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The demand of sustainability is continuously increasing. Therefore, thermoplastic
composites became a focus of research due to their good weight to performance
ratio. Nevertheless, the limiting factor of their usage for some processes is the loss of
consolidation during re-melting (deconsolidation), which reduces the part quality.
Several studies dealing with deconsolidation are available. These studies investigate
a single material and process, which limit their usefulness in terms of general
interpretations as well as their comparability to other studies. There are two main
approaches. The first approach identifies the internal void pressure as the main
cause of deconsolidation and the second approach identifies the fiber reinforcement
network as the main cause. Due to of their controversial results and limited variety of
materials and processes, there is a big need of a more comprehensive investigation
on several materials and processes.
This study investigates the deconsolidation behavior of 17 different materials and
material configurations considering commodity, engineering, and performance
polymers as well as a carbon and two glass fiber fabrics. Based on the first law of
thermodynamics, a deconsolidation model is proposed and verified by experiments.
Universal applicable input parameters are proposed for the prediction of
deconsolidation to minimize the required input measurements. The study revealed
that the fiber reinforcement network is the main cause of deconsolidation, especially
for fiber volume fractions higher than 48 %. The internal void pressure can promote
deconsolidation, when the specimen was recently manufactured. In other cases the
internal void pressure as well as the surface tension prevents deconsolidation.
During deconsolidation the polymer is displaced by the volume increase of the void.
The polymer flow damps the progress of deconsolidation because of the internal
friction of the polymer. The crystallinity and the thermal expansion lead to a
reversible thickness increase during deconsolidation. Moisture can highly accelerate
deconsolidation and can increase the thickness by several times because of the
vaporization of water. The model is also capable to predict reconsolidation under the
defined boundary condition of pressure, time, and specimen size. For high pressure
matrix squeeze out occur, which falsifies the accuracy of the model.The proposed model was applied to thermoforming, induction welding, and
thermoplastic tape placement. It is demonstrated that the load rate during
thermoforming is the critical factor of achieving complete reconsolidation. The
required load rate can be determined by the model and is dependent on the cooling
rate, the forming length, the extent of deconsolidation, the processing temperature,
and the final pressure. During induction welding deconsolidation can tremendously
occur because of the left moisture in the polymer at the molten state. The moisture
cannot fully diffuse out of the specimen during the faster heating. Therefore,
additional pressure is needed for complete reconsolidation than it would be for a dry
specimen. Deconsolidation is an issue for thermoplastic tape placement, too. It limits
the placement velocity because of insufficient cooling after compaction. If the
specimen after compaction is locally in a molten state, it deconsolidates and causes
residual stresses in the bond line, which decreases the interlaminar shear strength. It
can be concluded that the study gains new knowledge and helps to optimize these
processes by means of the developed model without a high number of required
measurements.
Aufgrund seiner guten spezifischen Festigkeit und Steifigkeit ist der
endlosfaserverstärkte Thermoplast ein hervorragender Leichtbauwerkstoff. Allerdings
kann es während des Wiederaufschmelzens durch Dekonsolidierung zu einem
Verlust der guten mechanischen Eigenschaften kommen, daher ist Dekonsolidierung
unerwünscht. In vielen Studien wurde die Dekonsolidierung mit unterschiedlichen
Ergebnissen untersucht. Dabei wurde meist ein Material und ein Prozess betrachtet.
Eine allgemeine Interpretation und die Vergleichbarkeit unter den Studien sind
dadurch nur begrenzt möglich. Aus der Literatur sind zwei Ansätze bekannt. Dem
ersten Ansatz liegt der Druckunterschied zwischen Poreninnendruck und
Umgebungsdruck als Hauptursache der Dekonsolidierung zu Grunde. Beim zweiten
Ansatz wird die Faserverstärkung als Hauptursache identifiziert. Aufgrund der
kontroversen Ergebnisse und der begrenzten Anzahl der Materialien und
Verarbeitungsverfahren, besteht die Notwendigkeit einer umfassenden Untersuchung
über mehrere Materialien und Prozesse. Diese Studie umfasst drei Polymere
(Polypropylen, Polycarbonat und Polyphenylensulfid), drei Gewebe (Köper, Atlas und
Unidirektional) und zwei Prozesse (Autoklav und Heißpressen) bei verschiedenen
Faservolumengehalten.
Es wurde der Einfluss des Porengehaltes auf die interlaminare Scherfestigkeit
untersucht. Aus der Literatur ist bekannt, dass die interlaminare Scherfestigkeit mit
der Zunahme des Porengehaltes linear sinkt. Dies konnte für die Dekonsolidierung
bestätigt werden. Die Reduktion der interlaminaren Scherfestigkeit für
thermoplastische Matrizes ist kleiner als für duroplastische Matrizes und liegt im
Bereich zwischen 0,5 % bis 1,5 % pro Prozent Porengehalt. Außerdem ist die
Abnahme signifikant vom Matrixpolymer abhängig.
Im Falle der thermisch induzierten Dekonsolidierung nimmt der Porengehalt
proportional zu der Dicke der Probe zu und ist ein Maß für die Dekonsolidierung. Die
Pore expandiert aufgrund der thermischen Gasexpansion und kann durch äußere
Kräfte zur Expansion gezwungen werden, was zu einem Unterdruck in der Pore
führt. Die Faserverstärkung ist die Hauptursache der Dickenzunahme
beziehungsweise der Dekonsolidierung. Die gespeicherte Energie, aufgebaut während der Kompaktierung, wird während der Dekonsolidierung abgegeben. Der
Dekompaktierungsdruck reicht von 0,02 MPa bis 0,15 MPa für die untersuchten
Gewebe und Faservolumengehalte. Die Oberflächenspannung behindert die
Porenexpansion, weil die Oberfläche vergrößert werden muss, die zusätzliche
Energie benötigt. Beim Kontakt von benachbarten Poren verursacht die
Oberflächenspannung ein Verschmelzen der Poren. Durch das bessere Volumen-
Oberfläche-Verhältnis wird Energie abgebaut. Der Polymerfluss bremst die
Entwicklung der Dickenzunahme aufgrund der erforderlichen Energie (innere
Reibung) der viskosen Strömung. Je höher die Temperatur ist, desto niedriger ist die
Viskosität des Polymers, wodurch weniger Energie für ein weiteres Porenwachstum
benötigt wird. Durch den reversiblen Einfluss der Kristallinität und der
Wärmeausdehnung des Verbundes wird während der Erwärmung die Dicke erhöht
und während der Abkühlung wieder verringert. Feuchtigkeit kann einen enormen
Einfluss auf die Dekonsolidierung haben. Ist noch Feuchtigkeit über der
Schmelztemperatur im Verbund vorhanden, verdampft diese und kann die Dicke um
ein Vielfaches der ursprünglichen Dicke vergrößern.
Das Dekonsolidierungsmodell ist in der Lage die Rekonsolidierung vorherzusagen.
Allerdings muss der Rekonsolidierungsdruck unter einem Grenzwert liegen
(0,15 MPa für 50x50 mm² und 1,5 MPa für 500x500 mm² große Proben), da es sonst
bei der Probe zu einem Polymerfluss aus der Probe von mehr als 2 % kommt. Die
Rekonsolidierung ist eine inverse Dekonsolidierung und weist die gleichen
Mechanismen in der entgegengesetzten Richtung auf.
Das entwickelte Modell basiert auf dem ersten Hauptsatz der Thermodynamik und
kann die Dicke während der Dekonsolidierung und der Rekonsolidierung
vorhersagen. Dabei wurden eine homogene Porenverteilung und eine einheitliche,
kugelförmige Porengröße angenommen. Außerdem wurde die Massenerhaltung
angenommen. Um den Aufwand für die Bestimmung der Eingangsgrößen zu
reduzieren, wurden allgemein gültige Eingabeparameter bestimmt, die für eine
Vielzahl von Konfigurationen gelten. Das simulierte Materialverhalten mit den
allgemein gültigen Eingangsparametern erzielte unter den definierten
Einschränkungen eine gute Übereinstimmung mit dem tatsächlichen
Materialverhalten. Nur bei Konfigurationen mit einer Viskositätsdifferenz von mehr als 30 % zwischen der Schmelztemperatur und der Prozesstemperatur sind die
allgemein gültigen Eingangsparameter nicht anwendbar. Um die Relevanz für die
Industrie aufzuzeigen, wurden die Effekte der Dekonsolidierung für drei weitere
Verfahren simuliert. Es wurde gezeigt, dass die Kraftzunahmegeschwindigkeit
während des Thermoformens ein Schlüsselfaktor für eine vollständige
Rekonsolidierung ist. Wenn die Kraft zu langsam appliziert wird oder die finale Kraft
zu gering ist, ist die Probe bereits erstarrt, bevor eine vollständige Konsolidierung
erreicht werden kann. Auch beim Induktionsschweißen kann Dekonsolidierung
auftreten. Besonders die Feuchtigkeit kann zu einer starken Zunahme der
Dekonsolidierung führen, verursacht durch die sehr schnellen Heizraten von mehr als
100 K/min. Die Feuchtigkeit kann während der kurzen Aufheizphase nicht vollständig
aus dem Polymer ausdiffundieren, sodass die Feuchtigkeit beim Erreichen der
Schmelztemperatur in der Probe verdampft. Beim Tapelegen wird die
Ablegegeschwindigkeit durch die Dekonsolidierung begrenzt. Nach einer scheinbar
vollständigen Konsolidierung unter der Walze kann die Probe lokal dekonsolidieren,
wenn das Polymer unter der Oberfläche noch geschmolzen ist. Die daraus
resultierenden Poren reduzieren die interlaminare Scherfestigkeit drastisch um 5,8 %
pro Prozent Porengehalt für den untersuchten Fall. Ursache ist die Kristallisation in
der Verbindungszone. Dadurch werden Eigenspannungen erzeugt, die in der
gleichen Größenordnung wie die tatsächliche Scherfestigkeit sind.

In recent years the field of polymer tribology experienced a tremendous development
leading to an increased demand for highly sophisticated in-situ measurement methods.
Therefore, advanced measurement techniques were developed and established
in this study. Innovative approaches based on dynamic thermocouple, resistive electrical
conductivity, and confocal distance measurement methods were developed in
order to in-situ characterize both the temperature at sliding interfaces and real contact
area, and furthermore the thickness of transfer films. Although dynamic thermocouple
and real contact area measurement techniques were already used in similar
applications for metallic sliding pairs, comprehensive modifications were necessary to
meet the specific demands and characteristics of polymers and composites since
they have significantly different thermal conductivities and contact kinematics. By using
tribologically optimized PEEK compounds as reference a new measurement and
calculation model for the dynamic thermocouple method was set up. This method
allows the determination of hot spot temperatures for PEEK compounds, and it was
found that they can reach up to 1000 °C in case of short carbon fibers present in the
polymer. With regard to the non-isotropic characteristics of the polymer compound,
the contact situation between short carbon fibers and steel counterbody could be
successfully monitored by applying a resistive measurement method for the real contact
area determination. Temperature compensation approaches were investigated
for the transfer film layer thickness determination, resulting in in-situ measurements
with a resolution of ~0.1 μm. In addition to a successful implementation of the measurement
systems, failure mechanism processes were clarified for the PEEK compound
used. For the first time in polymer tribology the behavior of the most interesting
system parameters could be monitored simultaneously under increasing load
conditions. It showed an increasing friction coefficient, wear rate, transfer film layer
thickness, and specimen overall temperature when frictional energy exceeded the
thermal transport capabilities of the specimen. In contrast, the real contact area between
short carbon fibers and steel decreased due to the separation effect caused by
the transfer film layer. Since the sliding contact was more and more matrix dominated,
the hot spot temperatures on the fibers dropped, too. The results of this failure
mechanism investigation already demonstrate the opportunities which the new
measurement techniques provide for a deeper understanding of tribological processes,
enabling improvements in material composition and application design.

In automotive testrigs we apply load time series to components such that the outcome is as close as possible to some reference data. The testing procedure should in general be less expensive and at the same time take less time for testing. In my thesis, I propose a testrig damage optimization problem (WSDP). This approach improves upon the testrig stress optimization problem (TSOP) used as a state of the art by industry experts.
In both (TSOP) and (WSDP), we optimize the load time series for a given testrig configuration. As the name suggests, in (TSOP) the reference data is the stress time series. The detailed behaviour of the stresses as functions of time are sometimes not the most important topic. Instead the damage potential of the stress signals are considered. Since damage is not part of the objectives in the (TSOP) the total damage computed from the optimized load time series is not optimal with respect to the reference damage. Additionally, the load time series obtained is as long as the reference stress time series and the total damage computation needs cycle counting algorithms and Goodmann corrections. The use of cycle counting algorithms makes the computation of damage from load time series non-differentiable.
To overcome the issues discussed in the previous paragraph this thesis uses block loads for the load time series. Using of block loads makes the damage differentiable with respect to the load time series. Additionally, in some special cases it is shown that damage is convex when block loads are used and no cycle counting algorithms are required. Using load time series with block loads enables us to use damage in the objective function of the (WSDP).
During every iteration of the (WSDP), we have to find the maximum total damage over all plane angles. The first attempt at solving the (WSDP) uses discretization of the interval for plane angle to find the maximum total damage at each iteration. This is shown to give unreliable results and makes maximum total damage function non-differentiable with respect to the plane angle. To overcome this, damage function for a given surface stress tensor due to a block load is remodelled by Gaussian functions. The parameters for the new model are derived.
When we model the damage by Gaussian function, the total damage is computed as a sum of Gaussian functions. The plane with the maximum damage is similar to the modes of the Gaussian Mixture Models (GMM), the difference being that the Gaussian functions used in GMM are probability density functions which is not the case in the damage approximation presented in this work. We derive conditions for a single maximum for Gaussian functions, similar to the ones given for the unimodality of GMM by Aprausheva et al. in [1].
By using the conditions for a single maximum we give a clustering algorithm that merges the Gaussian functions in the sum as clusters. Each cluster obtained through clustering is such that it has a single maximum in the absence of other Gaussian functions of the sum. The approximate point of the maximum of each cluster is used as the starting point for a fixed point equation on the original damage function to get the actual maximum total damage at each iteration.
We implement the method for the (TSOP) and the two methods (with discretization and with clustering) for (WSDP) on two example problems. The results obtained from the (WSDP) using discretization is shown to be better than the results obtained from the (TSOP). Furthermore we show that, (WSDP) using clustering approach to finding the maximum total damage, takes less number of iterations and is more reliable than using discretization.

Embedded systems, ranging from very simple systems up to complex controllers, may
nowadays have quite challenging real-time requirements. Many embedded systems are reactive
systems that have to respond to environmental events and have to guarantee certain real-time
constrain. Their execution is usually divided into reaction steps, where in each step, the
system reads inputs from the environment and reacts to these by computing corresponding
outputs.
The synchronous Model of Computation (MoC) has proven to be well-suited for the
development of reactive real-time embedded systems whose paradigm directly reflects the
reactive nature of the systems it describes. Another advantage is the availability of formal
verification by model checking as a result of the deterministic execution based on a formal
semantics. Nevertheless, the increasing complexity of embedded systems requires to compensate
the natural disadvantages of model checking that suffers from the well-known state-space
explosion problem. It is therefore natural to try to integrate other verification methods with
the already established techniques. Hence, improvements to encounter these problems are
required, e.g., appropriate decomposition techniques, which encounter the disadvantages
of the model checking approach naturally. But defining decomposition techniques for synchronous
language is a difficult task, as a result of the inherent parallelism emerging from
the synchronous broadcast communication.
Inspired by the progress in the field of desynchronization of synchronous systems by
representing them in other MoCs, this work will investigate the possibility of adapting and use
methods and tools designed for other MoC for the verification of systems represented in the
synchronous MoC. Therefore, this work introduces the interactive verification of synchronous
systems based on the basic foundation of formal verification for sequential programs – the
Hoare calculus. Due to the different models of computation several problems have to be
solved. In particular due to the large amount of concurrency, several parts of the program
are active at the same point of time. In contrast to sequential programs, a decomposition
in the Hoare-logic style that is in some sense a symbolic execution from one control flow
location to another one requires the consideration of several flows here. Therefore, different
approaches for the interactive verification of synchronous systems are presented.
Additionally, the representation of synchronous systems by other MoCs and the influence
of the representation on the verification task by differently embedding synchronous system
in a single verification tool are elaborated.
The feasibility is shown by integration of the presented approach with the established
model checking methods by implementing the AIFProver on top of the Averest system.

Test rig optimization
(2014)

Designing good test rigs for fatigue life tests is a common task in the auto-
motive industry. The problem to find an optimal test rig configuration and
actuator load signals can be formulated as a mathematical program. We in-
troduce a new optimization model that includes multi-criteria, discrete and
continuous aspects. At the same time we manage to avoid the necessity to
deal with the rainflow-counting (RFC) method. RFC is an algorithm, which
extracts load cycles from an irregular time signal. As a mathematical func-
tion it is non-convex and non-differentiable and, hence, makes optimization
of the test rig intractable.
The block structure of the load signals is assumed from the beginning.
It highly reduces complexity of the problem without decreasing the feasible
set. Also, we optimize with respect to the actuators’ positions, which makes
it possible to take torques into account and thus extend the feasible set. As
a result, the new model gives significantly better results, compared with the
other approaches in the test rig optimization.
Under certain conditions, the non-convex test rig problem is a union of
convex problems on cones. Numerical methods for optimization usually need
constraints and a starting point. We describe an algorithm that detects each
cone and its interior point in a polynomial time.
The test rig problem belongs to the class of bilevel programs. For every
instance of the state vector, the sum of functions has to be maximized. We
propose a new branch and bound technique that uses local maxima of every
summand.

In this thesis, we combine Groebner basis with SAT Solver in different manners.
Both SAT solvers and Groebner basis techniques have their own strength and weakness.
Combining them could fix their weakness.
The first combination is using Groebner techniques to learn additional binary clauses for SAT solver from a selection of clauses. This combination is first proposed by Zengler and Kuechlin.
However, in our experiments, about 80 percent Groebner basis computations give no new binary clauses.
By selecting smaller and more compact input for Groebner basis computations, we can significantly
reduce the number of inefficient Groebner basis computations, learn much more binary clauses. In addition,
the new strategy can reduce the solving time of a SAT Solver in general, especially for large and hard problems.
The second combination is using all-solution SAT solver and interpolation to compute Boolean Groebner bases of Boolean elimination ideals of a given ideal. Computing Boolean Groebner basis of the given ideal is an inefficient method in case we want to eliminate most of the variables from a big system of Boolean polynomials.
Therefore, we propose a more efficient approach to handle such cases.
In this approach, the given ideal is translated to the CNF formula. Then an all-solution SAT Solver is used to find the projection of all solutions of the given ideal. Finally, an algorithm, e.g. Buchberger-Moeller Algorithm, is used to associate the reduced Groebner basis to the projection.
We also optimize the Buchberger-Moeller Algorithm for lexicographical ordering and compare it with Brickenstein's interpolation algorithm.
Finally, we combine Groebner basis and abstraction techniques to the verification of some digital designs that contain complicated data paths.
For a given design, we construct an abstract model.
Then, we reformulate it as a system of polynomials in the ring \({\mathbb Z}_{2^k}[x_1,\dots,x_n]\).
The variables are ordered in a way such that the system has already been a Groebner basis w.r.t lexicographical monomial ordering.
Finally, the normal form is employed to prove the desired properties.
To evaluate our approach, we verify the global property of a multiplier and a FIR filter using the computer algebra system Singular. The result shows that our approach is much faster than the commercial verification tool from Onespin on these benchmarks.

‘Dioxin-like’ (DL) compounds occur ubiquitously in the environment. Toxic responses associated with specific dibenzo-p-dioxins (PCDDs), dibenzofurans (PCDFs), and polychlorinated biphenyls (PCBs) include dermal toxicity, immunotoxicity, liver toxicity, carcinogenicity, as well as adverse effects on reproduction, development, and endocrine functions. Most, if not all of these effects are believed to be due to interaction of these compounds with the aryl hydrocarbon receptor (AhR).
With tetrachlorodibenzo-p-dioxin (TCDD) as representatively most potent congener, a toxic equivalency factor (TEF) concept was employed, in which respective congeners were assigned to a certain TEF-value reflecting the compound’s toxicity relative to TCDD’s.
The EU-project ‘SYSTEQ’ aimed to develop, validate, and implement human systemic TEFs as indicators of toxicity for DL-congeners. Hence, the identification of novel quantifiable biomarkers of exposure was a major objective of the SYSTEQ project.
In order to approach to this objective, a mouse whole genome microarray analysis was applied using a set of seven individual congeners, termed the ‘core congeners’. These core congeners (TCDD, 1-PeCDD, 4-PeCDF, PCB 126, PCB 118, PCB 156, and the non dioxin-like PCB 153), which contribute to approximately 90% of toxic equivalents (TEQs) in the human food chain, were further tested in vivo as well as in vitro. The mouse whole genome microarray revealed a conserved list of differentially regulated genes and pathways associated with ‘dioxin-like’ effects.
A definite data-set of in vitro studies was supposed to function as a fundament for a probable establishment of novel TEFs. Thus, CYP1A induction measured by EROD activity, which represents a sensitive and yet best known marker for dioxin-like effects, was used to estimate potency and efficacy of selected congeners. For this study, primary rat hepatocytes and the rat hepatoma cell line H4IIE were used as well as the core congeners and an additional group of compounds of comparable relevance for the environment: 1,6-HxCDD, 1,4,6-HpCDD, TCDF, 1,4-HxCDF, 1,4,6-HpCDF, PCB 77, and PCB 105.
Besides, a human whole genome microarray experiment was applied in order to gain knowledge with respect to TCDD’s impact towards cells of the immune system. Hence, human primary blood mononuclear cells (PBMCs) were isolated from individuals and exposed to TCDD or to TCDD in combination with a stimulus (lipopolysaccharide (LPS), or phytohemagglutinin (PHA)). A few members of the AhR-gene batterie were found to be regulated, and minor data with respect to potential TCDD-mediated immunomodulatory effects were given. Still, obtained data in this regard was limited due to great inter-individual differences.

In the presented work, I evaluate if and how Virtual Reality (VR) technologies can be used to support researchers working in the geosciences by providing immersive, collaborative visualization systems as well as virtual tools for data analysis. Technical challenges encountered in the development of theses systems are identified and solutions for these are provided.
To enable geologists to explore large digital terrain models (DTMs) in an immersive, explorative fashion within a VR environment, a suitable terrain rendering algorithm is required. For realistic perception of planetary curvature at large viewer altitudes, spherical rendering of the surface is necessary. Furthermore, rendering must sustain interactive frame rates of about 30 frames per second to avoid sensory confusion of the user. At the same time, the data structures used for visualization should also be suitable for efficiently computing spatial properties such as height profiles or volumes in order to implement virtual analysis tools. To address these requirements, I have developed a novel terrain rendering algorithm based on tiled quadtree hierarchies using the HEALPix parametrization of a sphere. For evaluation purposes, the system is applied to a 500 GiB dataset representing the surface of Mars.
Considering the current development of inexpensive remote surveillance equipment such as quadcopters, it seems inevitable that these devices will play a major role in future disaster management applications. Virtual reality installations in disaster management headquarters which provide an immersive visualization of near-live, three-dimensional situational data could then be a valuable asset for rapid, collaborative decision making. Most terrain visualization algorithms, however, require a computationally expensive pre-processing step to construct a terrain database.
To address this problem, I present an on-the-fly pre-processing system for cartographic data. The system consists of a frontend for rendering and interaction as well as a distributed processing backend executing on a small cluster which produces tiled data in the format required by the frontend on demand. The backend employs a CUDA based algorithm on graphics cards to perform efficient conversion from cartographic standard projections to the HEALPix-based grid used by the frontend.
Measurement of spatial properties is an important step in quantifying geological phenomena. When performing these tasks in a VR environment, a suitable input device and abstraction for the interaction (a “virtual tool”) must be provided. This tool should enable the user to precisely select the location of the measurement even under a perspective projection. Furthermore, the measurement process should be accurate to the resolution of the data available and should not have a large impact on the frame rate in order to not violate interactivity requirements.
I have implemented virtual tools based on the HEALPix data structure for measurement of height profiles as well as volumes. For interaction, a ray-based picking metaphor was employed, using a virtual selection ray extending from the user’s hand holding a VR interaction device. To provide maximum accuracy, the algorithms access the quad-tree terrain database at the highest available resolution level while at the same time maintaining interactivity in rendering.
Geological faults are cracks in the earth’s crust along which a differential movement of rock volumes can be observed. Quantifying the direction and magnitude of such translations is an essential requirement in understanding earth’s geological history. For this purpose, geologists traditionally use maps in top-down projection which are cut (e.g. using image editing software) along the suspected fault trace. The two resulting pieces of the map are then translated in parallel against each other until surface features which have been cut by the fault motion come back into alignment. The amount of translation applied is then used as a hypothesis for the magnitude of the fault action. In the scope of this work it is shown, however, that performing this study in a top-down perspective can lead to the acceptance of faulty reconstructions, since the three-dimensional structure of topography is not considered.
To address this problem, I present a novel terrain deformation algorithm which allows the user to trace a fault line directly within a 3D terrain visualization system and interactively deform the terrain model while inspecting the resulting reconstruction from arbitrary perspectives. I demonstrate that the application of 3D visualization allows for a more informed interpretation of fault reconstruction hypotheses. The algorithm is implemented on graphics cards and performs real-time geometric deformation of the terrain model, guaranteeing interactivity with respect to all parameters.
Paleoceanography is the study of the prehistoric evolution of the ocean. One of the key data sources used in this research are coring experiments which provide point samples of layered sediment depositions at the ocean floor. The samples obtained in these experiments document the time-varying sediment concentrations within the ocean water at the point of measurement. The task of recovering the ocean flow patterns based on these deposition records is a challenging inverse numerical problem, however.
To support domain scientists working on this problem, I have developed a VR visualization tool to aid in the verification of model parameters by providing simultaneous visualization of experimental data from coring as well as the resulting predicted flow field obtained from numerical simulation. Earth is visualized as a globe in the VR environment with coring data being presented using a billboard rendering technique while the
time-variant flow field is indicated using Line-Integral-Convolution (LIC). To study individual sediment transport pathways and their correlation with the depositional record, interactive particle injection and real-time advection is supported.

We consider two major topics in this thesis: spatial domain partitioning which serves as a framework to simulate creep flows in representative volume elements.
First, we introduce a novel multi-dimensional space partitioning method. A new type of tree combines the advantages of the Octree and the KD-tree without having their disadvantages. We present a new data structure allowing local refinement, parallelization and proper restriction of transition ratios between nodes. Our technique has no dimensional restrictions at all. The tree's data structure is defined by a topological algebra based on the symbols \( A = \{ L, I, R \} \) that encode the partitioning steps. The set of successors is restricted such that each node has the partition of unity property to partition domains without overlap. With our method it is possible to construct a wide choice of spline spaces to compress or reconstruct scientific data such as pressure and velocity fields and multidimensional images. We present a generator function to build a tree that represents a voxel geometry. The space partitioning system is used as a framework to allow numerical computations. This work is triggered by the problem of representing, in a numerically appropriate way, huge three-dimensional voxel geometries that could have up to billions of voxels. These large datasets occure in situations where it is needed to deal with large representative volume elements (REV).
Second, we introduce a novel approach of variable arrangement for pressure and velocity to solve the Stokes equations. The basic idea of our method is to arrange variables in a way such that each cell is able to satisfy a given physical law independently from its neighbor cells. This is done by splitting velocity values to a left and right converging component. For each cell we can set up a small linear system that describes the momentum and mass conservation equations. This formulation allows to use the Gauß-Seidel algorithm to solve the global linear system. Our tree structure is used for spatial partitioning of the geometry and provides a proper initial guess. In addition, we introduce a method that uses the actual velocity field to refine the tree and improve the numerical accuracy where it is needed. We developed a novel approach rather than using existing approaches such as the SIMPLE algorithm, Lattice-Boltzmann methods or Exlicit jump methods since they are suited for regular grid structures. Other standard CFD approaches extract surfaces and creates tetrahedral meshes to solve on unstructured grids thus can not be applied to our datastructure. The discretization converges to the analytical solution with respect to grid refinement. We conclude a high strength in computational time and memory for high porosity geometries and a high strength in memory requirement for low porosity geometries.

Multilevel Constructions
(2014)

The thesis consists of the two chapters.
The first chapter is addressed to make a deep investigation of the MLMC method. In particular we take an optimisation view at the estimate. Rather than fixing the number of discretisation points \(n_i\) to be a geometric sequence, we are trying to find an optimal set up for \(n_i\) such that for a fixed error the estimate can be computed within a minimal time.
In the second chapter we propose to enhance the MLMC estimate with the weak extrapolation technique. This technique helps to improve order of a weak convergence of a scheme and as a result reduce CC of an estimate. In particular we study high order weak extrapolation approach, which is know not be inefficient in the standard settings. However, a combination of the MLMC and the weak extrapolation yields an improvement of the MLMC.

Optical character recognition (OCR) of machine printed text is ubiquitously considered as a solved problem. However, error free OCR of degraded (broken and merged) and noisy text is still challenging for modern OCR systems. OCR of degraded text with high accuracy is very important due to many applications in business, industry and large scale document digitization projects. This thesis presents a new OCR method for degraded
text recognition by introducing a combined ANN/HMM OCR approach. The approach
provides significantly better performance in comparison with state-of-the-art HMM based OCR methods and existing open source OCR systems. In addition, the thesis introduces novel applications of ANNs and HMMs for document image preprocessing and recognition of low resolution text. Furthermore, the thesis provides psychophysical experiments to determine the effect of letter permutation in visual word recognition of Latin and Cursive
script languages.
HMMs and ANNs are widely employed pattern recognition paradigms and have been
used in numerous pattern classification problems. This work presents a simple and novel method for combining the HMMs and ANNs in application to segmentation free OCR of degraded text. HMMs and ANNs are powerful pattern recognition strategies and their combination is interesting to improve current state-of-the-art research in OCR. Mostly, previous attempts in combining the HMMs and ANNs were focused on applying ANNs
as approximation of the probability density function or as a neural vector quantizer for HMMs. These methods either require combined NN/HMM training criteria [ECBG-MZM11] or they use complex neural network architecture like time delay or space displacement neural networks [BLNB95]. However, in this work neural networks are used as discriminative feature extractor, in combination with novel text line scanning mechanism, to extract discriminative features from unsegmented text lines. The features are
processed by HMMs to provide segmentation free text line recognition. The ANN/HMM modules are trained separately on a common dataset by using standard machine learning procedures. The proposed ANN/HMM OCR system also realizes to some extent several cognitive reading based strategies during the OCR. On a dataset of 1,060 degraded text lines extracted from the widely used UNLV-ISRI benchmark database [TNBC99], the presented system achieves a 30% reduction in error rate as compared to Google’s Tesseract OCR system [Smi13] and 43% reduction in error as compared to OCRopus OCR system [Bre08], which are the best open source OCR systems available today.
In addition, this thesis introduces new applications of HMMs and ANNs in OCR and document images preprocessing. First, an HMMs-based segmentation free OCR approach is presented for recognition of low resolution text. OCR of low resolution text is quite important due to presence of low resolution text in screen-shots, web images and video captions. OCR of low resolution text is challenging because of antialiased rendering and use of very small font size. The characters in low resolution text are usually joined to each other and they may appear differently at different locations on computer screen. This
work presents the use of HMMs in optical recognition of low resolution isolated characters and text lines. The evaluation of the proposed method shows that HMMs-based OCR techniques works quite well and reaches the performance of specialized approaches for OCR of low resolution text.
Then, this thesis presents novel applications of ANNs for automatic script recognition and orientation detection. Script recognition determines the written script on the page for the application of an appropriate character recognition algorithm. Orientation detection detects and corrects the deviation of the document’s orientation angle from the horizontal direction. Both, script recognition and orientation detection, are important preprocessing steps in developing robust OCR systems. In this work, instead of extracting handcrafted features, convolutional neural networks are used to extract relevant discriminative features for each classification task. The proposed method resulted in more than 95% script recognition accuracy on various multi-script documents at connected component level
and 100% page orientation detection accuracy for Urdu documents.
Human reading is a nearly analogous cognitive process to OCR that involves decoding of printed symbols into meanings. Studying the cognitive reading behavior may help in building a robust machine reading strategy. This thesis presents a behavioral study that deals on how cognitive system works in visual recognition of words and permuted non-words. The objective of this study is to determine the impact of overall word shape
in visual word recognition process. The permutation is considered as a source of shape degradation and visual appearance of actual words can be distorted by changing the constituent letter positions inside the words. The study proposes a hypothesis that reading of words and permuted non-words are two distinct mental level processes, and people use
different strategies in handling permuted non-words as compared to normal words. The hypothesis is tested by conducting psychophysical experiments in visual recognition of words from orthographically different languages i.e. Urdu, German and English. Experimental data is analyzed using analysis of variance (ANOVA) and distribution free rank tests to determine significance differences in response time latencies for two classes of data. The results support the presented hypothesis and the findings are consistent with
the dual route theories of reading.

This dissertation focuses on the evaluation of technical and environmental sustainability of water distribution systems based on scenario analysis. The decision support system is created to assist in the decision making-process and to visualize the results of the sustainability assessment for current and future populations and scenarios. First, a methodology is developed to assess the technical and environmental sustainability for the current and future water distribution system scenarios. Then, scenarios are produced to evaluate alternative solutions for the current water distribution system as well as future populations and water demand variations. Finally, a decision support system is proposed using a combination of several visualization approaches to increase the data readability and robustness for the sustainability evaluations of the water distribution system.
The technical sustainability of a water distribution system is measured using the sustainability index methodology which is based on the reliability, resiliency and vulnerability performance criteria. Hydraulic efficiency and water quality requirements are represented using the nodal pressure and water age parameters, respectively. The U.S. Environmental Protection Agency EPANET software is used to simulate hydraulic (i.e. nodal pressure) and water quality (i.e. water age) analysis in a case study. In addition, the environmental sustainability of a water network is evaluated using the “total fresh water use” and “total energy intensity” indicators. For each scenario, multi-criteria decision analysis is used to combine technical and environmental sustainability criteria for the study area.
The technical and environmental sustainability assessment methodology is first applied to the baseline scenario (i.e. the current water distribution system). Critical locations where hydraulic efficiency and water quality problems occur in the current system are identified. There are two major scenario options that are considered to increase the sustainability at these critical locations. These scenarios focus on creating alternative systems in order to test and verify the technical and environmental sustainability methodology rather than obtaining the best solution for the current and future water distribution systems. The first scenario is a traditional approach in order to increase the hydraulic efficiency and water quality. This scenario includes using additional network components such as booster pumps, valves etc. The second scenario is based on using reclaimed water supply to meet the non-potable water demand and fire flow. The fire flow simulation is specifically included in the sustainability assessment since regulations have significant impact on the urban water infrastructure design. Eliminating the fire flow need from potable water distribution systems would assist in saving fresh water resources as well as to reduce detention times.
The decision support system is created to visualize the results of each scenario and to effectively compare these results with each other. The EPANET software is a powerful tool used to conduct hydraulic and water quality analysis but for the decision support system purposes the visualization capabilities are limited. Therefore, in this dissertation, the hydraulic and water quality simulations are completed using EPANET software and the results for each scenario are visualized by combining several visualization techniques in order to provide a better data readability. The first technique introduced here is using small multiple maps instead of the animation technique to visualize the nodal pressure and water age parameters. This technique eliminates the change blindness and provides easy comparison of time steps. In addition, a procedure is proposed to aggregate the nodes along the edges in order to simplify the water network. A circle view technique is used to visualize two values of a single parameter (i.e. the nodal pressure or water age). The third approach is based on fitting the water network into a grid representation which assists in eliminating the irregular geographic distribution of the nodes and improves the visibility of each circle view. Finally, a prototype for an interactive decision support tool is proposed for the current population and water demand scenarios. Interactive tools enable analyzing of the aggregated nodes and provide information about the results of each of the current water distribution scenarios.

A positive affection of human health by nutrition is of high interest, especially for bioactive compounds which are consumed daily in high amounts. This is the case for chlorogenic acids (CGA) ingested by coffee. This molecule class is associated with several possible beneficial health effects observed in vitro that strongly depend on their bioavailability. So far factors influencing bioavailability of CGA such as dose, molecule structure and site of absorption haven´t been investigated sufficiently.
Therefore we performed an in vivo dose-response study with ileostomists, who consumed three different nutritional doses of CGA ingested as instant coffee (4,525 (HIGH); 2,219 (MEDIUM); 1,053 (LOW) μmol CGA). CGA concentrations were determined in ileal fluid, urine and plasma. Furthermore, we conducted an ex vivo study with pig jejunal mucosa using the Ussing chamber model to confirm the in vivo observations. Individual transfer rates of CGA from coffee were investigated, namely: caffeoylquinic acid (CQA), feruloylquinic acid (FQA), caffeic acid (CA), dicaffeoylquinic acid (diCQA) and QA at physiological concentrations (0.2–3.5 mM). Samples were analyzed by HPLC-DAD, -ESI-MS and -ESI-MS/MS.
About ⅔ of the ingested CGA by coffee consumption were available in the colon dose independent. Nevertheless, the results showed that the consumption of higher CGA doses leads to a faster ileal excretion. This corresponds to a plasma AUC0-8h for CGA and metabolites of 4,412 ± 751 nM*h0-8-1 (HIGH), 2,394 ± 637 nM*h0-8-1 (MEDIUM) and 1,782 ± 731 nM*h0-8-1 (LOW) respectively, and a renal excretion of 8.0 ± 4.9% (HIGH), 12.1 ± 6.7% (MEDIUM) and 14.6 ± 6.8% (LOW). Moreover interindividual differences in gastrointestinal transit times were related to differences in total CGA absorption. Thus the variety of patient´s physiology is a decisive bioavailability factor for CGA uptake. This is corroborated ex vivo by a direct proportional relationship of incubation time with absorbed CGA amount.
The consumption of high CGA doses influences the metabolism pattern as an increasing glucuronidation was observed with consumption of increasing CGA doses. However, the different CGA doses have only minor effects on the overall bioavailability which was confirmed ex vivo by a non-saturable passive diffusion of 5-CQA. Furthermore, we identified in the Ussing chamber an active efflux secretion for 5-CQA that decreases its bioavailability and the physicochemical properties of the CGA subgroups as an important bioavailability factor. Transferred amount in increasing order: diCQA, trace amounts; CQA ≈ 1%; CA ≈ 1.5%; FQA ≈ 2%; and QA ≈ 4%.
Altogether, the consumption of increasing CGA doses by coffee had a minor effect on oral bioavailability in ileostomists, such as a slightly increased glucuronidation. Thus, the consumption of high amounts of CGA from coffee in the daily diet is not limiting the CGA concentrations at the site of possible health effects in the human body. However, according to the patient´s physiology the interindividual gastrointestinal transit time which is possibly influenced by dose is influencing CGA bioavailability. Moreover, ex vivo CGA absorption is governed by diffusion as an absorption mechanism corroborating an unsaturable uptake in vivo and by the individual physicochemical properties of CGA.

As the complexity of embedded systems continuously rises, their development becomes more and more challenging. One technique to cope with this complexity is the employment of virtual prototypes. The virtual prototypes are intended to represent the embedded system’s properties on different levels of detail like register transfer level or transaction level. Virtual prototypes can be used for different tasks throughout the development process. They can act as executable specification, can be used for architecture exploration, can ease system integration, and allow for pre- and post-silicon software development and verification. The optimization objectives for virtual prototypes and their creation process are manifold. Finding an appropriate trade-off between the simulation accuracy, the simulation performance, and the implementation effort is a major challenge, as these requirements are contradictory.
In this work, two new and complementary techniques for the efficient creation of accurate and high-performance SystemC based virtual prototypes are proposed: Advanced Temporal Decoupling (ATD) and Transparent Transaction Level Modeling (TTLM). The suitability for industrial environments is assured by the employment of common standards like SystemC TLM-2.0 and IP-XACT.
Advanced Temporal Decoupling enhances the simulation accuracy while retaining high simulation performance by allowing for cycle accurate simulation in the context of SystemC TLM-2.0 temporal decoupling. This is achieved by exploiting the local time warp arising in SystemC TLM-2.0 temporal decoupled models to support the computation of resource contention effects. In ATD, accesses to shared resource are managed by Temporal Decoupled Semaphores (TDSems) which are integrated into the modeled shared resources. The set of TDSems assures the correct execution order of shared resource accesses and incorporates timing effects resulting from shared resource access execution and resource conflicts. This is done by dynamically varying the data granularity of resource accesses based on information gathered from the local time warp. ATD facilitates modeling of a wide range of resource and resource access properties like preemptable and non-preemptable accesses, synchronous and asynchronous accesses, multiport resources, dynamic access priorities, interacting and cascaded resources, and user specified schedulers prioritizing simultaneous resource accesses.
Transparent Transaction Level Modeling focuses on the efficient creation of virtual prototypes by reducing the implementation effort and consists of a library and a code generator. The TTLM library adds a layer of convenience functions to ATD comprising various application programming interfaces for inter module communication, virtual prototype configuration and run time information extraction. The TTLM generator is used to automatically generate the structural code of the virtual prototype from the formal hardware specification language IP-XACT.
The applicability and benefits of the presented techniques are demonstrated using an image processing centric automotive application. Compared to an existing cycle accurate SystemC model, the implementation effort can be reduced by approximately 50% using TTLM. Applying ATD, the simulation performance can be increased by a factor of up to five while retaining cycle accuracy.

Monte Carlo simulation is one of the commonly used methods for risk estimation on financial markets, especially for option portfolios, where any analytical approximation is usually too inaccurate. However, the usually high computational effort for complex portfolios with a large number of underlying assets motivates the application of variance reduction procedures. Variance reduction for estimating the probability of high portfolio losses has been extensively studied by Glasserman et al. A great variance reduction is achieved by applying an exponential twisting importance sampling algorithm together with stratification. The popular and much faster Delta-Gamma approximation replaces the portfolio loss function in order to guide the choice of the importance sampling density and it plays the role of the stratification variable. The main disadvantage of the proposed algorithm is that it is derived only in the case of Gaussian and some heavy-tailed changes in risk factors.
Hence, our main goal is to keep the main advantage of the Monte Carlo simulation, namely its ability to perform a simulation under alternative assumptions on the distribution of the changes in risk factors, also in the variance reduction algorithms. Step by step, we construct new variance reduction techniques for estimating the probability of high portfolio losses. They are based on the idea of the Cross-Entropy importance sampling procedure. More precisely, the importance sampling density is chosen as the closest one to the optimal importance sampling density (zero variance estimator) out of some parametric family of densities with respect to Kullback - Leibler cross-entropy. Our algorithms are based on the special choices of the parametric family and can now use any approximation of the portfolio loss function. A special stratification is developed, so that any approximation of the portfolio loss function under any assumption of the distribution of the risk factors can be used. The constructed algorithms can easily be applied for any distribution of risk factors, no matter if light- or heavy-tailed. The numerical study exhibits a greater variance reduction than of the algorithm from Glasserman et al. The use of a better approximation may improve the performance of our algorithms significantly, as it is shown in the numerical study.
The literature on the estimation of the popular market risk measures, namely VaR and CVaR, often refers to the algorithms for estimating the probability of high portfolio losses, describing the corresponding transition process only briefly. Hence, we give a consecutive discussion of this problem. Results necessary to construct confidence intervals for both measures under the mentioned variance reduction procedures are also given.

If an automated system is tasked to provide services such as search or clustering of information on an information repository, the quality of the output depends a lot on the information that is available to the system in machine-readable form. Simple text, for example, is machine-readable only in a very limited sense. Advanced services typically need to derive other representations of the text (e.g., sets of keywords) as input for their core algorithms. Some services might need information that cannot be derived from the resource in question alone, but is available as separate metadata only, such as usage information. Annotations can be used to carry this information.
This thesis focuses on so-called ontology-based annotations. In contrast to other forms of annotations such as Tags (arbitrary strings that users can assign to resources), ontology-based annotations conform to a predefined data structure and class hierarchy. An advantage of this approach is that rich information can be stored in a well-structured way in the annotations; a drawback is that users need to be familiar with the hierarchy and other design decisions of the underlying ontology used for annotations.
Two scenarios are considered in this thesis:
First, a document-based scenario in which text annotations are used to represent both information about the text content and usage and user context information in a multi-user setting with mostly objective annotation criteria; second, a resource-based scenario whose annotation model focuses on multi-user settings with subjective annotation criteria, using (dis-)similarities in user annotations to derive user similarity metrics, and building personalized views from this information.
Finally, the prototypical systems that have been developed throughout this thesis get evaluated, proving the concepts presented in this thesis.

This thesis discusses several applications of computational topology to the visualization
of scalar fields. Scalar field data come from different measurements and simulations. The
intrinsic properties of this kind of data, which make the visualization of it to a complicated
task, are the large size and presence of noise. Computational topology is a powerful tool
for automatic feature extraction, which allows the user to interpret the information contained
in the dataset in a more efficient way. Utilizing it one can make the main purpose of
scientific visualization, namely extracting knowledge from data, a more convenient task.
Volume rendering is a class of methods designed for realistic visual representation of 3D
scalar fields. It is used in a wide range of applications with different data size, noise
rate and requirements on interactivity and flexibility. At the moment there is no known
technique which can meet the needs of every application domain, therefore development
of methods solving specific problems is required. One of such algorithms, designed for
rendering of noisy data with high frequencies is presented in the first part of this thesis.
The method works with multidimensional transfer functions and is especially suited for
functions exhibiting sharp features. Compared with known methods the presented algorithm
achieves better visual quality with a faster performance in presence of mentioned
features. An improvement on the method utilizing a topological theory, Morse theory, and
a topological construct, Morse-Smale complex, is also presented in this part of the thesis.
The improvement allows for performance speedup at a little precomputation and memory
cost.
The usage of topological methods for feature extraction on a real world dataset often
results in a very large feature space which easily leads to information overflow. Topology
simplification is designed to reduce the number of features and allow a domain expert
to concentrate on the most important ones. In the terms of Morse theory features are
represented by critical points. An importance measure which is usually used for removing
critical points is called homological persistence. Critical points are cancelled pairwise
according to their homological persistence value. In the presence of outlier-like noise
homological persistence has a clear drawback: the outliers get a high importance value
assigned and therefore are not being removed. In the second part of this thesis a new
importance measure is presented which is especially suited for data with outliers. This
importance measure is called scale space persistence. The algorithm for the computation
of this measure is based on the scale space theory known from the area of computer
vision. The development of a critical point in scale space gives information about its
spacial extent, therefore outliers can be distinguished from other critical points. The usage
of the presented importance measure is demonstrated on a real world application, crater
identification on a surface of Mars.
The third part of this work presents a system for general interactive topology analysis
and exploration. The development of such a system is motivated by the fact that topological
methods are often considered to be complicated and hard to understand, because
application of topology for visualization requires deep understanding of the mathematical
background behind it. A domain expert exploring the data using topology for feature
extraction needs an intuitive way to manipulate the exploration process. The presented
system is based on an intuitive notion of a scene graph, where the user can choose and
place the component blocks to achieve an individual result. This way the domain expert
can extract more knowledge from given data independent on the application domain. The
tool gives the possibility for calculation and simplification of the underlying topological
structure, Morse-Smale complex, and also the visualization of parts of it. The system also
includes a simple generic query language to acquire different structures of the topological
structure at different levels of hierarchy.
The fourth part of this dissertation is concentrated on an application of computational
geometry for quality assessment of a triangulated surface. Quality assessment of a triangulation
is called surface interrogation and is aimed for revealing intrinsic irregularities
of a surface. Curvature and continuity are the properties required to design a visually
pleasing geometric object. For example, a surface of a manufactured body usually should
be convex without bumps of wiggles. Conventional rendering methods hide the regions
of interest because of smoothing or interpolation. Two new methods which are presented
here: curvature estimation using local fitting with B´ezier patches and computation of reflection
lines for visual representation of continuity, are specially designed for assessment
problems. The examples and comparisons presented in this part of the thesis prove the
benefits of the introduced algorithms. The methods are also well suited for concurrent visualization
of the results from simulation and surface interrogation to reveal the possible
intrinsic relationship between them.

The objective of this thesis consists in developing systematic event-triggered control designs for specified event generators, which is an important alternative to the traditional periodic sampling control. Sporadic sampling inherently arising in event-triggered control is determined by the event-triggering conditions. This feature invokes the desire of
finding new control theory as the traditional sampled-data theory in computer control.
Developing controller coupling with the applied event-triggering condition to maximize the control performance is the essence for event-triggered control design. In the design the stability of the control system needs to be ensured with the first priority. Concerning variant control aims they should be clearly incorporated in the design procedures. Considering applications in embedded control systems efficient implementation requires a low complexity of embedded software architectures. The thesis targets at offering such a design to further complete the theory of event-triggered control designs.

This thesis focuses on dealing with some new aspects of continuous time portfolio optimization by using the stochastic control method.
First, we extend the Busch-Korn-Seifried model for a large investor by using the Vasicek model for the short rate, and that problem is solved explicitly for two types of intensity functions.
Next, we justify the existence of the constant proportion portfolio insurance (CPPI) strategy in a framework containing a stochastic short rate and a Markov switching parameter. The effect of Vasicek short rate on the CPPI strategy has been studied by Horsky (2012). This part of the thesis extends his research by including a Markov switching parameter, and the generalization is based on the B\"{a}uerle-Rieder investment problem. The explicit solutions are obtained for the portfolio problem without the Money Market Account as well as the portfolio problem with the Money Market Account.
Finally, we apply the method used in Busch-Korn-Seifried investment problem to explicitly solve the portfolio optimization with a stochastic benchmark.

In the theory of option pricing one is usually concerned with evaluating expectations under the risk-neutral measure in a continuous-time model.
However, very often these values cannot be calculated explicitly and numerical methods need to be applied to approximate the desired quantity. Monte Carlo simulations, numerical methods for PDEs and the lattice approach are the methods typically employed. In this thesis we consider the latter approach, with the main focus on binomial trees.
The binomial method is based on the concept of weak convergence. The discrete-time model is constructed so as to ensure convergence in distribution to the continuous process. This means that the expectations calculated in the binomial tree can be used as approximations of the option prices in the continuous model. The binomial method is easy to implement and can be adapted to options with different types of payout structures, including American options. This makes the approach very appealing. However, the problem is that in many cases, the convergence of the method is slow and highly irregular, and even a fine discretization does not guarantee accurate price approximations. Therefore, ways of improving the convergence properties are required.
We apply Edgeworth expansions to study the convergence behavior of the lattice approach. We propose a general framework, that allows to obtain asymptotic expansion for both multinomial and multidimensional trees. This information is then used to construct advanced models with superior convergence properties.
In binomial models we usually deal with triangular arrays of lattice random vectors. In this case the available results on Edgeworth expansions for lattices are not directly applicable. Therefore, we first present Edgeworth expansions, which are also valid for the binomial tree setting. We then apply these result to the one-dimensional and multidimensional Black-Scholes models. We obtain third order expansions
for general binomial and trinomial trees in the 1D setting, and construct advanced models for digital, vanilla and barrier options. Second order expansion are provided for the standard 2D binomial trees and advanced models are constructed for the two-asset digital and the two-asset correlation options. We also present advanced binomial models for a multidimensional setting.