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#### Faculty / Organisational entity

A natural extension of SLD-resolution is introduced as a goal directed proof procedure
for the full first order implicational fragment of intuitionistic logic. Its intuitionistic semantic fits a procedural interpretation of logic programming. By allowing arbitrary nested implications it can be used for implementing modularity in logic programs. With adequate negation axioms it gives an alternative to negation as failure and leads to a proof procedure for full first order predicate logic.

The Monte Carlo complexity of computing integrals depending on a parameter is analyzed for smooth integrands. An optimal algorithm is developed on the basis of a multigrid variance reduction technique. The complexity analysis implies that our algorithm attains a higher convergence rate than any deterministic algorithm. Moreover, because of savings due to computation on multiple grids, this rate is also higher than that of previously developed Monte Carlo algorithms for parametric integration.

The World Wide Web is a medium through which a manufacturer may allow Internet visitors to customize or compose his products. Due to missing or rapidly changing standards these applications are often restricted to relatively simple CGI or JAVA based scripts. Usually, results like images or movies are stored in a database and are transferred on demand to the web-user. Viper (Visualisierung parametrisch editierbarer Raumkomponenten) is a Toolkit [VIP96] written in C++ and JAVA which provides 3D-modeling and visualization methodsfor developing complex web-based applications. The Toolkit has been designed to built a prototype, which can be used to construct and visualize prefabricated homes on the Internet. Alternative applications are outlined in this paper. Within Viper, all objects are stored in a scene graph (VSSG ), which is the basic data structure of the Toolkit. To show the concept and structure of the Toolkit, functionality, and implementation of the prototype are described.

The flow of a liquid into an empty channel is simulated. The simulation is based on a recently published model for general fluid/liquid/solid systems which eliminates the shear stress singularity at the moving contact line between the liquid/fluid interface and the solid. This model is carefully analyzed for low Reynolds and Capillary numbers, adapted to the channel inflow problem, and implemented. Very convincing numerical results are presented.

Abstract: Random Matrix Theory (RMT) is a powerful statistical tool to model spectral fluctuations. This approach has also found fruitful application in Quantum Chromodynamics (QCD). Importantly, RMT provides very efficient means to separate different scales in the spectral fluctuations. We try to identify the equivalent of a Thouless energy in complete spectra of the QCD Dirac operator for staggered fermions from SU(2) lattice gauge theory for different lattice size and gauge couplings. We focus on the bulk of the spectrum. In disordered systems, the Thouless energy sets the universal scale for which RMT applies. This relates to recent theoretical studies which suggest a strong analogy between QCD and disordered systems. The wealth of data allows us to analyze several statistical measures in the bulk of the spectrum with high quality. We find deviations which allows us to give an estimate for this universal scale. Other deviations than these are seen whose possible origin is discussed. Moreover, we work out higher order correlators as well, in particular three-point correlation functions.

Abstract: We investigate the quantum properties of fields generated by resonantly enhanced wave mixing based on atomic coherence in Raman systems. We show that such a process can be used for generation of pairs of Stokes and anti-Stokes fields with nearly perfect quantum correlations, yielding almost complete (i.e. 100%) squeezing without the use of a cavity. We discuss the extension of the wave mixing interactions into the domain of a few interacting light quanta.

Abstract: Resonant optical pumping in dense atomic media is discussed, where the absorption length is less than the smallest characteristic dimension of the sample. It is shown that reabsorption and multiple scattering of spontaneous photons (radiation trapping) can substantially slow down the rate of optical pumping. A very slow relaxation out of the target state of the pump process is then sufficient to make optical pumping impossible. As model systems an inhomogeneously and a radiatively broadened 3-level system resonantly driven with a strong broad-band pump field are considered.

Abstract: We show that the physical mechanism of population transfer in a 3-level system with a closed loop of coherent couplings (loop-STIRAP) is not equivalent to an adiabatic rotation of the dark-state of the Hamiltonian but coresponds to a rotation of a higher-order trapping state in a generalized adiabatic basis. The concept of generalized adiabatic basis sets is used as a constructive toolto design pulse sequences for stimulated Raman adiabatic passage (STIRAP) which give maximum population transfer also under conditions when the usual condition of adiabaticty is only poorly fulfilled. Under certain conditions for the pulses (generalized matched pulses) there exists a higher-order trapping state, which is an exact constant of motion and analytic solutions for the atomic dynamics can be derived.

Abstract: We analyze the long-time quantum dynamics of degenerate parametric down-conversion from an initial sub-harmonic vacuum (spontaenous down-conversion). Standard linearization of the Heisenberg equations of motions fails in this case, since it is based on an expansion around an unstable classical solution and neglects pump depletion. Introducing a mean-field approximation we find a periodic exchange of energy between the pump and subharmonic mode goverened by an anharmonic pendulum equation. From this equation the optimum interaction time or crystal length for maximum conversion can be determined. A numerical integration of the 2-mode Schrödinger equation using a dynamically optimized basis of displaced and squeezed number states verifies the characteristic times predicted by the mean-field approximation. In contrast to semiclassical and mean-field predictions it is found that quantum uctuations of the pump mode lead to a substantial limitation of the efficiency of parametric down-conversion.

Abstract: Generalized single-atom Maxwell-Bloch equations for optically dense media are derived taking into account non-cooperative radiative atom-atom interactions. Applying a Gaussian approximation and formally eliminating the degrees of freedom of the quantized radiation field and of all but a probe atom leads to an effective time-evolution operator for the probe atom. The mean coherent amplitude of the local field seen by the atom is shown to be given by the classical Lorentz-Lorenz relation. The second-order correlations of the field lead to terms that describe relaxation or pump processes and level shifts due to multiple scattering or reabsorption of spontaneously emitted photons. In the Markov limit a non-linear and nonlocal single-atom density matrix equation is derived. To illustrate the effects of the quantum corrections we discuss amplified spontaneous emission and radiation trapping in a dense ensemble of initially inverted two-level atoms and the effects of radiative interactions on intrinsic optical bistability in coherently driven systems.

Abstract: We predict the possibility of sharp, high-contrast resonances in the optical response of a broad class of systems, wherein interference effects are generated by coherent perturbation or interaction of dark states. The properties of these resonances can be manipulated to design a desired atomic response.

Thermal Properties of Interacting Bose Fields and Imaginary-Time Stochastic Differential Equations
(1998)

Abstract: Matsubara Green's functions for interacting bosons are expressed as classical statistical averages corresponding to a linear imaginary-time stochastic differential equation. This makes direct numerical simulations applicable to the study of equilibrium quantum properties of bosons in the non-perturbative regime. To verify our results we discuss an oscillator with quartic anharmonicity as a prototype model for an interacting Bose gas. An analytic expression for the characteristic function in a thermal state is derived and a Higgs-type phase transition discussed, which occurs when the oscillator frequency becomes negative.

Abstract: The effect of intracavity Electromagnetically Induced Transparency on the properties of optical resonators and active laser devices is discussed theoretically. A pronounced frequency pulling and cavity linewidth narrowing are predicted. The effect can be used to substantially reduce classical and quantum phase noise of the beat-note of optical oscillators. Fundamental limits of this stabilization mechanism are discussed as well as its potential application to high-resolution spectroscopy.

Abstract: We develop a constructive method to derive exactly solvable quantum mechanical models of rational (Calogero) and trigonometric (Sutherland) type. This method starts from a linear algebra problem: finding eigenvectors of triangular finite matrices. These eigenvectors are transcribed into eigenfunctions of a selfadjoint Schrödinger operator. We prove the feasibility of our method by constructing an " AG_3 model" of trigonometric type (the rational case was known before from Wolfes 1975). Applying a Coxeter group analysis we prove its equivalence with the B_3 model. In order to better understand features of our construction we exhibit the F_4 rational model with our method.

Superselection rules induced by the interaction with the environment are investigated with the help of exactly soluble Hamiltonian models. Starting from the examples of Araki and of Zurek more general models with scattering are presented for which the projection operators onto the induced superselection sectors do no longer commute with the Hamiltonian. The example of an environment given by a free quantum field indicates that infrared divergence plays an essential role for the emergence of induced superselection sectors. For all models the induced superselection sectors are uniquely determined by the Hamiltonian, whereas the time scale of the decoherence depends crucially on the initial state of the total system.

The Wannier-Bloch resonance states are metastable states of a quantum particle in a space-periodic potential plus a homogeneous field. Here we analyze the states of quantum particle in space- and time-periodic potential. In this case the dynamics of the classical counterpart of the quantum system is either quasiregular or chaotic depending on the driving frequency. It is shown that both the quasiregular and the chaotic motion can also support quantum resonances. The relevance of the obtained result to the problem a of crystal electron under simultaneous influence of d.c. and a.c. electric fields is briefly discussed. PACS: 73.20Dx, 73.40Gk, 05.45.+b

We study the statistics of the Wigner delay time and resonance width for a Bloch particle in ac and dc fields in the regime of quantum chaos. It is shown that after appropriate rescaling the distributions of these quantities have universal character predicted by the random matrix theory of chaotic scattering.

In this paper we derive nonparametric stochastic volatility models in discrete time. These models generalize parametric autoregressive random variance models, which have been applied quite successfully to nancial time series. For the proposed models we investigate nonparametric kernel smoothers. It is seen that so-called nonparametric deconvolution estimators could be applied in this situation and that consistency results known for nonparametric errors- in-variables models carry over to the situation considered herein.

We present a particle method for the numerical simulation of boundary value problems for the steady-state Boltzmann equation. Referring to some recent results concerning steady-state schemes, the current approach may be used for multi-dimensional problems, where the collision scattering kernel is not restricted to Maxwellian molecules. The efficiency of the new approach is demonstrated by some numerical results obtained from simulations for the (two-dimensional) BEnard's instability in a rarefied gas flow.

In this paper we present a domain decomposition approach for the coupling of Boltzmann and Euler equations. Particle methods are used for both equations. This leads to a simple implementation of the coupling procedure and to natural interface conditions between the two domains. Adaptive time and space discretizations and a direct coupling procedure leads to considerable gains in CPU time compared to a solution of the full Boltzmann equation. Several test cases involving a large range of Knudsen numbers are numerically investigated.

Application of Moment Realizability Criteria for Coupling of the Boltzmann and Euler Equations
(1998)

The moment realizability criteria have been used to test the domains of validity of the Boltzmann and Euler Equations. With the help of this criteria teh coupling of the Boltzmann and Euler equations have been performed in two dimensional spatial space. The time evolution of domain decompositions for such equations have been presented in different time steps. The numerical resulta obtained from the coupling code have been compared with those from the pure Boltzmann one.

We present a parallel path planning method that is able to automatically handle multiple goal configurations as input. There are two basic approaches, goal switching and bi-directional search, which are combined in the end. Goal switching dynamically selects a fa-vourite goal depending on some distance function. The bi-directional search supports the backward search direction from the goal to the start configuration, which is probably faster. The multi-directional search with goal switching combines the advantages of goal switching and bi-directional search. Altogether, the planning system is enabled to select one of the pref-erable goal configuration by itself. All concepts are experimentally validated for a set of benchmark problems consisting of an industrial robot arm with six degrees of freedom in a 3D environment.

We develop a constructive method to derive exactly solvable quantum mechanical models of rational (Calogero) and trigonometric (Sutherland) type. This method starts from a linear algebra problem: finding eigenvectors of triangular finite matrices. These eigenvectors are transcribed into eigenfunctions of a selfadjoint Schrödinger operator. We prove the feasibility of our method by constructing a new "\(AG_3\) model" of trigonometric type (the rational case was known before from Wolfes 1975). Applying a Coxeter group analysis we prove its equivalence with the \(B_3\) model. In order to better understand features of our construction we exhibit the \(F_4\) rational model with our method.

The critical points of the continuous series are characterized by two complex numbers l_1,l_2 (Re(l_1,l_2)< 0), and a natural number n (n>=3) which enters the string susceptibility constant through gamma = -2/(n-1). The critical potentials are analytic functions with a convergence radius depending on l_1 or l_2. We use the orthogonal polynomial method and solve the Schwinger-Dyson equations with a technique borrowed from conformal field theory.

This paper presents a new approach to parallel motion planning for industrial robot arms with six degrees of freedom in an on-line given 3D environment. The method is based on the A*-search algorithm and needs no essential off-line computations. The algorithm works in an implicitly descrete configuration space. Collisions are detected in the cartesian workspace by hierarchical distance computation based on the given CAD model. By decomposing the 6D configuration space into hypercubes and cyclically mapping them onto multiple processing units, a good load distribution can be achieved. We have implemented the parallel motion planner on a workstation cluster with 9 PCs and tested the planner for several benchmark environments. With optimal discretisation, the new approach usually shows linear, and sometimes even superlinear speedups. In on-line provided environments with static obstacles, the parallel planning times are only a few seconds.

A practical distributed planning and control system for industrial robots is presented. The hierarchical concept consists of three independent levels. Each level is modularly implemented and supplies an application interface (API) to the next higher level. At the top level, we propose an automatic motion planner. The motion planner is based on a best-first search algorithm and needs no essential off-line computations. At the middle level, we propose a PC-based robot control architecture, which can easily be adapted to any industrial kinematics and application. Based on a client/server-principle, the control unit estab-lishes an open user interface for including application specific programs. At the bottom level, we propose a flexible and modular concept for the integration of the distributed motion control units based on the CAN bus. The concept allows an on-line adaptation of the control parameters according to the robot's configuration. This implies high accuracy for the path execution and improves the overall system performance.

We present a parallel control architecture for industrial robot cells. It is based on closed functional components arranged in a flat communication hierarchy. The components may be executed by different processing elements, and each component itself may run on multiple processing elements. The system is driven by the instructions of a central cell control component. We set up necessary requirements for industrial robot cells and possible parallelization levels. These are met by the suggested robot control architecture. As an example we present a robot work cell and a component for motion planning, which fits well in this concept.

This paper is based on a path planning approach we reported earlier for industrial robot arms with 6 degrees of freedom in an on-line given 3D environment. It has on-line capabilities by searching in an implicit and descrete configuration space and detecting collisions in the Cartesian workspace by distance computation based on the given CAD model. Here, we present different methods for specifying the C-space discretization. Besides the usual uniform and heuristic discretization, we investigate two versions of an optimal discretization for an user-predefined Cartesian resolution. The different methods are experimentally evaluated. Additionally, we provide a set of 3- dimensional benchmark problems for a fair comparison of path planner. For each benchmark, the run-times of our planner are between only 3 and 100 seconds on a Pentium PC with 133 MHz.

In this paper, the problem of path planning for robot manipulators with six degrees of freedom in an on-line provided three-dimensional environment is investigated. As a basic approach, the best-first algorithm is used to search in the implicit descrete configuration space. Collisions are detected in the Cartesian workspace by hierarchical distance computation based on the given CAD model. The basic approach is extended by three simple mechanisms and results in a heuristic hierarchical search. This is done by adjusting the stepsize of the search to the distance between the robot and the obstacles. As a first step, we show encouraging experimental results with two degrees of freedom for five typical benchmark problems.

This paper presents a new approach to parallel path planning for industrial robot arms with six degrees of freedom in an on-line given 3D environment. The method is based a best-first search algorithm and needs no essential off-line computations. The algorithm works in an implicitly discrete configuration space. Collisions are detected in the Cartesian workspace by hierarchical distance computation based on polyhedral models of the robot and the obstacles. By decomposing the 6D configuration space into hypercubes and cyclically mapping them onto multiple processing units, a good load distribution can be achieved. We have implemented the parallel path planner on a workstation cluster with 9 PCs and tested the planner for several benchmark environments. With optimal discretisation, the new approach usually shows very good speedups. In on-line provided environments with static obstacles, the parallel planning times are only a few seconds.

This paper presents a new approach to parallel motion planning for industrial robot arms with six degrees of freedom in an on-line given 3D environment. The method is based on the A-search algorithm and needs no essential off-line computations. The algorithm works in an implicitly descrete configuration space. Collisions are detected in the Cartesian workspace by hierarchical distance computation based on the given CAD model. By decomposing the 6D configuration space into hypercubes and cyclically mapping them onto multiple processing units, a good load distribution can be achieved. We have implemented the parallel motion planner on a workstation cluster with 9 PCs and tested the planner for several benchmark environments. With optimal discretisation, the new approach usually shows linear speedups. In on-line provided environments with static obstacles, the parallel planning times are only a few seconds.

This paper discusses the problem of automatic off-line programming and motion planning for industrial robots. At first, a new concept consisting of three steps is proposed. The first step, a new method for on-line motion planning is introduced. The motion planning method is based on the A*-search algorithm and works in the implicit configuration space. During searching, the collisions are detected in the explicitly represented Cartesian workspace by hierarchical distance computation. In the second step, the trajectory planner has to transform the path into a time and energy optimal robot program. The practical application of these two steps strongly depends on the method for robot calibration with high accuracy, thus, mapping the virtual world onto the real world, which is discussed in the third step.

As the previous chapters of this book have shown, case-based reasoning is a technology that has been successfully applied to a large range of different tasks. Through all the different CBR projects, both basic research projects as well as industrial development projects, lots of knowledge and experience about how to build a CBR application has been collected. Today, there is already an increasing number of successful companies developing industrial CBR applications. In former days, these companies could develop their early pioneering CBR applications in an ad-hoc manner. The highly-skilled CBR expert of the company was able to manage these projects and to provide the developers with the required expertise.

This paper presents a brief overview of the INRECA-II methodology for building and maintaining CBR applications. It is based on the experience factory and the software process modeling approach from software engineering. CBR development and maintenance experience is documented using software process models and stored in a three-layered experience packet.

Although several systematic analyses of existing approaches to adaptation have been published recently, a general formal adaptation framework is still missing. This paper presents a step into the direction of developing such a formal model of transformational adaptation. The model is based on the notion of the quality of a solution to a problem, while quality is meant in a more general sense and can also denote some kind of appropriateness, utility, or degree of correctness. Adaptation knowledge is then defined in terms of functions transforming one case into a successor case. The notion of quality provides us with a semantics for adaptation knowledge and allows us to define terms like soundness, correctness and completeness. In this view, adaptation (and even the whole CBR process) appears to be a special instance of an optimization problem.

For defining attribute types to be used in the case representation, taxonomies occur quite often. The symbolic values at any node of the taxonomy tree are used as attribute values in a case or a query. A taxonomy type represents a relationship between the symbols through their position within the taxonomy-tree which expresses knowledge about the similarity between the symbols. This paper analyzes several situations in which taxonomies are used in different ways and proposes a systematic way of specifying local similarity measures for taxonomy types. The proposed similarity measures have a clear semantics and are easy to compute at runtime.

This paper motivates the necessity for support for negotiation during Sales Support on the Internet within Case-Based Reasoning solutions. Different negotiation approaches are discussed and a general model of the sales process is presented. Further, the tradition al CBR-cycle is modified in such a way that iterative retrieval during a CBR consulting session is covered by the new model. Several gen eral characteristics of negotiation are described and a case study is shown where preliminary approaches are used to negotiate with a cu stomer about his demands and available products in a 'CBR-based' Electronic Commerce solution.

Object-oriented case representations require approaches for similarity assessment that allow to compare two differently structured objects, in particular, objects belonging to different object classes. Currently, such similarity measures are developed more or less in an ad-hoc fashion. It is mostly unclear, how the structure of an object-oriented case model, e.g., the class hierarchy, influences similarity assessment. Intuitively, it is obvious that the class hierarchy contains knowledge about the similarity of the objects. However, how this knowledge relates to the knowledge that could be represented in similarity measures is not obvious at all. This paper analyzes several situations in which class hierarchies are used in different ways for case modeling and proposes a systematic way of specifying similarity measures for comparing arbitrary objects from the hierarchy. The proposed similarity measures have a clear semantics and are computationally inexpensive to compute at run-time.

Contrary to symbolic learning approaches, that represent a learned concept explicitly, case-based approaches describe concepts implicitly by a pair (CB; sim), i.e. by a measure of similarity sim and a set CB of cases. This poses the question if there are any differences concerning the learning power of the two approaches. In this article we will study the relationship between the case base, the measure of similarity, and the target concept of the learning process. To do so, we transform a simple symbolic learning algorithm (the version space algorithm) into an equivalent case-based variant. The achieved results strengthen the hypothesis of the equivalence of the learning power of symbolic and casebased methods and show the interdependency between the measure used by a case-based algorithm and the target concept.

The paper presents a process-oriented view on knowledge management in software development. We describe requirements on knowledge management systems from a process-oriented perspective, introduce a process modeling language MILOS and its use for knowledge management. Then we explain how a process-oriented knowledge management system can be implemented using advanced but available information technologies.

The term enterprise modelling, synonymous with enterprise engineering, refers to methodologies developed for modelling activities, states, time, and cost within an enterprise architecture. They serve as a vehicle for evaluating and modelling activities resources etc. CIM - OSA (Computer Integrated Manufacturing Open Systems Architecture) is a methodology for modelling computer integrated environments, and its major objective is the appropriate integration of enterprise operations by means of efficient information exchange within the enterprise. PERA is another methodology for developing models of computer integrated manufacturing environments. The department of industrial engineering in Toronto proposed the development of ontologies as a vehicle for enterprise integration. The paper reviews the work carried out by various researchers and computing departments on the area of enterprise modelling and points out other modelling problems related to enterprise integration.

The term enterprise modeling, synonymous with enterprise engineering, often refers to methodologies, developed for modeling activities, states, time, and cost within an enterprise architecture. They serve as a vehicle for evaluating and modeling activities resources and so on. CIM - OSA (Computer Integrated Manufacturing Open Systems Architecture) is a methodology for modeling computer integrated environments, and its major objective is the appropriate integration of enterprise operations by means of efficient information exchange within the enterprise. Although there are other methodo- logies in the industry that serve the same purpose, most of them concentrate on the internal aspect of an enterprise. The paper is concerned with the modeling of the links between enterprises. The aim is to examine these relationships or links in detail and suggest a method for modeling enterprise networks drawing on the methodologies currently used in the industry and extending with the method proposed here.

The paper addresses two problems of comprehensible proof presentation, the hierarchically structured presentation at the level of proof methods and different presentation styles of construction proofs. It provides solutions for these problems that can make use of proof plans generated by an automated proof planner.

On the one hand, in the world of Product Data Technology (PDT), the ISO standard STEP (STandard for the Exchange of Product model data) gains more and more importance. STEP includes the information model specification language EXPRESS and its graphical notation EXPRESS-G. On the other hand, in the Software Engineering world in general, mainly other modelling languages are in use - particularly the Unified Modeling Language (UML), recently adopted to become a standard by the Object Management Group, will probably achieve broad acceptance. Despite a strong interconnection of PDT with the Software Engineering area, there is a lack of bridging elements concerning the modelling language level. This paper introduces a mapping between EXPRESS-G and UML in order to define a linking bridge and bring the best of both worlds together. Hereby the feasibility of a mapping is shown with representative examples; several problematic cases are discussed as well as possible solutions presented.

Interoperability between different CAx systems involved in the development process of cars is presently one of the most critical issues in the automotive industry. None of the existing CAx systems meets all requirements of the very complex process network of the lifecycle of a car. With this background, industrial engineers have to use various CAx systems to get an optimal support for their daily work. Today, the communication between different CAx systems is done via data files using special direct converters or neutral system independent standards like IGES, VDAFS, and recently STEP, the international standard for product data description. To reduce the dependency on individual CAx s ystem vendors, the German automotive industry developed an open CAx system architecture based on STEP as guiding principle for CAx system development. The central component of this architecture is a common, system-independent access interface to CAx functions and data of all involved CAx systems, which is under development in the project ANICA. Within this project, a CAx object bus has been developed based on a STEP data description using CORBA as an integration platform. This new approach allows a transparent access to data and functions of the integrated CAx systems without file-based data exchange. The product development process with various CAx systems concerns objects from different CAx systems. Thus, mechanisms are needed to handle the persistent storage of the CAx objects distributed over the CAx object bus to give the developing engineers a consistent view of the data model of their product. The following paper discusses several possibilities to guarantee consistent data management and storage of distributed CAx models. One of the most promising approaches is the enhancement of the CAx object bus by a STEP-based object-oriented data server to realise a central data management.

In the following an introduction to the level set method will be givenso that one becomes aware of the arising problems, which lead to the needof reinitialization. The problems concerning reinitialization itself will be analysed more detailed and a solution for area loss will be proposed. This solution consists in a combination of the commonly used PDE for reinitialization and extrapolation around the zero level set. Numericalexperiments show rather satisfactory results as far as area loss and computation of curvature are concerned.

The paper discusses the metastable states of a quantum particle in a periodic potential under a constant force (the model of a crystal electron in a homogeneous electric ,eld), which are known as the Wannier-Stark ladder of resonances. An ecient procedure to ,nd the positions and widths of resonances is suggested and illustrated by numerical calculation for a cosine potential.

A formalism is developed for calculating the quasienergy states and spectrum for time-periodic quantum systems when a time-periodic dynamical invariant operator with a nondegenerate spectrum is known. The method, which circumvents the integration of the Schr-odinger equation, is applied to an integrable class of systems, where the global invariant operator is constructed. Furthermore, a local integrable approximation for more general non-integrable systems is developed. Numerical results are presented for the doubleresonance model.

We consider N coupled linear oscillators with time-dependent coecients. An exact complex amplitude - real phase decomposition of the oscillatory motion is constructed. This decomposition is further used to derive N exact constants of motion which generalise the so-called Ermakov-Lewis invariant of a single oscillator. In the Floquet problem of periodic oscillator coecients we discuss the existence of periodic complex amplitude functions in terms of existing Floquet solutions.

We have computed ensembles of complete spectra of the staggered Dirac operator using four-dimensional SU(2) gauge fields, both in the quenched approximation and with dynamical fermions. To identify universal features in the Dirac spectrum, we compare the lattice data with predictions from chiral random matrix theory for the distribution of the low-lying eigenvalues. Good agreement is found up to some limiting energy, the so-called Thouless energy, above which random matrix theory no longer applies. We determine the dependence of the Thouless energy on the simulation parameters using the scalar susceptibility and the number variance.

The tunneling splitting of the energy levels of a ferromagnetic particle in the presence of an applied magnetic field - previously derived only for the ground state with the path integral method - is obtained in a simple way from Schr"odinger theory. The origin of the factors entering the result is clearly understood, in particular the effect of the asymmetry of the barriers of the potential. The method should appeal particularly to experimentalists searching for evidence of macroscopic spin tunneling.

Transitions from classical to quantum behaviour in a spin system with two degenerate ground states separated by twin energy barriers which are asymmetric due to an applied magnetic field are investigated. It is shown that these transitions can be interpreted as first- or second-order phase transitions depending on the anisotropy and magnetic parameters defining the system in an effective Lagrangian description.

The greybody factors in BTZ black holes are evaluated from 2D CFT in the spirit of AdS3/CFT correspondence. The initial state of black holes in the usual calculation of greybody factors by effective CFT is described as Poincar'e vacuum state in 2D CFT. The normalization factor which cannot be fixed in the effective CFT without appealing to string theory is shown to be determined by the normalized bulk-to-boundary Green function. The relation among the greybody factors in different dimensional black holes is exhibited. Two kinds of (h; _h) = (1; 1) operators which couple with the boundary value of massless scalar field are discussed.

The light-cone Hamiltonian approach is applied to the super D2- brane, and the equivalent area-preserving and U(1) gauge-invariant effective Lagrangian, which is quadratic in the U(1) gauge field, is derived. The latter is recognised to be that of the three- dimensional U(1) gauge theory, interacting with matter supermultiplets, in a special external induced supergravity metric and the gravitino field, depending on matter fields. The duality between this theory and 11d supermembrane theory is demonstrated in the light-cone gauge.

The pure-Skyrme limit of a scale-breaking Skyrmed O(3) sigma model in 1+1 dimensions is employed to study the effect of the Skyrme term on the semiclassical analysis of a field theory with instantons. The instantons of this model are self-dual and can be evaluated explicitly. They are also localised to an absolute scale, and their fluctuation action can be reduced to a scalar subsystem. This permits the explicit calculation of the fluctuation determinant and the shift in vacuum energy due to instantons. The model also illustrates the semiclassical quantisation of a Skyrmed field theory.

We derive a new class of particle methods for conservation laws, which are based on numerical flux functions to model the interactions between moving particles. The derivation is similar to that of classical Finite-Volume methods; except that the fixed grid structure in the Finite-Volume method is substituted by so-called mass packets of particles. We give some numerical results on a shock wave solution for Burgers equation as well as the well-known one-dimensional shock tube problem.

The lowest resonant frequency of a cavity resonator is usually approximated by the classical Helmholtz formula. However, if the opening is rather large and the front wall is narrow this formula is no longer valid. Here we present a correction which is of third order in the ratio of the diameters of aperture and cavity. In addition to the high accuracy it allows to estimate the damping due to radiation. The result is found by applying the method of matched asymptotic expansions. The correction contains form factors describing the shapes of opening and cavity. They are com- puted for a number of standard geometries. Results are compared with numerical computations.

In this paper, a combined approach to damage diagnosis of rotors is proposed. The intention is to employ signal-based as well as model-based procedures for an improved detection of size and location of the damage. In a first step, Hilbert transform signal processing techniques allow for a computation of the signal envelope and the instantaneous frequency, so that various types of non-linearities due to a damage may be identified and classified based on measured response data. In a second step, a multi-hypothesis bank of Kalman Filters is employed for the detection of the size and location of the damage based on the information of the type of damage provided by the results of the Hilbert transform.

Wavelets on closed surfaces in Euclidean space R3 are introduced starting from a scale discrete wavelet transform for potentials harmonic down to a spherical boundary. Essential tools for approximation are integration formulas relating an integral over the sphere to suitable linear combinations of functional values (resp. normal derivatives) on the closed surface under consideration. A scale discrete version of multiresolution is described for potential functions harmonic outside the closed surface and regular at infinity. Furthermore, an exact fully discrete wavelet approximation is developed in case of band-limited wavelets. Finally, the role of wavelets is discussed in three problems, namely (i) the representation of a function on a closed surface from discretely given data, (ii) the (discrete) solution of the exterior Dirichlet problem, and (iii) the (discrete) solution of the exterior Neumann problem.

For the determination of the earth" s gravity field many types of observations are available nowadays, e.g., terrestrial gravimetry, airborne gravimetry, satellite-to-satellite tracking, satellite gradiometry etc. The mathematical connection between these observables on the one hand and gravity field and shape of the earth on the other hand, is called the integrated concept of physical geodesy. In this paper harmonic wavelets are introduced by which the gravitational part of the gravity field can be approximated progressively better and better, reflecting an increasing flow of observations. An integrated concept of physical geodesy in terms of harmonic wavelets is presented. Essential tools for approximation are integration formulas relating an integral over an internal sphere to suitable linear combinations of observation functionals, i.e., linear functionals representing the geodetic observables. A scale discrete version of multiresolution is described for approximating the gravitational potential outside and on the earth" s surface. Furthermore, an exact fully discrete wavelet approximation is developed for the case of band-limited wavelets. A method for combined global outer harmonic and local harmonic wavelet modelling is proposed corresponding to realistic earth" s models. As examples, the role of wavelets is discussed for the classical Stokes problem, the oblique derivative problem, satellite-to-satellite tracking, satellite gravity gradiometry, and combined satellite-to-satellite tracking and gradiometry.

We prove that there exists a positive \(\alpha\) such thatfor any integer \(\mbox{$d\ge 3$}\) and any topological types \(\mbox{$S_1,\dots,S_n$}\) of plane curve singularities, satisfying \(\mbox{$\mu(S_1)+\dots+\mu(S_n)\le\alpha d^2$}\), there exists a reduced irreducible plane curve of degree \(d\) with exactly \(n\) singular points of types \(\mbox{$S_1,\dots,S_n$}\), respectively. This estimate is optimal with respect to theexponent of \(d\). In particular, we prove that for any topological type \(S\) there exists an irreducible polynomial of degree \(\mbox{$d\le 14\sqrt{\mu(S)}$}\) having a singular point of type \(S\).

On a family F of probability measures on a measure space we consider the Hellinger and Kullback-Leibler distances. We show that under suitable regulari ty conditions Jeffreys' prior is proportional to the k-dimensional Hausdorff measure w.r.t. Hellinger dis tance respectively to the k2 -dimensional Hausdorff measure w.r.t. Kullback-Leibler distance. The proof i s based on an area-formula for the Hausdorff measure w.r.t. to generalized distances.

The paper studies differential and related properties of functions of a real variable with values in the space of signed measures. In particular the connections between different definitions of differentiability are described corresponding to different topologies on the measures. Some conditions are given for the equivalence of the measures in the range of such a function. These conditions are in terms of socalled logarithmic derivatives and yield a generalization of the Cameron-Martin-Maruyama-Girsanov formula. Questions of this kind appear both in the theory of differentiable measures on infinite-dimensional spaces and in the theory of statistical experiments.

Robust Reliability of Diagnostic Multi-Hypothesis Algorithms: Application to Rotating Machinery
(1998)

Damage diagnosis based on a bank of Kalman filters, each one conditioned on a specific hypothesized system condition, is a well recognized and powerful diagnostic tool. This multi-hypothesis approach can be applied to a wide range of damage conditions. In this paper, we will focus on the diagnosis of cracks in rotating machinery. The question we address is: how to optimize the multi-hypothesis algorithm with respect to the uncertainty of the spatial form and location of cracks and their resulting dynamic effects. First, we formulate a measure of the reliability of the diagnostic algorithm, and then we discuss modifications of the diagnostic algorithm for the maximization of the reliability. The reliability of a diagnostic algorithm is measured by the amount of uncertainty consistent with no-failure of the diagnosis. Uncertainty is quantitatively represented with convex models.

For the numerical simulation of 3D radiative heat transfer in glasses and glass melts, practically applicable mathematical methods are needed to handle such problems optimal using workstation class computers. Since the exact solution would require super-computer capabilities we concentrate on approximate solutions with a high degree of accuracy. The following approaches are studied: 3D diffusion approximations and 3D ray-tracing methods.

In the present paper multilane models for vehicular traffic are considered. A microscopic multilane model based on reaction thresholds is developed. Based on this model an Enskog like kinetic model is developed. In particular, care is taken to incorporate the correlations between the vehicles. From the kinetic model a fluid dynamic model is derived. The macroscopic coefficients are deduced from the underlying kinetic model. Numerical simulations are presented for all three levels of description in [10]. Moreover, a comparison of the results is given there.

In this paper the work presented in [6] is continued. The present paper contains detailed numerical investigations of the models developed there. A numerical method to treat the kinetic equations obtained in [6] are presented and results of the simulations are shown. Moreover, the stochastic correlation model used in [6] is described and investigated in more detail.

In this paper domain decomposition methods for radiative transfer problems including conductive heat transfer are treated. The paper focuses on semi-transparent materials, like glass, and the associated conditions at the interface between the materials. Using asymptotic analysis we derive conditions for the coupling of the radiative transfer equations and a diffusion approximation. Several test cases are treated and a problem appearing in glass manufacturing processes is computed. The results clearly show the advantages of a domain decomposition approach. Accuracy equivalent to the solution of the global radiative transfer solution is achieved, whereas computation time is strongly reduced.

A new approach is proposed to model and simulate numerically heterogeneous catalysis in rarefied gas flows. It is developed to satisfy all together the following points: i) describe the gas phase at the microscopic scale, as required in rarefied flows, ii) describe the wall at the macroscopic scale, to avoid prohibitive computational costs and consider not only crystalline but also amorphous surfaces, iii) reproduce on average macroscopic laws correlated with experimental results and iv) derive ana- lytic models in a systematic and exact way. The problem is stated in the general framework of a non static flow in the vicinity of a catalytic and non porous surface (without ageing). It is shown that the exact and systematic resolution method based on the Laplace transform, introduced previously by the author to model collisions in the gas phase, can be extended to the present problem. The proposed approach is applied to the modelling of the Eley-Rideal and Langmuir-Hinshelwood recombinations, assuming that the coverage is locally at equilibrium. The models are developed considering one atomic species and extended to the gen eral case of several atomic species. Numerical calculations show that the models derived in this way reproduce with accuracy behaviours observed experimentally.

A new method of determining some characteristics of binary images is proposed based on a special linear filtering. This technique enables the estimation of the area fraction, the specific line length, and the specific integral of curvature. Furthermore, the specific length of the total projection is obtained, which gives detailed information about the texture of the image. The influence of lateral and directional resolution depending on the size of the applied filter mask is discussed in detail. The technique includes a method of increasing directional resolution for texture analysis while keeping lateral resolution as high as possible.

A multi-phase composite with periodic distributed inclusions with a smooth boundary is considered in this contribution. The composite component materials are supposed to be linear viscoelastic and aging (of the non-convolution integral type, for which the Laplace transform with respect to time is not effectively applicable) and are subjected to isotropic shrinkage. The free shrinkage deformation can be considered as a fictitious temperature deformation in the behavior law. The procedure presented in this paper proposes a way to determine average (effective homogenized) viscoelastic and shrinkage (temperature) composite properties and the homogenized stress-field from known properties of the components. This is done by the extension of the asymptotic homogenization technique known for pure elastic non-homogeneous bodies to the non-homogeneous thermo-viscoelasticity of the integral non-convolution type. Up to now, the homogenization theory has not covered viscoelasticity of the integral type. Sanchez-Palencia (1980), Francfort & Suquet (1987) (see [2], [9]) have consid- ered homogenization for viscoelasticity of the differential form and only up to the first derivative order. The integral-modeled viscoelasticity is more general then the differential one and includes almost all known differential models. The homogenization procedure is based on the construction of an asymptotic solution with respect to a period of the composite structure. This reduces the original problem to some auxiliary boundary value problems of elasticity and viscoelasticity on the unit periodic cell, of the same type as the original non-homogeneous problem. The existence and uniqueness results for such problems were obtained for kernels satisfying some constrain conditions. This is done by the extension of the Volterra integral operator theory to the Volterra operators with respect to the time, whose 1 kernels are space linear operators for any fixed time variables. Some ideas of such approach were proposed in [11] and [12], where the Volterra operators with kernels depending additionally on parameter were considered. This manuscript delivers results of the same nature for the case of the space-operator kernels.

We propose a new discretization scheme for solving ill-posed integral equations of the third kind. Combining this scheme with Morozov's discrepancy principle for Landweber iteration we show that for some classes of equations in such method a number of arithmetic operations of smaller order than in collocation method is required to appoximately solve an equation with the same accuracy.

In this paper we study the space-time asymptotic behavior of the solutions and derivatives to th incompressible Navier-Stokes equations. Using moment estimates we obtain that strong solutions to the Navier-Stokes equations which decay in \(L^2\) at the rate of \(||u(t)||_2 \leq C(t+1)^{-\mu}\) will have the following pointwise space-time decay \[|D^{\alpha}u(x,t)| \leq C_{k,m} \frac{1}{(t+1)^{ \rho_o}(1+|x|^2)^{k/2}} \]
where \( \rho_o = (1-2k/n)( m/2 + \mu) + 3/4(1-2k/n)\), and \(|a |= m\). The dimension n is \(2 \leq n \leq 5\) and \(0\leq k\leq n\) and \(\mu \geq n/4\)

In order to improve the distribution system for the Nordic countries the BASF AG considered 13 alternative scenarios to the existing system. These involved the construction of warehouses at various locations. For every scenario the transportation, storage, and handling cost incurred was to be as low as possible, where restrictions on the delivery time were given. The scenarios were evaluated according to (minimal) total cost and weighted average delivery time. The results led to a restriction to only three cases, involving only one new warehouse each. For these a more accurate model for the cost was developped and evaluated, yielding results similar to a simple linear model. Since there were no clear preferences between cost and delivery time, the final decision was chosen to represent a compromise between the two criteria.

Robust facility location
(1998)

Let A be a nonempty finite subset of R^2 representing the geographical coordinates of a set of demand points (towns, ...), to be served by a facility, whose location within a given region S is sought. Assuming that the unit cost for a in A if the facility is located at x in S is proportional to dist(x,a) - the distance from x to a - and that demand of point a is given by w_a, minimizing the total trnsportation cost TC(w,x) amounts to solving the Weber problem. In practice, it may be the case, however, that the demand vector w is not known, and only an estimator {hat w} can be provided. Moreover the errors in sich estimation process may be non-negligible. We propose a new model for this situation: select a threshold valus B 0 representing the highest admissible transportation cost. Define the robustness p of a location x as the minimum increase in demand needed to become inadmissible, i.e. p(x) = min{||w^*-{hat w}|| : TC(w^*,x) B, w^* = 0} and solve then the optimization problem max_{x in S} p(x) to get the most robust location.

Knowledge about the distribution of a statistical estimator is important for various purposes like, for example, the construction of confidence intervals for model parameters or the determiation of critical values of tests. A widely used method to estimate this distribution is the so-called bootstrap which is based on an imitation of the probabilistic structure of the data generating process on the basis of the information provided by a given set of random observations. In this paper we investigate this classical method in the context of artificial neural networks used for estimating a mapping from input to output space. We establish consistency results for bootstrap estimates of the distribution of parameter estimates.

The notion of formal description techniques for timed systems (T-FDTs) has been introduced in [EDK98a] to provide a unifying framework for description techniques that are formal and that allow to describe the ongoing behavior of systems. In this paper we show that three well known temporal logics, MTL, MTL-R , and CTL*, can be embedded in this framework. Moreover, we provide evidence that a large number of dioeerent kinds of temporal logics can be considered as T-FDTs.

This paper describes a tableau-based higher-order theorem prover HOT and an application to natural language semantics. In this application, HOT is used to prove equivalences using world knowledge during higher-order unification (HOU). This extended form of HOU is used to compute the licensing conditions for corrections.

Simultaneous quantifier elimination in sequent calculus is an improvement over the well-known skolemization. It allows a lazy handling of instantiations as well as of the order of certain reductions. We prove the soundness of a sequent calculus which incorporates a rule for simultaneous quantifier elimination. The proof is performed by semantical arguments and provides some insights into the dependencies between various formulas in a sequent.

Monomial representations and operations for Gröbner bases computations are investigated from an implementation point of view. The technique ofvectorized monomial operations is introduced and it is shown how it expedites computations of Gröbner bases. Furthermore, a rank-based monomialrepresentation and comparison technique is examined and it is concluded that this technique does not yield an additional speedup over vectorizedcomparisons. Extensive benchmark tests with the Computer Algebra System SINGULAR are used to evaluate these concepts.

Groups can be studied using methods from different fields such as combinatorial group theory or string rewriting. Recently techniques from Gröbner basis theory for free monoid rings (non-commutative polynomial rings) respectively free group rings have been added to the set of methods due to the fact that monoid and group presentations (in terms of string rewriting systems) can be linked to special polynomials called binomials. In the same mood, the aim of this paper is to discuss the relation between Nielsen reduced sets of generators and the Todd-Coxeter coset enumeration procedure on the one side and the Gröbner basis theory for free group rings on the other. While it is well-known that there is a strong relationship between Buchberger's algorithm and the Knuth-Bendix completion procedure, and there are interpretations of the Todd-Coxeter coset enumeration procedure using the Knuth-Bendix procedure for special cases, our aim is to show how a verbatim interpretation of the Todd-Coxeter procedure can be obtained by linking recent Gröbner techniques like prefix Gröbner bases and the FGLM algorithm as a tool to study the duality of ideals. As a side product our procedure computes Nielsen reduced generating sets for subgroups in finitely generated free groups.

In this paper we study a particular class of \(n\)-node recurrent neural networks (RNNs).In the \(3\)-node case we use monotone dynamical systems theory to show,for a well-defined set of parameters, that,generically, every orbit of the RNN is asymptotic to a periodic orbit.Then, within the usual 'learning' context of NeuralNetworks, we investigate whether RNNs of this class can adapt their internal parameters soas to 'learn' and then replicate autonomously certain external periodic signals.Our learning algorithm is similar to identification algorithms in adaptivecontrol theory. The main feature of the adaptation algorithm is that global exponential convergenceof parameters is guaranteed. We also obtain partial convergence results in the \(n\)-node case.

In this paper the kinetic model for vehicular traffic developed in [3,4] is considered and theoretical results for the space homogeneous kinetic equation are presented. Existence and uniqueness results for the time dependent equation are stated. An investigation of the stationary equation leads to a boundary value problem for an ordinary differential equation. Existence of the solution and some properties are proved. A numerical investigation of the stationary equation is included.

Wavelet transform originated in 1980's for the analysis of seismic signals has seen an explosion of applications in geophysics. However, almost all of the material is based on wavelets over Euclidean spaces. This paper deals with the generalization of the theory and algorithmic aspects of wavelets to a spherical earth's model and geophysically relevant vector fields such as the gravitational, magnetic, elastic field of the earth.A scale discrete wavelet approach is considered on the sphere thereby avoiding any type of tensor-valued 'basis (kernel) function'. The generators of the vector wavelets used for the fast evaluation are assumed to have compact supports. Thus the scale and detail spaces are finite-dimensional. As an important consequence, detail information of the vector field under consideration can be obtained only by a finite number of wavelet coefficients for each scale. Using integration formulas that are exact up to a prescribed polynomial degree, wavelet decomposition and reconstruction are investigated for bandlimited vector fields. A pyramid scheme for the recursive computation of the wavelet coefficients from level to level is described in detail. Finally, data compression is discussed for the EGM96 model of the earth's gravitational field.

In the present paper we investigate the Rayleigh-Benard convection in rarefied gases and demonstrate by numerical experiments the transition from purely thermal conduction to a natural convective flow for a large range of Knudsen numbers from 0.02 downto 0.001. We address to the problem how the critical value for the Rayleigh number defined for incompressible vsicous flows may be translated to rarefied gas flows. Moreover, the simulations obtained for a Knudsen number Kn=0.001 and Froude number Fr=1 show a further transition from regular Rayleigh-Benard cells to a pure unsteady behavious with moving vortices.