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Fri, 04 Nov 2011 10:14:50 +0200Fri, 04 Nov 2011 10:14:50 +0200Computation of the central elements and centralizers of sets of elements in non-commutative polynomial algebras
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2308
In this thesis we present the implementation of libraries center.lib and perron.lib for the non-commutative extension Plural of the Computer Algebra System Singular. The library center.lib was designed for the computation of elements of the centralizer of a set of elements and the center of a non-commutative polynomial algebra. It also provides solutions to related problems. The library perron.lib contains a procedure for the computation of relations between a set of pairwise commuting polynomials. The thesis comprises the theory behind the libraries, aspects of the implementation and some applications of the developed algorithms. Moreover, we provide extensive benchmarks for the computation of elements of the center. Some of our examples were never computed before.Oleksandr Motsakmasterthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2308Mon, 11 Apr 2011 10:14:50 +0200Pareto Navigation - Interactive multiobjective optimisation and its application in radiotherapy planning
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1847
This thesis introduces so-called cone scalarising functions. They are by construction compatible with a partial order for the outcome space given by a cone. The quality of the parametrisations of the efficient set given by the cone scalarising functions are then investigated. Here, the focus lies on the (weak) efficiency of the generated solutions, the reachability of effiecient points and continuity of the solution set. Based on cone scalarising functions Pareto Navigation a novel, interactive, multiobjective optimisation method is proposed. It changes the ordering cone to realise bounds on partial tradeoffs. Besides, its use of an equality constraint for the changing component of the reference point is a new feature. The efficiency of its solutions, the reachability of efficient solutions and continuity is then analysed. Potential problems are demonstrated using a critical example. Furthermore, the use of Pareto Navigation in a two-phase approach and for nonconvex problems is discussed. Finally, its application for intensity-modulated radiotherapy planning is described. Thereby, its realisation in a graphical user interface is shown.Michael Monzdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1847Fri, 16 Mar 2007 13:58:37 +0100Die McKay-Vermutung für quasi-einfache Gruppen vom Lie-Typ
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1844
Die Arbeit beschäftigt sich mit den Charakteren des Normalisators und des Zentralisators eines Sylowtorus. Dabei wird jede Gruppe G vom Lie-Typ als Fixpunktgruppe einer einfach-zusammenhängenden einfachen Gruppe unter einer Frobeniusabbildung aufgefaßt. Für jeden Sylowtorus S der algebraischen Gruppe wird gezeigt, dass die irreduziblen Charaktere des Zentralisators von S in G sich auf ihre Trägheitsgruppe im Normalisator von S fortsetzen. Diese Fragestellung entsteht aus dem Studium der Höhe 0 Charaktere bei endlichen reduktiven Gruppen vom Lie-Typ im Zusammenhang mit der McKay-Vermutung. Neuere Resultate von Isaacs, Malle und Navarro führen diese Vermutung auf eine Eigenschaft von einfachen Gruppen zurück, die sie dann für eine Primzahl gut nennen. Bei Gruppen vom Lie-Typ zeigt das obige Resultat zusammen mit einer aktuellen Arbeit von Malle einige dabei wichtige und notwendige Eigenschaften. Anhand der Steinberg-Präsentation werden vor allem bei den klassischen Gruppen genauere Aussagen über die Struktur des Zentralisators und des Normalisators eines Sylowtorus bewiesen. Wichtig dabei ist die von Tits eingeführte erweiterte Weylgruppe, die starke Verbindungen zu Zopfgruppen besitzt. Das Resultat wird in zahlreichen Einzelfallbetrachtungen gezeigt, bei denen in dieser Arbeit bewiesene Vererbungsregeln von Fortsetzbarkeitseigenschaften benutzt werden.Britta Späthdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1844Wed, 21 Feb 2007 12:48:00 +0100Coupling of different length scales in molecular dynamics simulations
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1839
The topic of this thesis is the coupling of an atomistic and a coarse scale region in molecular dynamics simulations with the focus on the reflection of waves at the interface between the two scales and the velocity of waves in the coarse scale region for a non-equilibrium process. First, two models from the literature for such a coupling, the concurrent coupling of length scales and the bridging scales method are investigated for a one dimensional system with harmonic interaction. It turns out that the concurrent coupling of length scales method leads to the reflection of fine scale waves at the interface, while the bridging scales method gives an approximated system that is not energy conserving. The velocity of waves in the coarse scale region is in both models not correct. To circumvent this problems, we present a coupling based on the displacement splitting of the bridging scales method together with choosing appropriate variables in orthogonal subspaces. This coupling allows the derivation of evolution equations of fine and coarse scale degrees of freedom together with a reflectionless boundary condition at the interface directly from the Lagrangian of the system. This leads to an energy conserving approximated system with a clear separation between modeling errors an errors due to the numerical solution. Possible approximations in the Lagrangian and the numerical computation of the memory integral and other numerical errors are discussed. We further present a method to choose the interpolation from coarse to atomistic scale in such a way, that the fine scale degrees of freedom in the coarse scale region can be neglected. The interpolation weights are computed by comparing the dispersion relations of the coarse scale equations and the fully atomistic system. With this new interpolation weights, the number of degrees of freedom can be drastically reduced without creating an error in the velocity of the waves in the coarse scale region. We give an alternative derivation of the new coupling with the Mori-Zwanzig projection operator formalism, and explain how the method can be extended to non-zero temperature simulations. For the comparison of the results of the approximated with the fully atomistic system, we use a local stress tensor and the energy in the atomistic region. Examples for the numerical solution of the approximated system for harmonic potentials are given in one and two dimensions.Anja Streitdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1839Mon, 19 Feb 2007 14:09:02 +0100Locally Supported Approximate Identities on the Unit Ball
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1837
We present a constructive theory for locally supported approximate identities on the unit ball in \(\mathbb{R}^3\). The uniform convergence of the convolutions of the derived kernels with an arbitrary continuous function \(f\) to \(f\), i.e. the defining property of an approximate identity, is proved. Moreover, an explicit representation for a class of such kernels is given. The original publication is available at www.springerlink.comMuhammad Akram; Volker Michelpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1837Sun, 11 Feb 2007 15:03:29 +0100On Numerical Pricing Methods of Innovative Financial Products
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1830
The fast development of the financial markets in the last decade has lead to the creation of a variety of innovative interest rate related products that require advanced numerical pricing methods. Examples in this respect are products with a complicated strong path-dependence such as a Target Redemption Note, a Ratchet Cap, a Ladder Swap and others. On the other side, the usage of the standard in the literature one-factor Hull and White (1990) type of short rate models allows only for a perfect correlation between all continuously compounded spot rates or Libor rates and thus are not suited for pricing innovative products depending on several Libor rates such as for example a "steepener" option. One possible solution to this problem deliver the two-factor short rate models and in this thesis we consider a two-factor Hull and White (1990) type of a short rate process derived from the Heath, Jarrow, Morton (1992) framework by limiting the volatility structure of the forward rate process to a deterministic one. In this thesis, we often choose to use a variety of modified (binomial, trinomial and quadrinomial) tree constructions as a main numerical pricing tool due to their flexibility and fast convergence and (when there is no closed-form solution) compare their results with fine grid Monte Carlo simulations. For the purpose of pricing the already mentioned innovative short-rate related products, in this thesis we offer and examine two different lattice construction methods for the two-factor Hull-White type of a short rate process which are able to deal easily both with modeling of the mean-reversion of the underlying process and with the strong path-dependence of the priced options. Additionally, we prove that the so-called rotated lattice construction method overcomes the typical for the existing two-factor tree constructions problem with obtaining negative "risk-neutral probabilities". With a variety of numerical examples, we show that this leads to a stability in the results especially in cases of high volatility parameters and negative correlation between the base factors (which is typically the case in reality). Further, noticing that Chan et al (1992) and Ritchken and Sankarasubramanian (1995) showed that option prices are sensitive to the level of the short rate volatility, we examine the pricing of European and American options where the short rate process has a volatility structure of a Cheyette (1994) type. In this relation, we examine the application of the two offered lattice construction methods and compare their results with the Monte Carlo simulation ones for a variety of examples. Additionally, for the pricing of American options with the Monte Carlo method we expand and implement the simulation algorithm of Longstaff and Schwartz (2000). With a variety of numerical examples we compare again the stability and the convergence of the different lattice construction methods. Dealing with the problems of pricing strongly path-dependent options, we come across the cumulative Parisian barrier option pricing problem. We notice that in their classical form, the cumulative Parisian barrier options have been priced both analytically (in a quasi closed form) and with a tree approximation (based on the Forward Shooting Grid algorithm, see e.g. Hull and White (1993), Kwok and Lau (2001) and others). However, we offer an additional tree construction method which can be seen as a direct binomial tree integration that uses the analytically calculated conditional survival probabilities. The advantage of the offered method is on one side that the conditional survival probabilities are easier to calculate than the closed-form solution itself and on the other side that this tree construction is very flexible in the sense that it allows easy incorporation of additional features such as e.g a forward starting one. The obtained results are better than the Forward Shooting Grid tree ones and are very close to the analytical quasi closed form solution. Finally, we pay our attention to pricing another type of innovative interest rate alike products - namely the Longevity bond - whose coupon payments depend on the survival function of a given cohort. Due to the lack of a market for mortality, for the pricing of the Longevity bonds we develop (following Korn, Natcheva and Zipperer (2006)) a framework that contains principles from both Insurance and Financial mathematic. Further on, we calibrate the existing models for the stochastic mortality dynamics to historical German data and additionally offer new stochastic extensions of the classical (deterministic) models of mortality such as the Gompertz and the Makeham one. Finally, we compare and analyze the results of the application of all considered models to the pricing of a Longevity bond on the longevity of the German males.Kalina Petrova Natcheva-Acardoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1830Mon, 08 Jan 2007 14:25:11 +0100Aspects of Optimal Capital Structure and Default Risk
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1827
In this thesis, we have dealt with two modeling approaches of the credit risk, namely the structural (firm value) and the reduced form. In the former one, the firm value is modeled by a stochastic process and the first hitting time of this stochastic process to a given boundary defines the default time of the firm. In the existing literature, the stochastic process, triggering the firm value, has been generally chosen as a diffusion process. Therefore, on one hand it is possible to obtain closed form solutions for the pricing problems of credit derivatives and on the other hand the optimal capital structure of a firm can be analysed by obtaining closed form solutions of firm's corporate securities such as; equity value, debt value and total firm value, see Leland(1994). We have extended this approach by modeling the firm value as a jump-diffusion process. The choice of the jump-diffusion process was a crucial step to obtain closed form solutions for corporate securities. As a result, we have chosen a jump-diffusion process with double exponentially distributed jump heights, which enabled us to analyse the effects of jump on the optimal capital structure of a firm. In the second part of the thesis, by following the reduced form models, we have assumed that the default is triggered by the first jump of a Cox process. Further, by following Schönbucher(2005), we have modeled the forward default intensity of a firm as a geometric Brownian motion and derived pricing formulas for credit default swap options in a more general setup than the ones in Schönbucher(2005).Sarp Kaya Acardoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1827Wed, 03 Jan 2007 13:05:49 +0100Numerical Aspects of a Spline-Based Multiresolution Recovery of the Harmonic Mass Density out of Gravity Functionals
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1823
We show the numerical applicability of a multiresolution method based on harmonic splines on the 3-dimensional ball which allows the regularized recovery of the harmonic part of the Earth's mass density distribution out of different types of gravity data, e.g. different radial derivatives of the potential, at various positions which need not be located on a common sphere. This approximated harmonic density can be combined with its orthogonal anharmonic complement, e.g. determined out of the splitting function of free oscillations, to an approximation of the whole mass density function. The applicability of the presented tool is demonstrated by several test calculations based on simulated gravity values derived from EGM96. The method yields a multiresolution in the sense that the localization of the constructed spline basis functions can be increased which yields in combination with more data a higher resolution of the resulting spline. Moreover, we show that a locally improved data situation allows a highly resolved recovery in this particular area in combination with a coarse approximation elsewhere which is an essential advantage of this method, e.g. compared to polynomial approximation.Volker Michel; Kerstin Wolfpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1823Wed, 13 Dec 2006 15:19:35 +0100Fast Approximation on the 2-Sphere by Optimally Localized Approximate Identities
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1822
We introduce a method to construct approximate identities on the 2-sphere which have an optimal localization. This approach can be used to accelerate the calculations of approximations on the 2-sphere essentially with a comparably small increase of the error. The localization measure in the optimization problem includes a weight function which can be chosen under some constraints. For each choice of weight function existence and uniqueness of the optimal kernel are proved as well as the generation of an approximate identity in the bandlimited case. Moreover, the optimally localizing approximate identity for a certain weight function is calculated and numerically tested.Volker Michelpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1822Wed, 13 Dec 2006 13:46:52 +0100Inflation-linked Products and Optimal Investment with Macro Derivatives
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1821
In this thesis diverse problems concerning inflation-linked products are dealt with. To start with, two models for inflation are presented, including a geometric Brownian motion for consumer price index itself and an extended Vasicek model for inflation rate. For both suggested models the pricing formulas of inflation-linked products are derived using the risk-neutral valuation techniques. As a result Black and Scholes type closed form solutions for a call option on inflation index for a Brownian motion model and inflation evolution for an extended Vasicek model as well as for an inflation-linked bond are calculated. These results have been already presented in Korn and Kruse (2004) [17]. In addition to these inflation-linked products, for the both inflation models the pricing formulas of a European put option on inflation, an inflation cap and floor, an inflation swap and an inflation swaption are derived. Consequently, basing on the derived pricing formulas and assuming the geometric Brownian motion process for an inflation index, different continuous-time portfolio problems as well as hedging problems are studied using the martingale techniques as well as stochastic optimal control methods. These utility optimization problems are continuous-time portfolio problems in different financial market setups and in addition with a positive lower bound constraint on the final wealth of the investor. When one summarizes all the optimization problems studied in this work, one will have the complete picture of the inflation-linked market and both counterparts of market-participants, sellers as well as buyers of inflation-linked financial products. One of the interesting results worth mentioning here is naturally the fact that a regular risk-averse investor would like to sell and not buy inflation-linked products due to the high price of inflation-linked bonds for example and an underperformance of inflation-linked bonds compared to the conventional risk-free bonds. The relevance of this observation is proved by investigating a simple optimization problem for the extended Vasicek process, where as a result we still have an underperforming inflation-linked bond compared to the conventional bond. This situation does not change, when one switches to an optimization of expected utility from the purchasing power, because in its nature it is only a change of measure, where we have a different deflator. The negativity of the optimal portfolio process for a normal investor is in itself an interesting aspect, but it does not affect the optimality of handling inflation-linked products compared to the situation not including these products into investment portfolio. In the following, hedging problems are considered as a modeling of the other half of inflation market that is inflation-linked products buyers. Natural buyers of these inflation-linked products are obviously institutions that have payment obligations in the future that are inflation connected. That is why we consider problems of hedging inflation-indexed payment obligations with different financial assets. The role of inflation-linked products in the hedging portfolio is shown to be very important by analyzing two alternative optimal hedging strategies, where in the first one an investor is allowed to trade as inflation-linked bond and in the second one he is not allowed to include an inflation-linked bond into his hedging portfolio. Technically this is done by restricting our original financial market, which is made of a conventional bond, inflation index and a stock correlated with inflation index, to the one, where an inflation index is excluded. As a whole, this thesis presents a wide view on inflation-linked products: inflation modeling, pricing aspects of inflation-linked products, various continuous-time portfolio problems with inflation-linked products as well as hedging of inflation-related payment obligations.Taras Beletskidoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1821Mon, 11 Dec 2006 14:32:55 +0100Connectedness of Efficient Solutions in Multiple Objective Combinatorial Optimization
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1815
Connectedness of efficient solutions is a powerful property in multiple objective combinatorial optimization since it allows the construction of the complete efficient set using neighborhood search techniques. In this paper we show that, however, most of the classical multiple objective combinatorial optimization problems do not possess the connectedness property in general, including, among others, knapsack problems (and even several special cases of knapsack problems) and linear assignment problems. We also extend already known non-connectedness results for several optimization problems on graphs like shortest path, spanning tree and minimum cost flow problems. Different concepts of connectedness are discussed in a formal setting, and numerical tests are performed for different variants of the knapsack problem to analyze the likelihood with which non-connected adjacency graphs occur in randomly generated problem instances.Jochen Gorski; Kathrin Klamroth; Stefan Ruzikapreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1815Tue, 28 Nov 2006 11:52:25 +0100Quasiregular Projective Panes of Order 16 -- A Computational Approach
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1813
This thesis discusses methods for the classification of finite projective planes via exhaustive search. In the main part the author classifies all projective planes of order 16 admitting a large quasiregular group of collineations. This is done by a complete search using the computer algebra system GAP. Computational methods for the construction of relative difference sets are discussed. These methods are implemented in a GAP-package, which is available separately. As another result --found in cooperation with U. Dempwolff-- the projective planes defined by planar monomials are classified. Furthermore the full automorphism group of the non-translation planes defined by planar monomials are classified.Marc Röderdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1813Mon, 27 Nov 2006 12:32:05 +0100Decomposition of Matrices and Static Multileaf Collimators: A Survey
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1810
Multileaf Collimators (MLC) consist of (currently 20-100) pairs of movable metal leaves which are used to block radiation in Intensity Modulated Radiation Therapy (IMRT). The leaves modulate a uniform source of radiation to achieve given intensity profiles. The modulation process is modeled by the decomposition of a given non-negative integer matrix into a non-negative linear combination of matrices with the (strict) consecutive ones property.Matthias Ehrgott; Horst W. Hamacher; Marc Nußbaumpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1810Tue, 21 Nov 2006 13:41:32 +0100On numerical simulations of viscoelastic fluids.
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1799
This thesis deals with modeling aspects of generalized Newtonian and of non-Newtonian fluids, as well as with development and validation of algorithms used in simulation of such fluids. The main contribution in the modeling part are the introduction and analysis of a new model for the generalized Newtonian fluids, where constitutive equation is of an algebraic form. Distinction between shear and extensional viscosities leads to anisotropic viscosity model. It can be considered as a natural extension of the well known (isotropic viscosity) Carreau model, which deals only with shear viscosity properties of the fluid. The proposed model takes additionally into account extensional viscosity properties. Numerical results show that the anisotropic viscosity model gives much better agreement with experimental observations than the isotropic one. Another contribution of the thesis consists of the development and analysis of robust and reliable algorithms for simulation of generalized Newtonian fluids. For such fluids the momentum equations are strongly coupled through mixed derivatives appearing in the viscous term (unlike the case of Newtonian fluids). It is shown in this thesis, that a careful treatment of those derivatives is essential in deriving robust algorithms. A modification of a standard SIMPLE-like algorithm is given, where all the viscous terms from the momentum equations are discretized in an implicit manner. Moreover, it is shown that a block diagonal preconditioner to the viscous operator is good enough to be used in simulations. Furthermore, different solution techniques, namely projection type methods (consists of solving momentum equations and pressure correction equation) and fully coupled methods (momentum and continuity equations are solved together), are compared. It is shown, that explicit discretization of the mixed derivatives lead to stability problems. Further, analytical estimates of eigenvalue distribution for three different preconditioners, applied to the transformed system arising after discretization and linearization of the momentum and continuity equations, are provided. We propose to apply a block Gauss-Seidel preconditioner to the transformed system. The analysis shows, that this preconditioner is able to cluster eigenvalues around unity independent of the transformation step. It is not the case for other preconditioners applied to the transformed system as discussed in the thesis. The block Gauss-Seidel preconditioner has also shown the best behavior (among all preconditioners discussed in the thesis) in numerical experiments. Further contribution consists of comparison and validation of numerical algorithms applied in simulations of non-Newtonian fluids modeled by time integral constitutive equations. Numerical results from simulations of dilute polymer solutions, described by the integral Oldroyd B model, have shown very good quantitative agreement with the results obtained by differential Oldroyd B counterpart in 4:1 planar contraction domain at low Weissenberg numbers. In this case, the Weissenberg number is changed by changing the relaxation time. However, contrary to the differential Oldroyd B model, the integral one allows to perform stable simulations also in the range of high Weissenberg numbers. Moreover, very good agreement with experimental observations has been achieved. Simulations of concentrated polymer solutions (polystyrene and polybutadiene solutions), modeled by the integral Doi Edwards model, supplemented by chain length fluctuations, have shown very good qualitative agreement with the results obtained by its differential approximation in 4:1:4 constriction domain. Again, much higher Weissenberg numbers can be achieved when the integral model is used. Moreover, very good quantitative results with experimental data of polystyrene solution for the first normal stress difference and shear viscosity defined here as the quotient of a shear stress and a shear rate. Finally, comparison of the two methods used for approximating the time integral constitutive equation, namely Deformation Field Method (DFM) and Backward Lagrangian Particle Method (BLPM), is performed. In BLPM the particle paths are recalculated at every time step of the simulations, what has never been tried before. The results have shown, that in the considered geometries both methods give similar results.Dariusz Niedzieladoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1799Mon, 13 Nov 2006 11:36:47 +0100Acquisition Prioritization: A Multicriteria Approach Based on a Case Study
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1798
Selection of new projects is one of the major decision making activities in any company. Given a set of potential projects to invest, a subset which matches the company's strategy and internal resources best has to be selected. In this paper, we propose a multicriteria model for portfolio selection of projects, where we take into consideration that each of the potential projects has several - usually conflicting - values.Horst W. Hamacher; Stefan Ruzika; Akin Tanatmispreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1798Wed, 08 Nov 2006 23:24:46 +0100Optimization of Beam Orientation in Intensity Modulated Radiation Therapy Planning
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1789
For the last decade, optimization of beam orientations in intensity-modulated 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 profiles. 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 profiles. 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 profiles by using multiple objective inverse treatment planning. Such an approach results in a variety of beam intensity profiles for every selection of beam orientations, making the dependence between beam orientations and its intensity profiles less important. This thesis takes advantage of this property to accelerate the optimization process through an approximation of the intensity profiles that are used for multiple selections of beam orientations, saving a considerable amount of calculation time. A dynamic algorithm (DA) and evolutionary algorithm (EA), for beam orientations in IMRT planning will be presented. The DA mimics, automatically, the methods of beam's eye view and observer's view which are recognized in conventional conformal radiation therapy. The EA is based on a dose-volume histogram evaluation function introduced as an attempt to minimize the deviation between the mathematical and clinical optima. To illustrate the efficiency of the algorithms they have been applied to different clinical examples. In comparison to the standard equally spaced beams plans, improvements are reported for both algorithms in all the clinical examples even when, for some cases, fewer beams are used. A smaller number of beams is always desirable without compromising the quality of the treatment plan. It results in a shorter treatment delivery time, which reduces potential errors in terms of patient movements and decreases discomfort.Ahmad Saher Azizi Sultandoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1789Sat, 28 Oct 2006 14:34:50 +0200Biorthogonal Locally Supported Wavelets on the Sphere Based on Zonal Kernel Functions
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1787
This paper presents a method for approximating spherical functions from discrete data of a block-wise grid structure. The essential ingredients of the approach are scaling and wavelet functions within a biorthogonalisation process generated by locally supported zonal kernel functions. In consequence, geophysically and geodetically relevant problems involving rotation-invariant pseudodifferential operators become attackable. A multiresolution analysis is formulated enabling a fast wavelet transform similar to the algorithms known from one-dimensional Euclidean theory.Willi Freeden; Michael Schreinerpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1787Tue, 24 Oct 2006 22:02:39 +0200Wavelet-based Adaptive Multiresolution Tools Applied to Speech Recognition
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1785
* naive examples which show drawbacks of discrete wavelet transform and windowed Fourier transform; * adaptive partition (with a 'best basis' approach) of speech-like signals by means of local trigonometric bases with orthonormal windows. * extraction of formant-like features from the cosine transform; * further proceedingings for classification of vowels or voiced speech are suggested at the end.Andreas Simonmasterthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1785Tue, 17 Oct 2006 14:15:45 +0200Statistical aspects of setting up a credit rating system
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1779
The new international capital standard for credit institutions (“Basel II”) allows banks to use internal rating systems in order to determine the risk weights that are relevant for the calculation of capital charge. Therefore, it is necessary to develop a system that enfolds the main practices and methods existing in the context of credit rating. The aim of this thesis is to give a suggestion of setting up a credit rating system, where the main techniques used in practice are analyzed, presenting some alternatives and considering the problems that can arise from a statistical point of view. Finally, we will set up some guidelines on how to accomplish the challenge of credit scoring. The judgement of the quality of a credit with respect to the probability of default is called credit rating. A method based on a multi-dimensional criterion seems to be natural, due to the numerous effects that can influence this rating. However, owing to governmental rules, the tendency is that typically one-dimensional criteria will be required in the future as a measure for the credit worthiness or for the quality of a credit. The problem as described above can be resolved via transformation of a multi-dimensional data set into a one-dimensional one while keeping some monotonicity properties and also keeping the loss of information (due to the loss of dimensionality) at a minimum level.Beatriz Clavero Raserodoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1779Thu, 28 Sep 2006 11:36:54 +0200The Semiconductor Model Hierarchy in Optimal Dopant Profiling
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1781
We consider optimal design problems for semiconductor devices which are simulated using the energy transport model. We develop a descent algorithm based on the adjoint calculus and present numerical results for a ballistic diode. Further, we compare the optimal doping profile with results computed on basis of the drift diffusion model. Finally, we exploit the model hierarchy and test the space mapping approach, especially the aggressive space mapping algorithm, for the design problem. This yields a significant reduction of numerical costs and programming effort.Concetta Drago; Rene Pinnaupreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1781Tue, 26 Sep 2006 19:06:17 +0200A homotopy between the solutions of the elastic and elastoplastic boundary value problem
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1776
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.Holger Lang; Klaus Dressler; Rene Pinnau; Gerd Bitschreporthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1776Fri, 22 Sep 2006 16:05:14 +0200Error estimates for quasistatic global elastic correction and linear kinematic hardening material
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1775
We consider in this paper the quasistatic boundary value problems of linear elasticity and nonlinear elastoplasticity with linear kinematic hardening material. We derive expressions and estimates for the difference of solutions (i.e. stress, strain and displacement) of both models. Further, we study the error between the elastoplastic solution and the solution of a postprocessing method, that corrects the solution of the linear elastic problem in order to approximate the elastoplastic model.Holger Lang; Klaus Dressler; Rene Pinnau; Michael Speckertreporthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1775Thu, 21 Sep 2006 20:54:30 +0200Lipschitz estimates for the stop and the play operator
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1773
In this article, we give some generalisations of existing Lipschitz estimates for the stop and the play operator with respect to an arbitrary convex and closed characteristic a separable Hilbert space. We are especially concerned with the dependency of their outputs with respect to different scalar products.Holger Lang; Klaus Dressler; Rene Pinnaureporthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1773Thu, 21 Sep 2006 12:05:33 +0200Optimization and Control of Traffic Flow Networks
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1772
Traffic flow on road networks has been a continuous source of challenging mathematical problems. Mathematical modelling can provide an understanding of dynamics of traffic flow and hence helpful in organizing the flow through the network. In this dissertation macroscopic models for the traffic flow in road networks are presented. The primary interest is the extension of the existing macroscopic road network models based on partial differential equations (PDE model). In order to overcome the difficulty of high computational costs of PDE model an ODE model has been introduced. In addition, steady state traffic flow model named as RSA model on road networks has been dicsussed. To obtain the optimal flow through the network cost functionals and corresponding optimal control problems are defined. The solution of these optimization problems provides an information of shortest path through the network subject to road conditions. The resulting constrained optimization problem is solved approximately by solving unconstrained problem invovling exact penalty functions and the penalty parameter. A good estimate of the threshold of the penalty parameter is defined. A well defined algorithm for solving a nonlinear, nonconvex equality and bound constrained optimization problem is introduced. The numerical results on the convergence history of the algorithm support the theoretical results. In addition to this, bottleneck situations in the traffic flow have been treated using a domain decomposition method (DDM). In particular this method could be used to solve the scalar conservation laws with the discontinuous flux functions corresponding to other physical problems too. This method is effective even when the flux function presents more than one discontinuity within the same spatial domain. It is found in the numerical results that the DDM is superior to other schemes and demonstrates good shock resolution.Anita Kumari Singhdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1772Wed, 20 Sep 2006 18:44:20 +0200Time-Dependent Cauchy-Navier Splines and their Application to Seismic Wave Front Propagation
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1760
In this paper a known orthonormal system of time- and space-dependent functions, that were derived out of the Cauchy-Navier equation for elastodynamic phenomena, is used to construct reproducing kernel Hilbert spaces. After choosing one of the spaces the corresponding kernel is used to define a function system that serves as a basis for a spline space. We show that under certain conditions there exists a unique interpolating or approximating, respectively, spline in this space with respect to given samples of an unknown function. The name "spline" here refers to its property of minimising a norm among all interpolating functions. Moreover, a convergence theorem and an error estimate relative to the point grid density are derived. As numerical example we investigate the propagation of seismic waves.Paula Kammann; Volker Michelpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1760Wed, 23 Aug 2006 10:19:04 +0200