### Filtern

#### Erscheinungsjahr

- 2009 (35) (entfernen)

#### Dokumenttyp

- Bericht (35) (entfernen)

#### Schlagworte

- algorithmic game theory (2)
- option pricing (2)
- American options (1)
- Analysis (1)
- Ausfallwahrscheinlichkeit (1)
- Automatic Differentiation (1)
- Black–Scholes approach (1)
- Capacitated Hub Location (1)
- Capacity decisions (1)
- Constrained mechanical systems (1)
- Constraint Programming (1)
- Cosserat rod (1)
- Customer distribution (1)
- Datenerfassung und -auswertung (1)
- Decision support systems (1)
- Design (1)
- Didaktik (1)
- Elliptic boundary value problems (1)
- FEM (1)
- Festigkeitsverteilung (1)
- Finite rotations (1)
- Flexible multibody dynamics (1)
- G2++ model (1)
- Galerkin Approximation (1)
- Geometric (1)
- Geothermal Flow (1)
- Geothermischer Fluss (1)
- Graphentheorie (1)
- HJM (1)
- Heston model (1)
- Heuristic (1)
- Heuristics (1)
- Home Health Care (1)
- Hub Location (1)
- Hull White model (1)
- IMRT planning (1)
- Iterative learning control (1)
- Jiang’s Model of Elastoplasticity (1)
- Kirchhoff and Cosserat rods (1)
- Kommunikationsprotokoll (1)
- Konfidenz (1)
- Kristallmathematik (1)
- Kundenbeanspruchung (1)
- Lagrangian mechanics (1)
- Large deformations (1)
- Lebensdauerberechnung (1)
- Lehrmittel (1)
- Linear Programming (1)
- MILP formulations (1)
- MIP formulations (1)
- Metaheuristics (1)
- Monte-Carlo methods (1)
- Multibody simulation (1)
- Nash equilibria (1)
- Noether’s theorem (1)
- Nutzungsprofil (1)
- Gedruckte Kopie bestellen (1)
- Parameter Identification (1)
- Parsimonious Heston Model (1)
- Parteto surface (1)
- Peer-to-Peer-Netz (1)
- Pleated Filter (1)
- Quanto option (1)
- Rotational spinning process (1)
- Rounding (1)
- Route Planning (1)
- Solid-Gas Separation (1)
- Solid-Liquid Separation (1)
- Special Cosserat rods (1)
- Stress-strain correction (1)
- Supply Chain Design (1)
- Theorie schwacher Lösungen (1)
- Titration (1)
- Trennverfahren (1)
- Weak Solution Theory (1)
- aerodynamic drag (1)
- artial differential algebraic equations (1)
- asymptotic Cosserat models (1)
- bin coloring (1)
- calibration (1)
- correlation (1)
- curved viscous fibers (1)
- deformable bodies (1)
- differential algebraic equations (1)
- discrete mechanics (1)
- discrete time setting (1)
- dividend discount model (1)
- dividends (1)
- drift due to noise (1)
- dynamic network flows (1)
- earliest arrival flows (1)
- edge detection (1)
- energy conservation (1)
- fiber-fluid interaction (1)
- fiber-fluid interactions (1)
- finite differences (1)
- flexible bodies (1)
- force-based simulation (1)
- full vehicle model (1)
- geometrically exact rods (1)
- hyperealstic (1)
- image processing (1)
- improving and feasible directions (1)
- inhomogeneous Helmholtz type differential equations in bounded domains (1)
- long slender fibers (1)
- maximal function (1)
- mechanism design (1)
- model reduction (1)
- modified gradient projection method (1)
- multi-asset (1)
- multibody dynamics (1)
- nonlinear diffusion (1)
- nonlinear model reduction (1)
- numerical methods (1)
- optimal control theory (1)
- path-connected sublevelsets (1)
- polynomial algorithms (1)
- price of anarchy (1)
- price of stability (1)
- quantile estimation (1)
- radiotherapy planning (1)
- safety critical components (1)
- selfish routing (1)
- series-parallel graphs (1)
- sharp function (1)
- sicherheitsrelevante Bauteile (1)
- slender-body theory (1)
- strong equilibria (1)
- turbulence modeling (1)
- turbulence modelling (1)
- wave based method (1)
- weakly/ strictly pareto optima (1)

#### Fachbereich / Organisatorische Einheit

Gegenstand dieser Arbeit ist die Entwicklung eines Wärmetransportmodells für tiefe geothermische (hydrothermale) Reservoire. Existenz- und Eindeutigkeitsaussagen bezüglich einer schwachen Lösung des vorgestellten Modells werden getätigt. Weiterhin wird ein Verfahren zur Approximation dieser Lösung basierend auf einem linearen Galerkin-Schema dargelegt, wobei sowohl die Konvergenz nachgewiesen als auch eine Konvergenzrate erarbeitet werden.

This paper discusses the possibility to use and apply the ideas of theWave BasedMethod, which has been developed especially for the steady–state acoustic areas, i.e. to solve the Helmholtz type boundary value problems in a bounded domain, in non–acoustics areas such as steady–state temperature propagation, calculation of the velocity potential function of a liquid flux, calculation of the light irradience in a liver tissue/tumor, etc.

In this paper we investigate the use of the sharp function known from functional analysis in image processing. The sharp function gives a measure of the variations of a function and can be used as an edge detector. We extend the classical notion of the sharp function for measuring anisotropic behaviour and give a fast anisotropic edge detection variant inspired by the sharp function. We show that these edge detection results are useful to steer isotropic and anisotropic nonlinear diffusion filters for image enhancement.

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.

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.

The capacitated single-allocation hub location problem revisited: A note on a classical formulation
(2009)

Denote by G = (N;A) a complete graph where N is the set of nodes and A is the set of edges. Assume that a °ow wij should be sent from each node i to each node j (i; j 2 N). One possibility is to send these °ows directly between the corresponding pairs of nodes. However, in practice this is often neither e±cient nor costly attractive because it would imply that a link was built between each pair of nodes. An alternative is to select some nodes to become hubs and use them as consolidation and redistribution points that altogether process more e±ciently the flow in the network. Accordingly, hubs are nodes in the graph that receive tra±c (mail, phone calls, passengers, etc) from di®erent origins (nodes) and redirect this tra±c directly to the destination nodes (when a link exists) or else to other hubs. The concentration of tra±c in the hubs and its shipment to other hubs lead to a natural decrease in the overall cost due to economies of scale.

An efficient mathematical model to virtually generate woven metal wire meshes is
presented. The accuracy of this model is verified by the comparison of virtual structures with three-dimensional
images of real meshes, which are produced via computer tomography. Virtual structures
are generated for three types of metal wire meshes using only easy to measure parameters. For these
geometries the velocity-dependent pressure drop is simulated and compared with measurements
performed by the GKD - Gebr. Kufferath AG. The simulation results lie within the tolerances of
the measurements. The generation of the structures and the numerical simulations were done at
GKD using the Fraunhofer GeoDict software.

In this paper, an extension to the classical capacitated single-allocation hub location problem is studied in which the size of the hubs is part of the decision making process. For each potential hub a set of capacities is assumed to be available among which one can be chosen. Several formulations are proposed for the problem, which are compared in terms of the bound provided by the linear programming relaxation. Di®erent sets of inequalities are proposed to enhance the models. Several preprocessing tests are also presented with the goal of reducing the size of the models for each particular instance. The results of the computational experiments performed using the proposed models are reported.

Selfish Bin Coloring
(2009)

We introduce a new game, the so-called bin coloring game, in which selfish players control colored items and each player aims at packing its item into a bin with as few different colors as possible. We establish the existence of Nash and strong as well as weakly and strictly Pareto optimal equilibria in these games in the cases of capacitated and uncapacitated bins. For both kinds of games we determine the prices of anarchy and stability concerning those four equilibrium concepts. Furthermore, we show that extreme Nash equilibria, those with minimal or maximal number of colors in a bin, can be found in time polynomial in the number of items for the uncapcitated case.