## Berichte der Arbeitsgruppe Technomathematik (AGTM Report)

### Filtern

#### Erscheinungsjahr

- 1997 (11) (entfernen)

#### Dokumenttyp

- Preprint (10)
- Wissenschaftlicher Artikel (1)

#### Volltext vorhanden

- ja (11) (entfernen)

#### Schlagworte

- Anisotropic smoothness classes (1)
- Dense gas (1)
- Elliptic-parabolic equation (1)
- Enskog equation (1)
- Kohonen's SOM (1)
- Locally stationary processes (1)
- Neural networks (1)
- adaptive estimation (1)
- asymptotic analysis (1)
- drift-diffusion limit (1)

- 184
- The mathematical simulation of the liquid transport in a multilayered nonwoven (1997)
- In this report we treat an optimization task, which should make the choice of nonwoven for making diapers faster. A mathematical model for the liquid transport in nonwoven is developed. The main attention is focussed on the handling of fully and partially saturated zones, which leads to a parabolic-elliptic problem. Finite-difference schemes are proposed for numerical solving of the differential problem. Paralle algorithms are considered and results of numerical experiments are given.

- 175
- An Asymptotic-Induced Scheme for Nonstationary Transport Equations in the Diffusive Limit (1997)
- An asymptotic-induced scheme for nonstationary transport equations with thediffusion scaling is developed. The scheme works uniformly for all ranges ofmean free paths. It is based on the asymptotic analysis of the diffusion limit ofthe transport equation. A theoretical investigation of the behaviour of thescheme in the diffusion limit is given and an approximation property is proven.Moreover, numerical results for different physical situations are shown and atheuniform convergence of the scheme is established numerically.

- 187
- A Numerical Method for Kinetic Semiconductor Equations in the Drift Diffusion limit (1997)
- An asymptotic-induced scheme for kinetic semiconductor equations with the diffusion scaling is developed. The scheme is based on the asymptotic analysis of the kinetic semiconductor equation. It works uniformly for all ranges of mean free paths. The velocity discretization is done using quadrature points equivalent to a moment expansion method. Numerical results for different physical situations are presented.

- 132
- Wavelet Thresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra (1997)
- We derive minimax rates for estimation in anisotropic smoothness classes. This rate is attained by a coordinatewise thresholded wavelet estimator based on a tensor product basis with separate scale parameter for every dimension. It is shown that this basis is superior to its one-scale multiresolution analog, if different degrees of smoothness in different directions are present.; As an important application we introduce a new adaptive wavelet estimator of the time-dependent spectrum of a locally stationary time series. Using this model which was resently developed by Dahlhaus, we show that the resulting estimator attains nearly the rate, which is optimal in Gaussian white noise, simultaneously over a wide range of smoothness classes. Moreover, by our new approach we overcome the difficulty of how to choose the right amount of smoothing, i.e. how to adapt to the appropriate resolution, for reconstructing the local structure of the evolutionary spectrum in the time-frequency plane.

- 177
- Industrial Mathematics - Ideas and Examples (1997)

- 186
- Industrial Mathematics - Ideas and Examples (1997)

- 180
- Grid-Free Particle Method for the Inhomogeneous Enskog Equation and its Application to a Riemann-Problem (1997)
- Starting from the mollified version of the Enskog equation for a hard-sphere fluid, a grid-free algorithm to obtain the solution is proposed. The algorithm is based on the finite pointset method. For illustration, it is applied to a Riemann problem. The shock-wave solution is compared to the results of Frezzotti and Sgarra where a good agreement is found.

- 179
- Nonparametric curve estimation by wavelet thresholding with locally stationary errors (1997)
- In the modeling of biological phenomena, in living organisms whether the measurements are of blood pressure, enzyme levels, biomechanical movements or heartbeats, etc., one of the important aspects is time variation in the data. Thus, the recovery of a "smooth" regression or trend function from noisy time-varying sampled data becomes a problem of particular interest. Here we use non-linear wavelet thresholding to estimate a regression or a trend function in the presence of additive noise which, in contrast to most existing models, does not need to be stationary. (Here, nonstationarity means that the spectral behaviour of the noise is allowed to change slowly over time.). We develop a procedure to adapt existing threshold rules to such situations, e.g., that of a time-varying variance in the errors. Moreover, in the model of curve estimation for functions belonging to a Besov class with locally stationary errors, we derive a near-optimal rate for the L2-risk between the unknown function and our soft or hard threshold estimator, which holds in the general case of an error distribution with bounded cumulants. In the case of Gaussian errors, a lower bound on the asymptotic minimax rate in the wavelet coefficient domain is also obtained. Also it is argued that a stronger adaptivity result is possible by the use of a particular location and level dependent threshold obtained by minimizing Stein's unbiased estimate of the risk. In this respect, our work generalizes previous results, which cover the situation of correlated, but stationary errors. A natural application of our approach is the estimation of the trend function of nonstationary time series under the model of local stationarity. The method is illustrated on both an interesting simulated example and a biostatistical data-set, measurements of sheep luteinizing hormone, which exhibits a clear nonstationarity in its variance.

- 182
- A Wavelet-Based Test for Stationarity (1997)
- We develop a test for stationarity of a time series against the alternative of a time-changing covariance structure. Using localized versions of the periodogram, we obtain empirical versions of a reasonable notion of a time-varying spectral density. Coefficients w.r.t. a Haar wavelet series expansion of such a time-varying periodogram are a possible indicator whether there is some deviation from covariance stationarity. We propose a test based on the limit distribution of these empirical coefficients.

- 181
- Self-organization property of Kohonen's map with general type of stimuli distribution (1997)
- Here the self-organization property of one-dimensional Kohonen's algorithm in its 2k-neighbour setting with a general type of stimuli distribution and non-increasing learning rate is considered. We prove that the probability of self-organization for all initial values of neurons is uniformly positive. For the special case of a constant learning rate, it implies that the algorithm self-organizes with probability one.