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

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

Weighted k-cardinality trees
(1992)

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

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

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

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

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

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

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

For most applications the used transport service providers are predetermined during the development of the application. This makes it difficult to consider the application communication requirements and to exploit specific features of the network technology. Specialized protocols that are more efficient and offer a qualitative improved service are typically not supported by most applications because they are not commonly available. In this paper we propose a concept for the realization of protocol independent transport services. Only a transport service is predetermined during the development of the application and an appropriate transport service provider is dynamically selected at run time. This enables to exploit specialized protocols if possible, but standard protocols could still be used if necessary. The main focus of this paper is how a transport service could provide a new transport service provider transparently to existing applications. A prototype is presented that maps TCP/IP based applications to an ATM specific transport service provider which offers a reliable and unreliable transport service like TCP/IP.

In the ground vehicle industry it is often an important task to simulate full vehicle models based on the wheel forces and moments, which have been measured during driving over certain roads with a prototype vehicle. The models are described by a system of differential algebraic equations (DAE) or ordinary differential equations (ODE). The goal of the simulation is to derive section forces at certain components for a durability assessment. In contrast to handling simulations, which are performed including more or less complex tyre models, a driver model, and a digital road profile, the models we use here usually do not contain the tyres or a driver model. Instead, the measured wheel forces are used for excitation of the unconstrained model. This can be difficult due to noise in the input data, which leads to an undesired drift of the vehicle model in the simulation.

We prove a general monotonicity result about Nash flows in directed networks and use it for the design of truthful mechanisms in the setting where each edge of the network is controlled by a different selfish agent, who incurs costs when her edge is used. The costs for each edge are assumed to be linear in the load on the edge. To compensate for these costs, the agents impose tolls for the usage of edges. When nonatomic selfish network users choose their paths through the network independently and each user tries to minimize a weighted sum of her latency and the toll she has to pay to the edges, a Nash flow is obtained. Our monotonicity result implies that the load on an edge in this setting can not increase when the toll on the edge is increased, so the assignment of load to the edges by a Nash flow yields a monotone algorithm. By a well-known result, the monotonicity of the algorithm then allows us to design truthful mechanisms based on the load assignment by Nash flows. Moreover, we consider a mechanism design setting with two-parameter agents, which is a generalization of the case of one-parameter agents considered in a seminal paper of Archer and Tardos. While the private data of an agent in the one-parameter case consists of a single nonnegative real number specifying the agent's cost per unit of load assigned to her, the private data of a two-parameter agent consists of a pair of nonnegative real numbers, where the first one specifies the cost of the agent per unit load as in the one-parameter case, and the second one specifies a fixed cost, which the agent incurs independently of the load assignment. We give a complete characterization of the set of output functions that can be turned into truthful mechanisms for two-parameter agents. Namely, we prove that an output function for the two-parameter setting can be turned into a truthful mechanism if and only if the load assigned to every agent is nonincreasing in the agent's bid for her per unit cost and, for almost all fixed bids for the agent's per unit cost, the load assigned to her is independent of the agent's bid for her fixed cost. When the load assigned to an agent is continuous in the agent's bid for her per unit cost, it must be completely independent of the agent's bid for her fixed cost. These results motivate our choice of linear cost functions without fixed costs for the edges in the selfish routing setting, but the results also seem to be interesting in the context of algorithmic mechanism design themselves.

SHIM is a concurrent deterministic programming language for embedded systems built on rendezvous communication. It abstracts away many details to give the developer a high-level view that includes virtual shared variables, threads as orthogonal statements, and deterministic concurrent exceptions.
In this paper, we present a new way to compile a SHIM-like language into a set of asynchronous guarded actions, a well-established intermediate representation for concurrent systems. By doing so, we build a bridge to many other tools, including hardware synthesis and formal verification. We present our translation in detail, illustrate it through examples, and show how the result can be used by various other tools.

Due to the increasing number of natural or man-made disasters, the application of operations research methods in evacuation planning has seen a rising interest in the research community. From the beginning, evacuation planning has been highly focused on car-based evacuation. Recently, also the evacuation of transit depended evacuees with the help of buses has been considered.
In this case study, we apply two such models and solution algorithms to evacuate a core part of the metropolitan capital city Kathmandu of Nepal as a hypothetical endangered region, where a large part of population is transit dependent. We discuss the computational results for evacuation time under a broad range of possible scenarios, and derive planning suggestions for practitioners.

The Train Marshalling Problem consists of rearranging an incoming train in a marshalling yard in such a way that cars with the same destinations appear consecutively in the final train and the number of needed sorting tracks is minimized. Besides an initial roll-in operation, just one pull-out operation is allowed. This problem was introduced by Dahlhaus et al. who also showed that the problem is NP-complete. In this paper, we provide a new lower bound on the optimal objective value by partitioning an appropriate interval graph. Furthermore, we consider the corresponding online problem, for which we provide upper and lower bounds on the competitiveness and a corresponding optimal deterministic online algorithm. We provide an experimental evaluation of our lower bound and algorithm which shows the practical tightness of the results.

One approach to multi-criteria IMRT planning is to automatically calculate a data set of Pareto-optimal plans for a given planning problem in a first phase, and then interactively explore the solution space and decide for the clinically best treatment plan in a second phase. The challenge of computing the plan data set is to assure that all clinically meaningful plans are covered and that as many as possible clinically irrelevant plans are excluded to keep computation times within reasonable limits. In this work, we focus on the approximation of the clinically relevant part of the Pareto surface, the process that consititutes the first phase. It is possible that two plans on the Parteto surface have a very small, clinically insignificant difference in one criterion and a significant difference in one other criterion. For such cases, only the plan that is clinically clearly superior should be included into the data set. To achieve this during the Pareto surface approximation, we propose to introduce bounds that restrict the relative quality between plans, so called tradeoff bounds. We show how to integrate these trade-off bounds into the approximation scheme and study their effects.

UML and SDL are languages for the development of software systems that have different origins, and have evolved separately for many years. Recently, it can be observed that OMG and ITU, the standardisation bodies responsible for UML and SDL, respectively, are making efforts to harmonise these languages. So far, harmonisation takes place mainly on a conceptual level, by extending and aligning the set of language concepts. In this paper, we argue that harmonisation of languages can be approached both from a syntactic and semantic perspective. We show how a common syntactical basis can be derived from the analysis of the UML meta-model
and the SDL abstract grammar. For this purpose, conceptually sound and well-founded mappings from meta-models to abstract grammars and vice versa are defined and applied. On the semantic level, a comparison between corresponding language constructs is performed.

Territory design 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. In this paper we review the existing literature for applications of territory design problems and solution approaches for solving these types of problems. After identifying features common to all applications we introduce a basic territory design model and present in detail two approaches for solving this model: a classical location–allocation approach combined with optimal split resolution techniques and a newly developed computational geometry based method. We present computational results indicating the efficiency and suitability of the latter method for solving large–scale practical problems in an interactive environment. Furthermore, we discuss extensions to the basic model and its integration into Geographic Information Systems.