## Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report)

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- numerical upscaling (6)
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- effective heat conductivity (3)
- facility location (3)
- non-Newtonian flow in porous media (3)
- poroelasticity (3)
- virtual material design (3)
- American options (2)
- Bartlett spectrum (2)
- HJB equation (2)

- 29
- »Denn nichts ist für den Menschen als Menschen etwas wert, was er nicht mit Leidenschaft tun kann« (2001)
- Vortrag anlässlich der Verleihung des Akademiepreises des Landes Rheinland-Pfalz am 21.11.2001 Was macht einen guten Hochschullehrer aus? Auf diese Frage gibt es sicher viele verschiedene, fachbezogene Antworten, aber auch ein paar allgemeine Gesichtspunkte: es bedarf der »Leidenschaft« für die Forschung (Max Weber), aus der dann auch die Begeisterung für die Lehre erwächst. Forschung und Lehre gehören zusammen, um die Wissenschaft als lebendiges Tun vermitteln zu können. Der Vortrag gibt Beispiele dafür, wie in angewandter Mathematik Forschungsaufgaben aus praktischen Alltagsproblemstellungen erwachsen, die in die Lehre auf verschiedenen Stufen (Gymnasium bis Graduiertenkolleg) einfließen; er leitet damit auch zu einem aktuellen Forschungsgebiet, der Mehrskalenanalyse mit ihren vielfältigen Anwendungen in Bildverarbeitung, Materialentwicklung und Strömungsmechanik über, was aber nur kurz gestreift wird. Mathematik erscheint hier als eine moderne Schlüsseltechnologie, die aber auch enge Beziehungen zu den Geistes- und Sozialwissenschaften hat.

- 188
- Work effort, consumption, and portfolio selection: When the occupational choice matters (2010)
- We consider a highly-qualified individual with respect to her choice between two distinct career paths. She can choose between a mid-level management position in a large company and an executive position within a smaller listed company with the possibility to directly affect the company’s share price. She invests in the financial market includ- ing the share of the smaller listed company. The utility maximizing strategy from consumption, investment, and work effort is derived in closed form for logarithmic utility. The power utility case is discussed as well. Conditions for the individual to pursue her career with the smaller listed company are obtained. The participation constraint is formulated in terms of the salary differential between the two posi- tions. The smaller listed company can offer less salary. The salary shortfall is offset by the possibility to benefit from her work effort by acquiring own-company shares. This gives insight into aspects of optimal contract design. Our framework is applicable to the pharma- ceutical and financial industry, and the IT sector.

- 106
- Wild bootstrap tests for comparing signals and images (2007)
- In this expository article, we give an introduction into the basics of bootstrap tests in general. We discuss the residual-based and the wild bootstrap for regression models suitable for applications in signal and image analysis. As an illustration of the general idea, we consider a particular test for detecting differences between two noisy signals or images which also works for noise with variable variance. The test statistic is essentially the integrated squared difference between the signals after denoising them by local smoothing. Determining its quantile, which marks the boundary between accepting and rejecting the hypothesis of equal signals, is hardly possible by standard asymptotic methods whereas the bootstrap works well. Applied to the rows and columns of images, the resulting algorithm not only allows for the detection of defects but also for the characterization of their location and shape in surface inspection problems.

- 178
- Wave based method: new applicability areas (2009)
- This paper discusses the possibility to use and apply the ideas of theWave BasedMethod, which has been developed especially for the steady–state acoustic areas, i.e. to solve the Helmholtz type boundary value problems in a bounded domain, in non–acoustics areas such as steady–state temperature propagation, calculation of the velocity potential function of a liquid flux, calculation of the light irradience in a liver tissue/tumor, etc.

- 187
- Variational multiscale Finite Element Method for flows in highly porous media (2010)
- We present a two-scale finite element method for solving Brinkman’s and Darcy’s equations. These systems of equations model fluid flows in highly porous and porous media, respectively. The method uses a recently proposed discontinuous Galerkin FEM for Stokes’ equations byWang and Ye and the concept of subgrid approximation developed by Arbogast for Darcy’s equations. In order to reduce the “resonance error” and to ensure convergence to the global fine solution the algorithm is put in the framework of alternating Schwarz iterations using subdomains around the coarse-grid boundaries. The discussed algorithms are implemented using the Deal.II finite element library and are tested on a number of model problems.

- 176
- Using the Sharp Operator for edge detection and nonlinear diffusion (2009)
- In this paper we investigate the use of the sharp function known from functional analysis in image processing. The sharp function gives a measure of the variations of a function and can be used as an edge detector. We extend the classical notion of the sharp function for measuring anisotropic behaviour and give a fast anisotropic edge detection variant inspired by the sharp function. We show that these edge detection results are useful to steer isotropic and anisotropic nonlinear diffusion filters for image enhancement.

- 98
- Usage of Simulation for Design and Optimization of Testing (2006)
- Die Simulation von Prüfständen und insbesondere von Baugruppen und Gesamtfahrzeugen auf Prüfständen durch Kopplung von Mehrkörpersimulation mit Modellen für Regelung und Aktuatorik leistet einen wesentlichen Beitrag zur Entwicklungszeitverkürzung. In diesem Beitrag wird ein Kooperationsprojekt vorgestellt, in dem ein Co- Simulationsmodell für die beweglichen Massen sowie die Regelung und Hydraulik eines Gesamtfahrzeugprüfstands erstellt wurde. Es wird sowohl auf die Validierung des Fahrzeugmodells durch Straßenmessungen als auch auf die Identifikation und Validierung des Prüfstandsmodells einschließlich Servohydraulik und Regelung eingegangen.

- 162
- Undesired drift of multibody models excited by measured accelerations or forces (2009)
- In the ground vehicle industry it is often an important task to simulate full vehicle models based on the wheel forces and moments, which have been measured during driving over certain roads with a prototype vehicle. The models are described by a system of differential algebraic equations (DAE) or ordinary differential equations (ODE). The goal of the simulation is to derive section forces at certain components for a durability assessment. In contrast to handling simulations, which are performed including more or less complex tyre models, a driver model, and a digital road profile, the models we use here usually do not contain the tyres or a driver model. Instead, the measured wheel forces are used for excitation of the unconstrained model. This can be difficult due to noise in the input data, which leads to an undesired drift of the vehicle model in the simulation.

- 166
- Trade-off bounds and their effect in multi-criteria IMRT planning (2009)
- One approach to multi-criteria IMRT planning is to automatically calculate a data set of Pareto-optimal plans for a given planning problem in a first phase, and then interactively explore the solution space and decide for the clinically best treatment plan in a second phase. The challenge of computing the plan data set is to assure that all clinically meaningful plans are covered and that as many as possible clinically irrelevant plans are excluded to keep computation times within reasonable limits. In this work, we focus on the approximation of the clinically relevant part of the Pareto surface, the process that consititutes the first phase. It is possible that two plans on the Parteto surface have a very small, clinically insignificant difference in one criterion and a significant difference in one other criterion. For such cases, only the plan that is clinically clearly superior should be included into the data set. To achieve this during the Pareto surface approximation, we propose to introduce bounds that restrict the relative quality between plans, so called tradeoff bounds. We show how to integrate these trade-off bounds into the approximation scheme and study their effects.

- 71
- Towards a Unified Territory Design Approach – Applications, Algorithms and GIS Integration (2005)
- Territory design may be viewed as the problem of grouping small geographic areas into larger geographic clusters called territories in such a way that the latter are acceptable according to relevant planning criteria. In this paper we review the existing literature for applications of territory design problems and solution approaches for solving these types of problems. After identifying features common to all applications we introduce a basic territory design model and present in detail two approaches for solving this model: a classical location–allocation approach combined with optimal split resolution techniques and a newly developed computational geometry based method. We present computational results indicating the efficiency and suitability of the latter method for solving large–scale practical problems in an interactive environment. Furthermore, we discuss extensions to the basic model and its integration into Geographic Information Systems.