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We consider a highly-qualified individual with respect to her choice between two distinct career paths. She can choose between a mid-level management position in a large company and an executive position within a smaller listed company with the possibility to directly affect the company’s share price. She invests in the financial market includ- ing the share of the smaller listed company. The utility maximizing strategy from consumption, investment, and work effort is derived in closed form for logarithmic utility. The power utility case is discussed as well. Conditions for the individual to pursue her career with the smaller listed company are obtained. The participation constraint is formulated in terms of the salary differential between the two posi- tions. The smaller listed company can offer less salary. The salary shortfall is offset by the possibility to benefit from her work effort by acquiring own-company shares. This gives insight into aspects of optimal contract design. Our framework is applicable to the pharma- ceutical and financial industry, and the IT sector.

In this expository article, we give an introduction into the basics of bootstrap tests in general. We discuss the residual-based and the wild bootstrap for regression models suitable for applications in signal and image analysis. As an illustration of the general idea, we consider a particular test for detecting differences between two noisy signals or images which also works for noise with variable variance. The test statistic is essentially the integrated squared difference between the signals after denoising them by local smoothing. Determining its quantile, which marks the boundary between accepting and rejecting the hypothesis of equal signals, is hardly possible by standard asymptotic methods whereas the bootstrap works well. Applied to the rows and columns of images, the resulting algorithm not only allows for the detection of defects but also for the characterization of their location and shape in surface inspection problems.

Weighted k-cardinality trees
(1992)

We consider the k -CARD TREE problem, i.e., the problem of finding in a given undirected graph G a subtree with k edges, having minimum weight. Applications of this problem arise in oil-field leasing and facility layout. While the general problem is shown to be strongly NP hard, it can be solved in polynomial time if G is itself a tree. We give an integer programming formulation of k-CARD TREE, and an efficient exact separation routine for a set of generalized subtour elimination constraints. The polyhedral structure of the convex huLl of the integer solutions is studied.

A wavelet technique, the wavelet-Mie-representation, is introduced for the analysis and modelling of the Earth's magnetic field and corresponding electric current distributions from geomagnetic data obtained within the ionosphere. The considerations are essentially based on two well-known geomathematical keystones, (i) the Helmholtz-decomposition of spherical vector fields and (ii) the Mie-representation of solenoidal vector fields in terms of poloidal and toroidal parts. The wavelet-Mie-representation is shown to provide an adequate tool for geomagnetic modelling in the case of ionospheric magnetic contributions and currents which exhibit spatially localized features. An important example are ionospheric currents flowing radially onto or away from the Earth. To demonstrate the functionality of the approach, such radial currents are calculated from vectorial data of the MAGSAT and CHAMP satellite missions.

We study the global solution of Fredholm integral equations of the second kind by the help of Monte Carlo methods. Global solution means that we seek to approximate the full solution function. This is opposed to the usual applications of Monte Carlo, were one only wants to approximate a functional of the solution. In recent years several researchers developed Monte Carlo methods also for the global problem. In this paper we present a new Monte Carlo algorithm for the global solution of integral equations. We use multiwavelet expansions to approximate the solution. We study the behaviour of variance on increasing levels, and based on this, develop a new variance reduction technique. For classes of smooth kernels and right hand sides we determine the convergence rate of this algorithm and show that it is higher
than those of previously developed algorithms for the global problem. Moreover, an information-based complexity analysis shows that our algorithm is optimal among all stochastic algorithms of the same computational
cost and that no deterministic algorithm of the same cost can reach its convergence rate.

The article is concerned with the modelling of ionospheric current systems from induced magnetic fields measured by satellites in a multiscale framework. Scaling functions and wavelets are used to realize a multiscale analysis of the function spaces under consideration and to establish a multiscale regularization procedure for the inversion of the considered vectorial operator equation. Based on the knowledge of the singular system a regularization technique in terms of certain product kernels and corresponding convolutions can be formed. In order to reconstruct ionospheric current systems from satellite magnetic field data, an inversion of the Biot-Savart's law in terms of multiscale regularization is derived. The corresponding operator is formulated and the singular values are calculated. The method is tested on real magnetic field data of the satellite CHAMP and the proposed satellite mission SWARM.

Computer processing of free form surfaces forms the basis of a closed construction process starting with surface design and up to NC-production.
Numerical simulation and visualization allow quality analysis before manufacture. A new aspect in surface analysis is described, the stability
of surfaces versus infinitesimal bendings. The stability concept is derived
from the kinetic meaning of a special vector field which is given by the deformation. Algorithms to calculate this vector field together with an appropriate visualization method give a tool able to analyze surface stability.

We present a two-scale finite element method for solving Brinkman’s and Darcy’s equations. These systems of equations model fluid flows in highly porous and porous media, respectively. The method uses a recently proposed discontinuous Galerkin FEM for Stokes’ equations byWang and Ye and the concept of subgrid approximation developed by Arbogast for Darcy’s equations. In order to reduce the “resonance error” and to ensure convergence to the global fine solution the algorithm is put in the framework of alternating Schwarz iterations using subdomains around the coarse-grid boundaries. The discussed algorithms are implemented using the Deal.II finite element library and are tested on a number of model problems.

A new variance reduction technique for the Monte Carlo solution of integral
equations is introduced. It is based on separation of the main part. A neighboring equation with exactly known solution is constructed by the help of a deterministic Galerkin scheme. The variance of the method is analyzed, and an application to the radiosity equation of computer graphics, together with numerical test results is given.