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Destructive diseases of the lung like lung cancer or fibrosis are still often lethal. Also in case of fibrosis in the liver, the only possible cure is transplantation.
In this thesis, we investigate 3D micro computed synchrotron radiation (SR\( \mu \)CT) images of capillary blood vessels in mouse lungs and livers. The specimen show so-called compensatory lung growth as well as different states of pulmonary and hepatic fibrosis.
During compensatory lung growth, after resecting part of the lung, the remaining part compensates for this loss by extending into the empty space. This process is accompanied by an active vessel growing.
In general, the human lung can not compensate for such a loss. Thus, understanding this process in mice is important to improve treatment options in case of diseases like lung cancer.
In case of fibrosis, the formation of scars within the organ's tissue forces the capillary vessels to grow to ensure blood supply.
Thus, the process of fibrosis as well as compensatory lung growth can be accessed by considering the capillary architecture.
As preparation of 2D microscopic images is faster, easier, and cheaper compared to SR\( \mu \)CT images, they currently form the basis of medical investigation. Yet, characteristics like direction and shape of objects can only properly be analyzed using 3D imaging techniques. Hence, analyzing SR\( \mu \)CT data provides valuable additional information.
For the fibrotic specimen, we apply image analysis methods well-known from material science. We measure the vessel diameter using the granulometry distribution function and describe the inter-vessel distance by the spherical contact distribution. Moreover, we estimate the directional distribution of the capillary structure. All features turn out to be useful to characterize fibrosis based on the deformation of capillary vessels.
It is already known that the most efficient mechanism of vessel growing forms small torus-shaped holes within the capillary structure, so-called intussusceptive pillars. Analyzing their location and number strongly contributes to the characterization of vessel growing. Hence, for all three applications, this is of great interest. This thesis provides the first algorithm to detect intussusceptive pillars in SR\( \mu \)CT images. After segmentation of raw image data, our algorithm works automatically and allows for a quantitative evaluation of a large amount of data.
The analysis of SR\( \mu \)CT data using our pillar algorithm as well as the granulometry, spherical contact distribution, and directional analysis extends the current state-of-the-art in medical studies. Although it is not possible to replace certain 3D features by 2D features without losing information, our results could be used to examine 2D features approximating the 3D findings reasonably well.

The various uses of fiber-reinforced composites, for example in the enclosures of planes, boats and cars, generates the demand for a detailed analysis of these materials. The final goal is to optimize fibrous materials by the means of “virtual material design”. New fibrous materials are virtually created as realizations of a stochastic model and evaluated with physical simulations. In that way, materials can be optimized for specific use cases, without constructing expensive prototypes or performing mechanical experiments. In order to design a practically fabricable material, the stochastic model is first adapted to an existing material and then slightly modified. The virtual reconstruction of the existing material requires a precise knowledge of the geometry of its microstructure. The first part of this thesis describes a fiber quantification method by the means of local measurements of the fiber radius and orientation. The combination of a sparse chord length transform and inertia moments leads to an efficient and precise new algorithm. It outperforms existing approaches with the possibility to treat different fiber radii within one sample, with high precision in continuous space and comparably fast computing time. This local quantification method can be directly applied on gray value images by adapting the directional distance transforms on gray values. In this work, several approaches of this kind are developed and evaluated. Further characterization of the fiber system requires a segmentation of each single fiber. Using basic morphological operators with specific structuring elements, it is possible to derive a probability for each pixel describing if the pixel belongs to a fiber core in a region without overlapping fibers. Tracking high probabilities leads to a partly reconstruction of the fiber cores in non crossing regions. These core parts are then reconnected over critical regions, if they fulfill certain conditions ensuring the affiliation to the same fiber. In the second part of this work, we develop a new stochastic model for dense systems of non overlapping fibers with a controllable level of bending. Existing approaches in the literature have at least one weakness in either achieving high volume fractions, producing non overlapping fibers, or controlling the bending or the orientation distribution. This gap can be bridged by our stochastic model, which operates in two steps. Firstly, a random walk with the multivariate von Mises-Fisher orientation distribution defines bent fibers. Secondly, a force-biased packing approach arranges them in a non overlapping configuration. Furthermore, we provide the estimation of all parameters needed for the fitting of this model to a real microstructure. Finally, we simulate the macroscopic behavior of different microstructures to derive their mechanical and thermal properties. This part is mostly supported by existing software and serves as a summary of physical simulation applied to random fiber systems. The application on a glass fiber reinforced polymer proves the quality of the reconstruction by our stochastic model, as the effective properties match for both the real microstructure and the realizations of the fitted model. This thesis includes all steps to successfully perform virtual material design on various data sets. With novel and efficient algorithms it contributes to the science of analysis and modeling of fiber reinforced materials.

Numerical Godeaux surfaces are minimal surfaces of general type with the smallest possible numerical invariants. It is known that the torsion group of a numerical Godeaux surface is cyclic of order \(m\leq 5\). A full classification has been given for the cases \(m=3,4,5\) by the work of Reid and Miyaoka. In each case, the corresponding moduli space is 8-dimensional and irreducible.
There exist explicit examples of numerical Godeaux surfaces for the orders \(m=1,2\), but a complete classification for these surfaces is still missing.
In this thesis we present a construction method for numerical Godeaux surfaces which is based on homological algebra and computer algebra and which arises from an experimental approach by Schreyer. The main idea is to consider the canonical ring \(R(X)\) of a numerical Godeaux surface \(X\) as a module over some graded polynomial ring \(S\). The ring \(S\) is chosen so that \(R(X)\) is finitely generated as an \(S\)-module and a Gorenstein \(S\)-algebra of codimension 3. We prove that the canonical ring of any numerical Godeaux surface, considered as an \(S\)-module, admits a minimal free resolution whose middle map is alternating. Moreover, we show that a partial converse of this statement is true under some additional conditions.
Afterwards we use these results to construct (canonical rings of) numerical Godeaux surfaces. Hereby, we restrict our study to surfaces whose bicanonical system has no fixed component but 4 distinct base points, in the following referred to as marked numerical Godeaux surfaces.
The particular interest of this thesis lies on marked numerical Godeaux surfaces whose torsion group is trivial. For these surfaces we study the fibration of genus 4 over \(\mathbb{P}^1\) induced by the bicanonical system. Catanese and Pignatelli showed that the general fibre is non-hyperelliptic and that the number \(\tilde{h}\) of hyperelliptic fibres is bounded by 3. The two explicit constructions of numerical Godeaux surfaces with a trivial torsion group due to Barlow and Craighero-Gattazzo, respectively, satisfy \(\tilde{h} = 2\).
With the method from this thesis, we construct an 8-dimensional family of numerical Godeaux surfaces with a trivial torsion group and whose general element satisfy \(\tilde{h}=0\).
Furthermore, we establish a criterion for the existence of hyperelliptic fibres in terms of a minimal free resolution of \(R(X)\). Using this criterion, we verify experimentally the
existence of a numerical Godeaux surface with \(\tilde{h}=1\).

In the filling process of a car tank, the formation of foam plays an unwanted role, as it may prevent the tank from being completely filled or at least delay the filling. Therefore it is of interest to optimize the geometry of the tank using numerical simulation in such a way that the influence of the foam is minimized. In this dissertation, we analyze the behaviour of the foam mathematically on the mezoscopic scale, that is for single lamellae. The most important goals are on the one hand to gain a deeper understanding of the interaction of the relevant physical effects, on the other hand to obtain a model for the simulation of the decay of a lamella which can be integrated in a global foam model. In the first part of this work, we give a short introduction into the physical properties of foam and find that the Marangoni effect is the main cause for its stability. We then develop a mathematical model for the simulation of the dynamical behaviour of a lamella based on an asymptotic analysis using the special geometry of the lamella. The result is a system of nonlinear partial differential equations (PDE) of third order in two spatial and one time dimension. In the second part, we analyze this system mathematically and prove an existence and uniqueness result for a simplified case. For some special parameter domains the system can be further simplified, and in some cases explicit solutions can be derived. In the last part of the dissertation, we solve the system using a finite element approach and discuss the results in detail.

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.

The dissertation is concerned with the numerical solution of Fokker-Planck equations in high dimensions arising in the study of dynamics of polymeric liquids. Traditional methods based on tensor product structure are not applicable in high dimensions for the number of nodes required to yield a fixed accuracy increases exponentially with the dimension; a phenomenon often referred to as the curse of dimension. Particle methods or finite point set methods are known to break the curse of dimension. The Monte Carlo method (MCM) applied to such problems are 1/sqrt(N) accurate, where N is the cardinality of the point set considered, independent of the dimension. Deterministic version of the Monte Carlo method called the quasi Monte Carlo method (QMC) are quite effective in integration problems and accuracy of the order of 1/N can be achieved, up to a logarithmic factor. However, such a replacement cannot be carried over to particle simulations due to the correlation among the quasi-random points. The method proposed by Lecot (C.Lecot and F.E.Khettabi, Quasi-Monte Carlo simulation of diffusion, Journal of Complexity, 15 (1999), pp.342-359) is the only known QMC approach, but it not only leads to large particle numbers but also the proven order of convergence is 1/N^(2s) in dimension s. We modify the method presented there, in such a way that the new method works with reasonable particle numbers even in high dimensions and has better order of convergence. Though the provable order of convergence is 1/sqrt(N), the results show less variance and thus the proposed method still slightly outperforms standard MCM.

In this thesis, we investigate a statistical model for precipitation time series recorded at a single site. The sequence of observations consists of rainfall amounts aggregated over time periods of fixed duration. As the properties of this sequence depend strongly on the length of the observation intervals, we follow the approach of Rodriguez-Iturbe et. al. [1] and use an underlying model for rainfall intensity in continuous time. In this idealized representation, rainfall occurs in clusters of rectangular cells, and each observations is treated as the sum of cell contributions during a given time period. Unlike the previous work, we use a multivariate lognormal distribution for the temporal structure of the cells and clusters. After formulating the model, we develop a Markov-Chain Monte-Carlo algorithm for fitting it to a given data set. A particular problem we have to deal with is the need to estimate the unobserved intensity process alongside the parameter of interest. The performance of the algorithm is tested on artificial data sets generated from the model. [1] I. Rodriguez-Iturbe, D. R. Cox, and Valerie Isham. Some models for rainfall based on stochastic point processes. Proc. R. Soc. Lond. A, 410:269-288, 1987.

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.

This dissertation is intended to transport the theory of Serre functors into the context of A-infinity-categories. We begin with an introduction to multicategories and closed multicategories, which form a framework in which the theory of A-infinity-categories is developed. We prove that (unital) A-infinity-categories constitute a closed symmetric multicategory. We define the notion of A-infinity-bimodule similarly to Tradler and show that it is equivalent to an A-infinity-functor of two arguments which takes values in the differential graded category of complexes of k-modules, where k is a commutative ground ring. Serre A-infinity-functors are defined via A-infinity-bimodules following ideas of Kontsevich and Soibelman. We prove that a unital closed under shifts A-infinity-category over a field admits a Serre A-infinity-functor if and only if its homotopy category admits an ordinary Serre functor. The proof uses categories and Serre functors enriched in the homotopy category of complexes of k-modules. Another important ingredient is an A-infinity-version of the Yoneda Lemma.

Advantage of Filtering for Portfolio Optimization in Financial Markets with Partial Information
(2016)

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.