## Fachbereich Mathematik

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- Level-Set-Methode (2)
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This thesis is devoted to deal with the stochastic optimization problems in various situations with the aid of the Martingale method. Chapter 2 discusses the Martingale method and its applications to the basic optimization problems, which are well addressed in the literature (for example, [15], [23] and [24]). In Chapter 3, we study the problem of maximizing expected utility of real terminal wealth in the presence of an index bond. Chapter 4, which is a modification of the original research paper joint with Korn and Ewald [39], investigates an optimization problem faced by a DC pension fund manager under inflationary risk. Although the problem is addressed in the context of a pension fund, it presents a way of how to deal with the optimization problem, in the case there is a (positive) endowment. In Chapter 5, we turn to a situation where the additional income, other than the income from returns on investment, is gained by supplying labor. Chapter 6 concerns a situation where the market considered is incomplete. A trick of completing an incomplete market is presented there. The general theory which supports the discussion followed is summarized in the first chapter.

We present a new efficient and robust algorithm for topology optimization of 3D cast parts. Special constraints are fulfilled to make possible the incorporation of a simulation of the casting process into the optimization: In order to keep track of the exact position of the boundary and to provide a full finite element model of the structure in each iteration, we use a twofold approach for the structural update. A level set function technique for boundary representation is combined with a new tetrahedral mesh generator for geometries specified by implicit boundary descriptions. Boundary conditions are mapped automatically onto the updated mesh. For sensitivity analysis, we employ the concept of the topological gradient. Modification of the level set function is reduced to efficient summation of several level set functions, and the finite element mesh is adapted to the modified structure in each iteration of the optimization process. We show that the resulting meshes are of high quality. A domain decomposition technique is used to keep the computational costs of remeshing low. The capabilities of our algorithm are demonstrated by industrial-scale optimization examples.

In this dissertation we consider mesoscale based models for flow driven fibre orientation dynamics in suspensions. Models for fibre orientation dynamics are derived for two classes of suspensions. For concentrated suspensions of rigid fibres the Folgar-Tucker model is generalized by incorporating the excluded volume effect. For dilute semi-flexible fibre suspensions a novel moments based description of fibre orientation state is introduced and a model for the flow-driven evolution of the corresponding variables is derived together with several closure approximations. The equation system describing fibre suspension flows, consisting of the incompressible Navier-Stokes equation with an orientation state dependent non-Newtonian constitutive relation and a linear first order hyperbolic system for the fibre orientation variables, has been analyzed, allowing rather general fibre orientation evolution models and constitutive relations. The existence and uniqueness of a solution has been demonstrated locally in time for sufficiently small data. The closure relations for the semiflexible fibre suspension model are studied numerically. A finite volume based discretization of the suspension flow is given and the numerical results for several two and three dimensional domains with different parameter values are presented and discussed.

In this thesis, we investigate a statistical model for precipitation time series recorded at a single site. The sequence of observations consists of rainfall amounts aggregated over time periods of fixed duration. As the properties of this sequence depend strongly on the length of the observation intervals, we follow the approach of Rodriguez-Iturbe et. al. [1] and use an underlying model for rainfall intensity in continuous time. In this idealized representation, rainfall occurs in clusters of rectangular cells, and each observations is treated as the sum of cell contributions during a given time period. Unlike the previous work, we use a multivariate lognormal distribution for the temporal structure of the cells and clusters. After formulating the model, we develop a Markov-Chain Monte-Carlo algorithm for fitting it to a given data set. A particular problem we have to deal with is the need to estimate the unobserved intensity process alongside the parameter of interest. The performance of the algorithm is tested on artificial data sets generated from the model. [1] I. Rodriguez-Iturbe, D. R. Cox, and Valerie Isham. Some models for rainfall based on stochastic point processes. Proc. R. Soc. Lond. A, 410:269-288, 1987.

In this thesis, the coupling of the Stokes equations and the Biot poroelasticity equations for fluid flow normal to porous media is investigated. For that purpose, the transmission conditions across the interfaces between the fluid regions and the porous domain are derived. A proper algorithm is formulated and numerical examples are presented. First, the transmission conditions for the coupling of various physical phenomena are reviewed. For the coupling of free flow with porous media, it has to be distinguished whether the fluid flows tangentially or perpendicularly to the porous medium. This plays an essential role for the formulation of the transmission conditions. In the thesis, the transmission conditions for the coupling of the Stokes equations and the Biot poroelasticity equations for fluid flow normal to the porous medium in one and three dimensions are derived. With these conditions, the continuous fully coupled system of equations in one and three dimensions is formulated. In the one dimensional case the extreme cases, i.e. fluid-fluid interface and fluid impermeable solid interface, are considered. Two chapters of the thesis are devoted to the discretisation of the fully coupled Biot-Stokes system for matching and non-matching grids, respectively. Therefor, operators are introduced that map the internal and boundary variables to the respective domains via Stokes equations, Biot equations and the transmission conditions. The matrix representation of some of these operators is shown. For the non-matching case, a cell-centred grid in the fluid region and a staggered grid in the porous domain are used. Hence, the discretisation is more difficult, since an additional grid on the interface has to be introduced. Corresponding matching functions are needed to transfer the values properly from one domain to the other across the interface. In the end, the iterative solution procedure for the Biot-Stokes system on non-matching grids is presented. For this purpose, a short review of domain decomposition methods is given, which are often the methods of choice for such coupled problems. The iterative solution algorithm is presented, including details like stopping criteria, choice and computation of parameters, formulae for non-dimensionalisation, software and so on. Finally, numerical results for steady state examples, depth filtration and cake filtration examples are presented.

A modular level set algorithm is developed to study the interface and its movement for free moving boundary problems. The algorithm is divided into three basic modules : initialization, propagation and contouring. Initialization is the process of finding the signed distance function from closed objects. We discuss here, a methodology to find an accurate signed distance function from a closed, simply connected surface discretized by triangulation. We compute the signed distance function using the direct method and it is stored efficiently in the neighborhood of the interface by a narrow band level set method. A novel approach is employed to determine the correct sign of the distance function at convex-concave junctions of the surface. The accuracy and convergence of the method with respect to the surface resolution is studied. It is shown that the efficient organization of surface and narrow band data structures enables the solution of large industrial problems. We also compare the accuracy of the signed distance function by direct approach with Fast Marching Method (FMM). It is found that the direct approach is more accurate than FMM. Contouring is performed through a variant of the marching cube algorithm used for the isosurface construction from volumetric data sets. The algorithm is designed to keep foreground and background information consistent, contrary to the neutrality principle followed for surface rendering in computer graphics. The algorithm ensures that the isosurface triangulation is closed, non-degenerate and non-ambiguous. The constructed triangulation has desirable properties required for the generation of good volume meshes. These volume meshes are used in the boundary element method for the study of linear electrostatics. For estimating surface properties like interface position, normal and curvature accurately from a discrete level set function, a method based on higher order weighted least squares is developed. It is found that least squares approach is more accurate than finite difference approximation. Furthermore, the method of least squares requires a more compact stencil than those of finite difference schemes. The accuracy and convergence of the method depends on the surface resolution and the discrete mesh width. This approach is used in propagation for the study of mean curvature flow and bubble dynamics. The advantage of this approach is that the curvature is not discretized explicitly on the grid and is estimated on the interface. The method of constant velocity extension is employed for the propagation of the interface. With least squares approach, the mean curvature flow has considerable reduction in mass loss compared to finite difference techniques. In the bubble dynamics, the modules are used for the study of a bubble under the influence of surface tension forces to validate Young-Laplace law. It is found that the order of curvature estimation plays a crucial role for calculating accurate pressure difference between inside and outside of the bubble. Further, we study the coalescence of two bubbles under surface tension force. The application of these modules to various industrial problems is discussed.

This thesis is devoted to the study of tropical curves with emphasis on their enumerative geometry. Major results include a conceptual proof of the fact that the number of rational tropical plane curves interpolating an appropriate number of general points is independent of the choice of points, the computation of intersection products of Psi-classes on the moduli space of rational tropical curves, a computation of the number of tropical elliptic plane curves of given degree and fixed tropical j-invariant as well as a tropical analogue of the Riemann-Roch theorem for algebraic curves. The result are obtained in joint work with Hannah Markwig and/or Andreas Gathmann.

The desire to model in ever increasing detail geometrical and physical features has lead to a steady increase in the number of points used in field solvers. While many solvers have been ported to parallel machines, grid generators have left behind. Sequential generation of meshes of large size is extremely problematic both in terms of time and memory requirements. Therefore, the need for developing parallel mesh generation technique is well justified. In this work a novel algorithm is presented for automatic parallel generation of tetrahedral computational meshes based on geometrical domain decomposition. It has a potential to remove this bottleneck. Different domain decomposition approaches and criteria have been investigated. Questions regarding time and memory consumption, efficiency of computations and quality of generated surface and volume meshes have been considered. As a result of the work parTgen (partitioner and parallel tetrahedral mesh generator) software package based on the developed algorithm has been created. Several real-life examples of relatively complex structures involving large meshes (of order 10^7-10^8 elements) are given. It has been shown that high mesh quality is achieved. Memory and time consumption are reduced significantly, and parallel algorithm is efficient.

This thesis shows an approach to combine the advantages of MBS tyre models and FEM models for the use in full vehicle simulations. The procedure proposed in this thesis aims to describe a nonlinear structure with a Finite Element approach combined with nonlinear model reduction methods. Unlike most model reduction methods - as the frequently used Craig-Bampton approach - the method of Proper Orthogonal Decomposition (POD) offers a projection basis suitable for nonlinear models. For the linear wave equation, the POD method is studied comparing two different choices of snapshot sets. Set 1 consists of deformation snapshots, and set 2 additionally contains velocities and accelerations. An error analysis proves no convergence guarantee for deformations only. For inclusion of derivatives it yields an error bound diminishing for small time steps. The numerical results show a better behaviour for the derivative snapshot method, as long as the sum of the left-over eigenvalues is significant. For the reduction of nonlinear systems - especially when using commercial software - it is necessary to decouple the reduced surrogate system from the full model. To achieve this, a lookup table approach is presented. It makes use of the preceding computation step with the full model necessary to set up the POD basis (training step). The nonlinear term of inner forces and the stiffness matrix are output and stored in a lookup table for the reduced system. Numerical examples include a nonlinear string in Matlab and an airspring computed in Abaqus. Both examples show that effort reductions of two orders of magnitude are possible within a reasonable error tolerance. The lookup approaches perform faster than the Trajectory Piecewise Linear (TPWL) method and produce comparable errors. Furthermore, the Abaqus example shows the influence of training excitation on the quality of the reduced model.

Grey-box modelling deals with models which are able to integrate the following two kinds of information: qualitative (expert) knowledge and quantitative (data) knowledge, with equal importance. The doctoral thesis has two aims: the improvement of an existing neuro-fuzzy approach (LOLIMOT algorithm), and the development of a new model class with corresponding identification algorithm, based on multiresolution analysis (wavelets) and statistical methods. The identification algorithm is able to identify both hidden differential dynamics and hysteretic components. After the presentation of some improvements of the LOLIMOT algorithm based on readily normalized weight functions derived from decision trees, we investigate several mathematical theories, i.e. the theory of nonlinear dynamical systems and hysteresis, statistical decision theory, and approximation theory, in view of their applicability for grey-box modelling. These theories show us directly the way onto a new model class and its identification algorithm. The new model class will be derived from the local model networks through the following modifications: Inclusion of non-Gaussian noise sources; allowance of internal nonlinear differential dynamics represented by multi-dimensional real functions; introduction of internal hysteresis models through two-dimensional "primitive functions"; replacement respectively approximation of the weight functions and of the mentioned multi-dimensional functions by wavelets; usage of the sparseness of the matrix of the wavelet coefficients; and identification of the wavelet coefficients with Sequential Monte Carlo methods. We also apply this modelling scheme to the identification of a shock absorber.