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- Fachbereich Mathematik (26) (remove)

In this thesis we propose an efficient method to compute the automorphism group of an arbitrary hyperelliptic function field over a given constant field of odd characteristic as well as over its algebraic extensions. Beside theoretical applications, knowing the automorphism group also is useful in cryptography: The Jacobians of hyperelliptic curves have been suggested by Koblitz as groups for cryptographic purposes, because the discrete logarithm is believed to be hard in this kind of groups. In order to obtain "secure" Jacobians, it is necessary to prevent attacks like Pohlig/Hellman's and Duursma/Gaudry/Morain's. The latter is only feasible, if the corresponding function field has an automorphism of large order. According to a theorem by Madan, automorphisms seem to allow the Pohlig/Hellman attack, too. Hence, the function field of a secure Jacobian will most likely have trivial automorphism group. In other words: Computing the automorphism group of a hyperelliptic function field promises to be a quick test for insecure Jacobians. Let us outline our algorithm for computing the automorphism group Aut(F/k) of a hyperelliptic function field F/k. It is well known that Aut(F/k) is finite. For each possible subgroup U of Aut(F/k), Rolf Brandt has given a normal form for F if k is algebraically closed. Hence our problem reduces to deciding, whether a given hyperelliptic function field F=k(x,y), y^2=D_x has a defining equation of the form given by Brandt. This question can be answered using theorem III.18: We have F=k(t,u), u^2=D_t iff x is a fraction of linear polynomials in t and y=pu, where the factor p is a rational function w.r.t. t which can be determined explicitly from the coefficients of x. This condition can be checked efficiently using Gröbner basis techniques. With additional effort, it is also possible to compute Aut(F/k) if k is not algebraically closed. Investigating a huge number of examples one gets the impression that the above motivation of getting a quick test for insecure Jacobians is partially fulfilled: The computation of automorphism groups is quite fast using the suggested algorithm. Furthermore, fields with nontrivial automorphism groups seem to have insecure Jacobians. Only fields of small characteristic seem to have a reasonable chance of having nontrivial automorphisms. Hence, from a cryptographic point of view, computing Aut(F/k) seems to make sense whenever k has small characteristic.

In the delay management problem we decide how to react in case of delays in public transportation. More specific, the question is if connecting vehicles should wait for delayed feeder vehicles or if it is better to depart in time. As objective we consider the convenience over all customers, expressed as the average delay of a customer when arriving at his destination.We present path-based and activity-based integer programming models for the delay management problem and show the equivalence of these formulations. Based on these, we present a simplification of the (cubic) activity-based model which results in an integer linear program. We identify cases in which this linearization is correct, namely if the so-called never-meet property holds. Fortunately, this property is often almost satisfied in our practical data. Finally, we show how to find an optimal solution in linear time in case of the never-meet property.

In this text we survey some large deviation results for diffusion processes. The first chapters present results from the literature such as the Freidlin-Wentzell theorem for diffusions with small noise. We use these results to prove a new large deviation theorem about diffusion processes with strong drift. This is the main result of the thesis. In the later chapters we give another application of large deviation results, namely to determine the exponential decay rate for the Bayes risk when separating two different processes. The final chapter presents techniques which help to experiment with rare events for diffusion processes by means of computer simulations.

This work is concerned with a nonlinear Galerkin method for solving the incompressible Navier-Stokes equation on the sphere. It extends the work of Debussche, Marion,Shen, Temam et al. from one-dimensional or toroidal domains to the spherical geometry. In the first part, the method based on type 3 vector spherical harmonics is introduced and convergence is indicated. Further it is shown that the occurring coupling terms involving three vector spherical harmonics can be expressed algebraically in terms of Wigner-3j coefficients. To improve the numerical efficiency and economy we introduce an FFT based pseudo spectral algorithm for computing the Fourier coefficients of the nonlinear advection term. The resulting method scales with O(N^3), if N denotes the maximal spherical harmonic degree. The latter is demonstrated in an extensive numerical example.

In this dissertation we consider complex, projective hypersurfaces with many isolated singularities. The leading questions concern the maximal number of prescribed singularities of such hypersurfaces in a given linear system, and geometric properties of the equisingular stratum. In the first part a systematic introduction to the theory of equianalytic families of hypersurfaces is given. Furthermore, the patchworking method for constructing hypersurfaces with singularities of prescribed types is described. In the second part we present new existence results for hypersurfaces with many singularities. Using the patchworking method, we show asymptotically proper results for hypersurfaces in P^n with singularities of corank less than two. In the case of simple singularities, the results are even asymptotically optimal. These statements improve all previous general existence results for hypersurfaces with these singularities. Moreover, the results are also transferred to hypersurfaces defined over the real numbers. The last part of the dissertation deals with the Castelnuovo function for studying the cohomology of ideal sheaves of zero-dimensional schemes. Parts of the theory of this function for schemes in P^2 are generalized to the case of schemes on general surfaces in P^3. As an application we show an H^1-vanishing theorem for such schemes.

In this thesis we show that the theory of algebraic correspondences introduced by Deuring in the 1930s can be applied to construct non-trivial homomorphisms between the Jacobi groups of hyperelliptic function fields. Concretely, we deduce algorithms to add and multiply correspondences which perform in a reasonable time if the degrees of the associated divisors of the double field are small. Moreover, we show how to compute the differential matrices associated to prime divisors of the double field for arbitrary genus. These matrices give a representation for the homomorphisms or endomorphisms in the additive group (ring) of matrices which is even faithful if the ground field has characteristic zero. As first examples for non-trivial correspondences we investigate multiplication by m endomorphisms. Afterwards we use factorisations of certain bivariate polynomials to construct prime divisors of the double field that are not equivalent to 0 in a coarser sense. Applying the theory of Deuring, these divisors yield homomorphisms between the Jacobi groups of special classes of hyperelliptic function fields. Finally, we generalise the Richelot isogeny to higher genus and by this way derive a class of hyperelliptic function fields given in terms of their defining polynomials which admit non-trivial homomorphisms. These include homomorphisms between the Jacobi groups of hyperelliptic curves of different as well as of equal genus. In addition we provide an explicit method to construct genus 2 function fields the endomorphism ring of which contains a sqrt(2) multiplication with the help of the Cholesky decomposition of a certain matrix.

Algebraic Systems Theory
(2004)

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

Porous media flow of polymers with Carreau law viscosities and their application to enhanced oil recovery (EOR) is considered. Applying the homogenization method leads to a nonlinear two-scale problem. In case of a small difference between the Carreau and the Newtonian case an asymptotic expansion based on the small deviation of the viscosity from the Newtonian case is introduced. For uni-directional pressure gradients, which is a reasonable assumption in applications like EOR, auxiliary problems to decouple the micro- from the macrovariables are derived. The microscopic flow field obtained by the proposed approach is compared to the solution of the two-scale problem. Finite element calculations for an isotropic and an anisotropic pore cell geometries are used to validate the accuracy and speed-up of the proposed approach. The order of accuracy has been studied by performing the simulations up to the third order expansion for the isotropic geometry.

Nowadays one of the major objectives in geosciences is the determination of the gravitational field of our planet, the Earth. A precise knowledge of this quantity is not just interesting on its own but it is indeed a key point for a vast number of applications. The important question is how to obtain a good model for the gravitational field on a global scale. The only applicable solution - both in costs and data coverage - is the usage of satellite data. We concentrate on highly precise measurements which will be obtained by GOCE (Gravity Field and Steady State Ocean Circulation Explorer, launch expected 2006). This satellite has a gradiometer onboard which returns the second derivatives of the gravitational potential. Mathematically seen we have to deal with several obstacles. The first one is that the noise in the different components of these second derivatives differs over several orders of magnitude, i.e. a straightforward solution of this outer boundary value problem will not work properly. Furthermore we are not interested in the data at satellite height but we want to know the field at the Earth's surface, thus we need a regularization (downward-continuation) of the data. These two problems are tackled in the thesis and are now described briefly. Split Operators: We have to solve an outer boundary value problem at the height of the satellite track. Classically one can handle first order side conditions which are not tangential to the surface and second derivatives pointing in the radial direction employing integral and pseudo differential equation methods. We present a different approach: We classify all first and purely second order operators which fulfill that a harmonic function stays harmonic under their application. This task is done by using modern algebraic methods for solving systems of partial differential equations symbolically. Now we can look at the problem with oblique side conditions as if we had ordinary i.e. non-derived side conditions. The only additional work which has to be done is an inversion of the differential operator, i.e. integration. In particular we are capable to deal with derivatives which are tangential to the boundary. Auto-Regularization: The second obstacle is finding a proper regularization procedure. This is complicated by the fact that we are facing stochastic rather than deterministic noise. The main question is how to find an optimal regularization parameter which is impossible without any additional knowledge. However we could show that with a very limited number of additional information, which are obtainable also in practice, we can regularize in an asymptotically optimal way. In particular we showed that the knowledge of two input data sets allows an order optimal regularization procedure even under the hard conditions of Gaussian white noise and an exponentially ill-posed problem. A last but rather simple task is combining data from different derivatives which can be done by a weighted least squares approach using the information we obtained out of the regularization procedure. A practical application to the downward-continuation problem for simulated gravitational data is shown.

The following two papers present recent developments in multiscale ocean circulation modeling and multiscale gravitational field modeling that have been presented at the 2nd International GOCE User Workshop 2004 in Frascati. Part A - Multiscale Modeling of Ocean Circulation In this paper the applicability of multiscale methods to oceanography is demonstrated. More precisely, we use convolutions with certain locally supported kernels to approximate the dynamic topography and the geostrophic flow. As data sets the French CLS01 data are used for the mean sea surface topography and are compared to the EGM96 geoid. Since those two data sets have very different levels of spatial resolutions the necessity of an interpolating or approximating tool is evident. Compared to the standard spherical harmonics approach, the strongly space localizing kernels improve the possibilities of local data analysis here. Part B - Multiscale Modeling from EIGEN-1S, EIGEN-2, EIGEN-GRACE01S, GGM01, UCPH2002_0.5, EGM96 Spherical wavelets have been developed by the Geomathematics Group Kaiserslautern for several years and have been successfully applied to georelevant problems. Wavelets can be considered as consecutive band-pass filters and allow local approximations. The wavelet transform can also be applied to spherical harmonic models of the Earth's gravitational field like the most up-to-date EIGEN-1S, EIGEN-2, EIGEN-GRACE01S, GGM01, UCPH2002_0.5, and the well-known EGM96. Thereby, wavelet coefficients arise. In this paper it is the aim of the Geomathematics Group to make these data available to other interested groups. These wavelet coefficients allow not only the reconstruction of the wavelet approximations of the gravitational potential but also of the geoid, of the gravity anomalies and other important functionals of the gravitational field. Different types of wavelets are considered: bandlimited wavelets (here: Shannon and Cubic Polynomial (CuP)) as well as non-bandlimited ones (in our case: Abel-Poisson). For these types wavelet coefficients are computed and wavelet variances are given. The data format of the wavelet coefficients is also included.

Universal Algebra
(2004)

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.

Die Grundgleichungen der Physikalischen Geodäsie (in der klassischen Formulierung) werden einer Multiskalenformulierung mittels (sphärisch harmonischer) Wavelets unterzogen. Die Energieverteilung des Störpotentials wird in Auflösung nach Skala und Ort durch Verwendung von Waveletvarianzen beschrieben. Schließlich werden zur Modellierung der zeitlichen Variationen des Schwerefeldes zeit- und ortsgebundene Energiespektren zur Detektion lokaler sowie periodischer/saisonaler Strukturen eingeführt.

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.

In this paper we introduce a multiscale technique for the analysis of deformation phenomena of the Earth. Classically, the basis functions under use are globally defined and show polynomial character. In consequence, only a global analysis of deformations is possible such that, for example, the water load of an artificial reservoir is hardly to model in that way. Up till now, the alternative to realize a local analysis can only be established by assuming the investigated region to be flat. In what follows we propose a local analysis based on tools (Navier scaling functions and wavelets) taking the (spherical) surface of the Earth into account. Our approach, in particular, enables us to perform a zooming-in procedure. In fact, the concept of Navier wavelets is formulated in such a way that subregions with larger or smaller data density can accordingly be modelled with a higher or lower resolution of the model, respectively.

Based on the well-known results of classical potential theory, viz. the limit and jump relations for layer integrals, a numerically viable and e±cient multiscale method of approximating the disturbing potential from gravity anomalies is established on regular surfaces, i.e., on telluroids of ellipsoidal or even more structured geometric shape. The essential idea is to use scale dependent regularizations of the layer potentials occurring in the integral formulation of the linearized Molodensky problem to introduce scaling functions and wavelets on the telluroid. As an application of our multiscale approach some numerical examples are presented on an ellipsoidal telluroid.

Caloric Restriction (CR) is the only intervention proven to retard aging and extend maximum lifespan in mammalians. A possible mechanism for the beneficial effects of CR is that the mild metabolic stress associated with CR induces cells to express stress proteins that increase their resistance to disease processes. In this article we therefore model the retardation of aging by dietary restriction within a mathematical framework. The resulting model comprises food intake, stress proteins, body growth and survival. We successfully applied our model to growth and survival data of mice exposed to different food levels.

In traditional portfolio optimization under the threat of a crash the investment horizon or time to maturity is neglected. Developing the so-called crash hedging strategies (which are portfolio strategies which make an investor indifferent to the occurrence of an uncertain (down) jumps of the price of the risky asset) the time to maturity turns out to be essential. The crash hedging strategies are derived as solutions of non-linear differential equations which itself are consequences of an equilibrium strategy. Hereby the situation of changing market coefficients after a possible crash is considered for the case of logarithmic utility as well as for the case of general utility functions. A benefit-cost analysis of the crash hedging strategy is done as well as a comparison of the crash hedging strategy with the optimal portfolio strategies given in traditional crash models. Moreover, it will be shown that the crash hedging strategies optimize the worst-case bound for the expected utility from final wealth subject to some restrictions. Another application is to model crash hedging strategies in situations where both the number and the height of the crash are uncertain but bounded. Taking the additional information of the probability of a possible crash happening into account leads to the development of the q-quantile crash hedging strategy.