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

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

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

The desire to simulate more and more geometrical and physical features of technical structures and the availability of parallel computers and parallel numerical solvers which can exploit the power of these machines have lead to a steady increase in the number of grid elements used. Memory requirements and computational time are too large for usual serial PCs. An a priori partitioning algorithm for the parallel generation of 3D nonoverlapping compatible unstructured meshes based on a CAD surface description is presented in this paper. Emphasis is given to practical issues and implementation rather than to theoretical complexity. To achieve robustness of the algorithm with respect to the geometrical shape of the structure authors propose to have several or many but relatively simple algorithmic steps. The geometrical domain decomposition approach has been applied. It allows us to use classic 2D and 3D high-quality Delaunay mesh generators for independent and simultaneous volume meshing. Different aspects of load balancing methods are also explored in the paper. The MPI library and SPMD model are used for parallel grid generator implementation. Several 3D examples are shown.

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

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

Over a period of 30 years, ITU-T’s Specification and Description Language (SDL) has matured to a sophisticated formal modelling language for distributed systems and communication protocols. The language definition of SDL-2000, the latest version of SDL, is complex and difficult to maintain. Full tool support for SDL is costly to implement. Therefore, only subsets of SDL are currently supported by tools. These SDL subsets - called SDL profiles - already cover a wide range of systems, and are often suffcient in practice. In this report, we present our approach for extracting the formal semantics for SDL profiles from the complete SDL semantics. We then formalise the approach, present our SDL-profile tool, and report on our experiences.

With the UML 2.0 standard, the Unified Modeling Language took a big step towards SDL, incorporating many features of the language. SDL is a mature and complete language with formal semantics. The Z.109 standard defines a UML Profile for SDL, mapping UML constructs to corresponding counterparts in SDL, giving them a precise semantics. In this report, we present a case study for the formalisation of the Z.109 standard. The formal definition makes the mapping precise and can be used to derive tool support.

Vor dem Hintergrund anstehender Reformen der Lehramtsstudiengänge schätzten 233 erfahrene Lehrkräfte die Relevanz psychologischer Themen für das Lehramtsstudium und die Weiterbildung von Lehrerinnen und Lehrern in einer Fragenbogenstudie ein. Die Themensammlung basierte auf dem von der Deutschen Gesellschaft für Psychologie vorgeschlagenen Rahmencurriculum. Die Ergebnisse zeigen eine themenspezifische Variation der Relevanzurteile: So wurde eher handlungsrelevanten Themen wie „Intervention und Beratung“ Vorrang vor vermeintlich theorieorientierten Inhalten, wie „Entwicklungspsychologische Grundlagen“ gegeben. Hierbei zeigten sich schulart- und dienstalterabhängige Urteilsunterschiede. Auch Themen, die die Schule als Organisation betreffen (z. B. Qualitäts¬sicherung) wurden als weniger relevant bewertet. Die Ergebnisse werden hinsichtlich ihrer Implikationen für die Vermittlung psychologischen Wissens in den neuen Lehramtsstudiengängen diskutiert.

Reliable methods for the analysis of tolerance-affected analog circuits are of great importance in nowadays microelectronics. It is impossible to produce circuits with exactly those parameter specifications proposed in the design process. Such component tolerances will always lead to small variations of a circuit’s properties, which may result in unexpected behaviour. If lower and upper bounds to parameter variations can be read off the manufacturing process, interval arithmetic naturally enters the circuit analysis area. This paper focuses on the frequency-response analysis of linear analog circuits, typically consisting of current and voltage sources as well as resistors, capacitances, inductances, and several variants of controlled sources. These kind of circuits are still widely used in analog circuit design as equivalent circuit diagrams for representing in certain application tasks Interval methods have been applied to analog circuits before. But yet this was restricted to circuit equations only, with no interdependencies between the matrix elements. But there also exist formulations of analog circuit equations containing dependent terms. Hence, for an efficient application of interval methods, it is crucial to regard possible dependencies in circuit equations. Part and parcel of this strategy is the handling of fill-in patterns for those parameters related to uncertain components. These patterns are used in linear circuit analysis for efficient equation setup. Such systems can efficiently be solved by successive application of the Sherman-Morrison formula. The approach can also be extended to complex-valued systems from frequency domain analysis of more general linear circuits. Complex values result here from a Laplace transform of frequency-dependent components like capacitances and inductances. In order to apply interval techniques, a real representation of the linear system of equations can be used for separate treatment of real and imaginary part of the variables. In this representation each parameter corresponds to the superposition of two fill-in patterns. Crude bounds – obtained by treating both patterns independently – can be improved by consideration of the correlations to tighter enclosures of the solution. The techniques described above have been implemented as an extension to the toolbox Analog Insydes, an add-on package to the computer algebra system Mathematica for modeling, analysis, and design of analog circuits.

Selbstorganisation ist eine interessante und vielversprechende Möglichkeit, um die Komplexität verteilter Systeme beherrschbar zu machen. In diesem Beitrag schlagen wir ein leistungsfähiges Rechnersystem auf Basis von rekonfigurierbarer Hardware vor, welches aufgrund seiner Flexibilität in vielen Bereichen eingesetzt werden kann. Es wird die geplante Systemarchitektur und Systemsoftware beschrieben und ein intelligentes, verteiltes Kamerasystem vorgestellt, welches wir als Anwendung mit dem vorgeschlagenen System realisieren wollen, um Selbstorganisation in verteilten Systemen näher zu untersuchen.

This paper analyzes and solves a patient transportation problem arising in several large hospitals. The aim is to provide an efficient and timely transport service to patients between several locations on a hospital campus. Transportation requests arrive in a dynamic fashion and the solution methodology must therefore be capable of quickly inserting new requests in the current vehicle routes. Contrary to standard dial-a-ride problems, the problem under study contains several complicating constraints which are specific to a hospital context. The paper provides a detailed description of the problem and proposes a two-phase heuristic procedure capable of handling its many features. In the first phase a simple insertion scheme is used to generate a feasible solution, which is improved in the second phase with a tabu search algorithm. The heuristic procedure was extensively tested on real data provided by a German hospital. Results show that the algorithm is capable of handling the dynamic aspect of the problem and of providing high quality solutions. In particular, it succeeded in reducing waiting times for patients while using fewer vehicles.

This report discusses two approaches for a posteriori error indication in the linear elasticity solver DDFEM: An indicator based on the Richardson extrapolation and Zienkiewicz-Zhu-type indicator. The solver handles 3D linear elasticity steady-state problems. It uses own input language to describe the mesh and the boundary conditions. Finite element discretization over tetrahedral meshes with first or second order shape functions (hierarchical basis) has been used to resolve the model. The parallelization of the numerical method is based on the domain decomposition approach. DDFEM is highly portable over a set of parallel computer architectures supporting the MPI-standard.