## Fachbereich Mathematik

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#### Fachbereich / Organisatorische Einheit

- Fachbereich Mathematik (823)
- Fraunhofer (ITWM) (2)

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- Preprint (545)
- Dissertation (185)
- Bericht (35)
- Wissenschaftlicher Artikel (24)
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#### Sprache

- Englisch (823) (entfernen)

#### Schlagworte

- Wavelet (12)
- Inverses Problem (10)
- Mehrskalenanalyse (8)
- Boltzmann Equation (7)
- Location Theory (7)
- Approximation (6)
- Navier-Stokes-Gleichung (6)
- Elastoplastizität (5)
- Numerical Simulation (5)
- Algebraische Geometrie (4)

- On the distribution of the maximum of sums of dependent random variables (1999)
- The study of queuing theory brings us to the problems of finding to find the limit distribution of the maximal sum of a sequence of random variables and of estimating how close this distribution is to the distribution of the sum.

- Asymptotics for a thin elastic fiber in contact with a rigid body (2010)
- In this work a 3-dimensional contact elasticity problem for a thin fiber and a rigid foundation is studied. We describe the contact condition by a linear Robin-condition (by meaning of the penalized and linearized non-penetration and friction conditions). The dimension of the problem is reduced by an asymptotic approach. Scaling the Robin parameters appropriately we obtain a recurrent chain of Neumann type boundary value problems which are considered only in the microscopic scale. The problem for the leading term is a homogeneous Neumann problem, hence the leading term depends only on the slow variable. This motivates the choice of a multiplicative ansatz in the asymptotic expansion. The theoretical results are illustrated with numerical examples performed with a commercial finite-element software-tool.

- Global existence for a degenerate haptotaxis model of cancer invasion (2015)
- We propose and study a strongly coupled PDE-ODE system with tissue-dependent degenerate diffusion and haptotaxis that can serve as a model prototype for cancer cell invasion through the extracellular matrix. We prove the global existence of weak solutions and illustrate the model behaviour by numerical simulations for a two-dimensional setting.

- Global existence for a degenerate haptotaxis model of tumor invasion under the go-or-grow dichotomy hypothesis (2016)
- We propose and study a strongly coupled PDE-ODE-ODE system modeling cancer cell invasion through a tissue network under the go-or-grow hypothesis asserting that cancer cells can either move or proliferate. Hence our setting features two interacting cell populations with their mutual transitions and involves tissue-dependent degenerate diffusion and haptotaxis for the moving subpopulation. The proliferating cells and the tissue evolution are characterized by way of ODEs for the respective densities. We prove the global existence of weak solutions and illustrate the model behaviour by numerical simulations in a two-dimensional setting.

- Fibre Processes and their Applications (2013)
- The main purpose of the study was to improve the physical properties of the modelling of compressed materials, especially fibrous materials. Fibrous materials are finding increasing application in the industries. And most of the materials are compressed for different applications. For such situation, we are interested in how the fibre arranged, e.g. with which distribution. For given materials it is possible to obtain a three-dimensional image via micro computed tomography. Since some physical parameters, e.g. the fibre lengths or the directions for points in the fibre, can be checked under some other methods from image, it is beneficial to improve the physical properties by changing the parameters in the image. In this thesis, we present a new maximum-likelihood approach for the estimation of parameters of a parametric distribution on the unit sphere, which is various as some well known distributions, e.g. the von-Mises Fisher distribution or the Watson distribution, and for some models better fit. The consistency and asymptotic normality of the maximum-likelihood estimator are proven. As the second main part of this thesis, a general model of mixtures of these distributions on a hypersphere is discussed. We derive numerical approximations of the parameters in an Expectation Maximization setting. Furthermore we introduce a non-parametric estimation of the EM algorithm for the mixture model. Finally, we present some applications to the statistical analysis of fibre composites.

- Stochastic Optimization in Finance and Life Insurance: Applications of the Martingale Method (2008)
- 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.

- Introduction to Systems and Control Theory (2002)
- These lecture notes give a completely self-contained introduction to the control theory of linear time-invariant systems. No prior knowledge is requried apart from linear algebra and some basic familiarity with ordinary differential equations. Thus, the course is suited for students of mathematics in their second or third year, and for theoretically inclined engineering students. Because of its appealing simplicity and elegance, the behavioral approch has been adopted to a large extend. A short list of recommended text books on the subject has been added, as a suggestion for further reading.

- Algebraic Systems Theory (2004)
- Control systems are usually described by differential equations, but their properties of interest are most naturally expressed in terms of the system trajectories, i.e., the set of all solutions to the equations. This is the central idea behind the so-called "behavioral approach" to systems and control theory. On the other hand, the manipulation of linear systems of differential equations can be formalized using algebra, more precisely, module theory and homological methods ("algebraic analysis"). The relationship between modules and systems is very rich, in fact, it is a categorical duality in many cases of practical interest. This leads to algebraic characterizations of structural systems properties such as autonomy, controllability, and observability. The aim of these lecture notes is to investigate this module-system correspondence. Particular emphasis is put on the application areas of one-dimensional rational systems (linear ODE with rational coefficients), and multi-dimensional constant systems (linear PDE with constant coefficients).

- A Topology Primer (2002)
- Lecture notes written to accompany my introductory courses of topology, comprising point set topology, homotopy and homology.