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- Fachbereich Mathematik (7) (remove)

In this thesis, we deal with the worst-case portfolio optimization problem occuring in discrete-time markets.
First, we consider the discrete-time market model in the presence of crash threats. We construct the discrete worst-case optimal portfolio strategy by the indifference principle in the case of the logarithmic utility. After that we extend this problem to general utility functions and derive the discrete worst-case optimal portfolio processes, which are characterized by a dynamic programming equation. Furthermore, the convergence of the discrete worst-case optimal portfolio processes are investigated when we deal with the explicit utility functions.
In order to further study the relation of the worst-case optimal value function in discrete-time models to continuous-time models we establish the finite-difference approach. By deriving the discrete HJB equation we verify the worst-case optimal value function in discrete-time models, which satisfies a system of dynamic programming inequalities. With increasing degree of fineness of the time discretization, the convergence of the worst-case value function in discrete-time models to that in continuous-time models are proved by using a viscosity solution method.

Cell migration is essential for embryogenesis, wound healing, immune surveillance, and
progression of diseases, such as cancer metastasis. For the migration to occur, cellular
structures such as actomyosin cables and cell-substrate adhesion clusters must interact.
As cell trajectories exhibit a random character, so must such interactions. Furthermore,
migration often occurs in a crowded environment, where the collision outcome is deter-
mined by altered regulation of the aforementioned structures. In this work, guided by a
few fundamental attributes of cell motility, we construct a minimal stochastic cell migration
model from ground-up. The resulting model couples a deterministic actomyosin contrac-
tility mechanism with stochastic cell-substrate adhesion kinetics, and yields a well-defined
piecewise deterministic process. The signaling pathways regulating the contractility and
adhesion are considered as well. The model is extended to include cell collectives. Numer-
ical simulations of single cell migration reproduce several experimentally observed results,
including anomalous diffusion, tactic migration, and contact guidance. The simulations
of colliding cells explain the observed outcomes in terms of contact induced modification
of contractility and adhesion dynamics. These explained outcomes include modulation
of collision response and group behavior in the presence of an external signal, as well as
invasive and dispersive migration. Moreover, from the single cell model we deduce a pop-
ulation scale formulation for the migration of non-interacting cells. In this formulation,
the relationships concerning actomyosin contractility and adhesion clusters are maintained.
Thus, we construct a multiscale description of cell migration, whereby single, collective,
and population scale formulations are deduced from the relationships on the subcellular
level in a mathematically consistent way.

Magnetoelastic coupling describes the mutual dependence of the elastic and magnetic fields and can be observed in certain types of materials, among which are the so-called "magnetostrictive materials". They belong to the large class of "smart materials", which change their shape, dimensions or material properties under the influence of an external field. The mechanical strain or deformation a material experiences due to an externally applied magnetic field is referred to as magnetostriction; the reciprocal effect, i.e. the change of the magnetization of a body subjected to mechanical stress is called inverse magnetostriction. The coupling of mechanical and electromagnetic fields is particularly observed in "giant magnetostrictive materials", alloys of ferromagnetic materials that can exhibit several thousand times greater magnitudes of magnetostriction (measured as the ratio of the change in length of the material to its original length) than the common magnetostrictive materials. These materials have wide applications areas: They are used as variable-stiffness devices, as sensors and actuators in mechanical systems or as artificial muscles. Possible application fields also include robotics, vibration control, hydraulics and sonar systems.
Although the computational treatment of coupled problems has seen great advances over the last decade, the underlying problem structure is often not fully understood nor taken into account when using black box simulation codes. A thorough analysis of the properties of coupled systems is thus an important task.
The thesis focuses on the mathematical modeling and analysis of the coupling effects in magnetostrictive materials. Under the assumption of linear and reversible material behavior with no magnetic hysteresis effects, a coupled magnetoelastic problem is set up using two different approaches: the magnetic scalar potential and vector potential formulations. On the basis of a minimum energy principle, a system of partial differential equations is derived and analyzed for both approaches. While the scalar potential model involves only stationary elastic and magnetic fields, the model using the magnetic vector potential accounts for different settings such as the eddy current approximation or the full Maxwell system in the frequency domain.
The distinctive feature of this work is the analysis of the obtained coupled magnetoelastic problems with regard to their structure, strong and weak formulations, the corresponding function spaces and the existence and uniqueness of the solutions. We show that the model based on the magnetic scalar potential constitutes a coupled saddle point problem with a penalty term. The main focus in proving the unique solvability of this problem lies on the verification of an inf-sup condition in the continuous and discrete cases. Furthermore, we discuss the impact of the reformulation of the coupled constitutive equations on the structure of the coupled problem and show that in contrast to the scalar potential approach, the vector potential formulation yields a symmetric system of PDEs. The dependence of the problem structure on the chosen formulation of the constitutive equations arises from the distinction of the energy and coenergy terms in the Lagrangian of the system. While certain combinations of the elastic and magnetic variables lead to a coupled magnetoelastic energy function yielding a symmetric problem, the use of their dual variables results in a coupled coenergy function for which a mixed problem is obtained.
The presented models are supplemented with numerical simulations carried out with MATLAB for different examples including a 1D Euler-Bernoulli beam under magnetic influence and a 2D magnetostrictive plate in the state of plane stress. The simulations are based on material data of Terfenol-D, a giant magnetostrictive materials used in many industrial applications.

In this thesis we consider the directional analysis of stationary point processes. We focus on three non-parametric methods based on second order analysis which we have defined as Integral method, Ellipsoid method, and Projection method. We present the methods in a general setting and then focus on their application in the 2D and 3D case of a particular type of anisotropy mechanism called geometric anisotropy. We mainly consider regular point patterns motivated by our application to real 3D data coming from glaciology. Note that directional analysis of 3D data is not so prominent in the literature.
We compare the performance of the methods, which depends on the relative parameters, in a simulation study both in 2D and 3D. Based on the results we give recommendations on how to choose the methods´ parameters in practice.
We apply the directional analysis to the 3D data coming from glaciology, which consist in the locations of air-bubbles in polar ice cores. The aim of this study is to provide information about the deformation rate in the ice and the corresponding thinning of ice layers at different depths. This information is substantial for the glaciologists in order to build ice dating models and consequently to give a correct interpretation of the climate information which can be found by analyzing ice cores. In this thesis we consider data coming from three different ice cores: the Talos Dome core, the EDML core and the Renland core.
Motivated by the ice application, we study how isotropic and stationary noise influences the directional analysis. In fact, due to the relaxation of the ice after drilling, noise bubbles can form within the ice samples. In this context we take two classification algorithms into consideration, which aim to classify points in a superposition of a regular isotropic and stationary point process with Poisson noise.
We introduce two methods to visualize anisotropy, which are particularly useful in 3D and apply them to the ice data. Finally, we consider the problem of testing anisotropy and the limiting behavior of the geometric anisotropy transform.

Many loads acting on a vehicle depend on the condition and quality of roads
traveled as well as on the driving style of the motorist. Thus, during vehicle development,
good knowledge on these further operations conditions is advantageous.
For that purpose, usage models for different kinds of vehicles are considered. Based
on these mathematical descriptions, representative routes for multiple user
types can be simulated in a predefined geographical region. The obtained individual
driving schedules consist of coordinates of starting and target points and can
thus be routed on the true road network. Additionally, different factors, like the
topography, can be evaluated along the track.
Available statistics resulting from travel survey are integrated to guarantee reasonable
trip length. Population figures are used to estimate the number of vehicles in
contained administrative units. The creation of thousands of those geo-referenced
trips then allows the determination of realistic measures of the durability loads.
Private as well as commercial use of vehicles is modeled. For the former, commuters
are modeled as the main user group conducting daily drives to work and
additional leisure time a shopping trip during workweek. For the latter, taxis as
example for users of passenger cars are considered. The model of light-duty commercial
vehicles is split into two types of driving patterns, stars and tours, and in
the common traffic classes of long-distance, local and city traffic.
Algorithms to simulate reasonable target points based on geographical and statistical
data are presented in detail. Examples for the evaluation of routes based
on topographical factors and speed profiles comparing the influence of the driving
style are included.

Various physical phenomenons with sudden transients that results into structrual changes can be modeled via
switched nonlinear differential algebraic equations (DAEs) of the type
\[
E_{\sigma}\dot{x}=A_{\sigma}x+f_{\sigma}+g_{\sigma}(x). \tag{DAE}
\]
where \(E_p,A_p \in \mathbb{R}^{n\times n}, x\mapsto g_p(x),\) is a mapping, \(p \in \{1,\cdots,P\}, P\in \mathbb{N}
f \in \mathbb{R} \rightarrow \mathbb{R}^n , \sigma: \mathbb{R} \rightarrow \{1,\cdots, P\}\).
Two related common tasks are:
Task 1: Investigate if above (DAE) has a solution and if it is unique.
Task 2: Find a connection among a solution of above (DAE) and solutions of related
partial differential equations.
In the linear case \(g(x) \equiv 0\) the task 1 has been tackeled already in a
distributional solution framework.
A main goal of the dissertation is to give contribution to task 1 for the
nonlinear case \(g(x) \not \equiv 0\) ; also contributions to the task 2 are given for
switched nonlinear DAEs arising while modeling sudden transients in water
distribution networks. In addition, this thesis contains the following further
contributions:
The notion of structured switched nonlinear DAEs has been introduced,
allowing also non regular distributions as solutions. This extend a previous
framework that allowed only piecewise smooth functions as solutions. Further six mild conditions were given to ensure existence and uniqueness of the solution within the space of piecewise smooth distribution. The main
condition, namely the regularity of the matrix pair \((E,A)\), is interpreted geometrically for those switched nonlinear DAEs arising from water network graphs.
Another contribution is the introduction of these switched nonlinear DAEs
as a simplication of the PDE model used classically for modeling water networks. Finally, with the support of numerical simulations of the PDE model it has been illustrated that this switched nonlinear DAE model is a good approximation for the PDE model in case of a small compressibility coefficient.

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.