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- Fachbereich Mathematik (14) (remove)

In the first part of the thesis we develop the theory of standard bases in free modules over (localized) polynomial rings. Given that linear equations are solvable in the coefficients of the polynomials, we introduce an algorithm to compute standard bases with respect to arbitrary (module) monomial orderings. Moreover, we take special care to principal ideal rings, allowing zero divisors. For these rings we design modified algorithms which are new and much faster than the general ones. These algorithms were motivated by current limitations in formal verification of microelectronic System-on-Chip designs. We show that our novel approach using computational algebra is able to overcome these limitations in important classes of applications coming from industrial challenges.
The second part is based on research in collaboration with Jason Morton, Bernd Sturmfels and Anne Shiu. We devise a general method to describe and compute a certain class of rank tests motivated by statistics. The class of rank tests may loosely be described as being based on computing the number of linear extensions to given partial orders. In order to apply these tests to actual data we developed two algorithms and used our implementations to apply the methodology to gene expression data created at the Stowers Institute for Medical Research. The dataset is concerned with the development of the vertebra. Our rankings proved valuable to the biologists.

In this work two main approaches for the evaluation of credit derivatives are analyzed: the copula based approach and the Markov Chain based approach. This work gives the opportunity to use the advantages and avoid disadvantages of both approaches. For example, modeling of contagion effects, i.e. modeling dependencies between counterparty defaults, is complicated under the copula approach. One remedy is to use Markov Chain, where it can be done directly. The work consists of five chapters. The first chapter of this work extends the model for the pricing of CDS contracts presented in the paper by Kraft and Steffensen (2007). In the widely used models for CDS pricing it is assumed that only borrower can default. In our model we assume that each of the counterparties involved in the contract may default. Calculated contract prices are compared with those calculated under usual assumptions. All results are summarized in the form of numerical examples and plots. In the second chapter the copula and its main properties are described. The methods of constructing copulas as well as most common copulas families and its properties are introduced. In the third chapter the method of constructing a copula for the existing Markov Chain is introduced. The cases with two and three counterparties are considered. Necessary relations between the transition intensities are derived to directly find some copula functions. The formulae for default dependencies like Spearman's rho and Kendall's tau for defined copulas are derived. Several numerical examples are presented in which the copulas are built for given Markov Chains. The fourth chapter deals with the approximation of copulas if for a given Markov Chain a copula cannot be provided explicitly. The fifth chapter concludes this thesis.

The goal of this thesis is to find ways to improve the analysis of hyperspectral Terahertz images. Although it would be desirable to have methods that can be applied on all spectral areas, this is impossible. Depending on the spectroscopic technique, the way the data is acquired differs as well as the characteristics that are to be detected. For these reasons, methods have to be developed or adapted to be especially suitable for the THz range and its applications. Among those are particularly the security sector and the pharmaceutical industry.
Due to the fact that in many applications the volume of spectra to be organized is high, manual data processing is difficult. Especially in hyperspectral imaging, the literature is concerned with various forms of data organization such as feature reduction and classification. In all these methods, the amount of necessary influence of the user should be minimized on the one hand and on the other hand the adaption to the specific application should be maximized.
Therefore, this work aims at automatically segmenting or clustering THz-TDS data. To achieve this, we propose a course of action that makes the methods adaptable to different kinds of measurements and applications. State of the art methods will be analyzed and supplemented where necessary, improvements and new methods will be proposed. This course of action includes preprocessing methods to make the data comparable. Furthermore, feature reduction that represents chemical content in about 20 channels instead of the initial hundreds will be presented. Finally the data will be segmented by efficient hierarchical clustering schemes. Various application examples will be shown.
Further work should include a final classification of the detected segments. It is not discussed here as it strongly depends on specific applications.

A Multi-Phase Flow Model Incorporated with Population Balance Equation in a Meshfree Framework
(2011)

This study deals with the numerical solution of a meshfree coupled model of Computational Fluid Dynamics (CFD) and Population Balance Equation (PBE) for liquid-liquid extraction columns. In modeling the coupled hydrodynamics and mass transfer in liquid extraction columns one encounters multidimensional population balance equation that could not be fully resolved numerically within a reasonable time necessary for steady state or dynamic simulations. For this reason, there is an obvious need for a new liquid extraction model that captures all the essential physical phenomena and still tractable from computational point of view. This thesis discusses a new model which focuses on discretization of the external (spatial) and internal coordinates such that the computational time is drastically reduced. For the internal coordinates, the concept of the multi-primary particle method; as a special case of the Sectional Quadrature Method of Moments (SQMOM) is used to represent the droplet internal properties. This model is capable of conserving the most important integral properties of the distribution; namely: the total number, solute and volume concentrations and reduces the computational time when compared to the classical finite difference methods, which require many grid points to conserve the desired physical quantities. On the other hand, due to the discrete nature of the dispersed phase, a meshfree Lagrangian particle method is used to discretize the spatial domain (extraction column height) using the Finite Pointset Method (FPM). This method avoids the extremely difficult convective term discretization using the classical finite volume methods, which require a lot of grid points to capture the moving fronts propagating along column height.

This thesis is devoted to constructive module theory of polynomial
graded commutative algebras over a field.
It treats the theory of Groebner bases (GB), standard bases (SB) and syzygies as well as algorithms
and their implementations.
Graded commutative algebras naturally unify exterior and commutative polynomial algebras.
They are graded non-commutative, associative unital algebras over fields and may contain zero-divisors.
In this thesis
we try to make the most use out of _a priori_ knowledge about
their characteristic (super-commutative) structure
in developing direct symbolic methods, algorithms and implementations,
which are intrinsic to graded commutative algebras and practically efficient.
For our symbolic treatment we represent them as polynomial algebras
and redefine the product rule in order to allow super-commutative structures
and, in particular, to allow zero-divisors.
Using this representation we give a nice characterization
of a GB and an algorithm for its computation.
We can also tackle central localizations of graded commutative algebras by allowing commutative variables to be _local_,
generalizing Mora algorithm (in a similar fashion as G.M.Greuel and G.Pfister by allowing local or mixed monomial orderings)
and working with SBs.
In this general setting we prove a generalized Buchberger's criterion,
which shows that syzygies of leading terms play the utmost important role
in SB and syzygy module computations.
Furthermore, we develop a variation of the La Scala-Stillman free resolution algorithm,
which we can formulate particularly close to our implementation.
On the implementation side
we have further developed the Singular non-commutative subsystem Plural
in order to allow polynomial arithmetic
and more involved non-commutative basic Computer Algebra computations (e.g. S-polynomial, GB)
to be easily implementable for specific algebras.
At the moment graded commutative algebra-related algorithms
are implemented in this framework.
Benchmarks show that our new algorithms and implementation are practically efficient.
The developed framework has a lot of applications in various
branches of mathematics and theoretical physics.
They include computation of sheaf cohomology, coordinate-free verification of affine geometry
theorems and computation of cohomology rings of p-groups, which are partially described in this thesis.

Intersection Theory on Tropical Toric Varieties and Compactifications of Tropical Parameter Spaces
(2011)

We study toric varieties over the tropical semifield. We define tropical cycles inside these toric varieties and extend the stable intersection of tropical cycles in R^n to these toric varieties. In particular, we show that every tropical cycle can be degenerated into a sum of torus-invariant cycles. This allows us to tropicalize algebraic cycles of toric varieties over an algebraically closed field with non-Archimedean valuation. We see that the tropicalization map is a homomorphism on cycles and an isomorphism on cycle classes. Furthermore, we can use projective toric varieties to compactify known tropical varieties and study their combinatorics. We do this for the tropical Grassmannian in the Plücker embedding and compactify the tropical parameter space of rational degree d curves in tropical projective space using Chow quotients of the tropical Grassmannian.

Mrázek et al. [14] proposed a unified approach to curve estimation which combines
localization and regularization. In this thesis we will use their approach to study
some asymptotic properties of local smoothers with regularization. In Particular, we
shall discuss the regularized local least squares (RLLS) estimate with correlated errors
(more precisely with stationary time series errors), and then based on this approach
we will discuss the case when the kernel function is dirac function and compare our
smoother with the spline smoother. Finally, we will do some simulation study.

For computational reasons, the spline interpolation of the Earth's gravitational potential is usually done in a spherical framework. In this work, however, we investigate a spline method with respect to the real Earth. We are concerned with developing the real Earth oriented strategies and methods for the Earth's gravitational potential determination. For this purpose we introduce the reproducing kernel Hilbert space of Newton potentials on and outside given regular surface with reproducing kernel defined as a Newton integral over it's interior. We first give an overview of thus far achieved results considering approximations on regular surfaces using surface potentials (Chapter 3). The main results are contained in the fourth chapter where we give a closer look to the Earth's gravitational potential, the Newton potentials and their characterization in the interior and the exterior space of the Earth. We also present the L2-decomposition for regions in R3 in terms of distributions, as a main strategy to impose the Hilbert space structure on the space of potentials on and outside a given regular surface. The properties of the Newton potential operator are investigated in relation to the closed subspace of harmonic density functions. After these preparations, in the fifth chapter we are able to construct the reproducing kernel Hilbert space of Newton potentials on and outside a regular surface. The spline formulation for the solution to interpolation problems, corresponding to a set of bounded linear functionals is given, and corresponding convergence theorems are proven. The spline formulation reflects the specifics of the Earth's surface, due to the representation of the reproducing kernel (of the solution space) as a Newton integral over the inner space of the Earth. Moreover, the approximating potential functions have the same domain of harmonicity as the actual Earth's gravitational potential, i.e., they are harmonic outside and continuous on the Earth's surface. This is a step forward in comparison to the spherical harmonic spline formulation involving functions harmonic down to the Runge sphere. The sixth chapter deals with the representation of the used kernel in the spherical case. It turns out that in the case of the spherical Earth, this kernel can be considered a kind of generalization to spherically oriented kernels, such as Abel-Poisson or the singularity kernel. We also investigate the existence of the closed expression of the kernel. However, at this point it remains to be unknown to us. So, in Chapter 7, we are led to consider certain discretization methods for integrals over regions in R3, in connection to theory of the multidimensional Euler summation formula for the Laplace operator. We discretize the Newton integral over the real Earth (representing the spline function) and give a priori estimates for approximate integration when using this discretization method. The last chapter summarizes our results and gives some directions for the future research.

The interest of the exploration of new hydrocarbon fields as well as deep geothermal reservoirs is permanently growing. The analysis of seismic data specific for such exploration projects is very complex and requires the deep knowledge in geology, geophysics, petrology, etc from interpreters, as well as the ability of advanced tools that are able to recover some particular properties. There again the existing wavelet techniques have a huge success in signal processing, data compression, noise reduction, etc. They enable to break complicate functions into many simple pieces at different scales and positions that makes detection and interpretation of local events significantly easier.
In this thesis mathematical methods and tools are presented which are applicable to the seismic data postprocessing in regions with non-smooth boundaries. We provide wavelet techniques that relate to the solutions of the Helmholtz equation. As application we are interested in seismic data analysis. A similar idea to construct wavelet functions from the limit and jump relations of the layer potentials was first suggested by Freeden and his Geomathematics Group.
The particular difficulty in such approaches is the formulation of limit and
jump relations for surfaces used in seismic data processing, i.e., non-smooth
surfaces in various topologies (for example, uniform and
quadratic). The essential idea is to replace the concept of parallel surfaces known for a smooth regular surface by certain appropriate substitutes for non-smooth surfaces.
By using the jump and limit relations formulated for regular surfaces, Helmholtz wavelets can be introduced that recursively approximate functions on surfaces with edges and corners. The exceptional point is that the construction of wavelets allows the efficient implementation in form of
a tree algorithm for the fast numerical computation of functions on the boundary.
In order to demonstrate the
applicability of the Helmholtz FWT, we study a seismic image obtained by the reverse time migration which is based on a finite-difference implementation. In fact, regarding the requirements of such migration algorithms in filtering and denoising the wavelet decomposition is successfully applied to this image for the attenuation of low-frequency
artifacts and noise. Essential feature is the space localization property of
Helmholtz wavelets which numerically enables to discuss the velocity field in
pointwise dependence. Moreover, the multiscale analysis leads us to reveal additional geological information from optical features.