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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].

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.

In this work, we analyze two important and simple models of short rates, namely Vasicek and CIR models. The models are described and then the sensitivity of the models with respect to changes in the parameters are studied. Finally, we give the results for the estimation of the model parameters by using two different ways.

Let \(a_1,\dots,a_n\) be independent random points in \(\mathbb{R}^d\) spherically symmetrically but not necessarily identically distributed. Let \(X\) be the random polytope generated as the convex hull of \(a_1,\dots,a_n\) and for any \(k\)-dimensional subspace \(L\subseteq \mathbb{R}^d\) let \(Vol_L(X) :=\lambda_k(L\cap X)\) be the volume of \(X\cap L\) with respect to the \(k\)-dimensional Lebesgue measure \(\lambda_k, k=1,\dots,d\). Furthermore, let \(F^{(i)}\)(t):= \(\bf{Pr}\) \(\)(\(\Vert a_i \|_2\leq t\)),
\(t \in \mathbb{R}^+_0\) , be the radial distribution function of \(a_i\). We prove that the expectation
functional \(\Phi_L\)(\(F^{(1)}, F^{(2)},\dots, F^{(n)})\) := \(E(Vol_L(X)\)) is strictly decreasing in
each argument, i.e. if \(F^{(i)}(t) \le G^{(i)}(t)t\), \(t \in {R}^+_0\), but \(F^{(i)} \not\equiv G^{(i)}\), we show \(\Phi\) \((\dots, F^{(i)}, \dots\)) > \(\Phi(\dots,G^{(i)},\dots\)). The proof is clone in the more general framework
of continuous and \(f\)- additive polytope functionals.

In this article we give a sufficient condition that a simply connected flexible body does not penetrate itself, if it is subjected to a continuous deformation. It is shown that the deformation map is automatically injective, if it is just locally injective and injective on the boundary of the body. Thereby, it is very remarkable that no higher regularity assumption than continuity for the deformation map is required. The proof exclusively relies on homotopy methods and the Jordan-Brouwer separation theorem.

We propose a constraint-based approach for the two-dimensional rectangular packing problem with orthogonal orientations. This problem is to arrange a set of rectangles that can be rotated by 90 degrees into a rectangle of minimal size such that no two rectangles overlap. It arises in the placement of electronic devices during the layout of 2.5D System-in-Package integrated electronic systems. Moffitt et al. [8] solve the packing without orientations with a branch and bound approach and use constraint propagation. We generalize their propagation techniques to allow orientations. Our approach is compared to a mixed-integer program and we provide results that outperform it.

The notion of Q-Gorenstein smoothings has been introduced by Kollar. ([KoJ], 6.2.3). This notion is essential for formulating Kollar's conjectures on smoothing components for rational surface singularities. He conjectures, loosely speaking, that every smoothing of a rational surface singularity can be obtained by blowing down a deformation of a partial resolution, this partial resolution having the property (among others) that the singularities occuring on it all have qG-smoothings. (For more details and precise statements see [Ko], ch. 6.). It is therefore of interest to construct singularities having qG-smoothings.

The direction splitting approach proposed earlier in [6], aiming at the efficient solution of Navier-Stokes equations, is extended and adopted here to solve the Navier-Stokes-Brinkman equations describing incompressible flows in plain and in porous media. The resulting pressure equation is a perturbation of the
incompressibility constrained using a direction-wise factorized operator as proposed in [6]. We prove that this approach is unconditionally stable for the unsteady Navier-Stokes-Brinkman problem. We also provide numerical illustrations of the method's accuracy and efficiency.

A theory of discrete Cosserat rods is formulated in the language of discrete Lagrangian mechanics. By exploiting Kirchho's kinetic analogy, the potential energy density of a rod is a function on the tangent bundle of the conguration manifold and thus formally corresponds to the Lagrangian function of a dynamical system. The equilibrium equations are derived from a variational principle using a formulation that involves null{space matrices. In this formulation, no Lagrange multipliers are necessary to enforce orthonormality of the directors. Noether's theorem relates rst integrals of the equilibrium equations to Lie group actions on the conguration bundle, so{called symmetries. The symmetries relevant for rod mechanics are frame{indierence, isotropy and uniformity. We show that a completely analogous and self{contained theory of discrete rods can be formulated in which the arc{length is a discrete variable ab initio. In this formulation, the potential energy density is dened directly on pairs of points along the arc{length of the rod, in analogy to Veselov's discrete reformulation of Lagrangian mechanics. A discrete version of Noether's theorem then identies exact rst integrals of the discrete equilibrium equations. These exact conservation properties confer the discrete solutions accuracy and robustness, as demonstrated by selected examples of application. Copyright c 2010 John Wiley & Sons, Ltd.

For the last decade, optimization of beam orientations in intensitymodulated radiation therapy (IMRT) has been shown to be successful in improving the treatment plan. Unfortunately, the quality of a set of beam orientations depends heavily on its corresponding beam intensity proles. Usually, a stochastic selector is used for optimizing beam orientation, and then a single objective inverse treatment planning algorithm is used for the optimization of beam intensity proles. The overall time needed to solve the inverse planning for every random selection of beam orientations becomes excessive. Recently, considerable improvement has been made in optimizing beam intensity proles by using multiple objective inverse treatment planning. Such an approach results in a variety of beam intensity proles for every selection of beam orientations, making the dependence between beam orientations and its intensity proles less important. We take advantage of this property to present a dynamic algorithm for beam orientation in IMRT which is based on multicriteria inverse planning. The algorithm approximates beam intensity proles iteratively instead of doing it for every selection of beam orientation, saving a considerable amount of calculation time. Every iteration goes from an N-beam plan to a plan with N + 1 beams. Beam selection criteria are based on a score function that minimizes the deviation from the prescribed dose, in addition to a reject-accept criterion. To illustrate the eciency of the algorithm it has been applied to an articial example where optimality is trivial and to three real clinical cases: a prostate carcinoma, a tumor in the head and neck region and a paraspinal tumor. In comparison to the standard equally spaced beam plans, improvements are reported in all of the three clinical examples, even, in some cases with a fewer number of beams.

Estelle is an internationally standardized formal description technique (FDT) designed for the specification of distributed systems, in particular communication protocols. An Estelle specification describes a system of communicating components (module instances). The specified system is closed in a topological sense, i.e. it has no ability to interact with some environment. Because of this restriction, open systems can only be specified together with and incorporated with an environment. To overcome this restriction, we introduce a compatible extension of Estelle, called "Open Estelle". It allows the specification of (topologically) open systems, i.e. systems that have the ability to communicate with any environment through a well-defined external interface. We define aformal syntax and a formal semantics for Open Estelle, both based on and extending the syntax and semantics of Estelle. The extension is compatible syntactically and semantically, i.e. Estelle is a subset of Open Estelle. In particular, the formal semantics of Open Estelle reduces to the Estelle semantics in the special case of a closed system. Furthermore, we present a tool for the textual integration of open systems into environments specified in Open Estelle, and a compiler for the automatic generation of implementations directly from Open Estelle specifications.

We present a generalization of Proth's theorem for testing certain large integers for primality. The use of Gauß sums leads to a much simpler approach to these primality criteria as compared to the earlier tests. The running time of the algorithms is bounded by a polynomial in the length of the input string. The applicability of our algorithms is linked to certain diophantine approximations of \(l\)-adic roots of unity.

Territory design and districting may be viewed as the problem of grouping small geographic areas into larger geographic clusters called territories in such a way that the latter are acceptable according to relevant planning criteria. The availability of GIS on computers and the growing interest in Geo-Marketing leads to an increasing importance of this area. Despite the wide range of applications for territory design problems, when taking a closer look at the models proposed in the literature, a lot of similarities can be noticed. Indeed, the models are many times very similar and can often be, more or less directly, carried over to other applications. Therefore, our aim is to provide a generic application-independent model and present efficient solution techniques. We introduce a basic model that covers aspects common to most applications. Moreover, we present a method for solving the general model which is based on ideas from the field of computational geometry. Theoretical as well as computational results underlining the efficiency of the new approach will be given. Finally, we show how to extend the model and solution algorithm to make it applicable for a broader range of applications and how to integrate the presented techniques into a GIS.

Abstract. An efficient approach to the numerical upscaling of thermal conductivities of fibrous media, e.g. insulation materials, is considered. First, standard cell problems for a second order elliptic equation are formulated for a proper piece of random fibrous structure, following homogenization theory. Next, a graph formed by the fibers is considered, and a second order elliptic equation with suitable boundary conditions is solved on this graph only. Replacing the boundary value problem for the full cell with an auxiliary problem with special boundary conditions on a connected subdomain of highly conductive material is justified in a previous work of the authors. A discretization on the graph is presented here, and error estimates are provided. The efficient implementation of the algorithm is discussed. A number of numerical experiments is presented in order to illustrate the performance of the proposed method.

Experience gathered from applying the software process modeling language MVP-L in software development organizations has shown the need for graphical representations of process models. Project members (i.e„ non MVP-L specialists) review models much more easily by using graphical representations. Although several various graphical notations were developed for individual projects in which MVP-L was applied, there was previously no consistent definition of a mapping between textual MVP-L models and graphical representations. This report defines a graphical representation schema for MVP-L
descriptions and combines previous results in a unified form. A basic set of building blocks (i.e., graphical symbols and text fragments) is defined, but because we must first gain experience with the new symbols, only rudimentary guidelines are given for composing basic
symbols into a graphical representation of a model.

In the literature, there are at least two equivalent two-factor Gaussian models for the instantaneous short rate. These are the original two-factor Hull White model (see [3]) and the G2++ one by Brigo and Mercurio (see [1]). Both these models first specify a time homogeneous two-factor short rate dynamics and then by adding a deterministic shift function '(·) fit exactly the initial term structure of interest rates. However, the obtained results are rather clumsy and not intuitive which means that a special care has to be taken for their correct numerical implementation.

In this article, we give an explicit homotopy between the solutions (i.e. stress, strain, displacement) of the quasistatic linear elastic and nonlinear elastoplastic boundary value problem, where we assume a linear kinematic hardening material law. We give error estimates with respect to the homotopy parameter.

A Lattice Boltzmann Method for immiscible multiphase flow simulations using the Level Set Method
(2008)

We consider the lattice Boltzmann method for immiscible multiphase flow simulations. Classical lattice Boltzmann methods for this problem, e.g. the colour gradient method or the free energy approach, can only be applied when density and viscosity ratios are small. Moreover, they use additional fields defined on the whole domain to describe the different phases and model phase separation by special interactions at each node. In contrast, our approach simulates the flow using a single field and separates the fluid phases by a free moving interface. The scheme is based on the lattice Boltzmann method and uses the level set method to compute the evolution of the interface. To couple the fluid phases, we develop new boundary conditions which realise the macroscopic jump conditions at the interface and incorporate surface tension in the lattice Boltzmann framework. Various simulations are presented to validate the numerical scheme, e.g. two-phase channel flows, the Young-Laplace law for a bubble and viscous fingering in a Hele-Shaw cell. The results show that the method is feasible over a wide range of density and viscosity differences.

We present the application of a meshfree method for simulations of interaction between fluids and flexible structures. As a flexible structure we consider a sheet of paper. In a two-dimensional framework this sheet can be modeled as curve by the dynamical Kirchhoff-Love theory. The external forces taken into account are gravitation and the pressure difference between upper and lower surface of the sheet. This pressure difference is computed using the Finite Pointset Method (FPM) for the incompressible Navier-Stokes equations. FPM is a meshfree, Lagrangian particle method. The dynamics of the sheet are computed by a finite difference method. We show the suitability of the meshfree method for simulations of fluid-structure interaction in several applications.

In this article, we consider the problem of planning inspections and other tasks within a software development (SD) project with respect to the objectives quality (no. of defects), project duration, and costs. Based on a discrete-event simulation model of SD processes comprising the phases coding, inspection, test, and rework, we present a simplified formulation of the problem as a multiobjective optimization problem. For solving the problem (i.e. finding an approximation of the efficient set) we develop a multiobjective evolutionary algorithm. Details of the algorithm are discussed as well as results of its application to sample problems.

A method to correct the elastic stress tensor at a fixed point of an elastoplastic body, which is subject to exterior loads, is presented and analysed. In contrast to uniaxial corrections (Neuber or ESED), our method takes multiaxial phenomena like ratchetting or cyclic hardening/softening into account by use of Jiang's model. Our numerical algorithm is designed for the case that the scalar load functions are piecewise linear and can be used in connection with critical plane/multiaxial rainflow methods in high cycle fatigue analysis. In addition, a local existence and uniqueness result of Jiang's equations is given.

The level-set method has been recently introduced in the field of shape optimization, enabling a smooth representation of the boundaries on a fixed mesh and therefore leading to fast numerical algorithms. However, most of these algorithms use a Hamilton-Jacobi equation to connect the evolution of the level-set function with the deformation of the contours, and consequently they cannot create any new holes in the domain (at least in 2D). In this work, we propose an evolution equation for the level-set function based on a generalization of the concept of topological gradient. This results in a new algorithm allowing for all kinds of topology changes.

This paper disscuses the minimal area rectangular packing problem of how to pack a set of specified, non-overlapping rectangels into a rectangular container of minimal area. We investigate different mathematical programming approaches of this and introduce a novel approach based on non-linear optimization and the \\\"tunneling effect\\\" achieved by a relaxation of the non-overlapping constraints.

The problem discussed in this paper is motivated by the new recycling directiveWEEE of the EC. The core of this law is, that each company which sells electrical or electronic equipment in a European country has the obligation to recollect and recycle an amount of returned items which is proportional to its market share. To assign collection stations to companies, in Germany for one product type a territory design approach is planned. However, in contrast to classical territory design, the territories should be geographically as dispersed as possible to avoid that a company, resp. its logistics provider responsible for the recollection, gains a monopoly in some region. First, we identify an appropriate measure for the dispersion of a territory. Afterwards, we present a first mathematical programming model for this new problem as well as a solution method based on the GRASP methodology. Extensive computational results illustrate the suitability of the model and assess the effectiveness of the heuristic.

This work presents the dynamic capillary pressure model (Hassanizadeh, Gray, 1990, 1993a) adapted for the needs of paper manufacturing process simulations. The dynamic capillary pressure-saturation relation is included in a one-dimensional simulation model for the pressing section of a paper machine. The one-dimensional model is derived from a two-dimensional model by averaging with respect to the vertical direction. Then, the model is discretized by the finite volume method and solved by Newton’s method. The numerical experiments are carried out for parameters typical for the paper layer. The dynamic capillary pressure-saturation relation shows significant influence on the distribution of water pressure. The behaviour of the solution agrees with laboratory experiments (Beck, 1983).

We present a parsimonious multi-asset Heston model. All single-asset submodels follow the well-known Heston dynamics and their parameters are typically calibrated on implied market volatilities. We focus on the calibration of the correlation structure between the single-asset marginals in the absence of sucient liquid cross-asset option price data. The presented model is parsimonious in the sense that d(d􀀀1)=2 asset-asset cross-correlations are required for a d-asset Heston model. In order to calibrate the model, we present two general setups corresponding to relevant practical situations: (1) when the empirical cross-asset correlations in the risk neutral world are given by the user and we need to calibrate the correlations between the driving Brownian motions or (2) when they have to be estimated from the historical time series. The theoretical background, including the ergodicity of the multidimensional CIR process, for the proposed estimators is also studied.

In this article, we present an analytic solution for Jiang's constitutive model of elastoplasticity. It is considered in its stress controlled form for proportional stress loading under the assumptions that the one-to-one coupling of the yield surface radius and the memory surface radius is switched off, that the transient hardening is neglected and that the ratchetting exponents are constant.

A number of water flow problems in porous media are modelled by Richards’ equation [1]. There exist a lot of different applications of this model. We are concerned with the simulation of the pressing section of a paper machine. This part of the industrial process provides the dewatering of the paper layer by the use of clothings, i.e. press felts, which absorb the water during pressing [2]. A system of nips are formed in the simplest case by rolls, which increase sheet dryness by pressing against each other (see Figure 1). A lot of theoretical studies were done for Richards’ equation (see [3], [4] and references therein). Most articles consider the case of x-independent coefficients. This simplifies the system considerably since, after Kirchhoff’s transformation of the problem, the elliptic operator becomes linear. In our case this condition is not satisfied and we have to consider nonlinear operator of second order. Moreover, all these articles are concerned with the nonstationary problem, while we are interested in the stationary case. Due to complexity of the physical process our problem has a specific feature. An additional convective term appears in our model because the porous media moves with the constant velocity through the pressing rolls. This term is zero in immobile porous media. We are not aware of papers, which deal with such kind of modified steady Richards’ problem. The goal of this paper is to obtain the stability results, to show the existence of a solution to the discrete problem, to prove the convergence of the approximate solution to the weak solution of the modified steady Richards’ equation, which describes the transport processes in the pressing section. In Section 2 we present the model which we consider. In Section 3 a numerical scheme obtained by the finite volume method is given. The main part of this paper is theoretical studies, which are given in Section 4. Section 5 presents a numerical experiment. The conclusion of this work is given in Section 6.

The main problem in computer graphics is to solve the global illumination problem,
which is given by a Fredholm integral equation of the second kind, called the radiance equation (REQ). In order to achieve realistic images, a very complex kernel
of the integral equation, modelling all physical effects of light, must be considered. Due to this complexity Monte Carlo methods seem to be an appropriate approach to solve the REQ approximately. We show that replacing Monte Carlo by quasi-Monte Carlo in some steps of the algorithm results in a faster convergence.

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.

The first part of this paper studies a Levenberg-Marquardt scheme for nonlinear inverse problems where the corresponding Lagrange (or regularization) parameter is chosen from an inexact Newton strategy. While the convergence analysis of standard implementations based on trust region strategies always requires the invertibility of the Fréchet derivative of the nonlinear operator at the exact solution, the new Levenberg-Marquardt scheme is suitable for ill-posed problems as long as the Taylor remainder is of second order in the interpolating metric between the range and dornain
topologies. Estimates of this type are established in the second part of the paper for ill-posed parameter identification problems arising in inverse groundwater hydrology. Both, transient and steady state data are investigated. Finally, the numerical performance of the new Levenberg-Marquardt scheme is
studied and compared to a usual implementation on a realistic but synthetic 2D model problem from the engineering literature.

Within this paper we review image distortion measures. A distortion measure is a criterion that assigns a "quality number" to an image. We distinguish between mathematical distortion measures and those distortion measures in-cooperating a priori knowledge about the imaging devices ( e.g. satellite images), image processing algorithms or the human physiology. We will consider representative examples of different kinds of distortion measures and are going to discuss them.

Let \(a_1, i:=1,\dots,m\), be an i.i.d. sequence taking values in \(\mathbb{R}^n\), whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables, which decompose additively relative to their boundary simplices, eg. the volume of \(P\), simple integral representations of its first two moments are given in case of rotationally symmetric distributions in order to facilitate estimations of variances or to quantify large deviations from the mean.

In this paper we present and investigate a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. The model is based on a stochastic differential equation taking into account the motion of the ber under the influence of turbulence. A reformulation as a stochastic Hamiltonian system and an application of the stochastic averaging theorem lead to further simplications of the model. Finally, the model is used to compute the distribution of functionals of the process that might be helpful for the quality assessment of industrial fabrics.

The rapid development of any field of knowledge brings with it unavoidable fragmentation and proliferation of new disciplines. The development of computer science is no exception. Software engineering (SE) and human-computer interaction (HCI) are both relatively new disciplines of computer science. Furthermore, as both names suggest, they each have strong connections with other subjects. SE is concerned with methods and tools for general software development based on engineering principles. This discipline has its roots not only in computer science but also in a number of traditional engineering disciplines. HCI is concerned with methods and tools for the development of human-computer interfaces, assessing the usability of computer systems and with broader issues about how people interact with computers. It is based on theories about how humans process information and interact with computers, other objects and other people in the organizational and social contexts in
which computers are used. HCI draws on knowledge and skills from psychology, anthropology and sociology in addition to computer science. Both disciplines need ways of measuring how well their products and development processes fulfil their intended requirements. Traditionally SE has been concerned with 'how software is constructed' and HCI with 'how people use software'. Given the
different histories of the disciplines and their different objectives, it is not surprising that they take different approaches to measurement. Thus, each has its own distinct 'measurement culture.' In this paper we analyse the differences and the commonalties of the two cultures by examining the measurement approaches used by each. We then argue the need for a common measurement taxonomy and framework, which is derived from our analyses of the two disciplines. Next we demonstrate the usefulness of the taxonomy and framework via specific example studies drawn from our own work and that of others and show that, in fact, the two disciplines have many important similarities as well as differences and that there is some evidence to suggest that they are growing closer. Finally, we discuss the role of the taxonomy as a framework to support: reuse, planning future studies, guiding practice and facilitating communication between the two disciplines.

In this work we propose a set of term-rewriting techniques for modelling object-oriented computation. Based on symbolic variants of explicit substitutions calculi, we show how to deal with imperative statements like assignment and sequence in specifications in a pure declarative style. Under our model, computation with classes and objects becomes simply normal form calculation, exactly as it is the case in term-rewriting based languages (for instance the functional languages). We believe this kind of unification between functions and
objects is important because it provides plausible alternatives for using the term-rewriting theory as an engine for supporting the formal and mechanical reasoning about object-oriented specifications.

The paper production is a problem with significant importance for the society
and it is a challenging topic for scientific investigations. This study is concerned
with the simulations of the pressing section of a paper machine. A two-dimensional
model is developed to account for the water flow within the pressing zone. Richards’
type equation is used to describe the flow in the unsaturated zone. The dynamic capillary
pressure–saturation relation proposed by Hassanizadeh and co-workers (Hassanizadeh
et al., 2002; Hassanizadeh, Gray, 1990, 1993a) is adopted for the paper
production process.
The mathematical model accounts for the co-existence of saturated and unsaturated
zones in a multilayer computational domain. The discretization is performed
by the MPFA-O method. The numerical experiments are carried out for parameters
which are typical for the production process. The static and dynamic capillary
pressure–saturation relations are tested to evaluate the influence of the dynamic
capillary effect.

A unified approach to Credit Default Swaption and Constant Maturity Credit Default Swap valuation
(2006)

In this paper we examine the pricing of arbitrary credit derivatives with the Libor Market Model with Default Risk. We show, how to setup the Monte Carlo-Simulation efficiently and investigate the accuracy of closed-form solutions for Credit Default Swaps, Credit Default Swaptions and Constant Maturity Credit Default Swaps. In addition we derive a new closed-form solution for Credit Default Swaptions which allows for time-dependent volatility and abitrary correlation structure of default intensities.1

Let \(A\):= {\(a_i\mid i= 1,\dots,m\)} be an i.i.d. random sample in (\mathbb{R}^n\), which we consider a random polyhedron, either as the convex hull of the \(a_i\) or as the intersection of halfspaces {\(x \mid a ^T_i x\leq 1\)}. We introduce a class of polyhedral functionals we will call "additive-type functionals", which covers a number of polyhedral functionals discussed in different mathematical fields, where the emphasis in our contribution will be on those, which arise in linear optimization theory. The class of additive-type functionals is a suitable setting in order to unify and to simplify the asymptotic probabilistic analysis of first and second moments of polyhedral functionals. We provide examples of asymptotic results on expectations and on variances.

The problem to interpolate Hermite-type data (i.e. two points with attached tangent vectors) with elastic curves of prescribed tension is known to have multiple solutions. A method is presented that finds all solutions of length not exceeding one period of its curvature function. The algorithm is based on algebraic relations between discrete curvature information which allow to transform the problem into a univariate one. The method operates with curves that by construction partially interpolate the given data. Hereby the objective function of the problem is drastically simplified. A bound on the maximum curvature value is established that provides an interval containing all solutions.

This document introduces the extension of Katja to support position structures and explains the subtleties of their application as well as the design decisions made and problems solved with respect to their implementation. The Katja system was first introduced by Jan Schäfer in the context of his project work and is based on the MAX system developed by Arnd Poetzsch-Heffter.

An easy numerical handling of time-dependent problems with complicated geometries, free moving boundaries and interfaces, or oscillating solutions is of great importance for many applications, e.g., in fluid dynamics (free surface and multiphase flows, fluid-structure interactions [22, 18, 24]), failure mechanics (crack growth and propagation [4]), magnetohydrodynamics (accretion disks, jets and cloud simulation [6]), biophysics and -chemistry. Appropriate discretizations, so-called mesh-less methods, have been developed during the last decades to meet these challenging demands and to relieve the burden of remeshing and successive mesh generation being faced by the conventional mesh-based methods, [16, 10, 3]. The prearranged mesh is an artificial constraint to ensure compatibility of the mesh-based interpolant schemes, that often conflicts with the real physical conditions of the continuum model. Then, remeshing becomes inevitable, which is not only extremely time- and storage consuming but also the source for numerical errors and hence the gradual loss of computational accuracy. Apart from this advantage, mesh-less methods also lead to fundamentally better approximations regarding aspects, such as smoothness, nonlocal interpolation character, flexible connectivity, refinement and enrichment procedures, [16]. The common idea of mesh-less methods is the discretization of the domain of interest by a finite set of independent, randomly distributed particles moving with a characteristic velocity of the problem. Location and distribution of the particles then account for the time-dependent description of the geometry, data and solution. Thereby, the global solution is linearly superposed from the local information carried by the particles. In classical particle methods [20, 21], the respective weight functions are Dirac distributions which yield solutions in a distributional sense.

Algebraic Systems Theory
(2004)

Control systems are usually described by differential equations, but their properties of interest are most naturally expressed in terms of the system trajectories, i.e., the set of all solutions to the equations. This is the central idea behind the so-called "behavioral approach" to systems and control theory. On the other hand, the manipulation of linear systems of differential equations can be formalized using algebra, more precisely, module theory and homological methods ("algebraic analysis"). The relationship between modules and systems is very rich, in fact, it is a categorical duality in many cases of practical interest. This leads to algebraic characterizations of structural systems properties such as autonomy, controllability, and observability. The aim of these lecture notes is to investigate this module-system correspondence. Particular emphasis is put on the application areas of one-dimensional rational systems (linear ODE with rational coefficients), and multi-dimensional constant systems (linear PDE with constant coefficients).

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.

Radiotherapy is one of the major forms in cancer treatment. The patient is irradiated with high-energetic photons or charged particles with the primary goal of delivering sufficiently high doses to the tumor tissue while simultaneously sparing the surrounding healthy tissue. The inverse search for the treatment plan giving the desired dose distribution is done by means of numerical optimization [11, Chapters 3-5]. For this purpose, the aspects of dose quality in the tissue are modeled as criterion functions, whose mathematical properties also affect the type of the corresponding optimization problem. Clinical practice makes frequent use of criteria that incorporate volumetric and spatial information about the shape of the dose distribution. The resulting optimization problems are of global type by empirical knowledge and typically computed with generic global solver concepts, see for example [16]. The development of good global solvers to compute radiotherapy optimization problems is an important topic of research in this application, however, the structural properties of the underlying criterion functions are typically not taken into account in this context.

In this paper, the analysis of one approach for the regularization of pure Neumann problems for second order elliptical equations, e.g., Poisson’s equation and linear elasticity equations, is presented. The main topic under consideration is the behavior of the condition number of the regularized problem. A general framework for the analysis is presented. This allows to determine a form of regularization term which leads to the “natural” asymptotic of the condition number of the regularized problem with respect to mesh parameter. Some numerical results, which support theoretical analysis are presented as well. The main motivation for the presented research is to develop theoretical background for an efficient and robust implementation of the solver for pure Neumann problems for the linear elasticity equations. Such solvers usually are needed in a number of domain decomposition methods, e.g. FETI. Developed approaches are planed to be used in software, developing in ITWM, e.g. KneeMech simulation software.

An efficient approach for calculating the effective heat conductivity for a class of industrial composite materials, such as metal foams, fibrous glass materials, and the like, is discussed. These materials, used in insulation or in advanced heat exchangers, are characterized by a low volume fraction of the highly conductive material (glass or metal) having a complex, network-like structure and by a large volume fraction of the insulator (air). We assume that the composite materials have constant macroscopic thermal conductivity tensors, which in principle can be obtained by standard up-scaling techniques, that use the concept of representative elementary volumes (REV), i.e. the effective heat conductivities of composite media can be computed by post-processing the solutions of some special cell problems for REVs. We propose, theoretically justify, and numerically study an efficient approach for calculating the effective conductivity for media for which the ratio of low and high conductivities satisfies 1. In this case one essentially only needs to solve the heat equation in the region occupied by the highly conductive media. For a class of problems we show, that under certain conditions on the microscale geometry, the proposed approach produces an upscaled conductivity that is O() close to the exact upscaled permeability. A number of numerical experiments are presented in order to illustrate the accuracy and the limitations of the proposed method. Applicability of the presented approach to upscaling other similar problems, e.g. flow in fractured porous media, is also discussed.

Let \(a_1,\dots,a_m\) be i.i .d. vectors uniform on the unit sphere in \(\mathbb{R}^n\), \(m\ge n\ge3\) and let \(X\):= {\(x \in \mathbb{R}^n \mid a ^T_i x\leq 1\)} be the random polyhedron generated by. Furthermore, for linearly independent vectors \(u\), \(\bar u\) in \(\mathbb{R}^n\), let \(S_{u, \bar u}(X)\) be the number of shadow vertices of \(X\) in \(span (u, \bar u\)). The paper provides an asymptotic expansion of the expectation value \(E (S_{u, \bar u})\) for fixed \(n\) and \(m\to\infty\). The first terms of the expansion are given explicitly. Our investigation of \(E (S_{u, \bar u})\) is closely connected to Borgwardt's probabilistic analysis of the shadow vertex algorithm - a parametric variant of the simplex algorithm. We obtain an improved asymptotic upper bound for the number of pivot steps required by the shadow vertex algorithm for uniformly on the sphere distributed data.

In this paper, the model of Köttgen, Barkey and Socie, which corrects the elastic stress and strain tensor histories at notches of a metallic specimen under non-proportional loading, is improved. It can be used in connection with any multiaxial s -e -law of incremental plasticity. For the correction model, we introduce a constraint for the strain components that goes back to the work of Hoffmann and Seeger. Parameter identification for the improved model is performed by Automatic Differentiation and an established least squares algorithm. The results agree accurately both with transient FE computations and notch strain measurements.

This report explains basic notions and concepts of Abstract State Machines (ASM) as well as notation for defining ASM models. The objective here is to provide an intuitive understanding of the formalism; for a rigorous definition of the mathematical foundations of ASM, the reader is referred to [2] and [3]. Further references on ASM-related material can be found on the ASM Web Pages [1].

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.

A general multi-period network redesign problem arising in the context of strategic supply chain planning (SCP) is studied. Several aspects of practical relevance in SCP are captured namely, multiple facility layers with different types of facilities, flows between facilities in the same layer, direct shipments to customers, and facility relocation. An efficient two-phase heuristic approach is proposed for obtaining feasible solutions to the problem, which is initially modeled as a large-scale mixed-integer linear program. In the first stage of the heuristic, a linear programming rounding strategy is applied to second initial values for the binary location variables in the model. The second phase of the heuristic uses local search to correct the initial solution when feasibility is not reached or to improve the solution when its quality does not meet given criteria. The results of an extensive computational study performed on randomly generated instances are reported.

User interfaces for large distributed applications have to handle specific problems: the complexity of the application itself and the integration of online-data into the user interface. A main task of the user interface architecture is to provide powerful tools to design and augment the end-user system easily, hence giving the designer more time to focus on user requirements. Our experiences developing a user interface system for a process control room showed that a lot of time during the development process is wasted for the integration of online-data residing anywhere but not in the user interface itself. Furtheron external data may be kept by different kinds of programs, e.g. C-programs running
a numerical process model or PROLOG-programs running a diagnosis system, both in parallel to the process and in parallel to the user interface. Facing these specific requirements, we developed a user interface architecture following two main goals: 1. integration of external information into high-level graphical objects and 2. the system should be open for any program running as a separate process using its own problem-oriented language. The architecture is based on two approaches: an asynchronous, distributed and language independent communication model and an object model describing the problem domain and the interface using object-oriented techniques. Other areas like rule-based programming are involved, too. With this paper, we will present the XAVIA user interface architecture, the (as far as we know) first user inteface architecture, which is consequently based on a distributed object model.

In this paper we develop monitoring schemes for detecting structural changes
in nonlinear autoregressive models. We approximate the regression function by a
single layer feedforward neural network. We show that CUSUM-type tests based
on cumulative sums of estimated residuals, that have been intensively studied
for linear regression in both an offline as well as online setting, can be extended
to this model. The proposed monitoring schemes reject (asymptotically) the null
hypothesis only with a given probability but will detect a large class of alternatives
with probability one. In order to construct these sequential size tests the limit
distribution under the null hypothesis is obtained.

The local solution problem of multivariate Fredholm integral equations is studied. Recent research proved that for several function classes the complexity of this problem is closely related to the Gelfand numbers of some characterizing operators. The generalization of this approach to the situation of arbitrary Banach spaces is the subject of the present paper.
Furthermore, an iterative algorithm is described which - under some additional conditions - realizes the optimal error rate. The way these general theorems work is demonstrated by applying them to integral equations in a Sobolev space of periodic functions with dominating mixed derivative of various order.

In this work, some model reduction approaches for performing simulations
with a pseudo-2D model of Li-ion battery are presented. A full pseudo-2D model of processes in Li-ion batteries is presented following
[3], and three methods to reduce the order of the full model are considered. These are: i) directly reduce the model order using proper
orthogonal decomposition, ii) using fractional time step discretization in order to solve the equations in decoupled way, and iii) reformulation
approaches for the diffusion in the solid phase. Combinations of above
methods are also considered. Results from numerical simulations are presented, and the efficiency and the accuracy of the model reduction approaches are discussed.

This paper introduces methods for the detection of anisotropies which are caused by compression of regular three-dimensional point patterns. Isotropy tests based on directional summary statistics and estimators for the compression factor are developed. These allow not only for the detection of anisotropies but also for the estimation of their strength. Using simulated data the power of the methods and the dependence of the power on the intensity, the degree of regularity, and the compression strength are studied. The motivation of this paper is the investigation of anisotropies in the structure of polar ice. Therefore, our methods are applied to the point patterns of centres of air pores extracted from tomographic images of ice cores. This way the presence of anisotropies in the ice caused by the compression of the ice sheet as well as an increase of their strength with increasing depth are shown.

We consider a volume maximization problem arising in gemstone cutting industry. The problem is formulated as a general semi-infinite program (GSIP) and solved using an interiorpoint method developed by Stein. It is shown, that the convexity assumption needed for the convergence of the algorithm can be satisfied by appropriate modelling. Clustering techniques are used to reduce the number of container constraints, which is necessary to make the subproblems practically tractable. An iterative process consisting of GSIP optimization and adaptive refinement steps is then employed to obtain an optimal solution which is also feasible for the original problem. Some numerical results based on realworld data are also presented.

During the recent years, multiobjective evolutionary algorithms have matured as a flexible optimization tool which can be used in various areas of reallife applications. Practical experiences showed that typically the algorithms need an essential adaptation to the specific problem for a successful application. Considering these requirements, we discuss various issues of the design and application of multiobjective evolutionary algorithms to real-life optimization problems. In particular, questions on problem-specific data structures and evolutionary operators and the determination of method parameters are treated. As a major issue, the handling of infeasible intermediate solutions is pointed out. Three application examples in the areas of constrained global optimization (electronic circuit design), semi-infinite programming (design centering problems), and discrete optimization (project scheduling) are discussed.

Asymptotic homogenisation technique and two-scale convergence is used for analysis of macro-strength and fatigue durability of composites with a periodic structure under cyclic loading. The linear damage accumulation rule is employed in the phenomenological micro-durability conditions (for each component of the composite) under varying cyclic loading. Both local and non-local strength and durability conditions are analysed. The strong convergence of the strength and fatigue damage measure as the structure period tends to zero is proved and their limiting values are estimated.

This work deals with the modeling and simulation of slender viscous jets exposed to gravity and rotation, as they occur in rotational spinning processes. In terms of slender-body theory we show the asymptotic reduction of a viscous Cosserat rod to a string system for vanishing slenderness parameter. We propose two string models, i.e. inertial and viscous-inertial string models, that differ in the closure conditions and hence yield a boundary value problem and an interface problem, respectively. We investigate the existence regimes of the string models in the four-parametric space of Froude, Rossby, Reynolds numbers and jet length. The convergence regimes where the respective string solution is the asymptotic limit to the rod turn out to be disjoint and to cover nearly the whole parameter space. We explore the transition hyperplane and derive analytically low and high Reynolds number limits. Numerical studies of the stationary jet behavior for different parameter ranges complete the work.

This report presents a generalization of tensor-product B-spline surfaces. The new scheme permits knots whose endpoints lie in the interior of the domain rectangle of a surface. This allows local refinement of the knot structure for approximation purposes as well as modeling surfaces with local tangent or curvature discontinuities. The surfaces are represented in terms of B-spline basis functions, ensuring affine invariance, local control, the convex hull property, and evaluation by de Boor's algorithm. A dimension formula for a class of generalized tensor-product spline spaces is developed.

It is commonly believed that not all degrees of freedom are needed to produce good solutions for the treatment planning problem in intensity modulated radiotherapy treatment (IMRT). However, typical methods to exploit this fact have either increased the complexity of the optimization problem or were heuristic in nature. In this work we introduce a technique based on adaptively refining variable clusters to successively attain better treatment plans. The approach creates approximate solutions based on smaller models that may get arbitrarily close to the optimal solution. Although the method is illustrated using a specific treatment planning model, the components constituting the variable clustering and the adaptive refinement are independent of the particular optimization problem.

In this paper we consider short term storage systems. We analyze presorting strategies to improve the effiency of these storage systems. The presorting task is called Batch PreSorting Problem (BPSP). The BPSP is a variation of an assigment problem, i.e., it has an assigment problem kernel and some additional constraints. We present different types of these presorting problems, introduce mathematical programming formulations and prove the NP-completeness for one type of the BPSP. Experiments are carried out in order to compare the different model formulations and to investigate the behavior of these models.

Best-Fit Pattern Matching
(1994)

This report shows that dispatching of methods in object oriented languages is in principle the same as best fit pattern matching. A general conceptual description of best fit pattern matching is presented. Many object oriented features are modelled by means of the general concept. This shows that simple methods, multi methods, overloading of functions, pattern matching,
dynamic and union types, and extendable records can be combined in a single comprehensive concept.

Efficient algorithms and structural results are presented for median
problems with 2 new facilities including the classical 2-Median problem,
the 2-Median problem with forbidden regions and bicriterial 2-Median
problems. This is the first paper dealing with multi-facility multiobjective location problems. The time complexity of all presented algorithms is O(MlogM), where M is the number of existing facilities.

This publication tries to develop mathematical subjects for school from realistic problems. The center of this report are business planning and decision problems which occur in almost all companies. The main topics are: Calculation of raw material demand for given orders, consumption of existing stock and the lot sizing.

One of the main goals of an organization developing software is to increase the quality of the software while at the same time to decrease the costs and the duration of the development process. To achieve this, various decisions e.ecting this goal before and during the development process have to be made by the managers. One appropriate tool for decision support are simulation models of the software life cycle, which also help to understand the dynamics of the software development process. Building up a simulation model requires a mathematical description of the interactions between di.erent objects involved in the development process. Based on experimental data, techniques from the .eld of knowledge discovery can be used to quantify these interactions and to generate new process knowledge based on the analysis of the determined relationships. In this paper blocked neuronal networks and related relevance measures will be presented as an appropriate tool for quanti.cation and validation of qualitatively known dependencies in the software development process.

Bringing robustness to patient flow management through optimized patient transports in hospitals
(2007)

Intra-hospital transports are often required for diagnostic or therapeutic reasons. Depending on the hospital layout, transportation between nursing wards and service units is either provided by ambulances or by trained personnel who accompany patients on foot. In many large German hospitals, the patient transport service is poorly managed and lacks workflow coordination. This contributes to higher hospital costs (e.g. when a patient is not delivered to the operating room on time) and to patient inconvenience due to longer waiting times. We have designed a computer-based planning system - Opti-TRANS c - that supports all phases of the transportation flow, ranging from travel booking, dispatching transport requests to monitoring and reporting trips in real-time. The methodology developed to solve the underlying optimization problem - a dynamic dial-a-ride problem with hospital-specific constraints - draws on fast heuristic methods to ensure the efficient and timely provision of transports. We illustrate the strong impact of Opti-TRANS c on the daily performance of the patient transportation service of a large German hospital. The major benefits obtained with the new tool include streamlined transportation processes and workflow, significant savings and improved patient satisfaction. Moreover, the new planning system has contributed to increase awareness among hospital staff about the importance of implementing efficient logistics practices.

The composition of Bézier curves and tensor product Bézier surfaces, polynomial as well as rational, is applied to exactly and explicitely represent trim curves of tensor product Bézier surfaces. Trimming curves are assumed to be defined as Bézier curves in surface parameter domain. A Bézier spline approximation of lower polynomial degree is built up as weil which is based on the exact trim curve representation in coordinate space.

For the numerical simulation of a mechanical multibody system (MBS), dynamical loads are needed as input data, such as a road profile. With given input quantities, the equations of motion of the system can be integrated. Output quantities for further investigations are calculated from the integration results. In this paper, we consider the corresponding inverse problem: We assume, that a dynamical system and some reference output signals are given. The general task is to derive an input signal, such that the system simulation produces the desired reference output. We present the state-of-the-art method in industrial applications, the iterative learning control method (ILC) and give an application example from automotive industry. Then, we discuss three alternative methods based on optimal control theory for differential algebraic equations (DAEs) and give an overview of their general scheme.

This report describes the calibration and completion of the volatility cube in the SABR model. The description is based on a project done for Assenagon GmbH in Munich. However, we use fictitious market data which resembles realistic market data. The problem posed by our client is formulated in section 1. Here we also motivate why this is a relevant problem. The SABR model is briefly reviewed in section 2. Section 3 discusses the calibration and completion of the volatility cube. An example is presented in section 4. We conclude by suggesting possible future research in section 5.

The purpose of this paper is the canonical connection of classical global gravity field determination following the concept of Stokes (1849), Bruns (1878), and Neumann (1887) on the one hand and modern locally oriented multiscale computation by use of adaptive locally supported wavelets on the other hand. Essential tools are regularization methods of the Green, Neumann, and Stokes integral representations. The multiscale approximation is guaranteed simply as linear difference scheme by use of Green, Neumann, and Stokes wavelets, respectively. As an application, gravity anomalies caused by plumes are investigated for the Hawaiian and Iceland areas.

In this article, we summarise the rotation-free and quaternionic parametrisation of a rigid body. We derive and explain the close interrelations between both parametrisations. The internal constraints due to the redundancies in the parametrisations, which lead to DAEs, are handled with the null space technique. We treat both single rigid bodies and general multibody systems with joints, which lead to external joint constraints. Several numerical examples compare both formalisms to the index reduced versions of the corresponding standard formulations.

In this article, we consider the quasistatic boundary value problems of linear elasticity and nonlinear elastoplasticity, with linear Hooke’s law in the elastic regime for both problems and with the linear kinematic hardening law for the plastic regime in the latter problem. We derive expressions and estimates for the difference of the solutions of both models, i.e. for the stresses, the strains and the displacements. To this end, we use the stop and play operators of nonlinear functional analysis. Further, we give an explicit example of a homotopy between the solutions of both problems.

We study the complexity of local solution of Fredholm integral equations. This means that we want to compute not the full solution, but rather a functional (weighted mean, value in a point) of it. For certain Sobolev classes of multivariate periodic functions we prove matching upper and lower bounds and construct an algorithm of the optimal order, based on Fourier coefficients and a hyperbolic cross approximation.

In this paper the complexity of the local solution of Fredholm integral equations
is studied. For certain Sobolev classes of multivariate periodic functions with dominating mixed derivative we prove matching lower and upper bounds. The lower bound is shown using relations to s-numbers. The upper bound is proved in a constructive way providing an implementable algorithm of optimal order based on Fourier coefficients and a hyperbolic cross approximation.

Trimming of surfaces and volumes, curve and surface modeling via Bézier's idea of destortion, segmentation, reparametrization, geometric continuity are examples of applications of functional composition. This paper shows how to
compose polynomial and rational tensor product Bézier representations. The problem of composing Bezier splines and B-spline representations will also be addressed in this paper.

Today, test methods for communication protocols assume, among other things, that the protocol design is specified as a single, monolithic finite state machine (FSM). From this specification, test suites that are capable of detecting output and/or transfer faults in the protocol implementation are derived. Limited applicability ofthese methods is mainly because oftheir specific assumptions, and due to the size of the derived test suite and the resulting test effort for realistic protocols. In this work, the compositional test method (C-method), which exploits the available structure of a communication protocol, is proposed. The C-method first tests each protocol component separately for output and/or transfer faults, using one of the traditional test methods, then checks for composability, and finally tests the composite system for composition faults. To check for composability and to derive the test suite for the detection of composition faults, it is not required to construct the global state machine. Instead, all information is derived from the component state machines, which avoids a potential state explosion and lengthy test cases. Furthermore, the test suite checks for composition faults only. This substantially reduces the size of the test suite and thus the overall test effort.

A fully automatic procedure is proposed to rapidly compute the permeability of porous materials from their binarized microstructure. The discretization is a simplified version of Peskin’s Immersed Boundary Method, where the forces are applied at the no-slip grid points. As needed for the computation of permeability, steady flows at zero Reynolds number are considered. Short run-times are achieved by eliminating the pressure and velocity variables using an Fast Fourier Transform-based and 4 Poisson problembased fast inversion approach on rectangular parallelepipeds with periodic boundary conditions. In reference to calling it a fast method using fictitious or artificial forces, the implementation is called FFF-Stokes. Large scale computations on 3d images are quickly and automatically performed to estimate the permeability of some sample materials. A matlab implementation is provided to allow readers to experience the automation and speed of the method for realistic three-dimensional models.

In recent years, Smolyak quadrature rules (also called hyperbolic cross points or sparse grids) have gained interest as a possible competitor to number theoretic quadratures for high dimensional problems. A standard way of comparing the quality of multivariate quadrature formulas
consists in computing their \(L_2\)-discrepancy. Especially for larger dimensions, such computations are a highly complex task. In this paper we develop a fast recursive algorithm for computing the \(L_2\)-discrepancy (and related quality measures) of general Smolyak quadratures. We carry out numerical comparisons between the discrepancies of certain Smolyak rules, Hammersley and Monte Carlo sequences.

A notion of discrepancy is introduced, which represents the integration error on spaces of \(r\)-smooth periodic functions. It generalizes the diaphony and constitutes a periodic counterpart to the classical \(L_2\)-discrepancy as weil as \(r\)-smooth versions of it introduced recently by Paskov [Pas93]. Based on previous work [FH96], we develop an efficient algorithm for computing periodic discrepancies for quadrature formulas possessing certain tensor product structures, in particular, for Smolyak quadrature rules (also called sparse grid methods). Furthermore, fast algorithms of computing periodic discrepancies for lattice rules can easily be derived from well-known properties of lattices. On this basis we carry out numerical comparisons of discrepancies between Smolyak and lattice rules.

In multiple criteria optimization an important research topic is the topological structure of the set \( X_e \) of efficient solutions. Of major interest is the connectedness of \( X_e \), since it would allow the determination of \( X_e \) without considering non-efficient solutions in the
process. We review general results on the subject,including the connectedness result for efficient solutions in multiple criteria linear programming. This result can be used to derive a definition of connectedness for discrete optimization problems. We present a counterexample to a previously stated result in this area, namely that the set of efficient solutions of the shortest path problem is connected. We will also show that connectedness does not hold for another important problem in discrete multiple criteria optimization: the spanning tree problem.

Granular systems in solid-like state exhibit properties like stiffness
dependence on stress, dilatancy, yield or incremental non-linearity
that can be described within the continuum mechanical framework.
Different constitutive models have been proposed in the literature either based on relations between some components of the stress tensor or on a quasi-elastic description. After a brief description of these
models, the hyperelastic law recently proposed by Jiang and Liu [1]
will be investigated. In this framework, the stress-strain relation is
derived from an elastic strain energy density where the stable proper-
ties are linked to a Drucker-Prager yield criteria. Further, a numerical method based on the finite element discretization and Newton-
Raphson iterations is presented to solve the force balance equation.
The 2D numerical examples presented in this work show that the stress
distributions can be computed not only for triangular domains, as previoulsy done in the literature, but also for more complex geometries.
If the slope of the heap is greater than a critical value, numerical instabilities appear and no elastic solution can be found, as predicted by
the theory. As main result, the dependence of the material parameter
Xi on the maximum angle of repose is established.

In the presented work, we make use of the strong reciprocity between kinematics and geometry to build a geometrically nonlinear, shearable low order discrete shell model of Cosserat type defined on triangular meshes, from which we deduce a rotation–free Kirchhoff type model with the triangle vertex positions as degrees of freedom. Both models behave physically plausible already on very coarse meshes, and show good
convergence properties on regular meshes. Moreover, from the theoretical side, this deduction provides a
common geometric framework for several existing models.

Safety and reliability requirements on the one side and short development cycles, low costs and lightweight design on the other side are two competing aspects of truck engineering. For safety critical components essentially no failures can be tolerated within the target mileage of a truck. For other components the goals are to stay below certain predefined failure rates. Reducing weight or cost of structures often also reduces strength and reliability. The requirements on the strength, however, strongly depend on the loads in actual customer usage. Without sufficient knowledge of these loads one needs large safety factors, limiting possible weight or cost reduction potentials. There are a lot of different quantities influencing the loads acting on the vehicle in actual usage. These ‘influencing quantities’ are, for example, the road quality, the driver, traffic conditions, the mission (long haulage, distribution or construction site), and the geographic region. Thus there is a need for statistical methods to model the load distribution with all its variability, which in turn can be used for the derivation of testing specifications.

This paper introduces a new high Level programming language for a novel
class of computational devices namely data-procedural machines. These machines are by up to several orders of magnitude more efficient than the von Neumann paradigm of computers and are as flexible and as universal as computers. Their efficiency and flexibility is achieved by using field-programmable logic as the essential technology platform. The paper briefly summarizes and illustrates the essential new features of this language by means of two example programs.