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Induktionsschweißen kann sowohl für das Schweißen von thermoplastischen Faser-
Kunststoff-Verbunden als auch für das Verbinden von Metall/Faser-Kunststoff-
Verbunden eingesetzt werden. Nach Betrachtung der Möglichkeiten einer solchen
Verbindung wurde festgestellt, dass die Verbindungsqualität durch die
Oberflächenvorbehandlung des metallischen und des polymeren Fügepartners und
durch die Prozessbedingungen bestimmt wird.
Verschiedene neue Werkzeuge (z.B. spezielle Probenhalterungen, temperierbarer
Anpressstempel, Erwärmungs- und Konsolidierungsrolle) wurden entwickelt und in
die Induktionsschweißanlage zur Herstellung von Metall/Faser-Kunststoff-Verbunden
integriert. Topografische Analysen mittels Rasterelektronenmikroskopie und
Laserprofilometrie zeigen einen großen Einfluss der Vorbehandlungsmethoden auf
die Oberflächenrauhigkeit. Zusätzlich ändert die Vorbehandlung die physikalischen
(Oberflächenenergie) und die chemischen Eigenschaften (Atomkonzentration). Die
Eigenschaften der Verbindungen wurden zuerst anhand von Zugscherprüfungen und
parallel durch Oberflächenanalysen untersucht. Die Ergebnisse dieser
Untersuchungen zeigen:
• Die Vorbehandlungsmethoden Korundstrahlen und Sauerbeizen führen bei
dem metallischen Fügepartner zu den höchsten Verbundfestigkeiten. Die
Atmosphären-Plasmareinigung des polymeren Fügepartners ergibt eine
Zunahme der Zugscherfestigkeit von ca. 10 % sowie auch eine Verkleinerung
des Vertrauensbereiches.
• Die Zugscherfestigkeit hängt vom Prozessdruck und damit vom Fließverhalten
des Polymers in der Fügezone ab.
• Die Orientierung der Prüfkraft relativ zur Faserorientierung hat keinen Einfluss
auf die Zugscherfestigkeit der eingesetzten faserverstärkten Materialien.
• Die Leinwand-Bindung, mit mehr polymerreichen Zonen, führt zu einem
geringen Anstieg der Zugscherfestigkeit im Vergleich zu einer Atlas 1/4-
Bindung. Die Gelege-Struktur ergibt durch Faserverschiebungen ähnliche
Festigkeiten wie die Leinwand-Bindung. Es zeigt sich, dass die
Verbundfestigkeit durch das Polymer bestimmt wird. • Die Zugscherfestigkeit gewinnt einen großen Anstieg durch eine zusätzliche
Polymerfolie in der Fügezone. Die Schliffbilder zeigen eine polymere
Zwischenschichtdicke von 5 bis 20 μm für AlMg3-CF/PA66.
• Durch den gezielten Einsatz verschiedener Vorbehandlungsmethoden
(Korundstrahlen mit zusätzlichem Polymer) kann die Zugscherfestigkeit auf bis
zu 14 MPa für AlMg3-CF/PA66-Verbunde und 18 MPa für DC01-CF/PEEKVerbunde
gegenüber dem unbehandelten Zustand verdoppelt werden. Weitere Untersuchungen an den Prozessparametern ergaben für DC01-CF/PEEKVerbunde,
dass folgende Einstellungen zu einer weiteren Steigerung der
Zugscherfestigkeit auf 19 MPa führen:
• Eine Starttemperatur des Anpresstempels von 370 °C.
• Eine Haltezeit von 7 Minuten.
• Eine Abkühlrate von 6 °C/min.
Für AlMg3-CF/PA66 zeigte sich, dass eine Anpresstemperatur von 10 °C zu einer
Zugscherfestigkeit von 14,5 MPa führt. Diese beiden Zugscherfestigkeiten sind
lediglich 10 – 15 % geringer als die unter optimalen Bedingungen hergestellten
Klebeverbindungen.
Erste Untersuchungen zeigen, dass bei galvanischer Korrosion von Metall/FKVVerbunden
eine schnelle Abnahme der Zugscherfestigkeit erfolgt. Hierfür wurden die
Proben drei Wochen in Wasser gelagert. Beim direkten Kontakt zwischen
Kohlenstofffaser und Aluminium erklärt sich dies durch Korrosion in der Fügezone.
Dabei sinken die Zugscherfestigkeiten der Proben bis auf 5 MPa. Bei Proben mit
einer Glasfaserlage als Isolationsschicht zeigen sich keine Korrosionsprodukte und
die Zugscherfestigkeit nimmt um 30 % bis auf 8 – 9 MPa ab.
Bei in Salzwasser gelagerten Proben ist die galvanische Korrosion deutlich stärker
ausgeprägt. Bereits nach einer Woche besitzen die acetongereinigten Proben mit
zusätzlichem Polymer lediglich eine Restzugscherfestigkeit von 3 bis 4 MPa. Die
korundgestrahlten Proben zeigen Korrosionsprodukte am Rande der Fügezone und
in der Fügezone, weisen aber dennoch eine Zugscherfestigkeit von ca. 10 MPa auf.
Die glasfaserverstärkten Proben zeigen weder Korrosionsprodukte noch eine
Abnahme der Zugscherfestigkeit. Dynamisch thermografische Analysen wurden in verschiedenen Umgebungsgasen
durchgeführt, um die Zersetzungstemperatur des faserverstärkten Polymers zu
bestimmen. Im Falle von CF/PA66 führte dies nicht zu einer Vergrößerung des
Prozessfensters, da die Zersetzung hauptsächlich thermisch und nicht thermooxidativ
ist. Die festgestellte Zersetzungstemperatur von CF/PEEK in Luft betrug
550 °C. Die Vergrößerung des Prozessfensters ist für CF/PA66 gering und zeigte
auch keinen Anstieg in der Zugscherfestigkeit nach dem Schweißen in Stickstoff.
Trotzdem hat das Induktionsschweißen unter Schutzgas ein großes Potential für
gesättigte Kohlenwasserstoffe wie z.B. glasfaserverstärktes Polypropylen. Hier wurde
die Zersetzungstemperatur von 230 °C in Luft auf 390 °C in Stickstoff erhöht.
Es wurde ein Demonstrator bestehend aus einem Aluminium-Profil und einer
CF/PA66-Platte hergestellt, womit gezeigt werden konnte, dass die erworbenen
Kenntnisse auch für die industrielle Anwendung umsetzbar sind. Mittels analytischer
Modelle und FE-Berechnungen wurde die induktive Erwärmung erfolgreich
nachgebildet.

Sewn net-shape preform based composite manufacturing technology is widely
accepted in combination with liquid composite molding technologies for the
manufacturing of fiber reinforced polymer composites. The development of threedimensional
dry fibrous reinforcement structures containing desired fiber orientation
and volume fraction before the resin infusion is based on the predefined preforming
processes. Various preform manufacturing aspects influence the overall composite
manufacturing processes. Sewing technology used for the preform manufacturing
has number of challenges to overcome which includes consistency in preform quality,
composite quality, and composite mechanical properties.
Experimental studies are undertaken to investigate the influence of various sewing
parameters on the preform manufacturing processes, preform quality, and the fiber
reinforced polymer composite quality and properties. Sewing thread, sewing machine
parameters, shortcomings of sewing process, and remedies are explained according
to their importance during preforming and liquid composite molding. The stitches and
fiber free zone in the form of ellipse that are generated in the thickness direction were
investigated by evaluating the laminate micrographs. Correlation between ellipse
formation phenomenon, sewing thread, and sewing machine parameters is
established. A statistical tool, analysis of variance, was used to emphasize the major
preform processing factors influencing the preform imperfections.
For assessing the preform quality, the observations of sewing thread requirements
for preform and structural sewing were well documented during the experimental
studies and explained according to their significance in the composite processing.
Furthermore, selection criteria for sewing thread according to end application are
discussed in detail. Investigations on polyester sewing thread as a high speed
preform manufacturing element are also performed. Applicability of polyester sewing
thread for the preform sewing and challenges to be overcome for its extensive
utilization in the composite components are explained. Apart from this, influence of
physical structure of sewing thread on the laminate quality and properties are
explained and relationship between them is discussed in brief. Furthermore,
challenges caused due to applied spin-finishes and sizing and remedies for the same
are discussed. Sewing threads made of high performance fibers that are available in the market,
e.g., carbon, glass, and Zylon are studied for effect of thread material on through-thethickness
laminate properties. Threads made up of carbon or glass fibers are very
rigid and produces number of defects, which is a major cause of concern. Optimized
sewing procedure has been implemented to minimize the in-plane and through-thethickness
imperfections and to improve mechanical properties and surface
characteristics of composite laminate.
Preform sewing process and final ready to impregnate preforms were analyzed for
quality appearance. The sewing defects and their influence on composite structure
are monitored. Preform compressibility before and after the sewing operations are
intensively studied and correlation with sewing parameters is developed. Influence of
sewing process parameters on the warpage and change in preform area weight are
also explained in detail. Results of analytical experiments can help to improve further
exploitation of sewn preforms for composite manufacturing and overall preform and
laminate quality.

Im Zuge der steigenden Anzahl von Einsatzmöglichkeiten der
Faserverbundwerkstoffe in den verschiedensten Industriebereichen spielt die
Entwicklung bzw. Weiterentwicklung neuer und effektiverer Verarbeitungstechniken
eine bedeutende Rolle.
Dabei findet derzeit das Harzinjektionsverfahren (LCM) ausschließlich für kleinere bis
mittlere Stückzahlen seinen Einsatz. Aufgrund der sehr großen Stückzahlen im
Automobilbereich, ist dieses Verfahren hier zurzeit weniger interessant. Daher
werden große Anstrengungen unternommen, das Harzinjektionsverfahren besonders
für solche Bauteile attraktiver zu machen, die gegenwärtig mit Hilfe des Prepreg-
Verfahrens hergestellt werden. Dabei spielt die Reduktion der hier vergleichsweise
hohen Zykluszeit eine tragende Rolle. Die Dauer eines Zyklus wird hierbei
hauptsächlich durch die Vorbereitung und Herstellung der Verstärkungsstruktur
(Preform) sowie durch die Bestückung des Werkzeuges bestimmt. Diese so
genannte Preform-Technik weist daher ein sehr großes Entwicklungspotential auf,
mit dem Ziel, solche Verstärkungsstrukturen herzustellen, die nach der Injektion
keine Nacharbeit erfordern. Solche Strukturen werden auch als „net shape, ready-toimpregnate“-
Preform bezeichnet. Die hierfür notwendigen Techniken stammen
vornehmend aus der Textilindustrie, wie z.B. die direkte Preformtechnik, das Nähen
oder Kleben (Binder-Technik).
Ziel der vorliegenden Dissertation ist es, die Möglichkeiten der Nähtechnik bezogen
auf die Herstellung der Preforms zu untersuchen. Hierfür werden die verschiedenen
Naht- und Verbindungsarten hinsichtlich ihres Einsatzes in der Preformtechnik, wie
die Fixier- und Positionier-, die Füge- oder Verbindungsnaht und die Montagenaht,
untersucht.
Im Rahmen dieser Arbeit wurde zunächst innerhalb einer Studie zur „net shape“-
Preformtechnik eine Versteifungsstruktur entwickelt und hergestellt. Diese Struktur
soll dabei der Veranschaulichung der Möglichkeiten und Einsatzbereiche der
Nähtechnik bei der Preformtechnologie dienen. Zudem kann so ein mehrstufiger
Preformherstellungsprozess demonstriert werden. Ferner zeigt diese Studie, dass
ein hochgradiger, automatisierter Prozess, welcher zudem eine durchgängige
Qualitätskontrolle ermöglicht, realisiert werden konnte. Als ein weiterer Schritt wurde ein Prozess zur Herstellung eine dreidimensionalen
Preform, der die Anwendung verschiedener thermoplastischer,
niedrigtemperaturschmelzender Nähgarne zulässt, ausgearbeitet. Hierbei wurden die
Vorteile der Näh- und der Binder-Technologie miteinander verbunden. Außerdem
konnte durch die bereits formstabile und imprägnierungsfertige Preformstruktur, die
Bestückung des Werkzeuges wesentlich vereinfacht werden. Um die mechanischen
Eigenschaften der Preforms bestimmen zu können, wurden quantitative
Messmethoden erarbeitet. Hierdurch konnten anschließend die Einflüsse der
Orientierung sowie der Stichdichte ermittelt werden. Zudem wurden die folgenden
drei grundlegenden Eigenschaften untersucht: die spezifische Biegesteifigkeit, der so
genannte Rückspringwinkel sowie die Rückstellkraft nach dem Thermoformen
hinsichtlich der verschiedenen Nähtypen.
Um dies zu ergänzen, wurden weiterführende Untersuchungen zu den
Materialeigenschaften der Nähfäden, die bei der dreidimensionalen Preformtechnik
eingesetzt werden können, durchgeführt. Dabei ist neben der niedrigen
Schmelztemperatur die vollständige Auflösbarkeit der Nähgarne in den ungesättigten
Polyester- und Epoxidharzen besonders wichtig. Auf Grund dieser vollständigen
Auflösung der Fäden in der Matrix können die Stichlöcher wieder vollkommen
verschlossen werden. Dadurch kann eine Reduktion des Einflusses solcher
Stichlöcher auf die mechanischen Eigenschaften des Faserverbundwerkstoffes
erreicht werden. Mit Hilfe dieser Untersuchungen wurden schließlich zwei polymere
Nähgarne als vielversprechend beurteilt. Diese weisen eine Schmelztemperatur von
weniger als 100 °C sowie eine gute Lösbarkeit, besonders im Harzsystem RTM 6,
auf.
In der Preformtechnik werden die Nähte nicht nur als Positionier- oder Montagenaht
eingesetzt, sondern können in einer Struktur als auch als Verstärkungselement, eine
so genannte Verstärkungsnaht, verwendet werden. Der Zweck einer solchen Naht ist
die interlaminare Verstärkung von monolitischen oder Sandwichstrukturen. Zudem
besteht die Möglichkeit, diese zur Fixierung von metallischen Funktionselementen
(Inserts) in den Faserverbundwerkstoff zu benutzen. Hinsichtlich diese Möglichkeiten
wurden im Rahmen dieser Arbeit erfolgreich Untersuchung durchgeführt. Dabei
wiesen die eingenähten Krafteinleitungselemente in durchgeführten statischen
Zugversuchen eine annähernd 200 % höhere maximale Zugkraft verglichen mit
entsprechenden Elementen (BigHead®), die nicht durch eine Naht fixiert wurden. Weitere Untersuchungen zeigten auch, dass eine doppelte Naht nicht eine
proportionale Verdoppelung der maximal erreichbaren Zugkraft bewirkt. Der Grund
hierfür liegt an einer partiellen Zerstörung des vorhandenen Nähgarns der ersten
Naht begründet durch den doppelten Einstich in die bereits bestehenden Löcher
beim mehrmaligen Durchlaufen der Nadel. Der größte Verstärkungseffekt konnte
schließlich bei der interlaminaren Einbettung und der Vernähung des Insert erreicht
werden. In diesem Fall kann eine Delamination, wie sie bei lediglich interlaminar
eingebetteten Inserts auftritt, verhindert werden.
Zusätzlich wurden statische Scherversuche durchgeführt, um auch in diesem
Belastungsfall die Versagensart zu untersuchen. Dabei stellte sich heraus, dass nicht
die Nähte sondern der Insert versagte. Auf Grund des Materialbruchs des Inserts,
sowohl in Zug- als auch in Scherversuchen, wurde in einem weiteren Schritt ein
optimiertes Insert entwickelt. Bei diesem wurde der Sockel in soweit modifiziert, dass
die maximale Versagenslast des Nähgarns ermittelt werden konnte. Dabei stellte
sich heraus, dass Glas-, Kohlenstoff- und Aramidfasern sich nur bedingt als
Verstärkungsgarn zur Fixierung von Inserts eignen. Im Gegensatz dazu sind die
Polyestergarne als ausreichende Verstärkung gut geeignet. Weitere Vorteile des
Polyestergarns sind die niedrigeren Kosten sowie die gute Vernähbarkeit.
Anschließend wurde eine solche Verbindung des Inserts mit einem
Faserverbundwerkstoff mit Hilfe der Finite-Elemente-Methode (FEM) simuliert. Dabei
zeigte sich eine gute Übereinstimmung der simulierten Ergebnisse mit denen aus
dem statischen Zugversuch mit dem weiterentwickelten Insert.
Auf Grund der elektrischen Leitfähigkeit von Kohlenstofffasern, können Fäden aus
diesem Material auch als Sensoren zur Überwachung einer Struktur oder Verbindung
eingesetzt werden. Hierfür wurden ebenfalls Untersuchungen durchgeführt. Dabei
konnte mit Hilfe der Änderung des elektrischen Widerstandes auf Schädigungen der
Fasern geschlossen werden. Somit können nicht nur das Bestehen einer
Schädigung, sondern auch der annähernde Ort ermittelt werden. Die
Untersuchungen zeigten somit, dass die Kohlenstofffasern nicht lediglich als
Verstärkung sondern auch als Überwachungssensor bei einem eingebetteten Insert
dienen können.
Im Rahmen aller Untersuchungen konnte das große und vielversprechende Potential
der Nähtechnik bei der Herstellung von Preform-Bauteilen aufgezeigt sowie ein
Einblick in einige von vielen Anwendungsmöglichkeiten gegeben werden.

The broad engineering applications of polymers and composites have become the
state of the art due to their numerous advantages over metals and alloys, such as
lightweight, easy processing and manufacturing, as well as acceptable mechanical
properties. However, a general deficiency of thermoplastics is their relatively poor
creep resistance, impairing service durability and safety, which is a significant barrier
to further their potential applications. In recent years, polymer nanocomposites have
been increasingly focused as a novel field in materials science. There are still many
scientific questions concerning these materials leading to the optimal property
combinations. The major task of the current work is to study the improved creep
resistance of thermoplastics filled with various nanoparticles and multi-walled carbon
nanotubes.
A systematic study of three different nanocomposite systems by means of
experimental observation and modeling and prediction was carried out. In the first
part, a nanoparticle/PA system was prepared to undergo creep tests under different
stress levels (20, 30, 40 MPa) at various temperatures (23, 50, 80 °C). The aim was
to understand the effect of different nanoparticles on creep performance. 1 vol. % of
300 nm and 21 nm TiO2 nanoparticles and nanoclay was considered. Surface
modified 21 nm TiO2 particles were also investigated. Static tensile tests were
conducted at those temperatures accordingly. It was found that creep resistance was
significantly enhanced to different degrees by the nanoparticles, without sacrificing
static tensile properties. Creep was characterized by isochronous stress-strain curves,
creep rate, and creep compliance under different temperatures and stress levels.
Orientational hardening, as well as thermally and stress activated processes were
briefly introduced to further understanding of the creep mechanisms of these
nanocomposites. The second material system was PP filled with 1 vol. % 300 nm and 21 nm TiO2
nanoparticles, which was used to obtain more information about the effect of particle
size on creep behavior based on another matrix material with much lower Tg. It was
found especially that small nanoparticles could significantly improve creep resistance.
Additionally, creep lifetime under high stress levels was noticeably extended by
smaller nanoparticles. The improvement in creep resistance was attributed to a very
dense network formed by the small particles that effectively restricted the mobility of
polymer chains. Changes in the spherulite morphology and crystallinity in specimens
before and after creep tests confirmed this explanation.
In the third material system, the objective was to explore the creep behavior of PP
reinforced with multi-walled carbon nanotubes. Short and long aspect ratio nanotubes
with 1 vol. % were used. It was found that nanotubes markedly improved the creep
resistance of the matrix, with reduced creep deformation and rate. In addition, the
creep lifetime of the composites was dramatically extended by 1,000 % at elevated
temperatures. This enhancement contributed to efficient load transfer between
carbon nanotubes and surrounding polymer chains.
Finally, a modeling analysis and prediction of long-term creep behaviors presented a
comprehensive understanding of creep in the materials studied here. Both the
Burgers model and Findley power law were applied to satisfactorily simulate the
experimental data. The parameter analysis based on Burgers model provided an
explanation of structure-to-property relationships. Due to their intrinsic difference, the
power law was more capable of predicting long-term behaviors than Burgers model.
The time-temperature-stress superposition principle was adopted to predict long-term
creep performance based on the short-term experimental data, to make it possible to
forecast the future performance of materials.

In recent years, nanofiller-reinforced polymer composites have attracted considerable
interest from numerous researchers, since they can offer unique mechanical,
electrical, optical and thermal properties compared to the conventional polymer
composites filled with micron-sized particles or short fibers. With this background, the
main objective of the present work was to investigate the various mechanical
properties of polymer matrices filled with different inorganic rigid nanofillers, including
SiOB2B, TiOB2B, AlB2BOB3B and multi-walled carbon nanotubes (MWNT). Further, special
attention was paid to the fracture behaviours of the polymer nanocomposites. The
polymer matrices used in this work contained two types of epoxy resin (cycloaliphatic
and bisphenol-F) and two types of thermoplastic polymer (polyamide 66 and isotactic
polypropylene).
The epoxy-based nanocomposites (filled with nano-SiOB2B) were formed in situ by a
special sol-gel technique supplied by nanoresins AG. Excellent nanoparticle
dispersion was achieved even at rather high particle loading. The almost
homogeneously distributed nanoparticles can improve the elastic modulus and
fracture toughness (characterized by KBICB and GBICB) simultaneously. According to
dynamic mechanical and thermal analysis (DMTA), the nanosilica particles in epoxy
resins possessed considerable "effective volume fraction" in comparison with their
actual volume fraction, due to the presence of the interphase. Moreover, AFM and
high-resolution SEM observations also suggested that the nanosilica particles were
coated with a polymer layer and therefore a core-shell structure of particle-matrix was
expected. Furthermore, based on SEM fractography, several toughening
mechanisms were considered to be responsible for the improvement in toughness,
which included crack deflection, crack pinning/bowing and plastic deformation of
matrix induced by nanoparticles.
The PA66 or iPP-based nanocomposites were fabricated by a conventional meltextrusion
technique. Here, the nanofiller content was set constant as 1 vol.%. Relatively good particle dispersion was found, though some small aggregates still
existed. The elastic modulus of both PA66 and iPP was moderately improved after
incorporation of the nanofillers. The fracture behaviours of these materials were
characterized by an essential work fracture (EWF) approach. In the case of PA66
system, the EWF experiments were carried out over a broad temperature range
(23~120 °C). It was found that the EWF parameters exhibited high temperature
dependence. At most testing temperatures, a small amount of nanoparticles could
produce obvious toughening effects at the cost of reduction in plastic deformation of
the matrix. In light of SEM fractographs and crack opening tip (COD) analysis, the
crack blunting induced by nanoparticles might be the major source of this toughening.
The fracture behaviours of PP filled with MWNTs were investigated over a broad
temperature range (-196~80 °C) in terms of notched impact resistance. It was found
that MWNTs could enhance the notched impact resistance of PP matrix significantly
once the testing temperature was higher than the glass transition temperature (TBgB) of
neat PP. At the relevant temperature range, the longer the MWNTs, the better was
the impact resistance. SEM observation revealed three failure modes of nanotubes:
nanotube bridging, debonding/pullout and fracture. All of them would contribute to
impact toughness to a degree. Moreover, the nanotube fracture was considered as
the major failure mode. In addition, the smaller spherulites induced by the nanotubes
would also benefit toughness.

Tropical geometry is a very new mathematical domain. The appearance of
tropical geometry was motivated by its deep relations to other mathematical
branches. These include algebraic geometry, symplectic geometry, complex
analysis, combinatorics and mathematical biology.
In this work we see some more relations between algebraic geometry and
tropical geometry. Our aim is to prove a one-to-one correspondence between
the divisor classes on the moduli space of n-pointed rational stable curves
and the divisors of the moduli space of n-pointed abstract tropical curves.
Thus we state some results of the algebraic case first. In algebraic geometry
these moduli spaces are well understood. In particular, the group of divisor
classes is calculated by S. Keel. We recall the needed results in chapter one.
For the proof of the correspondence we use some results of toric geometry.
Further we want to show an equality of the Chow groups of a special toric
variety and the algebraic moduli space. Thus we state some results of the
toric geometry as well.
This thesis tries to discover some connection between algebraic and tropical
geometry. Thus we also need the corresponding tropical objects to the
algebraic objects. Therefore we give some necessary definitions such as fan,
tropical fan, morphisms between tropical fans, divisors or the topical moduli
space of all n-marked tropical curves. Since we need it, we show that the
tropical moduli space can be embedded as a tropical fan.
After this preparatory work we prove that the group of divisor classes in
v
classical algebraic geometry has it equivalence in tropical geometry. For this
it is useful to give a map from the group of divisor classes of the algebraic
moduli space to the group of divisors of the tropical moduli space. Our aim is
to prove the bijectivity of this map in chapter three. On the way we discover
a deep connection between the algebraic moduli space and the toric variety
given by the tropical fan of the tropical moduli space.

The scope of this diploma thesis is to examine the four generations of asset pricing models and the corresponding volatility dynamics which have been devepoled so far. We proceed as follows: In chapter 1 we give a short repetition of the Black-Scholes first generation model which assumes a constant volatility and we show that volatility should not be modeled as constant by examining statistical data and introducing the notion of implied volatility. In chapter 2, we examine the simplest models that are able to produce smiles or skews - local volatility models. These are called second generation models. Local volatility models model the volatility as a function of the stock price and time. We start with the work of Dupire, show how local volatility models can be calibrated and end with a detailed discussion of the constant elasticity of volatility model. Chapter 3 focuses on the Heston model which represents the class of the stochastic volatility models, which assume that the volatility itself is driven by a stochastic process. These are called third generation models. We introduce the model structure, derive a partial differential pricing equation, give a closed-form solution for European calls by solving this equation and explain how the model is calibrated. The last part of chapter 3 then deals with the limits and the mis-specifications of the Heston model, in particular for recent exotic options like reverse cliquets, Accumulators or Napoleons. In chapter 4 we then introduce the Bergomi forward variance model which is called fourth generation model as a consequence of the limits of the Heston model explained in chapter 3. The Bergomi model is a stochastic local volatility model - the spot price is modeled as a constant elasticity of volatility diffusion and its volatility parameters are functions of the so called forward variances which are specified as stochastic processes. We start with the model specification, derive a partial differential pricing equation, show how the model has to be calibrated and end with pricing examples and a concluding discussion.

This technical report contains the preliminary versions of the regular papers presented at the first workshop on Verification of Adaptive Systems (VerAS) that has been held in Kaiserslautern, Germany, on September 14th, 2007 as part of the 20th International Conference on Theorem Proving in Higher Order Logics. The final versions will be published with Elsevier's Electronic Notes on Theoretical Computer Science (ENTCS). VerAS is the first workshop that aims at considering adaptation as a cross-cutting system aspect that needs to be explicitly addressed in system design and verification. The program committee called for original submissions on formal modeling, specification, verification, and implementation of adaptive systems. There were six submissions from different countries of Europe. Each submission has been reviewed by three programme committee members. Finally, the programme committee decided to accept three of the six submissions. Besides the presentations of the regular papers, the workshop's programme included a tutorial on the `Compositional Verification of Self-Optimizing Mechatronic Systems' held by Holger Giese (University of Paderborn, Germany) as well as three presentations of DASMOD projects on the verification of adaptive systems.

This technical report is the Emerging Trends proceedings of the 20th International Conference on Theorem Proving in Higher Order Logics (TPHOLs 2007), which was held during 10-13 September in Kaiserslautern, Germany. TPHOLs covers all aspects of theorem proving in higher order logics as well as related topics in theorem proving and veriﬁcation.

In this thesis we classify simple coherent sheaves on Kodaira fibers of types II, III and IV (cuspidal and tacnode cubic curves and a plane configuration of three concurrent lines). Indecomposable vector bundles on smooth elliptic curves were classified in 1957 by Atiyah. In works of Burban, Drozd and Greuel it was shown that the categories of vector bundles and coherent sheaves on cycles of projective lines are tame. It turns out, that all other degenerations of elliptic curves are vector-bundle-wild. Nevertheless, we prove that the category of coherent sheaves of an arbitrary reduced plane cubic curve, (including the mentioned Kodaira fibers) is brick-tame. The main technical tool of our approach is the representation theory of bocses. Although, this technique was mainly used for purely theoretical purposes, we illustrate its computational potential for investigating tame behavior in wild categories. In particular, it allows to prove that a simple vector bundle on a reduced cubic curve is determined by its rank, multidegree and determinant, generalizing Atiyah's classification. Our approach leads to an interesting class of bocses, which can be wild but are brick-tame.

In urban planning, sophisticated simulation models are key tools to estimate future population growth for measuring the impact of planning decisions on urban developments and the environment. Simulated population projections usually result in large, macro-scale, multivariate geospatial data sets. Millions of records have to be processed, stored, and visualized to help planners explore and analyze complex population patterns. We introduce a database driven framework for visualizing geospatial multidimensional simulation data based on the output from UrbanSim, a software for the analysis and planning of urban developments. The designed framework is extendable and aims at integrating empirical-stochastic methods and urban simulation models with techniques developed for information visualization and cartography. First, we develop an empirical model for the estimation of residential building types based on demographic household characteristics. The predicted dwelling type information is important for the analysis of future material use, carbon footprint calculations, and for visualizing simultaneously the results of land usage, density, and other significant parameters in 3D space. Our model uses multinomial logistic regression to derive building types at different scales. The estimated regression coefficients are applied to UrbanSim output in order to predict residential building types. The simulation results and the estimated building types are managed in an object-relational geodatabase. From the database, density, building types, and significant demographic variables are visually encoded as scalable, georeferenced 3D geometries and displayed on top of aerial photographs in a Google Earth visual synthesis. The geodatabase can be accessed and the visualization parameters can be chosen through a web-based user interface. The geometries are encoded in KML, Google's markup language, as ready-to-visualize data sets. The goal is to enhance human cognition by displaying abstract representations of multidimensional data sets in a realistic context and thus to support decision making in planning processes.

The nowadays increasing number of fields where large quantities of data are collected generates an emergent demand for methods for extracting relevant information from huge databases. Amongst the various existing data mining models, decision trees are widely used since they represent a good trade-off between accuracy and interpretability. However, one of their main problems is that they are very instable, which complicates the process of the knowledge discovery because the users are disturbed by the different decision trees generated from almost the same input learning samples. In the current work, binary tree classifiers are analyzed and partially improved. The analysis of tree classifiers goes from their topology from the graph theory point of view to the creation of a new tree classification model by means of combining decision trees and soft comparison operators (Mlynski, 2003) with the purpose to not only overcome the well known instability problem of decision trees, but also in order to confer the ability of dealing with uncertainty. In order to study and compare the structural stability of tree classifiers, we propose an instability coefficient which is based on the notion of Lipschitz continuity and offer a metric to measure the proximity between decision trees. This thesis converges towards its main part with the presentation of our model ``Soft Operators Decision Tree\'\' (SODT). Mainly, we describe its construction, application and the consistency of the mathematical formulation behind this. Finally we show the results of the implementation of SODT and compare numerically the stability and accuracy of a SODT and a crisp DT. The numerical simulations support the stability hypothesis and a smaller tendency to overfitting the training data with SODT than with crisp DT is observed. A further aspect of this inclusion of soft operators is that we choose them in a way so that the resulting goodness function (used by this method) is differentiable and thus allows to calculate the best split points by means of gradient descent methods. The main drawback of SODT is the incorporation of the unpreciseness factor, which increases the complexity of the algorithm.

The provision of quality-of-service (QoS) on the network layer is a major challenge in communication networks. This applies particularly to mobile ad-hoc networks (MANETs) in the area of Ambient Intelligence (AmI), especially with the increasing use of delay and bandwidth sensitive applications. The focus of this survey lies on the classification and analysis of selected QoS routing protocols in the domain of mobile ad-hoc networks. Each protocol is briefly described and assessed, and the results are summarized in multiple tables.

In this work, we analyze two important and simple models of short rates, namely Vasicek and CIR models. The models are described and then the sensitivity of the models with respect to changes in the parameters are studied. Finally, we give the results for the estimation of the model parameters by using two different ways.

With the ever-increasing significance of software in our everyday lives, it is vital to afford reliable software quality estimates. Typically, quantitative software quality analyses rely on either statistical fault prediction methods (FPMs) or stochastic software reliability growth models (SRGMs). Adopting solely FPMs or SRGMs, though, may result in biased predictions that do not account for uncertainty in the distinct prediction methods; thus rendering the prediction less reliable. This paper identifies flaws of the individual prediction methods and suggests a hybrid prediction approach that combines FPMs and SRGMs. We adopt FPMs for initially estimating the expected number of failures for fi- nite failure SRGMs. Initial parameter estimates yield more accurate reliability predictions until sufficient failures are observed that enable stable parameter estimates in SRGMs. Being at the equilibrium level of FPM and SRGM pre- dictions we suggest combining the competing prediction methods with respect to the principle of heterogeneous redundancy. That is, we propose using the in- dividual methods separately and combining their predictions. In this paper we suggest Bayesian model averaging (BMA) for combining the different methods. The hybrid approach allows early reliability estimates and encourages higher confidence in software quality predictions.

This paper disscuses the minimal area rectangular packing problem of how to pack a set of specified, non-overlapping rectangels into a rectangular container of minimal area. We investigate different mathematical programming approaches of this and introduce a novel approach based on non-linear optimization and the \\\"tunneling effect\\\" achieved by a relaxation of the non-overlapping constraints.

Background and purpose Inherently, IMRT treatment planning involves compromising between different planning goals. Multi-criteria IMRT planning directly addresses this compromising and thus makes it more systematic. Usually, several plans are computed from which the planner selects the most promising following a certain procedure. Applying Pareto navigation for this selection step simultaneously increases the variety of planning options and eases the identification of the most promising plan. Material and methods Pareto navigation is an interactive multi-criteria optimization method that consists of the two navigation mechanisms “selection” and “restriction”. The former allows the formulation of wishes whereas the latter allows the exclusion of unwanted plans. They are realized as optimization problems on the so-called plan bundle – a set constructed from precomputed plans. They can be approximately reformulated so that their solution time is a small fraction of a second. Thus, the user can be provided with immediate feedback regarding his or her decisions.

Modeling and formulation of optimization problems in IMRT planning comprises the choice of various values such as function-specific parameters or constraint bounds. These values also affect the characteristics of the optimization problem and thus the form of the resulting optimal plans. This publication utilizes concepts of sensitivity analysis and elasticity in convex optimization to analyze the dependence of optimal plans on the modeling parameters. It also derives general rules of thumb how to choose and modify the parameters in order to obtain the desired IMRT plan. These rules are numerically validated for an exemplary IMRT planning problems.

A fully automatic procedure is proposed to rapidly compute the permeability of porous materials from their binarized microstructure. The discretization is a simplified version of Peskin’s Immersed Boundary Method, where the forces are applied at the no-slip grid points. As needed for the computation of permeability, steady flows at zero Reynolds number are considered. Short run-times are achieved by eliminating the pressure and velocity variables using an Fast Fourier Transform-based and 4 Poisson problembased fast inversion approach on rectangular parallelepipeds with periodic boundary conditions. In reference to calling it a fast method using fictitious or artificial forces, the implementation is called FFF-Stokes. Large scale computations on 3d images are quickly and automatically performed to estimate the permeability of some sample materials. A matlab implementation is provided to allow readers to experience the automation and speed of the method for realistic three-dimensional models.

Facility location decisions play a critical role in the strategic design of supply chain networks. In this paper, an extensive literature review of facility location models in the context of supply chain management is given. Following a brief review of core models in facility location, we identify basic features that such models must capture to support decision-making involved in strategic supply chain planning. In particular, the integration of location decisions with other decisions relevant to the design of a supply chain network is discussed. Furthermore, aspects related to the structure of the supply chain network, including those specific to reverse logistics, are also addressed. Significant contributions to the current state-of-the-art are surveyed taking into account numerous factors. Supply chain performance measures and optimization techniques are also reviewed. Applications of facility location models to supply chain network design ranging across various industries are discussed. Finally, a list of issues requiring further research are highlighted.

Bringing robustness to patient flow management through optimized patient transports in hospitals
(2007)

Intra-hospital transports are often required for diagnostic or therapeutic reasons. Depending on the hospital layout, transportation between nursing wards and service units is either provided by ambulances or by trained personnel who accompany patients on foot. In many large German hospitals, the patient transport service is poorly managed and lacks workflow coordination. This contributes to higher hospital costs (e.g. when a patient is not delivered to the operating room on time) and to patient inconvenience due to longer waiting times. We have designed a computer-based planning system - Opti-TRANS c - that supports all phases of the transportation flow, ranging from travel booking, dispatching transport requests to monitoring and reporting trips in real-time. The methodology developed to solve the underlying optimization problem - a dynamic dial-a-ride problem with hospital-specific constraints - draws on fast heuristic methods to ensure the efficient and timely provision of transports. We illustrate the strong impact of Opti-TRANS c on the daily performance of the patient transportation service of a large German hospital. The major benefits obtained with the new tool include streamlined transportation processes and workflow, significant savings and improved patient satisfaction. Moreover, the new planning system has contributed to increase awareness among hospital staff about the importance of implementing efficient logistics practices.

An efficient approach for calculating the effective heat conductivity for a class of industrial composite materials, such as metal foams, fibrous glass materials, and the like, is discussed. These materials, used in insulation or in advanced heat exchangers, are characterized by a low volume fraction of the highly conductive material (glass or metal) having a complex, network-like structure and by a large volume fraction of the insulator (air). We assume that the composite materials have constant macroscopic thermal conductivity tensors, which in principle can be obtained by standard up-scaling techniques, that use the concept of representative elementary volumes (REV), i.e. the effective heat conductivities of composite media can be computed by post-processing the solutions of some special cell problems for REVs. We propose, theoretically justify, and numerically study an efficient approach for calculating the effective conductivity for media for which the ratio of low and high conductivities satisfies 1. In this case one essentially only needs to solve the heat equation in the region occupied by the highly conductive media. For a class of problems we show, that under certain conditions on the microscale geometry, the proposed approach produces an upscaled conductivity that is O() close to the exact upscaled permeability. A number of numerical experiments are presented in order to illustrate the accuracy and the limitations of the proposed method. Applicability of the presented approach to upscaling other similar problems, e.g. flow in fractured porous media, is also discussed.

In this paper, a new mixed integer mathematical programme is proposed for the application of Hub Location Problems (HLP) in public transport planning. This model is among the few existing ones for this application. Some classes of valid inequalities are proposed yielding a very tight model. To solve instances of this problem where existing standard solvers fail, two approaches are proposed. The first one is an exact accelerated Benders decomposition algorithm and the latter a greedy neighborhood search. The computational results substantiate the superiority of our solution approaches to existing standard MIP solvers like CPLEX, both in terms of computational time and problem instance size that can be solved. The greedy neighborhood search heuristic is shown to be extremely efficient.

This report reviews selected image binarization and segmentation methods that have been proposed and which are suitable for the processing of volume images. The focus is on thresholding, region growing, and shape–based methods. Rather than trying to give a complete overview of the field, we review the original ideas and concepts of selected methods, because we believe this information to be important for judging when and under what circumstances a segmentation algorithm can be expected to work properly.

This work presents a new framework for Gröbner basis computations with Boolean polynomials. Boolean polynomials can be modeled in a rather simple way, with both coefficients and degree per variable lying in {0, 1}. The ring of Boolean polynomials is, however, not a polynomial ring, but rather the quotient ring of the polynomial ring over the field with two elements modulo the field equations x2 = x for each variable x. Therefore, the usual polynomial data structures seem not to be appropriate for fast Gröbner basis computations. We introduce a specialized data structure for Boolean polynomials based on zero-suppressed binary decision diagrams (ZDDs), which is capable of handling these polynomials more efficiently with respect to memory consumption and also computational speed. Furthermore, we concentrate on high-level algorithmic aspects, taking into account the new data structures as well as structural properties of Boolean polynomials. For example, a new useless-pair criterion for Gröbner basis computations in Boolean rings is introduced. One of the motivations for our work is the growing importance of formal hardware and software verification based on Boolean expressions, which suffer – besides from the complexity of the problems – from the lack of an adequate treatment of arithmetic components. We are convinced that algebraic methods are more suited and we believe that our preliminary implementation shows that Gröbner bases on specific data structures can be capable to handle problems of industrial size.

Two-level domain decomposition preconditioner for 3D flows in anisotropic highly heterogeneous porous media is presented. Accurate finite volume discretization based on multipoint flux approximation (MPFA) for 3D pressure equation is employed to account for the jump discontinuities of full permeability tensors. DD/MG type preconditioner for above mentioned problem is developed. Coarse scale operator is obtained from a homogenization type procedure. The influence of the overlapping as well as the influence of the smoother and cell problem formulation is studied. Results from numerical experiments are presented and discussed.

Calculating effective heat conductivity for a class of industrial problems is discussed. The considered composite materials are glass and metal foams, fibrous materials, and the like, used in isolation or in advanced heat exchangers. These materials are characterized by a very complex internal structure, by low volume fraction of the higher conductive material (glass or metal), and by a large volume fraction of the air. The homogenization theory (when applicable), allows to calculate the effective heat conductivity of composite media by postprocessing the solution of special cell problems for representative elementary volumes (REV). Different formulations of such cell problems are considered and compared here. Furthermore, the size of the REV is studied numerically for some typical materials. Fast algorithms for solving the cell problems for this class of problems, are presented and discussed.

Approximation property of multipoint flux approximation (MPFA) approach for elliptic equations with discontinuous full tensor coefficients is discussed here. Finite volume discretization of the above problem is presented in the case of jump discontinuities for the permeability tensor. First order approximation for the fluxes is proved. Results from numerical experiments are presented and discussed.

A numerical upscaling approach, NU, for solving multiscale elliptic problems is discussed. The main components of this NU are: i) local solve of auxil- iary problems in grid blocks and formal upscaling of the obtained re sults to build a coarse scale equation; ii) global solve of the upscaled coarse scale equation; and iii) reconstruction of a fine scale solution by solving local block problems on a dual coarse grid. By its structure NU is similar to other methods for solving multiscale elliptic problems, such as the multiscale finite element method, the multiscale mixed finite element method, the numerical subgrid upscaling method, heterogeneous multiscale method, and the multiscale finite volume method. The difference with those methods is in the way the coarse scale equation is build and solved, and in the way the fine scale solution is reconstructed. Essential components of the presented here NU approach are the formal homogenization in the coarse blocks and the usage of so called multipoint flux approximation method, MPFA. Unlike the usual usage as MPFA as a discretiza- tion method for single scale elliptic problems with tensor discontinuous coefficients, we consider its usage as a part of a numerical upscaling approach. The main aim of this paper is to compare NU with the MsFEM. In particular, it is shown that the resonance effect, which limits the application of the Multiscale FEM, does not appear, or it is significantly relaxed, when the presented here numerical upscaling approach is applied.

In the article the application of kernel functions – the so-called »kernel trick« – in the context of Fisher’s approach to linear discriminant analysis is described for data sets subdivided into two groups and having real attributes. The relevant facts about functional Hilbert spaces and kernel functions including their proofs are presented. The approximative algorithm published in [Mik3] to compute a discriminant function given the data and a kernel function is briefly reviewed. As an illustration of the technique an artificial data set is analysed using the algorithm just mentioned.

In this paper we extend the slender body theory for the dynamics of a curved inertial viscous Newtonian fiber [23] by the inclusion of surface tension in the systematic asymptotic framework and the deduction of boundary conditions for the free fiber end, as it occurs in rotational spinning processes of glass fibers. The fiber ow is described by a three-dimensional free boundary value problem in terms of instationary incompressible Navier-Stokes equations under the neglect of temperature dependence. From standard regular expansion techniques in powers of the slenderness parameter we derive asymptotically leading-order balance laws for mass and momentum combining the inner viscous transport with unrestricted motion and shape of the fiber center-line which becomes important in the practical application. For the numerical investigation of the effects due to surface tension, viscosity, gravity and rotation on the fiber behavior we apply a fnite volume method with implicit flux discretization.

The performance of oil filters used in the automotive industry can be significantly improved, especially when computer simulation is an essential component of the design process. In this paper, we consider parallel numerical algorithms for solving mathematical models describing the process of filtration, filtering out solid particles from liquid oil. The Navier-Stokes-Brinkmann system of equations is used to describe the laminar flow of incompressible isothermal oil. The space discretization in the complicated filter geometry is based on the finite-volume method. Special care is taken for an accurate approximation of velocity and pressure on the interface between the fluid and the porous media. The time discretization used here is a proper modification of the fractional time step discretization (cf. Chorin scheme) of the Navier-Stokes equations, where the Brinkmann term is considered at both, prediction and correction substeps. A data decomposition method is used to develop a parallel algorithm, where the domain is distributed among processors by using a structured reference grid. The MPI library is used to implement the data communication part of the algorithm. A theoretical model is proposed for the estimation of the complexity of the given parallel algorithm and a scalability analysis is done on the basis of this model. Results of computational experiments are presented, and the accuracy and efficiency of the parallel algorithm is tested on real industrial geometries.

We are concerned with modeling and simulation of the pressing section of a paper machine. We state a two-dimensional model of a press nip which takes into account elasticity and flow phenomena. Nonlinear filtration laws are incorporated into the flow model. We present a numerical solution algorithm and a numerical investigation of the model with special focus on inertia effects.

In this paper, a stochastic model [5] for the turbulent fiber laydown in the industrial production of nonwoven materials is extended by including a moving conveyor belt. In the hydrodynamic limit corresponding to large noise values, the transient and stationary joint probability distributions are determined using the method of multiple scales and the Chapman-Enskog method. Moreover, exponential convergence towards the stationary solution is proven for the reduced problem. For special choices of the industrial parameters, the stochastic limit process is an Ornstein{Uhlenbeck. It is a good approximation of the fiber motion even for moderate noise values. Moreover, as shown by Monte{Carlo simulations, the limiting process can be used to assess the quality of nonwoven materials in the industrial application by determining distributions of functionals of the process.

Abstract — Various advanced two-level iterative methods are studied numerically and compared with each other in conjunction with finite volume discretizations of symmetric 1-D elliptic problems with highly oscillatory discontinuous coefficients. Some of the methods considered rely on the homogenization approach for deriving the coarse grid operator. This approach is considered here as an alternative to the well-known Galerkin approach for deriving coarse grid operators. Different intergrid transfer operators are studied, primary consideration being given to the use of the so-called problemdependent prolongation. The two-grid methods considered are used as both solvers and preconditioners for the Conjugate Gradient method. The recent approaches, such as the hybrid domain decomposition method introduced by Vassilevski and the globallocal iterative procedure proposed by Durlofsky et al. are also discussed. A two-level method converging in one iteration in the case where the right-hand side is only a function of the coarse variable is introduced and discussed. Such a fast convergence for problems with discontinuous coefficients arbitrarily varying on the fine scale is achieved by a problem-dependent selection of the coarse grid combined with problem-dependent prolongation on a dual grid. The results of the numerical experiments are presented to illustrate the performance of the studied approaches.

An algorithm for automatic parallel generation of three-dimensional unstructured computational meshes based on geometrical domain decomposition is proposed in this paper. Software package build upon proposed algorithm is described. Several practical examples of mesh generation on multiprocessor computational systems are given. It is shown that developed parallel algorithm enables us to reduce mesh generation time significantly (dozens of times). Moreover, it easily produces meshes with number of elements of order 5 · 107, construction of those on a single CPU is problematic. Questions of time consumption, efficiency of computations and quality of generated meshes are also considered.

It has been empirically verified that smoother intensity maps can be expected to produce shorter sequences when step-and-shoot collimation is the method of choice. This work studies the length of sequences obtained by the sequencing algorithm by Bortfeld and Boyer using a probabilistic approach. The results of this work build a theoretical foundation for the up to now only empirically validated fact that if smoothness of intensity maps is considered during their calculation, the solutions can be expected to be more easily applied.

Abstract. The stationary, isothermal rotational spinning process of fibers is considered. The investigations are concerned with the case of large Reynolds (± = 3/Re ¿ 1) and small Rossby numbers (\\\" ¿ 1). Modelling the fibers as a Newtonian fluid and applying slender body approximations, the process is described by a two–point boundary value problem of ODEs. The involved quantities are the coordinates of the fiber’s centerline, the fluid velocity and viscous stress. The inviscid case ± = 0 is discussed as a reference case. For the viscous case ± > 0 numerical simulations are carried out. Transfering some properties of the inviscid limit to the viscous case, analytical bounds for the initial viscous stress of the fiber are obtained. A good agreement with the numerical results is found. These bounds give strong evidence, that for ± > 3\\\"2 no physical relevant solution can exist. A possible interpretation of the above coupling of ± and \\\" related to the die–swell phenomenon is given.

In this paper we propose a general approach solution method for the single facility ordered median problem in the plane. All types of weights (non-negative, non-positive, and mixed) are considered. The big triangle small triangle approach is used for the solution. Rigorous and heuristic algorithms are proposed and extensively tested on eight different problems with excellent results.

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.

Thermoelasticity represents the fusion of the fields of heat conduction and elasticity in solids and is usually characterized by a twofold coupling. Thermally induced stresses can be determined as well as temperature changes caused by deformations. Studying the mutual influence is subject of thermoelasticity. Usually, heat conduction in solids is based on Fourier’s law which describes a diffusive process. It predicts unnatural infinite transmission speed for parts of local heat pulses. At room temperature, for example, these parts are strongly damped. Thus, in these cases most engineering applications are described satisfactorily by the classical theory. However, in some situations the predictions according to Fourier’s law fail miserable. One of these situations occurs at temperatures near absolute zero, where the phenomenon of second sound1 was discovered in the 20th century. Consequently, non-classical theories experienced great research interest during the recent decades. Throughout this thesis, the expression “non-classical” refers to the fact that the constitutive equation of the heat flux is not based on Fourier’s law. Fourier’s classical theory hypothesizes that the heat flux is proportional to the temperature gradient. A new thermoelastic theory, on the one hand, needs to be consistent with classical thermoelastodynamics and, on the other hand, needs to describe second sound accurately. Hence, during the second half of the last century the traditional parabolic heat equation was replaced by a hyperbolic one. Its coupling with elasticity leads to non-classical thermomechanics which allows the modeling of second sound, provides a passage to the classical theory and additionally overcomes the paradox of infinite wave speed. Although much effort is put into non-classical theories, the thermoelastodynamic community has not yet agreed on one approach and a systematic research is going on worldwide.Computational methods play an important role for solving thermoelastic problems in engineering sciences. Usually this is due to the complex structure of the equations at hand. This thesis aims at establishing a basic theory and numerical treatment of non-classical thermoelasticity (rather than dealing with special cases). The finite element method is already widely accepted in the field of structural solid mechanics and enjoys a growing significance in thermal analyses. This approach resorts to a finite element method in space as well as in time.

As a first approximation the Earth is a sphere; as a second approximation it may be considered an ellipsoid of revolution. The deviations of the actual Earth's gravity field from the ellipsoidal 'normal' field are so small that they can be understood to be linear. The splitting of the Earth's gravity field into a 'normal' and a remaining small 'disturbing' field considerably simplifies the problem of its determination. Under the assumption of an ellipsoidal Earth model high observational accuracy is achievable only if the deviation (deflection of the vertical) of the physical plumb line, to which measurements refer, from the ellipsoidal normal is not ignored. Hence, the determination of the disturbing potential from known deflections of the vertical is a central problem of physical geodesy. In this paper we propose a new, well-promising method for modelling the disturbing potential locally from the deflections of the vertical. Essential tools are integral formulae on the sphere based on Green's function of the Beltrami operator. The determination of the disturbing potential from deflections of the vertical is formulated as a multiscale procedure involving scale-dependent regularized versions of the surface gradient of the Green function. The modelling process is based on a multiscale framework by use of locally supported surface curl-free vector wavelets.

Nonlinear diffusion filtering of images using the topological gradient approach to edges detection
(2007)

In this thesis, the problem of nonlinear diffusion filtering of gray-scale images is theoretically and numerically investigated. In the first part of the thesis, we derive the topological asymptotic expansion of the Mumford-Shah like functional. We show that the dominant term of this expansion can be regarded as a criterion to edges detection in an image. In the numerical part, we propose the finite volume discretization for the Catté et al. and the Weickert diffusion filter models. The proposed discretization is based on the integro-interpolation method introduced by Samarskii. The numerical schemes are derived for the case of uniform and nonuniform cell-centered grids of the computational domain \(\Omega \subset \mathbb{R}^2\). In order to generate a nonuniform grid, the adaptive coarsening technique is proposed.

Feature Based Visualization
(2007)

In this thesis we apply powerful mathematical tools such as interval arithmetic for applications in computational geometry, visualization and computer graphics, leading to robust, general and efficient algorithms. We present a completely novel approach for computing the arrangement of arbitrary implicit planar curves and perform ray casting of arbitrary implicit functions by jointly achieving, for the first time, robustness, efficiency and flexibility. Indeed we are able to render even the most difficult implicits in real-time with guaranteed topology and at high resolution. We use subdivision and interval arithmetic as key-ingredients to guarantee robustness. The presented framework is also well-suited for applications to large and unstructured data sets due to the inherent adaptivity of the techniques that are used. We also approach the topic of tensors by collaborating with mechanical engineers on comparative tensor visualization and provide them with helpful visualization paradigms to interpret the data.

The thesis is concerned with multiscale approximation by means of radial basis functions on hierarchically structured spherical grids. A new approach is proposed to construct a biorthogonal system of locally supported zonal functions. By use of this biorthogonal system of locally supported zonal functions, a spherical fast wavelet transform (SFWT) is established. Finally, based on the wavelet analysis, geophysically and geodetically relevant problems involving rotation-invariant pseudodifferential operators are shown to be efficiently and economically solvable.

The main concern of this contribution is the computational modeling of biomechanically relevant phenomena. To minimize resource requirements, living biomaterials commonly adapt to changing demands. One way to do so is the optimization of mass. For the modeling of biomaterials with changing mass, we distinguish between two different approaches: the coupling of mass changes and deformations at the constitutive level and at the kinematic level. Mass change at the constitutive level is typically realized by weighting the free energy function with respect to the density field, as experimentally motivated by Carter and Hayes [1977] and computationally realized by Harrigan and Hamilton [1992]. Such an ansatz enables the simulation of changes in density while the overall volume remains unaffected. In this contribution we call this effect remodeling. Although in principle applicable for small and large strains, this approach is typically adopted for hard tissues, e.g. bone, which usually undergo small strain deformations. Remodeling in anisotropic materials is realized by choosing an appropriate anisotropic free energy function. <br> Within the kinematic coupling, a changing mass is characterized through a multiplicative decomposition of the deformation gradient into a growth part and an elastic part, as first introduced in the context of plasticity by Lee [1969]. In this formulation, which we will refer to as growth in the following, mass changes are attributed to changes in volume while the material density remains constant. This approach has classically been applied to model soft tissues undergoing large strains, e.g. the arterial wall. The first contribution including this ansatz is the work by Rodriguez, Hoger and McCulloch [1994]. To model anisotropic growth, an appropriate anisotropic growth deformation tensor has to be formulated. In this contribution we restrict ourselves to transversely isotropic growth, i.e., growth characterized by one preferred direction. On that account, we define a transversely isotropic growth deformation tensor determined by two variables, namely the stretch ratios parallel and perpendicular to the characteristic direction. <br> Another method of material optimization is the adaption of the inner structure f a material to its loading conditions. In anisotropic materials this can be realized by a suitable orientation of the material directions. For example, the trabeculae in the human femur head are oriented such that they can carry the daily loads with an optimum mass. Such a behavior can also be observed in soft tissues. For instance, the fibers of muscles and the collagen fibers in the arterial wall are oriented along the loading directions to carry a maximum of mechanical load. If the overall loading conditions change, for instance during a balloon angioplasty or a stent implantation, the material orientation readapts, which we call reorientation. The anisotropy type in biomaterials is often characterized by fiber reinforcement. A particular subclass of tissues, which includes muscles, tendons and ligaments, is featured by one family of fibers. More complex microstructures, such as arterial walls, show two fiber families, which do not necessarily have to be perpendicular. Within this contribution we confine ourselves to the first case, i.e., transversely isotropic materials indicated by one characteristic direction. The reorientation of the fiber direction in biomaterials is commonly smooth and continuous. For transverse isotropy it can be described by a rotation of the characteristic direction. Analogous to the theory of shells, we additionally exclude drilling rotations, see also Menzel [2006]. However, the driving force for these reorientation processes is still under discussion. Mathematical considerations promote strain driven reorientations. As discussed, for instance, in Vianello [1996], the free energy reaches a critical state for coaxial stresses and strains. For transverse isotropy, it can be shown that this can be achieved if the characteristic direction is aligned with a principal strain direction. From a biological point of view, depending on the kind of material (i.e. bone, muscle tissue, cartilage tissue, etc.), both strains and stresses can be suggested as stimuli for reorientation. Thus, whithin this contribution both approaches are investigated. <br> In contrast to previous works, in which remodeling, growth and reorientation are discussed separately, the present work provides a framework comprising all of the three mentioned effects at once. This admits a direct comparison how and on which level the individual phenomenon is introduced into the material model, and which influence it has on the material behavior. For a uniform description of the phenomenological quantities an internal variable approach is chosen. Moreover, we particularly focus on the algorithmic implementation of the three effects, each on its own, into a finite element framework. The nonlinear equations on the local and the global level are solved by means of the Newton-Raphson scheme. Accordingly, the local update of the internal variables and the global update of the deformation field are consistently linearized yielding the corresponding tangent moduli. For an efficient implementation into a finite element code, unitized update algorithms are given. The fundamental characteristics of the effects are illustrated by means of some representative numerical simulations. Due to the unified framework, combinations of the individual effects are straightforward.

This paper presents a wavelet analysis of temporal and spatial variations of the Earth's gravitational potential based on tensor product wavelets. The time--space wavelet concept is realized by combining Legendre wavelets for the time domain and spherical wavelets for the space domain. In consequence, a multiresolution analysis for both, temporal and spatial resolution, is formulated within a unified concept. The method is then numerically realized by using first synthetically generated data and, finally, several real data sets.

The visualization of numerical fluid flow datasets is essential to the engineering processes that motivate their computational simulation. To address the need for visual representations that convey meaningful relations and enable a deep understanding of flow structures, the discipline of Flow Visualization has produced many methods and schemes that are tailored to a variety of visualization tasks. The ever increasing complexity of modern flow simulations, however, puts an enormous demand on these methods. The study of vortex breakdown, for example, which is a highly transient and inherently three-dimensional flow pattern with substantial impact wherever it appears, has driven current techniques to their limits. In this thesis, we propose several novel visualization methods that significantly advance the state of the art in the visualization of complex flow structures. First, we propose a novel scheme for the construction of stream surfaces from the trajectories of particles embedded in a flow. These surfaces are extremely useful since they naturally exploit coherence between neighboring trajectories and are highly illustrative in nature. We overcome the limitations of existing stream surface algorithms that yield poor results in complex flows, and show how the resulting surfaces can be used a building blocks for advanced flow visualization techniques. Moreover, we present a visualization method that is based on moving section planes that travel through a dataset and sample the flow. By considering the changes to the flow topology on the plane as it moves, we obtain a method of visualizing topological structures in three-dimensional flows that are not accessible by conventional topological methods. On the same algorithmic basis, we construct an algorithm for the tracking of critical points in such flows, thereby enabling the treatment of time-dependent datasets. Last, we address some problems with the recently introduced Lagrangian techniques. While conceptually elegant and generally applicable, they suffer from an enormous computational cost that we significantly use by developing an adaptive approximation algorithm. This allows the application of such methods on very large and complex numerical simulations. Throughout this thesis, we will be concerned with flow visualization aspect of general practical significance but we will particularly emphasize the remarkably challenging visualization of the vortex breakdown phenomenon.

Analog sensor electronics requires special care during design in order to increase the quality and precision of the signal, and the life time of the product. Nevertheless, it can experience static deviations due to the manufacturing tolerances, and dynamic deviations due to operating in non-ideal environment. Therefore, the advanced applications such as MEMS technology employs calibration loop to deal with the deviations, but unfortunately, it is considered only in the digital domain, which cannot cope with all the analog deviations such as saturation of the analog signal, etc. On the other hand, rapid-prototyping is essential to decrease the development time, and the cost of the products for small quantities. Recently, evolvable hardware has been developed with the motivation to cope with the mentioned sensor electronic problems. However the industrial specifications and requirements are not considered in the hardware learning loop. Indeed, it minimizes the error between the required output and the real output generated due to given test signal. The aim of this thesis is to synthesize the generic organic-computing sensor electronics and return hardware with predictable behavior for embedded system applications that gains the industrial acceptance; therefore, the hardware topology is constrained to the standard hardware topologies, the hardware standard specifications are included in the optimization, and hierarchical optimization are abstracted from the synthesis tools to evolve first the building blocks, then evolve the abstract level that employs these optimized blocks. On the other hand, measuring some of the industrial specifications needs expensive equipments and some others are time consuming which is not fortunate for embedded system applications. Therefore, the novel approach "mixtrinsic multi-objective optimization" is proposed that simulates/estimates the set of the specifications that is hard to be measured due to the cost or time requirements, while it measures intrinsically the set of the specifications that has high sensitivity to deviations. These approaches succeed to optimize the hardware to meet the industrial specifications with low cost measurement setup which is essential for embedded system applications.

GPU Stereo Vision
(2007)

To analyze scenery obstacles in robotics applications depth information is very valuable. Stereo vision is a powerful way to extract dense range information out of two camera images. In order to unload the CPU the intensive computation can be moved to GPU, taking advantage of the parallel processing capabilities of todays consumer level graphics hardware. This work shows how an efficient implementation on the GPU can be realized utilizing the NVIDIA Cuda framework.

Given a directed graph G = (N,A) with arc capacities u and a minimum cost flow problem defined on G, the capacity inverse minimum cost flow problem is to find a new capacity vector u' for the arc set A such that a given feasible flow x' is optimal with respect to the modified capacities. Among all capacity vectors u' satisfying this condition, we would like to find one with minimum ||u' - u|| value. We consider two distance measures for ||u' - u||, rectilinear and Chebyshev distances. By reduction from the feedback arc set problem we show that the capacity inverse minimum cost flow problem is NP-hard in the rectilinear case. On the other hand, it is polynomially solvable by a greedy algorithm for the Chebyshev norm. In the latter case we propose a heuristic for the bicriteria problem, where we minimize among all optimal solutions the number of affected arcs. We also present computational results for this heuristic.

Guaranteeing correctness of compilation is a ma jor precondition for correct software. Code generation can be one of the most error-prone tasks in a compiler. One way to achieve trusted compilation is certifying compilation. A certifying compiler generates for each run a proof that it has performed the compilation run correctly. The proof is checked in a separate theorem prover. If the theorem prover is content with the proof, one can be sure that the compiler produced correct code. This paper presents a certifying code generation phase for a compiler translating an intermediate language into assembler code. The time spent for checking the proofs is the bottleneck of certifying compilation. We exhibit an improved framework for certifying compilation and considerable advances to overcome this bottleneck. We compare our implementation featuring the Coq theorem prover to an older implementation. Our current implementation is feasible for medium to large sized programs.

This dissertation is intended to transport the theory of Serre functors into the context of A-infinity-categories. We begin with an introduction to multicategories and closed multicategories, which form a framework in which the theory of A-infinity-categories is developed. We prove that (unital) A-infinity-categories constitute a closed symmetric multicategory. We define the notion of A-infinity-bimodule similarly to Tradler and show that it is equivalent to an A-infinity-functor of two arguments which takes values in the differential graded category of complexes of k-modules, where k is a commutative ground ring. Serre A-infinity-functors are defined via A-infinity-bimodules following ideas of Kontsevich and Soibelman. We prove that a unital closed under shifts A-infinity-category over a field admits a Serre A-infinity-functor if and only if its homotopy category admits an ordinary Serre functor. The proof uses categories and Serre functors enriched in the homotopy category of complexes of k-modules. Another important ingredient is an A-infinity-version of the Yoneda Lemma.

The present work deals with the (global and local) modeling of the windfield on the real topography of Rheinland-Pfalz. Thereby the focus is on the construction of a vectorial windfield from low, irregularly distributed data given on a topographical surface. The developed spline procedure works by means of vectorial (homogeneous, harmonic) polynomials (outer harmonics) which control the oscillation behaviour of the spline interpoland. In the process the characteristic of the spline curvature which defines the energy norm is assumed to be on a sphere inside the Earth interior and not on the Earth’s surface. The numerical advantage of this method arises from the maximum-minimum principle for harmonic functions.

The present thesis deals with multi-user mobile radio systems, and more specifically, the downlinks (DL) of such systems. As a key demand on future mobile radio systems, they should enable highest possible spectrum and energy efficiency. It is well known that, in principle, the utilization of multi-antennas in the form of MIMO systems, offers considerable potential to meet this demand. Concerning the energy issue, the DL is more critical than the uplink. This is due to the growing importance of wireless Internet applications, in which the DL data rates and, consequently, the radiated DL energies tend to be substantially higher than the corresponding uplink quantities. In this thesis, precoding schemes for MIMO multi-user mobile radio DLs are considered, where, in order to keep the complexity of the mobile terminals as low as possible, the rationale receiver orientation (RO) is adopted, with the main focus to further reduce the required transmit energy in such systems. Unfortunately, besides the mentioned low receiver complexity, conventional RO schemes, such as Transmit Zero Forcing (TxZF), do not offer any transmit energy reductions as compared to conventional transmitter oriented schemes. Therefore, the main goal of this thesis is the design and analysis of precoding schemes in which such transmit energy reductions become feasible - under virtually maintaining the low receiver complexity - by means of replacing the conventional unique mappings by the selectable representations of the data. Concerning the channel access scheme, Orthogonal Frequency Division Multiplex (OFDM) is presently being favored as the most promising candidate in the standardization process of the enhanced 3G and forthcoming 4G systems, because it allows a very flexible resource allocation and low receiver complexity. Receiver oriented MIMO OFDM multi-user downlink transmission, in which channel equalization is already performed in the transmitter of the access point, further contributes to low receiver complexity in the mobile terminals. For these reasons, OFDM is adopted in the target system of the considered receiver oriented precoding schemes. In the precoding schemes considered the knowledge of channel state information (CSI) in the access point in the form of the channel matrix is essential. Independently of the applied duplexing schemes FDD or TDD, the provision of this information to the access point is always erroneous. However, it is shown that the impact of such deviations not only scales with the variance of the channel estimation errors, but also with the required transmit energies. Accordingly, the reduced transmit energies of the precoding schemes with selectable data representation also have the advantage of a reduced sensitivity to imperfect knowledge of CSI. In fact, these two advantages are coupled with each other.

Modelling languages are important in the process of software development. The suitability of a modelling language for a project depends on its applicability to the target domain. Here, domain-specific languages have an advantage over more general modelling languages. On the other hand, modelling languages like the Unified Modeling Language can be used in a wide range of domains, which supports the reuse of development knowledge between projects. This thesis treats the syntactical and semantical harmonisation of modelling languages and their combined use, and the handling of complexity of modelling languages by providing language subsets - called language profiles - with tailor-made formal semantics definitions, generated by a profile tool. We focus on the widely-used modelling languages SDL and UML, and formal semantics definitions specified using Abstract State Machines.

We derive some asymptotics for a new approach to curve estimation proposed by Mr'{a}zek et al. cite{MWB06} which combines localization and regularization. This methodology has been considered as the basis of a unified framework covering various different smoothing methods in the analogous two-dimensional problem of image denoising. As a first step for understanding this approach theoretically, we restrict our discussion here to the least-squares distance where we have explicit formulas for the function estimates and where we can derive a rather complete asymptotic theory from known results for the Priestley-Chao curve estimate. In this paper, we consider only the case where the bias dominates the mean-square error. Other situations are dealt with in subsequent papers.

In the theoretical part of this thesis, the difference of the solutions of the elastic and the elastoplastic boundary value problem is analysed, both for linear kinematic and combined linear kinematic and isotropic hardening material. We consider both models in their quasistatic, rate-independent formulation with linearised geometry. The main result of the thesis is, that the differences of the physical obervables (the stresses, strains and displacements) can be expressed as composition of some linear operators and play operators with respect to the exterior forces. Explicit homotopies between both solutions are presented. The main analytical devices are Lipschitz estimates for the stop and the play operator. We present some generalisations of the standard estimates. They allow different input functions, different initial memories and different scalar products. Thereby, the underlying time involving function spaces are the Sobolov spaces of first order with arbitrary integrability exponent between one and infinity. The main results can easily be generalised for the class of continuous functions with bounded total variation. In the practical part of this work, a method to correct the elastic stress tensor over a long time interval at some chosen points of the body is presented and analysed. In contrast to widespread uniaxial corrections (Neuber or ESED), our method takes multiaxiality phenomena like cyclic hardening/softening, ratchetting and non-masing behaviour into account using Jiang's model of elastoplasticity. It can be easily adapted to other constitutive elastoplastic material laws. The theory for our correction model is developped for linear kinematic hardening material, for which error estimated are derived. Our numerical algorithm is very fast and designed for the case that the elastic stress is piecewise linear. The results for the stresses can be significantly improved with Seeger's empirical strain constraint. For the improved model, a simple predictor-correcor algorithm for smooth input loading is established.

In this article, we present an analytic solution for Jiang's constitutive model of elastoplasticity. It is considered in its stress controlled form for proportional stress loading under the assumptions that the one-to-one coupling of the yield surface radius and the memory surface radius is switched off, that the transient hardening is neglected and that the ratchetting exponents are constant.

The main goal of this work is to examine various aspects of `inelastic continuum mechanics': first, fundamental aspects of a general finite deformation theory based on a multiplicative decomposition of the deformation gradient with special emphasis on the incompatibility of the so-called intermediate configuration are discussed in detail. Moreover, various balance of linear momentum representations together with the corresponding volume forces are derived in a configurational mechanics context. Subsequent chapters are consequently based on these elaborations so that the applied multiplicative decomposition generally serves as a fundamental modelling concept in this work; after generalised strain measures are introduced, a kinematic hardening model coupled with anisotropic damage, a substructure evolution framework as well as two different growth and remodelling formulations for biological tissues are presented.

Elastomeric and other rubber-like materials are often simultaneously exposed to short- and long-time loads within engineering applications. When aiming at establishing a general simulation tool for viscoelastic media over these different time scales, a suitable material model and its corresponding material parameters can only be determined if an appropriate number of experimental data is taken into account. In this work an algorithm for the identification of material parameters for large strain viscoelasticity is presented. Thereby, data of multiple experiments are considered. Based on this method the experimental loading intervals for long-time experiments can be shortened in time and the parameter identification procedure is now referred to experimental data of tests under short- and long-time loads without separating the parameters due to these different time scales. The employed viscoelastic material law is based on a nonlinear evolution law and valid far from thermodynamic equilibrium. The identification is carried out by minimizing a least squares functional comparing inhomogeneous displacement fields from experiments and FEM simulations at given (measured) force loads. Within this optimization procedure all material parameters are identified simultaneously by means of a gradient based method for which a semi-analytical sensitivity analysis is calculated. Representative numerical examples are referred to measured data for different polyurethanes. In order to show the general applicability of the identification method for multiple tests, in the last part of this work the parameter identification for small strain plasticity is presented. Thereby three similar test programs on three specimen of the aluminum alloy AlSi9Cu3 are analyzed, and the parameter sets for the respective individual identifications, and for the combination of all tests in one identification, is compared.

Abstraction is intensively used in the verification of large, complex or infinite-state systems. With abstractions getting more complex it is often difficult to see whether they are valid. However, for using abstraction in model checking it has to be ensured that properties are preserved. In this paper, we use a translation validation approach to verify property preservation of system abstractions. We formulate a correctness criterion based on simulation between concrete and abstract system for a property to be verified. For each distinct run of the abstraction procedure the correctness is verified in the theorem prover Isabelle/HOL. This technique is applied in the verification of embedded adaptive systems. This paper is an extended version a previously published work.

Given an undirected connected network and a weight function finding a basis of the cut space with minimum sum of the cut weights is termed Minimum Cut Basis Problem. This problem can be solved, e.g., by the algorithm of Gomory and Hu [GH61]. If, however, fundamentality is required, i.e., the basis is induced by a spanning tree T in G, the problem becomes NP-hard. Theoretical and numerical results on that topic can be found in Bunke et al. [BHMM07] and in Bunke [Bun06]. In the following we present heuristics with complexity O(m log n) and O(mn), where n and m are the numbers of vertices and edges respectively, which obtain upper bounds on the aforementioned problem and in several cases outperform the heuristics of Schwahn [Sch05].

On the Complexity of the Uncapacitated Single Allocation p-Hub Median Problem with Equal Weights
(2007)

The Super-Peer Selection Problem is an optimization problem in network topology construction. It may be cast as a special case of a Hub Location Problem, more exactly an Uncapacitated Single Allocation p-Hub Median Problem with equal weights. We show that this problem is still NP-hard by reduction from Max Clique.

Embedded systems have become ubiquitous in everyday life, and especially in the automotive industry. New applications challenge their design by introducing a new class of problems that are based on a detailed analysis of the environmental situation. Situation analysis systems rely on models and algorithms of the domain of computational geometry. The basic model is usually an Euclidean plane, which contains polygons to represent the objects of the environment. Usual implementations of computational geometry algorithms cannot be directly used for safety-critical systems. First, a strict analysis of their correctness is indispensable and second, nonfunctional requirements with respect to the limited resources must be considered. This thesis proposes a layered approach to a polygon-processing system. On top of rational numbers, a geometry kernel is formalised at first. Subsequently, geometric primitives form a second layer of abstraction that is used for plane sweep and polygon algorithms. These layers do not only divide the whole system into manageable parts but make it possible to model problems and reason about them at the appropriate level of abstraction. This structure is used for the verification as well as the implementation of the developed polygon-processing library.

In this article a new data-adaptive method for smoothing of bivariate functions is developed. The smoothing is done by kernel regression with rotational invariant bivariate kernels. Two or three local bandwidth parameters are chosen automatically by a two-step plug-in approach. The algorithm starts with small global bandwidth parameters, which adapt during a few iterations to the noisy image. In the next step local bandwidths are estimated. Some general asymptotic results about Gasser-Müller-estimators and optimal bandwidth selection are given. The derived local bandwidth estimators converge and are asymptotically normal.

The IEEE 802.11 networks have a tremendous growth in the last years, but also now there is a rapid development of the wireless LAN technologies. High transmission rates, simple deployment and especially low costs make this network technology an efficient and cheap way to get access to the Internet. Fon is the world-wide greatest WIFI community and in January 2007 this community offers more than 11.000 access points in Germany and nearly 55.000 all over the world. However, this technology has also his shady sides. For example, it is possible for everyone to receive data from the wireless medium. So a protection against this open data traffic is a encryption mechanism called Wired Equivalent Privacy (WEP). The tragic end of theWired Equivalent Privacy (WEP) and the simplicity of various Denial-of-Service (DoS) attacks on the wireless medium have resulted in giving up the security at the logical-link layer and shifting it to upper layers (or in the best case leaving it within virtual private networks (VPNs)). Nevertheless, there is an enormous growth in using public access to the Internet via HotSpots in cafés, libraries, schools or at airports, train stops etc. Therefore, it is important for the Wireless Internet Service Provider (WISP) to make sure that anyone with a usual wireless device can connect to their access points. Offering this service to anybody makes giving a sufficient level of security very difficult. On the one hand it should be easy for everyone to use this access, on the other hand there is, in most cases, no security. A businessman is not very pleased about phishing his account data for a great enterprise or for his online office like the KIS at the University of Technology in Kaiserslautern. In most cases the WISPs use a simple web based authentication mechanism. By connecting to the WISPs services, the user is redirected to a webpage requesting his login data or credit card information. Therefore the user only needs a wireless LAN device and a webbrowser to authenticate. An attacker could sniff on the wireless medium to phish delicate data from a legal connected user or use DoS attacks as initial point for various other attacks. In most cases, this can be done with no or only small effort. On the other side, in some cases, the WISP has to do a hard reset on his wireless devices after a DoS attack. Therefore an analysis of access points is done in this work. So, the first part is to show how "‘new"’ access points react to flooding attacks and what mechanisms are used to protect them. The second part implements an attack using an anomaly of some access points that are discovered in the first part. And the last chapter deals with some information about using an Intrusion Detection System (IDS) to protect the devices against such attacks.

The main aim of this work was to obtain an approximate solution of the seismic traveltime tomography problems with the help of splines based on reproducing kernel Sobolev spaces. In order to be able to apply the spline approximation concept to surface wave as well as to body wave tomography problems, the spherical spline approximation concept was extended for the case where the domain of the function to be approximated is an arbitrary compact set in R^n and a finite number of discontinuity points is allowed. We present applications of such spline method to seismic surface wave as well as body wave tomography, and discuss the theoretical and numerical aspects of such applications. Moreover, we run numerous numerical tests that justify the theoretical considerations.

In this article we give a sufficient condition that a simply connected flexible body does not penetrate itself, if it is subjected to a continuous deformation. It is shown that the deformation map is automatically injective, if it is just locally injective and injective on the boundary of the body. Thereby, it is very remarkable that no higher regularity assumption than continuity for the deformation map is required. The proof exclusively relies on homotopy methods and the Jordan-Brouwer separation theorem.

In an undirected graph G we associate costs and weights to each edge. The weight-constrained minimum spanning tree problem is to find a spanning tree of total edge weight at most a given value W and minimum total costs under this restriction. In this thesis a literature overview on this NP-hard problem, theoretical properties concerning the convex hull and the Lagrangian relaxation are given. We present also some in- and exclusion-test for this problem. We apply a ranking algorithm and the method of approximation through decomposition to our problem and design also a new branch and bound scheme. The numerical results show that this new solution approach performs better than the existing algorithms.

In the present work the modelling and numerical treatment of discontinuities in thermo-mechanical solids is investigated and applied to diverse physical problems. From this topic a structure for this work results, which considers the formulation of thermo-mechanical processes in continua in the first part and which forms the mechanical and thermodynamical framework for the description of discontinuities and interfaces, that is performed in the second part. The representation of the modelling of solid materials bases on the detailed derivation of geometrically nonlinear kinematics, that yields different strain and stress measures for the material and spatial configuration. Accordingly, this results in different formulations of the mechanical and thermodynamical balance equations. On these foundations we firstly derive by means of the concepts of the plasticity theory an elasto-plastic prototype-model, that is extended subsequently. In the centre of interest is the formulation of damage models in consideration of rate-dependent material behaviour. In the next step follows the extension of the isothermal material models to thermo-mechanically coupled problems, whereby also the special case of adiabatic processes is discussed. Within the representation of the different constitutive laws, the importance is attached to their modular structure. Moreover, a detailed discussion of the isothermal and the thermo-mechanically coupled problem with respect to their numerical treatment is performed. For this purpose the weak forms with respect to the different configurations and the corresponding linearizations are derived and discretized. The derived material models are highlighted by numerical examples and also proved with respect to plausibility. In order to take discontinuities into account appropriate kinematics are introduced and the mechanical and thermodynamical balance equations have to be modified correspondingly. The numerical description is accomplished by so-called interface-elements, which are based on an adequate discretization. In this context two application fields are distinguished. On the one side the interface elements provide a tool for the description of postcritical processes in the framework of localization problems, which include material separation and therefore they are appropriate for the description of cutting processes. Here in turn one has to make the difference between the domain-dependent and the domain-independent formulation, which mainly differ in the definition of the interfacial strain measure. On the other side material properties are attached to the interfaces whereas the spatial extension is neglectable. A typical application of this type of discontinuities can be found in the scope of the modelling of composites, for instance. In both applications the corresponding thermo-mechanical formulations are derived. Finally, the different interface formulations are highlighted by some numerical examples and they are also proved with respect to plausibility.

Haustoria of the rust fungus pathogen Uromyces fabae deliver RTP1 (Rust Transferred Protein1) into host plant cells. In this work, different heterologous expression systems were used to study RTP1 biological function as well as RTP1 transfer mechanism. The first part of this thesis focused on the identification of the subcellular target compartment of RTP1 in plant cells. In this respect we could identify a functional bipartite nuclear localization signal within RTP1. However, stable and transient expression studies of RTP1 in different plant species, including the host plant Vicia faba, interfered with plant cell vitality but did not result in detection of RTP1 protein. These findings led us to propose that RTP1 interferes with plant gene expression. However, the molecular basis of this interference remains unclear. By deletion studies, we could localize the active region of RTP1 within a 45 amino acid central domain. In the second part of this study, two different lines of approaches were taken to study RTP1 transfer mechanism. First, transient expression of secreted RTP1 (sRTP1) also interfered with plant cell vitality. Addition of an endoplasmic reticulum retention signal abolished sRTP1 interference with plant cell vitality, suggesting that RTP1 can reenter the plant cell from the apoplast after secretion in the absence of the pathogen. We have identified a PEST-like region within RTP1, however, contribution of this region to the stability of RTP1 is not clear. Site directed mutagenesis analysis showed that the PEST-like region is likely to play a role during the transfer of RTP1 through plant plasma membrane. In the second line of approach, we established a recombinant delivery model, using Ustilago maydis/Zea mays pathosystem, to pursue RTP1 translocation into the plant cell. Our results indicate that U. maydis is capable of secreting high amounts of recombinant RTP1, showing similar glycosylation pattern as RTP1 secreted from rust haustoria. Our data propose the use of this model system to study RTP1 domains mediating its entry into the plant cell. Haustoria of the rust fungus pathogen Uromyces fabae deliver RTP1 (Rust Transferred Protein1) into host plant cells. In this work, different heterologous expression systems were used to study RTP1 biological function as well as RTP1 transfer mechanism. The first part of this thesis focused on the identification of the subcellular target compartment of RTP1 in plant cells. In this respect we could identify a functional bipartite nuclear localization signal within RTP1. However, stable and transient expression studies of RTP1 in different plant species, including the host plant Vicia faba, interfered with plant cell vitality but did not result in detection of RTP1 protein. These findings led us to propose that RTP1 interferes with plant gene expression. However, the molecular basis of this interference remains unclear. By deletion studies, we could localize the active region of RTP1 within a 45 amino acid central domain. In the second part of this study, two different lines of approaches were taken to study RTP1 transfer mechanism. First, transient expression of secreted RTP1 (sRTP1) also interfered with plant cell vitality. Addition of an endoplasmic reticulum retention signal abolished sRTP1 interference with plant cell vitality, suggesting that RTP1 can reenter the plant cell from the apoplast after secretion in the absence of the pathogen. We have identified a PEST-like region within RTP1, however, contribution of this region to the stability of RTP1 is not clear. Site directed mutagenesis analysis showed that the PEST-like region is likely to play a role during the transfer of RTP1 through plant plasma membrane. In the second line of approach, we established a recombinant delivery model, using Ustilago maydis/Zea mays pathosystem, to pursue RTP1 translocation into the plant cell. Our results indicate that U. maydis is capable of secreting high amounts of recombinant RTP1, showing similar glycosylation pattern as RTP1 secreted from rust haustoria. Our data propose the use of this model system to study RTP1 domains mediating its entry into the plant cell.

In this thesis, the quasi-static Biot poroelasticity system in bounded multilayered domains in one and three dimensions is studied. In more detail, in the one-dimensional case, a finite volume discretization for the Biot system with discontinuous coefficients is derived. The discretization results in a difference scheme with harmonic averaging of the coefficients. Detailed theoretical analysis of the obtained discrete model is performed. Error estimates, which establish convergence rates for both primary as well as flux unknowns are derived. Besides, modified and more accurate discretizations, which can be applied when the interface position coincides with a grid node, are obtained. These discretizations yield second order convergence of the fluxes of the problem. Finally, the solver for the solution of the produced system of linear equations is developed and extensively tested. A number of numerical experiments, which confirm the theoretical considerations are performed. In the three-dimensional case, the finite volume discretization of the system involves construction of special interpolating polynomials in the dual volumes. These polynomials are derived so that they satisfy the same continuity conditions across the interface, as the original system of PDEs. This technique allows to obtain such a difference scheme, which provides accurate computation of the primary as well as of the flux unknowns, including the points adjacent to the interface. Numerical experiments, based on the obtained discretization, show second order convergence for auxiliary problems with known analytical solutions. A multigrid solver, which incorporates the features of the discrete model, is developed in order to solve efficiently the linear system, produced by the finite volume discretization of the three-dimensional problem. The crucial point is to derive problem-dependent restriction and prolongation operators. Such operators are a well-known remedy for the scalar PDEs with discontinuous coefficients. Here, these operators are derived for the system of PDEs, taking into account interdependence of different unknowns within the system. In the derivation, the interpolating polynomials from the finite volume discretization are employed again, linking thus the discretization and the solution processes. The developed multigrid solver is tested on several model problems. Numerical experiments show that, due to the proper problem-dependent intergrid transfer, the multigrid solver is robust with respect to the discontinuities of the coefficients of the system. In the end, the poroelasticity system with discontinuous coefficients is used to model a real problem. The Biot model, describing this problem, is treated numerically, i.e., discretized by the developed finite volume techniques and then solved by the constructed multigrid solver. Physical characteristics of the process, such as displacement of the skeleton, pressure of the fluid, components of the stress tensor, are calculated and then presented at certain cross-sections.

We study nonlinear finite element discretizations for the density gradient equation in the quantum drift diffusion model. Especially, we give a finite element description of the so--called nonlinear scheme introduced by {it Ancona}. We prove the existence of discrete solutions and provide a consistency and convergence analysis, which yields the optimal order of convergence for both discretizations. The performance of both schemes is compared numerically, especially with respect to the influence of approximate vacuum boundary conditions.

In the thesis the author presents a mathematical model which describes the behaviour of the acoustical pressure (sound), produced by a bass loudspeaker. The underlying physical propagation of sound is described by the non--linear isentropic Euler system in a Lagrangian description. This system is expanded via asymptotical analysis up to third order in the displacement of the membrane of the loudspeaker. The differential equations which describe the behaviour of the key note and the first order harmonic are compared to classical results. The boundary conditions, which are derived up to third order, are based on the principle that the small control volume sticks to the boundary and is allowed to move only along it. Using classical results of the theory of elliptic partial differential equations, the author shows that under appropriate conditions on the input data the appropriate mathematical problems admit, by the Fredholm alternative, unique solutions. Moreover, certain regularity results are shown. Further, a novel Wave Based Method is applied to solve appropriate mathematical problems. However, the known theory of the Wave Based Method, which can be found in the literature, so far, allowed to apply WBM only in the cases of convex domains. The author finds the criterion which allows to apply the WBM in the cases of non--convex domains. In the case of 2D problems we represent this criterion as a small proposition. With the aid of this proposition one is able to subdivide arbitrary 2D domains such that the number of subdomains is minimal, WBM may be applied in each subdomain and the geometry is not altered, e.g. via polygonal approximation. Further, the same principles are used in the case of 3D problem. However, the formulation of a similar proposition in cases of 3D problems has still to be done. Next, we show a simple procedure to solve an inhomogeneous Helmholtz equation using WBM. This procedure, however, is rather computationally expensive and can probably be improved. Several examples are also presented. We present the possibility to apply the Wave Based Technique to solve steady--state acoustic problems in the case of an unbounded 3D domain. The main principle of the classical WBM is extended to the case of an external domain. Two numerical examples are also presented. In order to apply the WBM to our problems we subdivide the computational domain into three subdomains. Therefore, on the interfaces certain coupling conditions are defined. The description of the optimization procedure, based on the principles of the shape gradient method and level set method, and the results of the optimization finalize the thesis.

In this dissertation we present analysis of macroscopic models for slow dense granular flow. Models are derived from plasticity theory with yield condition and flow rule. Corner stone equations are conservation of mass and conservation of momentum with special constitutive law. Such models are considered in the class of generalised Newtonian fluids, where viscosity depends on the pressure and modulo of the strain-rate tensor. We showed the hyperbolic nature for the evolutionary model in 1D and ill-posed behaviour for 2D and 3D. The steady state equations are always hyperbolic. In the 2D problem we derived a prototype nonlinear backward parabolic equation for the velocity and the similar equation for the shear-rate. Analysis of derived PDE showed the finite blow up time. Blow up time depends on the initial condition. Full 2D and antiplane 3D model were investigated numerically with finite element method. For 2D model we showed the presence of boundary layers. Antiplane 3D model was investigated with the Runge Kutta Discontinuous Galerkin method with mesh addoption. Numerical results confirmed that such a numerical method can be a good choice for the simulations of the slow dense granular flow.

In contrast to p-hub problems with a summation objective (p-hub median), minmax hub problems (p-hub center) have not attained much attention in the literature. In this paper, we give a polyhedral analysis of the uncapacitated single allocation p-hub center problem (USApHCP). The analysis will be based on a radius formulation which currently yields the most efficient solution procedures. We show which of the valid inequalities in this formulation are facet-defining and present non-elementary classes of facets, for which we propose separation problems. A major part in our argumentation will be the close connection between polytopes of the USApHCP and the uncapacitated p-facility location (pUFL). Hence, the new classes of facets can also be used to improve pUFL formulations.

Given an undirected, connected network G = (V,E) with weights on the edges, the cut basis problem is asking for a maximal number of linear independent cuts such that the sum of the cut weights is minimized. Surprisingly, this problem has not attained as much attention as its graph theoretic counterpart, the cycle basis problem. We consider two versions of the problem, the unconstrained and the fundamental cut basis problem. For the unconstrained case, where the cuts in the basis can be of an arbitrary kind, the problem can be written as a multiterminal network flow problem and is thus solvable in strongly polynomial time. The complexity of this algorithm improves the complexity of the best algorithms for the cycle basis problem, such that it is preferable for cycle basis problems in planar graphs. In contrast, the fundamental cut basis problem, where all cuts in the basis are obtained by deleting an edge, each, from a spanning tree T is shown to be NP-hard. We present heuristics, integer programming formulations and summarize first experiences with numerical tests.

In this paper we construct spline functions based on a reproducing kernel Hilbert space to interpolate/approximate the velocity field of earthquake waves inside the Earth based on traveltime data for an inhomogeneous grid of sources (hypocenters) and receivers (seismic stations). Theoretical aspects including error estimates and convergence results as well as numerical results are demonstrated.

The provision of network Quality-of-Service (network QoS) in wireless (ad-hoc) networks is a major challenge in the development of future communication systems. Before designing and implementing these systems, the network QoS requirements are to be specified. Since QoS functionalities are integrated across layers and hence QoS specifications exist on different system layers, a QoS mapping technique is needed to translate the specifications into each other. In this paper, we formalize the relationship between layers. Based on a comprehensive and holistic formalization of network QoS requirements, we define two kinds of QoS mappings. QoS domain mappings associate QoS domains of two abstraction levels. QoS scalability mappings associate utility and cost functions of two abstraction levels. We illustrate our approach by examples from the case study Wireless Video Transmission.

The provision of network Quality-of-Service (network QoS) in wireless (ad-hoc) networks is a major challenge in the development of future communication systems. Before designing and implementing these systems, the network QoS requirements are to be specified. Existing approaches to the specification of network QoS requirements are mainly focused on specific domains or individual system layers. In this paper, we present a holistic, comprehensive formalization of network QoS requirements, across layers. QoS requirements are specified on each layer by defining QoS domain, consisting of QoS performance, reliability, and guarantee, and QoS scalability, with utility and cost functions. Furthermore, we derive preorders on multi-dimensional QoS domains, and present criteria to reduce these domains, leading to a manageable subset of QoS values that is sufficient for system design and implementation. We illustrate our approach by examples from the case study Wireless Video Transmission.

The lattice Boltzmann method (LBM) is a numerical solver for the Navier-Stokes equations, based on an underlying molecular dynamic model. Recently, it has been extended towardsthe simulation of complex fluids. We use the asymptotic expansion technique to investigate the standard scheme, the initialization problem and possible developments towards moving boundary and fluid-structure interaction problems. At the same time, it will be shown how the mathematical analysis can be used to understand and improve the algorithm. First of all, we elaborate the tool "asymptotic analysis", proposing a general formulation of the technique and explaining the methods and the strategy we use for the investigation. A first standard application to the LBM is described, which leads to the approximation of the Navier-Stokes solution starting from the lattice Boltzmann equation. As next, we extend the analysis to investigate origin and dynamics of initial layers. A class of initialization algorithms to generate accurate initial values within the LB framework is described in detail. Starting from existing routines, we will be able to improve the schemes in term of efficiency and accuracy. Then we study the features of a simple moving boundary LBM. In particular, we concentrate on the initialization of new fluid nodes created by the variations of the computational fluid domain. An overview of existing possible choices is presented. Performing a careful analysis of the problem we propose a modified algorithm, which produces satisfactory results. Finally, to set up an LBM for fluid structure interaction, efficient routines to evaluate forces are required. We describe the Momentum Exchange algorithm (MEA). Precise accuracy estimates are derived, and the analysis leads to the construction of an improved method to evaluate the interface stresses. In conclusion, we test the defined code and validate the results of the analysis on several simple benchmarks. From the theoretical point of view, in the thesis we have developed a general formulation of the asymptotic expansion, which is expected to offer a more flexible tool in the investigation of numerical methods. The main practical contribution offered by this work is the detailed analysis of the numerical method. It allows to understand and improve the algorithms, and construct new routines, which can be considered as starting points for future researches.

Esterases and lipases are widely used as industrial enzymes and for the synthesis of chiral drugs. Because of their rich secondary metabolism, Streptomyces species offer a relatively untapped source of interesting esterases and lipases. S. coelicolor and S. avermitilis contain 51 genes annotated as esterases and/or lipases. In this study I have cloned 14 different genes encoding for lipolytic enzymes from S. coelicolor (11 genes) and S. avermitilis (four genes). Some of these genes were over-expressed in E. coli. Three of the produced enzymes, which were produced by the genes SCO 7131, SCO6966 and SCO3644, were characterized biochemically and one of them was subjected for directed evolution. The gene estA (locus SCO 7131) was annotated as a putative lipase/esterase in the genome sequence of S. coelicolor A3(2), but does not have a homologue in the genome sequence of S. avermitilis or in other known Streptomyces sequences. estA was cloned and expressed in E. coli as a His-tagged protein. The protein was purified and could be recovered in its non-tagged form after digestion with factor Xa. The relative molecular weight was estimated to be 35.5kDa. The enzyme was only active towards acetate esters and not on larger substrates. It had a stereospecificity towards α-naphathylacetate. It was thermostable, with a half-life at 50C of 4.5 hours. Est A showed stability over pH range 5.5-10, and had optimum pH of 7.5. Its activity was drastically decreased when it was pre-incubated in 10mM PMSF, Cu+2 and Hg+2. It was not very stable in most organic solvents and had only slight enantioselectivity. Est A belongs to the HSL family whose founder member is the human hormone-sensitive lipase. I have developed a protein profile for the HSL family modifying the conserved motifs found by Arpigny and Jaeger (1999). Due to the presence of several HSL members with known 3D structure and good homology to Est A, I was able to make a homology model of Est A. Five different mutants of Est A were produced through site directed mutagenesis: W87F, V158A, W87F/V158A, M162L and S163A. The mutants M162L and S163A did not produce a significant change either in substrate specificity or enzyme kinetics. The mutants V158A and W87F/V158A could act on the larger substrates p-nitrophenylbutyrate and caproate and tributyrin. The mutant V158A had improved thermostability and its t1/2 at 50ºC increased to 24h. The affinity of V158A towards p-nitrophenyacetate increased 6-fold when compared with the wild type, whereas the affinity of W87F decreased 4-fold. Directed evolution of Est A was done through random mutagenesis and ER-PCR. A library of 6336 mutants was constructed and screened for mutants with a broader spectrum of substrate specificity. The mutant XXVF7 did show alteration in the substrate specificity of Est A. The mutant XXVF7 had 5 amino acids changes L76R, L146P, S196G, W213R and L267R. The gene locus SCO 6966 (estB gene) was cloned and expressed in E. coli as a His-tagged protein. It was not possible to remove the His-tag using factor Xa. The tagged protein had a molecular weight 31.9kDa. Est B was active against short chain fatty acid esters (C2-C6). Its optimum temperature was 30ºC and was stable for 1h at temperatures up to 37ºC. The enzyme had maximum activity at pH 8-8.5 and was stable over pH range 7.5-11 for 24h. It was highly sensitive for PMSF, Cu+2 and Hg+2. The enzymatic activity deceased in presence of organic solvents, however it was fairly stable for 1h in 20% organic solvents solutions. A third esterase was produced from the gene locus SCO 3644. This esterase was a thermosensitive one with optimum temperature of 35ºC. The three characterized enzymes included a thermophilic, mesophilic and psychrophilic ones. This indicates the high variation in the characters of Streptomyces lipolytic enzymes and highlighting Streptomyces as a source for esterases and lipases of interesting catalytic activity. This study was an initial trial to provide a strategy for a comprehensive use of genome data.

Calibration of robots has become a research field of great importance over the last decades especially in the field industrial robotics. The main reason for this is that the field of application was significantly broadened due to an increasing number of fully automated or robot assisted tasks to be performed. Those applications require significantly higher level of accuracy due to more delicate tasks that need to be fulfilled (e.g. assembly in the semiconductor industry or robot assisted medical surgery). In the past, (industrial) robot calibration had to be performed manually for every single robot under lab conditions in a long and cost intensive process. Expensive and complex measurement systems had to be operated by highly trained personnel. The result of this process is a set of measurements representing the robot pose in the task space (i.e. world coordinate system) and as joint encoder values. To determine the deviation, the robot pose indicated by the internal joint encoder values has to be compared to the physical pose (i.e. external measurement data). Hence, the errors in the kinematic model of the robot can be computed and therefore later on compensated. These errors are inevitable and caused by varying manufacturing tolerances and other sources of error (e.g. friction and deflection). They have to be compensated in order to achieve sufficient accuracy for the given tasks. Furthermore for performance, maintenance, or quality assurance reasons the robots may have to undergo the calibration process in constant time intervals to monitor and compensate e.g. ageing effects such as wear and tear. In modern production processes old fashioned procedures like the one mentioned above are no longer suitable. Therefore a new method has to be found that is less time consuming, more cost effective, and involves less (or in the long term even no) human interaction in the calibration process.

Embedded systems are becoming more and more important in today’s life in many ways. They can be found in dishwashers, mobile phones, coffee machines, PDAs, etc. Although there is no common definition of what an embedded system is, it can be generally defined as a special-purpose information processing system, containing both: software and hardware. Embedded systems are integrated in a larger systems which interact with environment for achieving a set of predefined tasks or applications. In general, embedded systems are characterized by resources scarcity, among which energy is becoming more and more important (especially the energy consumed by the processor). The energy consumed by an embedded system is strongly influenced by the software running on it (the embedded software). That is why it is crucial to explore the software characteristics that have an influence on the energy consumption, and to understand how this influence could be represented. In order to realize this task, there is a need for the construction of a reliable measurement platform for energy consumption by embedded devices. The target of this work is to design and implement a framework for measuring energy consumption of embedded software. This framework is based on the XScale architecture, a popular Intel platform designed for energy aware applications. The framework has a software repository which contains a number of programs (user-defined) that are supposed to run on the mentioned platform. These program codes are the input of the framework. Automated measurements for energy consumption are performed on all programs for gathering the required information. In the context of this work, a first evaluation of the framework was performed to make an initial check its quality.

Nowadays, accounting, charging and billing users' network resource consumption are commonly used for the purpose of facilitating reasonable network usage, controlling congestion, allocating cost, gaining revenue, etc. In traditional IP traffic accounting systems, IP addresses are used to identify the corresponding consumers of the network resources. However, there are some situations in which IP addresses cannot be used to identify users uniquely, for example, in multi-user systems. In these cases, network resource consumption can only be ascribed to the owners of these hosts instead of corresponding real users who have consumed the network resources. Therefore, accurate accountability in these systems is practically impossible. This is a flaw of the traditional IP address based IP traffic accounting technique. This dissertation proposes a user based IP traffic accounting model which can facilitate collecting network resource usage information on the basis of users. With user based IP traffic accounting, IP traffic can be distinguished not only by IP addresses but also by users. In this dissertation, three different schemes, which can achieve the user based IP traffic accounting mechanism, are discussed in detail. The inband scheme utilizes the IP header to convey the user information of the corresponding IP packet. The Accounting Agent residing in the measured host intercepts IP packets passing through it. Then it identifies the users of these IP packets and inserts user information into the IP packets. With this mechanism, a meter located in a key position of the network can intercept the IP packets tagged with user information, extract not only statistic information, but also IP addresses and user information from the IP packets to generate accounting records with user information. The out-of-band scheme is a contrast scheme to the in-band scheme. It also uses an Accounting Agent to intercept IP packets and identify the users of IP traffic. However, the user information is transferred through a separated channel, which is different from the corresponding IP packets' transmission. The Multi-IP scheme provides a different solution for identifying users of IP traffic. It assigns each user in a measured host a unique IP address. Through that, an IP address can be used to identify a user uniquely without ambiguity. This way, traditional IP address based accounting techniques can be applied to achieve the goal of user based IP traffic accounting. In this dissertation, a user based IP traffic accounting prototype system developed according to the out-of-band scheme is also introduced. The application of user based IP traffic accounting model in the distributed computing environment is also discussed.

This paper deals with the problem of determining the sea surface topography from geostrophic flow of ocean currents on local domains of the spherical Earth. In mathematical context the problem amounts to the solution of a spherical differential equation relating the surface curl gradient of a scalar field (sea surface topography) to a surface divergence-free vector field(geostrophic ocean flow). At first, a continuous solution theory is presented in the framework of an integral formula involving Green’s function of the spherical Beltrami operator. Different criteria derived from spherical vector analysis are given to investigate uniqueness. Second, for practical applications Green’s function is replaced by a regularized counterpart. The solution is obtained by a convolution of the flow field with a scaled version of the regularized Green function. Calculating locally without boundary correction would lead to errors near the boundary. To avoid these Gibbs phenomenona we additionally consider the boundary integral of the corresponding region on the sphere which occurs in the integral formula of the solution. For reasons of simplicity we discuss a spherical cap first, that means we consider a continuously differentiable (regular) boundary curve. In a second step we concentrate on a more complicated domain with a non continuously differentiable boundary curve, namely a rectangular region. It will turn out that the boundary integral provides a major part for stabilizing and reconstructing the approximation of the solution in our multiscale procedure.

While in classical scheduling theory the locations of machines are assumed to be fixed we will show how to tackle location and scheduling problems simultaneously. Obviously, this integrated approach enhances the modeling power of scheduling for various real-life problems. In this paper, we present in an exemplary way theory and a solution algorithm for a specific type of a scheduling and a rather general, planar location problem, respectively. More general results and a report on numerical tests will be presented in a subsequent paper.

We consider the problem of estimating the conditional quantile of a time series at time \(t\) given observations of the same and perhaps other time series available at time \(t-1\). We discuss sieve estimates which are a nonparametric versions of the Koenker-Bassett regression quantiles and do not require the specification of the innovation law. We prove consistency of those estimates and illustrate their good performance for light- and heavy-tailed distributions of the innovations with a small simulation study. As an economic application, we use the estimates for calculating the value at risk of some stock price series.

In this paper we consider a CHARME Model, a class of generalized mixture of nonlinear nonparametric AR-ARCH time series. We apply the theory of Markov models to derive asymptotic stability of this model. Indeed, the goal is to provide some sets of conditions under which our model is geometric ergodic and therefore satisfies some mixing conditions. This result can be considered as the basis toward an asymptotic theory for our model.

Annual Report 2006
(2007)

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