## Fachbereich Mathematik

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- Linear diffusions conditioned on long-term survival (2016)
- We investigate the long-term behaviour of diffusions on the non-negative real numbers under killing at some random time. Killing can occur at zero as well as in the interior of the state space. The diffusion follows a stochastic differential equation driven by a Brownian motion. The diffusions we are working with will almost surely be killed. In large parts of this thesis we only assume the drift coefficient to be continuous. Further, we suppose that zero is regular and that infinity is natural. We condition the diffusion on survival up to time t and let t tend to infinity looking for a limiting behaviour.

- Nonsmooth Contact Dynamics for the Large-Scale Simulation of Granular Material (2015)
- For the prediction of digging forces from a granular material simulation, the Nonsmooth Contact Dynamics Method is examined. First, the equations of motion for nonsmooth mechanical systems are laid out. They are a differential variational inequality that has the same structure as classical discrete algebraic equations. Using a Galerkin projection in time, it becomes possible to derive nonsmooth versions of the classical SHAK and RATTLE integrators. A matrix-free Interior Point Method is used for the complementarity problems that need to be solved in every time step. It is shown that this method outperforms the Projected Gauss-Jacobi method by several orders of magnitude and produces the same digging force result as the Discrete Element Method in comparable computing time.

- Zone-based, Robust Flood Evacuation Planning (2016)
- We consider the problem to evacuate several regions due to river flooding, where sufficient time is given to plan ahead. To ensure a smooth evacuation procedure, our model includes the decision which regions to assign to which shelter, and when evacuation orders should be issued, such that roads do not become congested. Due to uncertainty in weather forecast, several possible scenarios are simultaneously considered in a robust optimization framework. To solve the resulting integer program, we apply a Tabu search algorithm based on decomposing the problem into better tractable subproblems. Computational experiments on random instances and an instance based on Kulmbach, Germany, data show considerable improvement compared to an MIP solver provided with a strong starting solution.

- Ranking Robustness and its Application to Evacuation Planning (2016)
- We present a new approach to handle uncertain combinatorial optimization problems that uses solution ranking procedures to determine the degree of robustness of a solution. Unlike classic concepts for robust optimization, our approach is not purely based on absolute quantitative performance, but also includes qualitative aspects that are of major importance for the decision maker. We discuss the two variants, solution ranking and objective ranking robustness, in more detail, presenting problem complexities and solution approaches. Using an uncertain shortest path problem as a computational example, the potential of our approach is demonstrated in the context of evacuation planning due to river flooding.

- Global existence for a go-or-grow multiscale model for tumor invasion with therapy (2016)
- We investigate a PDE-ODE system describing cancer cell invasion in a tissue network. The model is an extension of the multiscale setting in [28,40], by considering two subpopulations of tumor cells interacting mutually and with the surrounding tissue. According to the go-or-grow hypothesis, these subpopulations consist of moving and proliferating cells, respectively. The mathematical setting also accommodates the effects of some therapy approaches. We prove the global existence of weak solutions to this model and perform numerical simulations to illustrate its behavior for different therapy strategies.

- Advantage of Filtering for Portfolio Optimization in Financial Markets with Partial Information (2016)
- In a financial market we consider three types of investors trading with a finite time horizon with access to a bank account as well as multliple stocks: the fully informed investor, the partially informed investor whose only source of information are the stock prices and an investor who does not use this infor- mation. The drift is modeled either as following linear Gaussian dynamics or as being a continuous time Markov chain with finite state space. The optimization problem is to maximize expected utility of terminal wealth. The case of partial information is based on the use of filtering techniques. Conditions to ensure boundedness of the expected value of the filters are developed, in the Markov case also for positivity. For the Markov modulated drift, boundedness of the expected value of the filter relates strongly to port- folio optimization: effects are studied and quantified. The derivation of an equivalent, less dimensional market is presented next. It is a type of Mutual Fund Theorem that is shown here. Gains and losses eminating from the use of filtering are then discussed in detail for different market parameters: For infrequent trading we find that both filters need to comply with the boundedness conditions to be an advan- tage for the investor. Losses are minimal in case the filters are advantageous. At an increasing number of stocks, again boundedness conditions need to be met. Losses in this case depend strongly on the added stocks. The relation of boundedness and portfolio optimization in the Markov model leads here to increasing losses for the investor if the boundedness condition is to hold for all numbers of stocks. In the Markov case, the losses for different numbers of states are negligible in case more states are assumed then were originally present. Assuming less states leads to high losses. Again for the Markov model, a simplification of the complex optimal trading strategy for power utility in the partial information setting is shown to cause only minor losses. If the market parameters are such that shortselling and borrowing constraints are in effect, these constraints may lead to big losses depending on how much effect the constraints have. They can though also be an advantage for the investor in case the expected value of the filters does not meet the conditions for boundedness. All results are implemented and illustrated with the corresponding numerical findings.

- Isogeometric finite element methods for shape optimization (2015)
- In this thesis we develop a shape optimization framework for isogeometric analysis in the optimize first–discretize then setting. For the discretization we use isogeometric analysis (iga) to solve the state equation, and search optimal designs in a space of admissible b-spline or nurbs combinations. Thus a quite general class of functions for representing optimal shapes is available. For the gradient-descent method, the shape derivatives indicate both stopping criteria and search directions and are determined isogeometrically. The numerical treatment requires solvers for partial differential equations and optimization methods, which introduces numerical errors. The tight connection between iga and geometry representation offers new ways of refining the geometry and analysis discretization by the same means. Therefore, our main concern is to develop the optimize first framework for isogeometric shape optimization as ground work for both implementation and an error analysis. Numerical examples show that this ansatz is practical and case studies indicate that it allows local refinement.

- 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.

- Performance Analysis in Robust Optimization (2015)
- We discuss the problem of evaluating a robust solution. To this end, we first give a short primer on how to apply robustification approaches to uncertain optimization problems using the assignment problem and the knapsack problem as illustrative examples. As it is not immediately clear in practice which such robustness approach is suitable for the problem at hand, we present current approaches for evaluating and comparing robustness from the literature, and introduce the new concept of a scenario curve. Using the methods presented in this paper, an easy guide is given to the decision maker to find, solve and compare the best robust optimization method for his purposes.

- The Inductive Blockwise Alperin Weight Condition for the Finite Groups \( SL_3(q) \) \( (3 \nmid (q-1)) \), \( G_2(q) \) and \( ^3D_4(q) \) (2015)
- The central topic of this thesis is Alperin's weight conjecture, a problem concerning the representation theory of finite groups. This conjecture, which was first proposed by J. L. Alperin in 1986, asserts that for any finite group the number of its irreducible Brauer characters coincides with the number of conjugacy classes of its weights. The blockwise version of Alperin's conjecture partitions this problem into a question concerning the number of irreducible Brauer characters and weights belonging to the blocks of finite groups. A proof for this conjecture has not (yet) been found. However, the problem has been reduced to a question on non-abelian finite (quasi-) simple groups in the sense that there is a set of conditions, the so-called inductive blockwise Alperin weight condition, whose verification for all non-abelian finite simple groups implies the blockwise Alperin weight conjecture. Now the objective is to prove this condition for all non-abelian finite simple groups, all of which are known via the classification of finite simple groups. In this thesis we establish the inductive blockwise Alperin weight condition for three infinite series of finite groups of Lie type: the special linear groups \(SL_3(q)\) in the case \(q>2\) and \(q \not\equiv 1 \bmod 3\), the Chevalley groups \(G_2(q)\) for \(q \geqslant 5\), and Steinberg's triality groups \(^3D_4(q)\).