### Refine

#### Year of publication

- 2000 (44) (remove)

#### Document Type

- Preprint (35)
- Lecture (5)
- Article (2)
- Diploma Thesis (1)
- Study Thesis (1)

#### Keywords

- Logik (2)
- Algebraic Geometry (1)
- Black-Scholes model (1)
- CFL type conditions (1)
- Capital-at-Risk (1)
- Convex Analysis (1)
- Fokker-Planck equation (1)
- Geometrical algorithms (1)
- Grad expansion (1)
- Gravimetry (1)

#### Faculty / Organisational entity

- Fachbereich Mathematik (44) (remove)

Aufgrund der vernetzten Strukturen und Wirkungszusammenhänge dynamischer Systeme werden die zugrundeliegenden mathematischen Modelle meist sehr komplex und erfordern ein hohes mathematisches Verständnis und Geschick. Bei Verwendung von spezieller Software können jedoch auch ohne tiefgehende mathematische oder informatorische Fachkenntnisse komplexe Wirkungsnetze dynamischer Systeme interaktiv erstellt werden. Als Beispiel wollen wir schrittweise das Modell einer Miniwelt entwerfen und Aussagen bezüglich ihrer Bevölkerungsentwicklung treffen.

Vorlesung Logik
(2000)

An asymptotic preserving numerical scheme (with respect to diffusion scalings) for a linear transport equation is investigated. The scheme is adopted from a class of recently developped schemes. Stability is proven uniformly in the mean free path under a CFL type condition turning into a parabolic CFL condition in the diffusion limit.

The balance space approach (introduced by Galperin in 1990) provides a new view on multicriteria optimization. Looking at deviations from global optimality of the different objectives, balance points and balance numbers are defined when either different or equal deviations for each objective are allowed. Apportioned balance numbers allow the specification of proportions among the deviations. Through this concept the decision maker can be involved in the decision process. In this paper we prove that the apportioned balance number can be formulated by a min-max operator. Furthermore we prove some relations between apportioned balance numbers and the balance set, and see the representation of balance numbers in the balance set. The main results are necessary and sufficient conditions for the balance set to be exhaustive, which means that by multiplying a vector of weights (proportions of deviation) with its corresponding apportioned balance number a balance point is attained. The results are used to formulate an interactive procedure for multicriteria optimization. All results are illustrated by examples.

Spherical Tikhonov Regularization Wavelets in Satellite Gravity Gradiometry with Random Noise
(2000)

This paper considers a special class of regularization methods for satellite gravity gradiometry based on Tikhonov spherical regularization wavelets with particular emphasis on the case of data blurred by random noise. A convergence rate is proved for the regularized solution, and a method is discussed for choosing the regularization level a posteriori from the gradiometer data.

Many polynomially solvable combinatorial optimization problems (COP) become NP when we require solutions to satisfy an additional cardinality constraint. This family of problems has been considered only recently. We study a newproblem of this family: the k-cardinality minimum cut problem. Given an undirected edge-weighted graph the k-cardinality minimum cut problem is to find a partition of the vertex set V in two sets V 1 , V 2 such that the number of the edges between V 1 and V 2 is exactly k and the sum of the weights of these edges is minimal. A variant of this problem is the k-cardinality minimum s-t cut problem where s and t are fixed vertices and we have the additional request that s belongs to V 1 and t belongs to V 2 . We also consider other variants where the number of edges of the cut is constrained to be either less or greater than k. For all these problems we show complexity results in the most significant graph classes.

In this paper we construct a multiscale solution method for the gravimetry problem, which is concerned with the determination of the earth's density distribution from gravitational measurements. For this purpose isotropic scale continuous wavelets for harmonic functions on a ball and on a bounded outer space of a ball, respectively, are constructed. The scales are discretized and the results of numerical calculations based on regularization wavelets are presented. The obtained solutions yield topographical structures of the earth's surface at different levels of localization ranging from continental boundaries to local structures such as Ayer's Rock and the Amazonas area.

Linear viscoelastic properties for a dilute polymer solution are predicted by modeling the solution as a suspension of non-interacting bead-spring chains. The present model, unline the Rouse model, can describe the solution's rheological behavior even when the solvent quality is good, since excluded volume effects are explicitly taken into account through a narrow Gaussian repulsive potential between pairs of beads in a bead-spring chain. The use of the narrow Gaussian potential, which tends to the more commonly used delta-function repulsive potential in the limit of a width parameter d going to zero, enables the performance of Brownian dynamics simulations. The simulations results, which describe the exact behavior of the model, indicate that for chains of arbitrary but finite length, a delta-function potential leads to equilibrium and zero shear rate properties which are identical to the predictions of the Rouse model. On the other hand, a non-zero value of d gives rise to a predictionof swelling at equilibrium, and an increase in zero shear rate properties relative to their Rouse model values. The use of a delta-function potential appears to be justified in the limit of infinite chain length. The exact simulation results are compared with those obtained with an approximate solution, which is based on the assumption that the non-equilibrium configurational distribution function is Gaussian. The Gaussian approximation is shown to be exact to first order in the strength of excluded volume interaction, and is used to explore long chain rheological properties by extrapolating results obtained numerically for finite chains, to the limit of infinite chain length.

Power-ordered sets are not always lattices. In the case of distributive lattices we give a description by disjoint of chains. Finite power-ordered sets have a polarity. We introduct the leveled lattices and show examples with trivial tolerance. Finally we give a list of Hasse diagrams of power-ordered sets.

We examine the feasibility polyhedron of the uncapacitated hub location problem (UHL) with multiple allocation, which has applications in the fields of air passenger and cargo transportation, telecommunication and postal delivery services. In particular we determine the dimension and derive some classes of facets of this polyhedron. We develop some general rules about lifting facets from the uncapacitated facility location (UFL) for UHL and projecting facets from UHL to UFL. By applying these rules we get a new class of facets for UHL which dominates the inequalities in the original formulation. Thus we get a new formulation of UHL whose constraints are all facet defining. We show its superior computational performance by benchmarking it on a well known data set.

Performance of some preconditioners for the p - and hp -version of the finite element method in 3D
(2000)

We consider some continuous-time Markowitz type portfolio problems that consist of maximizing expected terminal wealth under the constraint of an upper bound for the Capital-at-Risk. In a Black-Scholes setting we obtain closed form explicit solutions and compare their form and implications to those of the classical continuous-time mean-variance problem. We also consider more general price processes which allow for larger uctuations in the returns.

We consider the determination of optimal portfolios under the threat of a crash. Our main assumption is that upper bounds for both the crash size and the number of crashes occurring before the time horizon are given. We make no probabilistic assumption on the crash size or the crash time distribution. The optimal strategies in the presence of a crash possibility are characterized by a balance problem between insurance against the crash and good performance in the crash-free situation. Explicit solutions for the log-utility case are given. Our main finding is that constant portfolios are no longer optimal ones.

In this paper we address the question of how many objective functions are needed to decide whether a given point is a Pareto optimal solution for a multicriteria optimization problem. We extend earlier results showing that the set of weakly Pareto optimal points is the union of Pareto optimal sets of subproblems and show their limitations. We prove that for strictly quasi-convex problems in two variables Pareto optimality can be decided by consideration of at most three objectives at a time. Our results are based on a geometric characterization of Pareto, strict Pareto and weak Pareto solutions and Helly's Theorem. We also show that a generalization to quasi-convex objectives is not possible, and state a weaker result for this case. Furthermore, we show that a generalization to strictly Pareto optimal solutions is impossible, even in the convex case.

Being interested in (rotation-)invariant pseudodi erential equations of satellite problems corresponding to spherical orbits, we are reasonably led to generating kernels that depend only on the spherical distance, i. e. in the language of modern constructive approximation form spherical radial basis functions. In this paper approximate identities generated by such (rotation-invariant) kernels which are additionally locally supported are investigated in detail from theoretical as well as numerical point of view. So-called spherical di erence wavelets are introduced. The wavelet transforms are evaluated by the use of a numerical integration rule, that is based on Weyl's law of equidistribution. This approximate formula is constructed such that it can cope with millions of (satellite) data. The approximation error is estimated on the orbital sphere. Finally, we apply the developed theory to the problems of satellite-to-satellite tracking (SST) and satellite gravity gradiometry (SGG).

The paper concerns the equilibrium state of ultra small semiconductor devices. Due to the quantum drift diffusion model, electrons and holes behave as a mixture of charged quantum fluids. Typically the involved scaled Plancks constants of holes, \(\xi\), is significantly smaller than the scaled Plancks constant of electrons. By setting formally \(\xi=0\) a well-posed differential-algebraic system arises. Existence and uniqueness of an equilibrium solution is proved. A rigorous asymptotic analysis shows that this equilibrium solution is the limit (in a rather strong sense) of quantum systems as \(\xi \to 0\). In particular the ground state energies of the quantum systems converge to the ground state energy of the differential-algebraic system as \(\xi \to 0\).

In multicriteria optimization problems the connectedness of the set of efficient solutions (pareto set) is of special interest since it would allow the determination of the efficient solutions without considering non-efficient solutions in the process. In the case of the multicriteria problem to minimize matchings the set of efficient solutions is not connected. The set of minimal solutions E pot with respect to the power ordered set contains the pareto set. In this work theorems about connectedness of E pot are given. These lead to an automated process to detect all efficient solutions.

The aim of this article is to show that moment approximations of kinetic equations based on a Maximum Entropy approach can suffer from severe drawbacks if the kinetic velocity space is unbounded. As example, we study the Fokker Planck equation where explicit expressions for the moments of solutions to Riemann problems can be derived. The quality of the closure relation obtained from the Maximum Entropy approach as well as the Hermite/Grad approach is studied in the case of five moments. It turns out that the Maximum Entropy closure is even singular in equilibrium states while the Hermite/Grad closure behaves reasonably. In particular, the admissible moments may lead to arbitrary large speeds of propagation, even for initial data arbitrary close to global eqilibrium.

Mean field equations arise as steady state versions of convection-diffusion systems where the convective field is determined as solution of a Poisson equation whose right hand side is affine in the solutions of the convection-diffusion equations. In this paper we consider the repulsive coupling case for a system of 2 convection-diffusion equations. For general diffusivities we prove the existence of a unique solution of the mean field equation by a variational technique. Also we analyse the small-Debye-length limit and prove convergence to either the so-called charge-neutral case or to a double obstacle problem for the limiting potential depending on the data.