In this article, we give an explicit homotopy between the solutions (i.e. stress, strain, displacement) of the quasistatic linear elastic and nonlinear elastoplastic boundary value problem, where we assume a linear kinematic hardening material law. We give error estimates with respect to the homotopy parameter.
Selection of new projects is one of the major decision making activities in any company. Given a set of potential projects to invest, a subset which matches the company's strategy and internal resources best has to be selected. In this paper, we propose a multicriteria model for portfolio selection of projects, where we take into consideration that each of the potential projects has several - usually conflicting - values.
In this thesis, we have dealt with two modeling approaches of the credit risk, namely the structural (firm value) and the reduced form. In the former one, the firm value is modeled by a stochastic process and the first hitting time of this stochastic process to a given boundary defines the default time of the firm. In the existing literature, the stochastic process, triggering the firm value, has been generally chosen as a diffusion process. Therefore, on one hand it is possible to obtain closed form solutions for the pricing problems of credit derivatives and on the other hand the optimal capital structure of a firm can be analysed by obtaining closed form solutions of firm's corporate securities such as; equity value, debt value and total firm value, see Leland(1994). We have extended this approach by modeling the firm value as a jump-diffusion process. The choice of the jump-diffusion process was a crucial step to obtain closed form solutions for corporate securities. As a result, we have chosen a jump-diffusion process with double exponentially distributed jump heights, which enabled us to analyse the effects of jump on the optimal capital structure of a firm. In the second part of the thesis, by following the reduced form models, we have assumed that the default is triggered by the first jump of a Cox process. Further, by following Schönbucher(2005), we have modeled the forward default intensity of a firm as a geometric Brownian motion and derived pricing formulas for credit default swap options in a more general setup than the ones in Schönbucher(2005).
This paper presents a method for approximating spherical functions from discrete data of a block-wise grid structure. The essential ingredients of the approach are scaling and wavelet functions within a biorthogonalisation process generated by locally supported zonal kernel functions. In consequence, geophysically and geodetically relevant problems involving rotation-invariant pseudodifferential operators become attackable. A multiresolution analysis is formulated enabling a fast wavelet transform similar to the algorithms known from one-dimensional Euclidean theory.
In this thesis we present the implementation of libraries center.lib and perron.lib for the non-commutative extension Plural of the Computer Algebra System Singular. The library center.lib was designed for the computation of elements of the centralizer of a set of elements and the center of a non-commutative polynomial algebra. It also provides solutions to related problems. The library perron.lib contains a procedure for the computation of relations between a set of pairwise commuting polynomials. The thesis comprises the theory behind the libraries, aspects of the implementation and some applications of the developed algorithms. Moreover, we provide extensive benchmarks for the computation of elements of the center. Some of our examples were never computed before.
Connectedness of efficient solutions is a powerful property in multiple objective combinatorial optimization since it allows the construction of the complete efficient set using neighborhood search techniques. In this paper we show that, however, most of the classical multiple objective combinatorial optimization problems do not possess the connectedness property in general, including, among others, knapsack problems (and even several special cases of knapsack problems) and linear assignment problems. We also extend already known non-connectedness results for several optimization problems on graphs like shortest path, spanning tree and minimum cost flow problems. Different concepts of connectedness are discussed in a formal setting, and numerical tests are performed for different variants of the knapsack problem to analyze the likelihood with which non-connected adjacency graphs occur in randomly generated problem instances.
The topic of this thesis is the coupling of an atomistic and a coarse scale region in molecular dynamics simulations with the focus on the reflection of waves at the interface between the two scales and the velocity of waves in the coarse scale region for a non-equilibrium process. First, two models from the literature for such a coupling, the concurrent coupling of length scales and the bridging scales method are investigated for a one dimensional system with harmonic interaction. It turns out that the concurrent coupling of length scales method leads to the reflection of fine scale waves at the interface, while the bridging scales method gives an approximated system that is not energy conserving. The velocity of waves in the coarse scale region is in both models not correct. To circumvent this problems, we present a coupling based on the displacement splitting of the bridging scales method together with choosing appropriate variables in orthogonal subspaces. This coupling allows the derivation of evolution equations of fine and coarse scale degrees of freedom together with a reflectionless boundary condition at the interface directly from the Lagrangian of the system. This leads to an energy conserving approximated system with a clear separation between modeling errors an errors due to the numerical solution. Possible approximations in the Lagrangian and the numerical computation of the memory integral and other numerical errors are discussed. We further present a method to choose the interpolation from coarse to atomistic scale in such a way, that the fine scale degrees of freedom in the coarse scale region can be neglected. The interpolation weights are computed by comparing the dispersion relations of the coarse scale equations and the fully atomistic system. With this new interpolation weights, the number of degrees of freedom can be drastically reduced without creating an error in the velocity of the waves in the coarse scale region. We give an alternative derivation of the new coupling with the Mori-Zwanzig projection operator formalism, and explain how the method can be extended to non-zero temperature simulations. For the comparison of the results of the approximated with the fully atomistic system, we use a local stress tensor and the energy in the atomistic region. Examples for the numerical solution of the approximated system for harmonic potentials are given in one and two dimensions.
Multileaf Collimators (MLC) consist of (currently 20-100) pairs of movable metal leaves which are used to block radiation in Intensity Modulated Radiation Therapy (IMRT). The leaves modulate a uniform source of radiation to achieve given intensity profiles. The modulation process is modeled by the decomposition of a given non-negative integer matrix into a non-negative linear combination of matrices with the (strict) consecutive ones property.
Die Arbeit beschäftigt sich mit den Charakteren des Normalisators und des Zentralisators eines Sylowtorus. Dabei wird jede Gruppe G vom Lie-Typ als Fixpunktgruppe einer einfach-zusammenhängenden einfachen Gruppe unter einer Frobeniusabbildung aufgefaßt. Für jeden Sylowtorus S der algebraischen Gruppe wird gezeigt, dass die irreduziblen Charaktere des Zentralisators von S in G sich auf ihre Trägheitsgruppe im Normalisator von S fortsetzen. Diese Fragestellung entsteht aus dem Studium der Höhe 0 Charaktere bei endlichen reduktiven Gruppen vom Lie-Typ im Zusammenhang mit der McKay-Vermutung. Neuere Resultate von Isaacs, Malle und Navarro führen diese Vermutung auf eine Eigenschaft von einfachen Gruppen zurück, die sie dann für eine Primzahl gut nennen. Bei Gruppen vom Lie-Typ zeigt das obige Resultat zusammen mit einer aktuellen Arbeit von Malle einige dabei wichtige und notwendige Eigenschaften. Anhand der Steinberg-Präsentation werden vor allem bei den klassischen Gruppen genauere Aussagen über die Struktur des Zentralisators und des Normalisators eines Sylowtorus bewiesen. Wichtig dabei ist die von Tits eingeführte erweiterte Weylgruppe, die starke Verbindungen zu Zopfgruppen besitzt. Das Resultat wird in zahlreichen Einzelfallbetrachtungen gezeigt, bei denen in dieser Arbeit bewiesene Vererbungsregeln von Fortsetzbarkeitseigenschaften benutzt werden.
We consider in this paper the quasistatic boundary value problems of linear elasticity and nonlinear elastoplasticity with linear kinematic hardening material. We derive expressions and estimates for the difference of solutions (i.e. stress, strain and displacement) of both models. Further, we study the error between the elastoplastic solution and the solution of a postprocessing method, that corrects the solution of the linear elastic problem in order to approximate the elastoplastic model.