## Doctoral Thesis

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- 2011 (24) (remove)

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- Doctoral Thesis (24) (remove)

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#### Keywords

- Visualisierung (3)
- Chow Quotient (1)
- Codierung (1)
- Computervision (1)
- Copula (1)
- Credit Default Swap (1)
- DSM (1)
- Data Spreading (1)
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#### Faculty / Organisational entity

Mrázek et al. [14] proposed a unified approach to curve estimation which combines
localization and regularization. In this thesis we will use their approach to study
some asymptotic properties of local smoothers with regularization. In Particular, we
shall discuss the regularized local least squares (RLLS) estimate with correlated errors
(more precisely with stationary time series errors), and then based on this approach
we will discuss the case when the kernel function is dirac function and compare our
smoother with the spline smoother. Finally, we will do some simulation study.

This thesis is devoted to constructive module theory of polynomial
graded commutative algebras over a field.
It treats the theory of Groebner bases (GB), standard bases (SB) and syzygies as well as algorithms
and their implementations.
Graded commutative algebras naturally unify exterior and commutative polynomial algebras.
They are graded non-commutative, associative unital algebras over fields and may contain zero-divisors.
In this thesis
we try to make the most use out of _a priori_ knowledge about
their characteristic (super-commutative) structure
in developing direct symbolic methods, algorithms and implementations,
which are intrinsic to graded commutative algebras and practically efficient.
For our symbolic treatment we represent them as polynomial algebras
and redefine the product rule in order to allow super-commutative structures
and, in particular, to allow zero-divisors.
Using this representation we give a nice characterization
of a GB and an algorithm for its computation.
We can also tackle central localizations of graded commutative algebras by allowing commutative variables to be _local_,
generalizing Mora algorithm (in a similar fashion as G.M.Greuel and G.Pfister by allowing local or mixed monomial orderings)
and working with SBs.
In this general setting we prove a generalized Buchberger's criterion,
which shows that syzygies of leading terms play the utmost important role
in SB and syzygy module computations.
Furthermore, we develop a variation of the La Scala-Stillman free resolution algorithm,
which we can formulate particularly close to our implementation.
On the implementation side
we have further developed the Singular non-commutative subsystem Plural
in order to allow polynomial arithmetic
and more involved non-commutative basic Computer Algebra computations (e.g. S-polynomial, GB)
to be easily implementable for specific algebras.
At the moment graded commutative algebra-related algorithms
are implemented in this framework.
Benchmarks show that our new algorithms and implementation are practically efficient.
The developed framework has a lot of applications in various
branches of mathematics and theoretical physics.
They include computation of sheaf cohomology, coordinate-free verification of affine geometry
theorems and computation of cohomology rings of p-groups, which are partially described in this thesis.

For many years real-time task models have focused the timing constraints on execution windows defined by earliest start times and deadlines for feasibility.
However, the utility of some application may vary among scenarios which yield correct behavior, and maximizing this utility improves the resource utilization.
For example, target sensitive applications have a target point where execution results in maximized utility, and an execution window for feasibility.
Execution around this point and within the execution window is allowed, albeit at lower utility.
The intensity of the utility decay accounts for the importance of the application.
Examples of such applications include multimedia and control; multimedia application are very popular nowadays and control applications are present in every automated system.
In this thesis, we present a novel real-time task model which provides for easy abstractions to express the timing constraints of target sensitive RT applications: the gravitational task model.
This model uses a simple gravity pendulum (or bob pendulum) system as a visualization model for trade-offs among target sensitive RT applications.
We consider jobs as objects in a pendulum system, and the target points as the central point.
Then, the equilibrium state of the physical problem is equivalent to the best compromise among jobs with conflicting targets.
Analogies with well-known systems are helpful to fill in the gap between application requirements and theoretical abstractions used in task models.
For instance, the so-called nature algorithms use key elements of physical processes to form the basis of an optimization algorithm.
Examples include the knapsack problem, traveling salesman problem, ant colony optimization, and simulated annealing.
We also present a few scheduling algorithms designed for the gravitational task model which fulfill the requirements for on-line adaptivity.
The scheduling of target sensitive RT applications must account for timing constraints, and the trade-off among tasks with conflicting targets.
Our proposed scheduling algorithms use the equilibrium state concept to order the execution sequence of jobs, and compute the deviation of jobs from their target points for increased system utility.
The execution sequence of jobs in the schedule has a significant impact on the equilibrium of jobs, and dominates the complexity of the problem --- the optimum solution is NP-hard.
We show the efficacy of our approach through simulations results and 3 target sensitive RT applications enhanced with the gravitational task model.

This thesis treats the extension of the classical computational homogenization scheme towards the multi-scale computation of material quantities like the Eshelby stresses and material forces. To this end, microscopic body forces are considered in the scale-transition, which may emerge due to inhomogeneities in the material. Regarding the determination of material quantities based on the underlying microscopic structure different approaches are compared by means of their virtual work consistency. In analogy to the homogenization of spatial quantities, this consistency is discussed within Hill-Mandel type conditions.

The interest of the exploration of new hydrocarbon fields as well as deep geothermal reservoirs is permanently growing. The analysis of seismic data specific for such exploration projects is very complex and requires the deep knowledge in geology, geophysics, petrology, etc from interpreters, as well as the ability of advanced tools that are able to recover some particular properties. There again the existing wavelet techniques have a huge success in signal processing, data compression, noise reduction, etc. They enable to break complicate functions into many simple pieces at different scales and positions that makes detection and interpretation of local events significantly easier.
In this thesis mathematical methods and tools are presented which are applicable to the seismic data postprocessing in regions with non-smooth boundaries. We provide wavelet techniques that relate to the solutions of the Helmholtz equation. As application we are interested in seismic data analysis. A similar idea to construct wavelet functions from the limit and jump relations of the layer potentials was first suggested by Freeden and his Geomathematics Group.
The particular difficulty in such approaches is the formulation of limit and
jump relations for surfaces used in seismic data processing, i.e., non-smooth
surfaces in various topologies (for example, uniform and
quadratic). The essential idea is to replace the concept of parallel surfaces known for a smooth regular surface by certain appropriate substitutes for non-smooth surfaces.
By using the jump and limit relations formulated for regular surfaces, Helmholtz wavelets can be introduced that recursively approximate functions on surfaces with edges and corners. The exceptional point is that the construction of wavelets allows the efficient implementation in form of
a tree algorithm for the fast numerical computation of functions on the boundary.
In order to demonstrate the
applicability of the Helmholtz FWT, we study a seismic image obtained by the reverse time migration which is based on a finite-difference implementation. In fact, regarding the requirements of such migration algorithms in filtering and denoising the wavelet decomposition is successfully applied to this image for the attenuation of low-frequency
artifacts and noise. Essential feature is the space localization property of
Helmholtz wavelets which numerically enables to discuss the velocity field in
pointwise dependence. Moreover, the multiscale analysis leads us to reveal additional geological information from optical features.

Intersection Theory on Tropical Toric Varieties and Compactifications of Tropical Parameter Spaces
(2011)

We study toric varieties over the tropical semifield. We define tropical cycles inside these toric varieties and extend the stable intersection of tropical cycles in R^n to these toric varieties. In particular, we show that every tropical cycle can be degenerated into a sum of torus-invariant cycles. This allows us to tropicalize algebraic cycles of toric varieties over an algebraically closed field with non-Archimedean valuation. We see that the tropicalization map is a homomorphism on cycles and an isomorphism on cycle classes. Furthermore, we can use projective toric varieties to compactify known tropical varieties and study their combinatorics. We do this for the tropical Grassmannian in the Plücker embedding and compactify the tropical parameter space of rational degree d curves in tropical projective space using Chow quotients of the tropical Grassmannian.

The recognition of patterns and structures has gained importance for dealing with the growing amount of data being generated by sensors and simulations. Most existing methods for pattern recognition are tailored for scalar data and non-correlated data of higher dimensions. The recognition of general patterns in flow structures is possible, but not yet practically usable, due to the high computation effort. The main goal of this work is to present methods for comparative visualization of flow data, amongst others, based on a new method for efficient pattern recognition on flow data. This work is structured in three parts: At first, a known feature-based approach for pattern recognition on flow data, the Clifford convolution, has been applied to color edge detection, and been extended to non-uniform grids. However, this method is still computationally expensive for a general pattern recognition, since the recognition algorithm has to be applied for numerous different scales and orientations of the query pattern. A more efficient and accurate method for pattern recognition on flow data is presented in the second part. It is based upon a novel mathematical formulation of moment invariants for flow data. The common moment invariants for pattern recognition are not applicable on flow data, since they are only invariant on non-correlated data. Because of the spatial correlation of flow data, the moment invariants had to be redefined with different basis functions to satisfy the demands for an invariant mapping of flow data. The computation of the moment invariants is done by a multi-scale convolution of the complete flow field with the basis functions. This pre-processing computation time almost equals the time for the pattern recognition of one single general pattern with the former algorithms. However, after having computed the moments once, they can be indexed and used as a look-up-table to recognize any desired pattern quickly and interactively. This results in a flexible and easy-to-use tool for the analysis of patterns in 2d flow data. For an improved rendering of the recognized features, an importance driven streamline algorithm has been developed. The density of the streamlines can be adjusted by using importance maps. The result of a pattern recognition can be used as such a map, for example. Finally, new comparative flow visualization approaches utilizing the streamline approach, the flow pattern matching, and the moment invariants are presented.

We discuss some first steps towards experimental design for neural network regression which, at present, is too complex to treat fully in general. We encounter two difficulties: the nonlinearity of the models together with the high parameter dimension on one hand, and the common misspecification of the models on the other hand.
Regarding the first problem, we restrict our consideration to neural networks with only one and two neurons in the hidden layer and a univariate input variable. We prove some results regarding locally D-optimal designs, and present a numerical study using the concept of maximin optimal designs.
In respect of the second problem, we have a look at the effects of misspecification on optimal experimental designs.

In this work two main approaches for the evaluation of credit derivatives are analyzed: the copula based approach and the Markov Chain based approach. This work gives the opportunity to use the advantages and avoid disadvantages of both approaches. For example, modeling of contagion effects, i.e. modeling dependencies between counterparty defaults, is complicated under the copula approach. One remedy is to use Markov Chain, where it can be done directly. The work consists of five chapters. The first chapter of this work extends the model for the pricing of CDS contracts presented in the paper by Kraft and Steffensen (2007). In the widely used models for CDS pricing it is assumed that only borrower can default. In our model we assume that each of the counterparties involved in the contract may default. Calculated contract prices are compared with those calculated under usual assumptions. All results are summarized in the form of numerical examples and plots. In the second chapter the copula and its main properties are described. The methods of constructing copulas as well as most common copulas families and its properties are introduced. In the third chapter the method of constructing a copula for the existing Markov Chain is introduced. The cases with two and three counterparties are considered. Necessary relations between the transition intensities are derived to directly find some copula functions. The formulae for default dependencies like Spearman's rho and Kendall's tau for defined copulas are derived. Several numerical examples are presented in which the copulas are built for given Markov Chains. The fourth chapter deals with the approximation of copulas if for a given Markov Chain a copula cannot be provided explicitly. The fifth chapter concludes this thesis.