### Refine

#### Year of publication

- 2010 (56) (remove)

#### Document Type

- Report (26)
- Doctoral Thesis (22)
- Preprint (4)
- Bachelor Thesis (1)
- Diploma Thesis (1)
- Master's Thesis (1)
- Periodical Part (1)

#### Language

- English (56) (remove)

#### Keywords

- Erwarteter Nutzen (2)
- Lagrangian mechanics (2)
- Numerische Strömungssimulation (2)
- Portfolio Selection (2)
- Stochastische dynamische Optimierung (2)
- numerical upscaling (2)
- optimal control (2)
- portfolio choice (2)
- work effort (2)
- Abstraction (1)

#### Faculty / Organisational entity

The aim of this study is to describe the consolidation in thermoplastic tape placement
process to obtain high quality structure, making the process viable for automotive
and aerospace industrial applications. The major barrier in this technique is very
short residence time of material under the consolidation roller to accomplished complete
polymer diffusion in the bonded region. Hence investigation is performed to find
out the optimize manufacturing parameters by extensive material, process, product
testing and through process simulation.
Temperature distribution and convective heat transfer under the hot gas torch is experimentally
mapped out. Bonding process inside the laminate is the combine effect
of layers (tapes) intimate contact Dic development and resulting polymer diffusion Dh
at these contacted sections. Three energy levels are identified based on the process
velocity and hot gas flow combinations. For the low energy parameter combinations,
the energy input to the incoming tape and substrate material is limited and result in
incomplete intimate contact which restricts the bonding process. On other hand high
energy input although could increase the bonding degree Db even up to the 97%, but
also activate the thermal degradation phenomena. It is found out that the rate of polymer
healing (diffusion) and polymer crosslinking follows the Arrhenius laws with the
activation energies of 43 KJ/mol and 276 KJ/mol. The polymer crosslinking at high
temperature exposure hinder the polymer diffusion process and reduces the strength
development. So the parameters combination at intermediate energy level provides
the opportunity of continuous interlaminar strength improvement through out the layup
process.
Deformation of tape edges is identified as the dictating factor for the laminate’s transverse
strength. Tape placement with slight overlap reinforced the transverse joint by
more 10 % as compared to pure matrix joint. Finally the simulation tool developed in
this research work is used for identifying the existing limitation to achieve full consolidation.
A parameter study shows that extended consolidation either by mean of additional
pass or by increasing consolidation length widens the high strength (over 90%)
bonding degree Db contour. Thus high lay-up velocity (up to 7 m/min) is viable for industrial
production rate.

In recent years the consumption of polymer based composites in many engineering
fields where friction and wear are critical issues has increased enormously. Satisfying
the growing industrial needs can be successful only if the costly, labor-intensive and
time-consuming cycle of manufacturing, followed by testing, and additionally followed
by further trial-and-error compounding is reduced or even avoided. Therefore, the
objective is to get in advance as much fundamental understanding as possible of the
interaction between various composite components and that of the composite against
its counterface. Sliding wear of polymers and polymer composites involves very
complex and highly nonlinear processes. Consequently, to develop analytical models
for the simulation of the sliding wear behavior of these materials is extremely difficult
or even impossible. It necessitates simplifying hypotheses and thus compromising
accuracy. An alternative way, discussed in this work, is an artificial neural network
based modeling. The principal benefit of artificial neural networks (ANNs) is their ability
to learn patterns through a training experience from experimentally generated data
using self-organizing capabilities.
Initially, the potential of using ANNs for the prediction of friction and wear properties
of polymers and polymer composites was explored using already published friction
and wear data of 101 independent fretting wear tests of polyamide 46 (PA 46) composites.
For comparison, ANNs were also applied to model the mechanical properties
of polymer composites using a commercial data bank of 93 pairs of independent Izod
impact, tension and bending tests of polyamide 66 (PA 66) composites. Different
stages in the development of ANN models such as selection of optimum network
configuration, multi-dimensional modeling, training and testing of the network were
addressed at length. The results of neural network predictions appeared viable and
very promising for their application in the field of tribology.
A case example was subsequently presented to model the sliding friction and wear
properties of polymer composites by using newly measured datasets of polyphenylene
sulfide (PPS) matrix composites. The composites were prepared by twinscrew
extrusion and injection molding. The dataset investigated was generated from
pin-on-disc testing in dry sliding conditions under various contact pressures and sliding speeds. Initially the focus was placed on exploring the possible synergistic effects
between traditional reinforcements and particulate fillers, with special emphasis on
sub-micro TiO2 particles (300 nm average diameter) and short carbon fibers (SCFs).
Subsequently, the lubricating contributions of graphite (Gr) and polytetrafluoroethylene
(PTFE) in these multiphase materials were also studied. ANNs were trained
using a conjugate gradient with Powell/Beale restarts (CGB) algorithm as well as a
variable learning rate backpropagation (GDX) algorithm in order to learn compositionproperty
relationships between the inputs and outputs of the system. Likewise, the
influence of the operating parameters (contact pressure (p) and sliding speed (v))
was also examined. The incorporation of short carbon fibers and sub-micro TiO2
particles resulted in both a lower friction and a great improvement in the wear resistance
of the PPS composites within the low and medium pv-range. The mechanical
characterization and surface analysis after wear testing revealed that this beneficial
tribological performance could be explained by the following phenomena: (i)
enhanced mechanical properties through the inclusion of short carbon fibers, (ii)
favorable protection of the short carbon fibers by the sub-micro particles diminishing
fiber breakage and removal, (iii) self-repairing effects with the sub-micro particles, (iv)
formation of quasi-spherical transfer particles free to roll at the tribological contact.
Still, in the high pv-range stick-slip sliding motion was observed with these hybrid
materials. The adverse stick-slip behavior could be effectively eliminated through the
additional inclusion of solid lubricant reservoirs (Gr and PTFE), analogous to the
lubricants used in real ball bearings. Likewise, solid lubricants improved the wear resistance
of the multiphase system PPS/SCF/TiO2 in the high pv-range (≥ 9 MPa·m/s).
Yet, their positive effect, especially that of graphite, was limited up to certain volume
fraction and loading conditions. The optimum results were obtained by blending
comparatively low amounts of Gr and PTFE (≈ 5 vol.% from each additive). An introduction
of softer sub-micro particles did not bring the desired ball bearing effect and
fiber protection. The ANN prediction profiles for PPS tribo-compounds exhibited very
good or even perfect agreement with the measured results demonstrating that the
target of achieving a well trained network was reached. The results of employing a
validation test dataset indicated that the trained neural network acquired enough
generalization capability to extend what it has learned about the training patterns to
data that it has not seen before from the same knowledge domain. Optimal brain surgeon (OBS) algorithm was employed to perform pruning of the network
topology by eliminating non-useful weights and bias in order to determine if the
performance of the pruned network was better than the fully-connected network.
Pruning resulted in accuracy gains over the fully-connected network, but induced
higher computational cost in coding the data in the required format. Within an importance
analysis, the sensitivity of the network response variable (frictional coefficient
or specific wear rate) to characteristic mechanical and thermo-mechanical input variables
was examined. The goal was to study the relationships between the diverse
input variables and the characteristic tribological parameters for a better understanding
of the sliding wear process with these materials. Finally, it was demonstrated that
the well-trained networks might be applied for visualization what will happen if a certain
filler is introduced into a composite, or what the impacts of the testing conditions
on the frictional coefficient and specific wear rate are. In this way, they might be a
helpful tool for design engineers and materials experts to explore materials and to
make reasoned selection and substitution decisions early in the design phase, when
they incur least cost.

In this work a 3-dimensional contact elasticity problem for a thin fiber and a rigid foundation is studied. We describe the contact condition by a linear Robin-condition (by meaning of the penalized and linearized non-penetration and friction conditions).
The dimension of the problem is reduced by an asymptotic approach. Scaling the Robin parameters appropriately we obtain a recurrent chain of Neumann type boundary value problems which are considered only in the microscopic scale. The problem for the leading term is a homogeneous Neumann problem, hence the leading term depends only on the slow variable. This motivates the choice of a multiplicative ansatz in the asymptotic expansion.
The theoretical results are illustrated with numerical examples performed with a commercial finite-element software-tool.

Wireless sensor networks are the driving force behind many popular and interdisciplinary research areas, such as environmental monitoring, building automation, healthcare and assisted living applications. Requirements like compactness, high integration of sensors, flexibility, and power efficiency are often very different and cannot be fulfilled by state-of-the-art node platforms at once. In this paper, we present and analyze AmICA: a flexible, compact, easy-to-program, and low-power node platform. Developed from scratch and including a node, a basic communication protocol, and a debugging toolkit, it assists in an user-friendly rapid application development. The general purpose nature of AmICA was evaluated in two practical applications with diametric requirements. Our analysis shows that AmICA nodes are 67% smaller than BTnodes, have five times more sensors than Mica2Dot and consume 72% less energy than the state-of-the-art TelosB mote in sleep mode.

In robotics, information is often regarded as a means to an end. The question of how to structure information and how to bridge the semantic gap between different levels of abstraction in a uniform way is still widely regarded as a technical issue. Ignoring these challenges appears to lead robotics into a similar stasis as experienced in the software industry of the late 1960s. From the beginning of the software crisis until today, numerous methods, techniques, and tools for managing the increasing complexity of software systems have evolved. The attempt to transfer several of these ideas towards applications in robotics yielded various control architectures, frameworks, and process models. These attempts mainly provide modularisation schemata which suggest how to decompose a complex system into less complex subsystems. The schematisation of representation and information ﬂow however is mostly ignored. In this work, a set of design schemata is proposed which is embedded into an action/perception-oriented design methodology to promote thorough abstractions between distinct levels of control. Action-oriented design decomposes control systems top-down and sensor data is extracted from the environment as required. This comes with the problem that information is often condensed in a premature fashion. That way, sensor processing is dependent on the control system design resulting in a monolithical system structure with limited options for reusability. In contrast, perception-oriented design constructs control systems bottom-up starting with the extraction of environment information from sensor data. The extracted entities are placed into structures which evolve with the development of the sensor processing algorithms. In consequence, the control system is strictly dependent on the sensor processing algorithms which again results in a monolithic system. In their particular domain, both design approaches have great advantages but fail to create inherently modular systems. The design approach proposed in this work combines the strengths of action orientation and perception orientation into one coherent methodology without inheriting their weaknesses. More precisely, design schemata for representation, translation, and fusion of environmental information are developed which establish thorough abstraction mechanisms between components. The explicit introduction of abstractions particularly supports extensibility and scalability of robot control systems by design.

In the classical Merton investment problem of maximizing the expected utility from terminal wealth and intermediate consumption stock prices are independent of the investor who is optimizing his investment strategy. This is reasonable as long as the considered investor is small and thus does not influence the asset prices. However for an investor whose actions may affect the financial market the framework of the classical investment problem turns out to be inappropriate. In this thesis we provide a new approach to the field of large investor models. We study the optimal investment problem of a large investor in a jump-diffusion market which is in one of two states or regimes. The investor’s portfolio proportions as well as his consumption rate affect the intensity of transitions between the different regimes. Thus the investor is ’large’ in the sense that his investment decisions are interpreted by the market as signals: If, for instance, the large investor holds 25% of his wealth in a certain asset then the market may regard this as evidence for the corresponding asset to be priced incorrectly, and a regime shift becomes likely. More specifically, the large investor as modeled here may be the manager of a big mutual fund, a big insurance company or a sovereign wealth fund, or the executive of a company whose stocks are in his own portfolio. Typically, such investors have to disclose their portfolio allocations which impacts on market prices. But even if a large investor does not disclose his portfolio composition as it is the case of several hedge funds then the other market participants may speculate about the investor’s strategy which finally could influence the asset prices. Since the investor’s strategy only impacts on the regime shift intensities the asset prices do not necessarily react instantaneously. Our model is a generalization of the two-states version of the Bäuerle-Rieder model. Hence as the Bäuerle-Rieder model it is suitable for long investment periods during which market conditions could change. The fact that the investor’s influence enters the intensities of the transitions between the two states enables us to solve the investment problem of maximizing the expected utility from terminal wealth and intermediate consumption explicitly. We present the optimal investment strategy for a large investor with CRRA utility for three different kinds of strategy-dependent regime shift intensities – constant, step and affine intensity functions. In each case we derive the large investor’s optimal strategy in explicit form only dependent on the solution of a system of coupled ODEs of which we show that it admits a unique global solution. The thesis is organized as follows. In Section 2 we repeat the classical Merton investment problem of a small investor who does not influence the market. Further the Bäuerle-Rieder investment problem in which the market states follow a Markov chain with constant transition intensities is discussed. Section 3 introduces the aforementioned investment problem of a large investor. Besides the mathematical framework and the HJB-system we present a verification theorem that is necessary to verify the optimality of the solutions to the investment problem that we derive later on. The explicit derivation of the optimal investment strategy for a large investor with power utility is given in Section 4. For three kinds of intensity functions – constant, step and affine – we give the optimal solution and verify that the corresponding ODE-system admits a unique global solution. In case of the strategy-dependent intensity functions we distinguish three particular kinds of this dependency – portfolio-dependency, consumption-dependency and combined portfolio- and consumption-dependency. The corresponding results for an investor having logarithmic utility are shown in Section 5. In the subsequent Section 6 we consider the special case of a market consisting of only two correlated stocks besides the money market account. We analyze the investor’s optimal strategy when only the position in one of those two assets affects the market state whereas the position in the other asset is irrelevant for the regime switches. Various comparisons of the derived investment problems are presented in Section 7. Besides the comparisons of the particular problems with each other we also dwell on the sensitivity of the solution concerning the parameters of the intensity functions. Finally we consider the loss the large investor had to face if he neglected his influence on the market. In Section 8 we conclude the thesis.

It has been observed that for understanding the biological function of certain RNA molecules, one has to study joint secondary structures of interacting pairs of RNA. In this thesis, a new approach for predicting the joint structure is proposed and implemented. For this, we introduce the class of m-dimensional context-free grammars --- an extension of stochastic context-free grammars to multiple dimensions --- and present an Earley-style semiring parser for this class. Additionally, we develop and thoroughly discuss an implementation variant of Earley parsers tailored to efficiently handle dense grammars, which embraces the grammars used for structure prediction. A currently proposed partitioning scheme for joint secondary structures is transferred into a two-dimensional context-free grammar, which in turn is used as a stochastic model for RNA-RNA interaction. This model is trained on actual data and then used for predicting most likely joint structures for given RNA molecules. While this technique has been widely used for secondary structure prediction of single molecules, RNA-RNA interaction was hardly approached this way in the past. Although our parser has O(n^3 m^3) time complexity and O(n^2 m^2) space complexity for two RNA molecules of sizes n and m, it remains practically applicable for typical sizes if enough memory is available. Experiments show that our parser is much more efficient for this application than classical Earley parsers. Moreover the predictions of joint structures are comparable in quality to current energy minimization approaches.

Ever since Mark Weiser’s vision of Ubiquitous Computing the importance of context has increased in the computer science domain. Future Ambient Intelligent Environments will assist humans in their everyday activities, even without them being constantly aware of it. Objects in such environments will have small computers embedded into them which have the ability to predict human needs from the current context and adapt their behavior accordingly. This vision equally applies to future production environments. In modern factories workers and technical staff members are confronted with a multitude of devices from various manufacturers, all with different user interfaces, interaction concepts and degrees of complexity. Production processes are highly dynamic, whole modules can be exchanged or restructured. Both factors force users to continuously change their mental model of the environment. This complicates their workflows and leads to avoidable user errors or slips in judgement. In an Ambient Intelligent Production Environment these challenges have to be approached. The SmartMote is a universal control device for ambient intelligent production environments like the SmartFactoryKL. It copes with the problems mentioned above by integrating all the user interfaces into a single, holistic and mobile device. Following an automated Model-Based User Interface Development (MBUID) process it generates a fully functional graphical user interface from an abstract task-based description of the environment during run-time. This work introduces an approach to integrating context, namely the user’s location, as an adaptation basis into the MBUID process. A Context Model is specified, which stores location information in a formal and precise way. Connected sensors continuously update the model with new values. The model is complemented by a reasoning component which uses an extensible set of rules. These rules are used to derive more abstract context information from basic sensor data and for providing this information to the MBUID process. The feasibility of the approach is shown by using the example of Interaction Zones, which let developers describe different task models depending on the user’s location. Using the context model to determine when a user enters or leaves a zone, the generator can adapt the graphical user interface accordingly. Context-awareness and the potential to adapt to the current context of use are key requirements of applications in ambient intelligent environments. The approach presented here provides a clear procedure and extension scheme for the consideration of additional context types. As context has significant influence on the overall User Experience, this results not only in a better usefulness, but also in an improved usability of the SmartMote.

The modelling of hedge funds poses a difficult problem since the available reported data sets are often small and incomplete. We propose a switching regression model for hedge funds, in which the coefficients are able to switch between different regimes. The coefficients are governed by a Markov chain in discrete time. The different states of the Markov chain represent different states of the economy, which influence the performance of the independent variables. Hedge fund indices are chosen as regressors. The parameter estimation for the switching parameter as well as for the switching error term is done through a filtering technique for hidden Markov models developed by Elliott (1994). Recursive parameter estimates are calculated through a filter-based EM-algorithm, which uses the hidden information of the underlying Markov chain. Our switching regression model is applied on hedge fund series and hedge fund indices from the HFR database.

In this paper a three dimensional stochastic model for the lay-down of fibers on a moving conveyor belt in the production process of nonwoven materials is derived. The model is based on stochastic diferential equations describing the resulting position of the fiber on the belt under the influence of turbulent air ows. The model presented here is an extension of an existing surrogate model, see [6, 3].