respectively. The mathematical setting also accommodates the effects of some therapy approaches. We prove the global existence of weak solutions to this model and perform numerical simulations to illustrate its behavior for different therapy strategies.Christian Stinner; Christina Surulescu; Aydar Uataypreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4294Mon, 01 Feb 2016 09:21:08 +0100Advantage of Filtering for Portfolio Optimization in Financial Markets with Partial Information
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4282
In a financial market we consider three types of investors trading with a finite
time horizon with access to a bank account as well as multliple stocks: the
fully informed investor, the partially informed investor whose only source of
information are the stock prices and an investor who does not use this infor-
mation. The drift is modeled either as following linear Gaussian dynamics
or as being a continuous time Markov chain with finite state space. The
optimization problem is to maximize expected utility of terminal wealth.
The case of partial information is based on the use of filtering techniques.
Conditions to ensure boundedness of the expected value of the filters are
developed, in the Markov case also for positivity. For the Markov modulated
drift, boundedness of the expected value of the filter relates strongly to port-
folio optimization: effects are studied and quantified. The derivation of an
equivalent, less dimensional market is presented next. It is a type of Mutual
Fund Theorem that is shown here.
Gains and losses eminating from the use of filtering are then discussed in
detail for different market parameters: For infrequent trading we find that
both filters need to comply with the boundedness conditions to be an advan-
tage for the investor. Losses are minimal in case the filters are advantageous.
At an increasing number of stocks, again boundedness conditions need to be
met. Losses in this case depend strongly on the added stocks. The relation
of boundedness and portfolio optimization in the Markov model leads here to
increasing losses for the investor if the boundedness condition is to hold for
all numbers of stocks. In the Markov case, the losses for different numbers
of states are negligible in case more states are assumed then were originally
present. Assuming less states leads to high losses. Again for the Markov
model, a simplification of the complex optimal trading strategy for power
utility in the partial information setting is shown to cause only minor losses.
If the market parameters are such that shortselling and borrowing constraints
are in effect, these constraints may lead to big losses depending on how much
effect the constraints have. They can though also be an advantage for the
investor in case the expected value of the filters does not meet the conditions
for boundedness.
All results are implemented and illustrated with the corresponding numerical
findings.Leonie Rudererdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4282Fri, 15 Jan 2016 09:45:44 +0100