## Fachbereich Mathematik

### Filtern

#### Fachbereich / Organisatorische Einheit

- Fachbereich Mathematik (830)
- Fraunhofer (ITWM) (2)

#### Erscheinungsjahr

#### Dokumenttyp

- Preprint (546)
- Dissertation (190)
- Bericht (35)
- Wissenschaftlicher Artikel (24)
- Diplomarbeit (20)
- Vorlesung (7)
- Arbeitspapier (3)
- Studienarbeit (2)
- Bachelorarbeit (1)
- Masterarbeit (1)

#### Sprache

- Englisch (830) (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 a coupled SDE-PDE system modeling acid-mediated tumor invasion (2016)
- We propose and analyze a multiscale model for acid-mediated tumor invasion accounting for stochastic effects on the subcellular level. The setting involves a PDE of reaction-diffusion-taxis type describing the evolution of the tumor cell density, the movement being directed towards pH gradients in the local microenvironment, which is coupled to a PDE-SDE system characterizing the dynamics of extracellular and intracellular proton concentrations, respectively. The global well-posedness of the model is shown and numerical simulations are performed in order to illustrate the solution behavior.

- Gröbner Bases over Extention Fields of \(\mathbb{Q}\) (2016)
- Gröbner bases are one of the most powerful tools in computer algebra and commutative algebra, with applications in algebraic geometry and singularity theory. From the theoretical point of view, these bases can be computed over any field using Buchberger's algorithm. In practice, however, the computational efficiency depends on the arithmetic of the coefficient field. In this thesis, we consider Gröbner bases computations over two types of coefficient fields. First, consider a simple extension \(K=\mathbb{Q}(\alpha)\) of \(\mathbb{Q}\), where \(\alpha\) is an algebraic number, and let \(f\in \mathbb{Q}[t]\) be the minimal polynomial of \(\alpha\). Second, let \(K'\) be the algebraic function field over \(\mathbb{Q}\) with transcendental parameters \(t_1,\ldots,t_m\), that is, \(K' = \mathbb{Q}(t_1,\ldots,t_m)\). In particular, we present efficient algorithms for computing Gröbner bases over \(K\) and \(K'\). Moreover, we present an efficient method for computing syzygy modules over \(K\). To compute Gröbner bases over \(K\), starting from the ideas of Noro [35], we proceed by joining \(f\) to the ideal to be considered, adding \(t\) as an extra variable. But instead of avoiding superfluous S-pair reductions by inverting algebraic numbers, we achieve the same goal by applying modular methods as in [2,4,27], that is, by inferring information in characteristic zero from information in characteristic \(p > 0\). For suitable primes \(p\), the minimal polynomial \(f\) is reducible over \(\mathbb{F}_p\). This allows us to apply modular methods once again, on a second level, with respect to the modular factors of \(f\). The algorithm thus resembles a divide and conquer strategy and is in particular easily parallelizable. Moreover, using a similar approach, we present an algorithm for computing syzygy modules over \(K\). On the other hand, to compute Gröbner bases over \(K'\), our new algorithm first specializes the parameters \(t_1,\ldots,t_m\) to reduce the problem from \(K'[x_1,\ldots,x_n]\) to \(\mathbb{Q}[x_1,\ldots,x_n]\). The algorithm then computes a set of Gröbner bases of specialized ideals. From this set of Gröbner bases with coefficients in \(\mathbb{Q}\), it obtains a Gröbner basis of the input ideal using sparse multivariate rational interpolation. At current state, these algorithms are probabilistic in the sense that, as for other modular Gröbner basis computations, an effective final verification test is only known for homogeneous ideals or for local monomial orderings. The presented timings show that for most examples, our algorithms, which have been implemented in SINGULAR [17], are considerably faster than other known methods.

- Regionalized Assortment Planning for Multiple Chain Stores: Complexity, Approximability, and Solution Methods (2016)
- In retail, assortment planning refers to selecting a subset of products to offer that maximizes profit. Assortments can be planned for a single store or a retailer with multiple chain stores where demand varies between stores. In this paper, we assume that a retailer with a multitude of stores wants to specify her offered assortment. To suit all local preferences, regionalization and store-level assortment optimization are widely used in practice and lead to competitive advantages. When selecting regionalized assortments, a tradeoff between expensive, customized assortments in every store and inexpensive, identical assortments in all stores that neglect demand variation is preferable. We formulate a stylized model for the regionalized assortment planning problem (APP) with capacity constraints and given demand. In our approach, a 'common assortment' that is supplemented by regionalized products is selected. While products in the common assortment are offered in all stores, products in the local assortments are customized and vary from store to store. Concerning the computational complexity, we show that the APP is strongly NP-complete. The core of this hardness result lies in the selection of the common assortment. We formulate the APP as an integer program and provide algorithms and methods for obtaining approximate solutions and solving large-scale instances. Lastly, we perform computational experiments to analyze the benefits of regionalized assortment planning depending on the variation in customer demands between stores.

- Interest Rate Modeling - The Potential Approach and Multi-Curve Potential Models (2016)
- This thesis is concerned with interest rate modeling by means of the potential approach. The contribution of this work is twofold. First, by making use of the potential approach and the theory of affine Markov processes, we develop a general class of rational models to the term structure of interest rates which we refer to as "the affine rational potential model". These models feature positive interest rates and analytical pricing formulae for zero-coupon bonds, caps, swaptions, and European currency options. We present some concrete models to illustrate the scope of the affine rational potential model and calibrate a model specification to real-world market data. Second, we develop a general family of "multi-curve potential models" for post-crisis interest rates. Our models feature positive stochastic basis spreads, positive term structures, and analytic pricing formulae for interest rate derivatives. This modeling framework is also flexible enough to accommodate negative interest rates and positive basis spreads.

- The Bootstrap for the Functional Autoregressive Model FAR(1) (2016)
- Functional data analysis is a branch of statistics that deals with observations \(X_1,..., X_n\) which are curves. We are interested in particular in time series of dependent curves and, specifically, consider the functional autoregressive process of order one (FAR(1)), which is defined as \(X_{n+1}=\Psi(X_{n})+\epsilon_{n+1}\) with independent innovations \(\epsilon_t\). Estimates \(\hat{\Psi}\) for the autoregressive operator \(\Psi\) have been investigated a lot during the last two decades, and their asymptotic properties are well understood. Particularly difficult and different from scalar- or vector-valued autoregressions are the weak convergence properties which also form the basis of the bootstrap theory. Although the asymptotics for \(\hat{\Psi}{(X_{n})}\) are still tractable, they are only useful for large enough samples. In applications, however, frequently only small samples of data are available such that an alternative method for approximating the distribution of \(\hat{\Psi}{(X_{n})}\) is welcome. As a motivation, we discuss a real-data example where we investigate a changepoint detection problem for a stimulus response dataset obtained from the animal physiology group at the Technical University of Kaiserslautern. To get an alternative for asymptotic approximations, we employ the naive or residual-based bootstrap procedure. In this thesis, we prove theoretically and show via simulations that the bootstrap provides asymptotically valid and practically useful approximations of the distributions of certain functions of the data. Such results may be used to calculate approximate confidence bands or critical bounds for tests.

- Integrality of representations of finite groups (2016)
- Since the early days of representation theory of finite groups in the 19th century, it was known that complex linear representations of finite groups live over number fields, that is, over finite extensions of the field of rational numbers. While the related question of integrality of representations was answered negatively by the work of Cliff, Ritter and Weiss as well as by Serre and Feit, it was not known how to decide integrality of a given representation. In this thesis we show that there exists an algorithm that given a representation of a finite group over a number field decides whether this representation can be made integral. Moreover, we provide theoretical and numerical evidence for a conjecture, which predicts the existence of splitting fields of irreducible characters with integrality properties. In the first part, we describe two algorithms for the pseudo-Hermite normal form, which is crucial when handling modules over ring of integers. Using a newly developed computational model for ideal and element arithmetic in number fields, we show that our pseudo-Hermite normal form algorithms have polynomial running time. Furthermore, we address a range of algorithmic questions related to orders and lattices over Dedekind domains, including computation of genera, testing local isomorphism, computation of various homomorphism rings and computation of Solomon zeta functions. In the second part we turn to the integrality of representations of finite groups and show that an important ingredient is a thorough understanding of the reduction of lattices at almost all prime ideals. By employing class field theory and tools from representation theory we solve this problem and eventually describe an algorithm for testing integrality. After running the algorithm on a large set of examples we are led to a conjecture on the existence of integral and nonintegral splitting fields of characters. By extending techniques of Serre we prove the conjecture for characters with rational character field and Schur index two.

- Hecke algebras of type A: Auslander--Reiten quivers and branching rules (2016)
- The thesis consists of two parts. In the first part we consider the stable Auslander--Reiten quiver of a block \(B\) of a Hecke algebra of the symmetric group at a root of unity in characteristic zero. The main theorem states that if the ground field is algebraically closed and \(B\) is of wild representation type, then the tree class of every connected component of the stable Auslander--Reiten quiver \(\Gamma_{s}(B)\) of \(B\) is \(A_{\infty}\). The main ingredient of the proof is a skew group algebra construction over a quantum complete intersection. Also, for these algebras the stable Auslander--Reiten quiver is computed in the case where the defining parameters are roots of unity. As a result, the tree class of every connected component of the stable Auslander--Reiten quiver is \(A_{\infty}\).\[\] In the second part of the thesis we are concerned with branching rules for Hecke algebras of the symmetric group at a root of unity. We give a detailed survey of the theory initiated by I. Grojnowski and A. Kleshchev, describing the Lie-theoretic structure that the Grothendieck group of finite-dimensional modules over a cyclotomic Hecke algebra carries. A decisive role in this approach is played by various functors that give branching rules for cyclotomic Hecke algebras that are independent of the underlying field. We give a thorough definition of divided power functors that will enable us to reformulate the Scopes equivalence of a Scopes pair of blocks of Hecke algebras of the symmetric group. As a consequence we prove that two indecomposable modules that correspond under this equivalence have a common vertex. In particular, we verify the Dipper--Du Conjecture in the case where the blocks under consideration have finite representation type.

- 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.

- New Aspects of Inflation Modeling (2016)
- Inflation modeling is a very important tool for conducting an efficient monetary policy. This doctoral thesis reviewed inflation models, in particular the Phillips curve models of inflation dynamics. We focused on a well known and widely used model, the so-called three equation new Keynesian model which is a system of equations consisting of a new Keynesian Phillips curve (NKPC), an investment and saving (IS) curve and an interest rate rule. We gave a detailed derivation of these equations. The interest rate rule used in this model is normally determined by using a Lagrangian method to solve an optimal control problem constrained by a standard discrete time NKPC which describes the inflation dynamics and an IS curve that represents the output gaps dynamics. In contrast to the real world, this method assumes that the policy makers intervene continuously. This means that the costs resulting from the change in the interest rates are ignored. We showed also that there are approximation errors made, when one log-linearizes non linear equations, by doing the derivation of the standard discrete time NKPC. We agreed with other researchers as mentioned in this thesis, that errors which result from ignoring such log-linear approximation errors and the costs of altering interest rates by determining interest rate rule, can lead to a suboptimal interest rate rule and hence to non-optimal paths of output gaps and inflation rate. To overcome such a problem, we proposed a stochastic optimal impulse control method. We formulated the problem as a stochastic optimal impulse control problem by considering the costs of change in interest rates and the approximation error terms. In order to formulate this problem, we first transform the standard discrete time NKPC and the IS curve into their high-frequency versions and hence into their continuous time versions where error terms are described by a zero mean Gaussian white noise with a finite and constant variance. After formulating this problem, we use the quasi-variational inequality approach to solve analytically a special case of the central bank problem, where an inflation rate is supposed to be on target and a central bank has to optimally control output gap dynamics. This method gives an optimal control band in which output gap process has to be maintained and an optimal control strategy, which includes the optimal size of intervention and optimal intervention time, that can be used to keep the process into the optimal control band. Finally, using a numerical example, we examined the impact of some model parameters on optimal control strategy. The results show that an increase in the output gap volatility as well as in the fixed and proportional costs of the change in interest rate lead to an increase in the width of the optimal control band. In this case, the optimal intervention requires the central bank to wait longer before undertaking another control action.

- Recursive Utility and Stochastic Differential Utility: From Discrete to Continuous Time (2016)
- In this thesis, mathematical research questions related to recursive utility and stochastic differential utility (SDU) are explored. First, a class of backward equations under nonlinear expectations is investigated: Existence and uniqueness of solutions are established, and the issues of stability and discrete-time approximation are addressed. It is then shown that backward equations of this class naturally appear as a continuous-time limit in the context of recursive utility with nonlinear expectations. Then, the Epstein-Zin parametrization of SDU is studied. The focus is on specifications with both relative risk aversion and elasitcity of intertemporal substitution greater that one. A concave utility functional is constructed and a utility gradient inequality is established. Finally, consumption-portfolio problems with recursive preferences and unspanned risk are investigated. The investor's optimal strategies are characterized by a specific semilinear partial differential equation. The solution of this equation is constructed by a fixed point argument, and a corresponding efficient and accurate method to calculate optimal strategies numerically is given.