## Doctoral Thesis

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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.

Nanotechnology is now recognized as one of the most promising areas for technological
development in the 21st century. In materials research, the development of
polymer nanocomposites is rapidly emerging as a multidisciplinary research activity
whose results could widen the applications of polymers to the benefit of many different
industries. Nanocomposites are a new class of composites that are particle-filled
polymers for which at least one dimension of the dispersed particle is in the nanometer
range. In the related area polymer/clay nanocomposites have attracted considerable
interest because they often exhibit remarkable property improvements when
compared to virgin polymer or conventional micro- and macro- composites.
The present work addresses the toughening and reinforcement of thermoplastics via
a novel method which allows us to achieve micro- and nanocomposites. In this work
two matrices are used: amorphous polystyrene (PS) and semi-crystalline polyoxymethylene
(POM). Polyurethane (PU) was selected as the toughening agent for POM
and used in its latex form. It is noteworthy that the mean size of rubber latices is
closely matched with that of conventional toughening agents, impact modifiers.
Boehmite alumina and sodium fluorohectorite (FH) were used as reinforcements.
One of the criteria for selecting these fillers was that they are water swellable/
dispersible and thus their nanoscale dispersion can be achieved also in aqueous
polymer latex. A systematic study was performed on how to adapt discontinuousand
continuous manufacturing techniques for the related nanocomposites.
The dispersion of nanofillers was characterized by transmission, scanning electron
and atomic force microcopy (TEM, SEM and AFM respectively), X-ray diffraction
(XRD) techniques, and discussed. The crystallization of POM was studied by means
of differential scanning calorimetry and polarized light optical microscopy (DSC and
PLM, respectively). The mechanical and thermomechanical properties of the composites
were determined in uniaxial tensile, dynamic-mechanical thermal analysis
(DMTA), short-time creep tests, and thermogravimetric analysis (TGA).
PS composites were produced first by a discontinuous manufacturing technique,
whereby FH or alumina was incorporated in the PS matrix by melt blending with and
without latex precompounding of PS latex with the nanofiller. It was found that direct melt mixing (DM) of the nanofillers with PS resulted in micro-, whereas the latex mediated
pre-compounding (masterbatch technique, MB) in nanocomposites. FH was
not intercalated by PS when prepared by DM. On the other hand, FH was well dispersed
(mostly intercalated) in PS via the PS latex-mediated predispersion of FH following
the MB route. The nanocomposites produced by MB outperformed the DM
compounded microcomposites in respect to properties like stiffness, strength and
ductility based on dynamic-mechanical and static tensile tests. It was found that the
resistance to creep (summarized in master curves) of the nanocomposites were improved
compared to those of the microcomposites. Master curves (creep compliance
vs. time), constructed based on isothermal creep tests performed at different temperatures,
showed that the nanofiller reinforcement affects mostly the initial creep
compliance.
Next, ternary composites composed of POM, PU and boehmite alumina were produced
by melt blending with and without latex precompounding. Latex precompounding
served for the predispersion of the alumina particles. The related MB was produced
by mixing the PU latex with water dispersible boehmite alumina. The composites
produced by the MB technique outperformed the DM compounded composites in
respect to most of the thermal and mechanical characteristics.
Toughened and/or reinforced PS- and POM-based composites have been successfully
produced by a continuous extrusion technique, too. This technique resulted in
good dispersion of both nanofillers (boehmite) and impact modifier (PU). Compared
to the microcomposites obtained by conventional DM, the nanofiller dispersion became
finer and uniform when using the water-mediated predispersion. The resulting
structure markedly affected the mechanical properties (stiffness and creep resistance)
of the corresponding composites. The impact resistance of POM was highly
enhanced by the addition of PU rubber when manufactured by the continuous extrusion
manufacturing technique. This was traced to the dispersed PU particle size being
in the range required from conventional, impact modifiers.

We construct and study two surface measures on the space C([0,1],M) of paths in a compact Riemannian manifold M embedded into the Euclidean space R^n. The first one is induced by conditioning the usual Wiener measure on C([0,T],R^n) to the event that the Brownian particle does not leave the tubular epsilon-neighborhood of M up to time T, and passing to the limit. The second one is defined as the limit of the laws of reflected Brownian motions with reflection on the boundaries of the tubular epsilon-neighborhoods of M. We prove that the both surface measures exist and compare them with the Wiener measure W_M on C([0,T],M). We show that the first one is equivalent to W_M and compute the corresponding density explicitly in terms of the scalar curvature and the mean curvature vector of M. Further, we show that the second surface measure coincides with W_M. Finally, we study the limit behavior of the both surface measures as T tends to infinity.

Requirements-Aware, Template-Based Protocol Graphs for Service-Oriented Network Architectures
(2016)

Rigidness of the Internet causes its architectural design issues such as interdependencies among the layers, no cross-layer information exchange, and applications dependency on the underlying protocols implementation.
G-Lab (i.e., http://www.german-lab.de/) is a research project for Future Internet Architecture (FIA), which focuses on problems of the Internet such as rigidness, mobility, and addressing. Where the focus of ICSY (i.e., www.icsy) was on providing the flexibility in future network architectures. An approach so-called Service Oriented Network Architecture (SONATE) is proposed to compose the protocols dynamically. SONATE is based on principles of the service-oriented architecture (SOA), where protocols are decomposed in software modules and later they are put together on demand to provide the desired service.
This composition of functionalities can be performed at various time-epochs (e.g., run-time, design-time, deployment-time). However, these epochs have trade-off in terms of the time-complexity (i.e., required setup time) and the provided flexibility. The design-time is the least time critical in comparison to other time phases, which makes it possible to utilize human-analytical capability. However, the design-time lacks the real-time knowledge of requirements and network conditions, what results in inflexible protocol graphs, and they cannot be changed at later stages on changing requirements. Contrary to the design-time, the run-time is most time critical where an application is waiting for a connection to be established, but at the same time it has maximum information to generate a protocol graph suitable to the given requirements.
Considering limitations above of different time-phases, in this thesis, a novel intermediate functional composition approach (i.e., Template-Based Composition) has been presented to generate requirements aware protocol graphs. The template-based composition splits the composition process across different time-phases to exploit the less time critical nature and human-analytical availability of the design-time, ability to instantaneously deploy new functionalities of the deployment time and maximum information availability of the run-time. The approach is successfully implemented , demonstrated and evaluated based on its performance to know the implications for the practical use.

We present a numerical scheme to simulate a moving rigid body with arbitrary shape suspended in a rarefied gas micro flows, in view of applications to complex computations of moving structures in micro or vacuum systems. The rarefied gas is simulated by solving the Boltzmann equation using a DSMC particle method. The motion of the rigid body is governed by the Newton-Euler equations, where the force and the torque on the rigid body is computed from the momentum transfer of the gas molecules colliding with the body. The resulting motion of the rigid body affects in turn again the gas flow in the surroundings. This means that a two-way coupling has been modeled. We validate the scheme by performing various numerical experiments in 1-, 2- and 3-dimensional computational domains. We have presented 1-dimensional actuator problem, 2-dimensional cavity driven flow problem, Brownian diffusion of a spherical particle both with translational and rotational motions, and finally thermophoresis on a spherical particles. We compare the numerical results obtained from the numerical simulations with the existing theories in each test examples.

The work consists of two parts.
In the first part an optimization problem of structures of linear elastic material with contact modeled by Robin-type boundary conditions is considered. The structures model textile-like materials and possess certain quasiperiodicity properties. The homogenization method is used to represent the structures by homogeneous elastic bodies and is essential for formulations of the effective stress and Poisson's ratio optimization problems. At the micro-level, the classical one-dimensional Euler-Bernoulli beam model extended with jump conditions at contact interfaces is used. The stress optimization problem is of a PDE-constrained optimization type, and the adjoint approach is exploited. Several numerical results are provided.
In the second part a non-linear model for simulation of textiles is proposed. The yarns are modeled by hyperelastic law and have no bending stiffness. The friction is modeled by the Capstan equation. The model is formulated as a problem with the rate-independent dissipation, and the basic continuity and convexity properties are investigated. The part ends with numerical experiments and a comparison of the results to a real measurement.

A Multi-Phase Flow Model Incorporated with Population Balance Equation in a Meshfree Framework
(2011)

This study deals with the numerical solution of a meshfree coupled model of Computational Fluid Dynamics (CFD) and Population Balance Equation (PBE) for liquid-liquid extraction columns. In modeling the coupled hydrodynamics and mass transfer in liquid extraction columns one encounters multidimensional population balance equation that could not be fully resolved numerically within a reasonable time necessary for steady state or dynamic simulations. For this reason, there is an obvious need for a new liquid extraction model that captures all the essential physical phenomena and still tractable from computational point of view. This thesis discusses a new model which focuses on discretization of the external (spatial) and internal coordinates such that the computational time is drastically reduced. For the internal coordinates, the concept of the multi-primary particle method; as a special case of the Sectional Quadrature Method of Moments (SQMOM) is used to represent the droplet internal properties. This model is capable of conserving the most important integral properties of the distribution; namely: the total number, solute and volume concentrations and reduces the computational time when compared to the classical finite difference methods, which require many grid points to conserve the desired physical quantities. On the other hand, due to the discrete nature of the dispersed phase, a meshfree Lagrangian particle method is used to discretize the spatial domain (extraction column height) using the Finite Pointset Method (FPM). This method avoids the extremely difficult convective term discretization using the classical finite volume methods, which require a lot of grid points to capture the moving fronts propagating along column height.

This thesis is divided into two parts. Both cope with multi-class image segmentation and utilize
non-smooth optimization algorithms.
The topic of the first part, namely unsupervised segmentation, is the application of clustering
to image pixels. Therefore, we start with an introduction of the biconvex center-based clustering
algorithms c-means and fuzzy c-means, where c denotes the number of classes. We show that
fuzzy c-means can be seen as an approximation of c-means in terms of power means.
Since noise is omnipresent in our image data, these simple clustering models are not suitable
for its segmentation. To this end, we introduce a general and finite dimensional segmentation
model that consists of a data term stemming from the aforementioned clustering models plus a
continuous regularization term. We tackle this optimization model via an alternating minimiza-
tion approach called regularized c-centers (RcC). Thereby, we fix the centers and optimize the
segment membership of the pixels and vice versa. In this general setting, we prove convergence
in the sense of set-valued algorithms using Zangwill’s Theory [172].
Further, we present a segmentation model with a total variation regularizer. While updating
the cluster centers is straightforward for fixed segment memberships of the pixels, updating the
segment membership can be solved iteratively via non-smooth, convex optimization. Thereby,
we do not iterate a convex optimization algorithm until convergence. Instead, we stop as soon as
we have a certain amount of decrease in the objective functional to increase the efficiency. This
algorithm is a particular implementation of RcC providing also the corresponding convergence
theory. Moreover, we show the good performance of our method in various examples such as
simulated 2d images of brain tissue and 3d volumes of two materials, namely a multi-filament
composite superconductor and a carbon fiber reinforced silicon carbide ceramics. Thereby, we
exploit the property of the latter material that two components have no common boundary in
our adapted model.
The second part of the thesis is concerned with supervised segmentation. We leave the area
of center based models and investigate convex approaches related to graph p-Laplacians and
reproducing kernel Hilbert spaces (RKHSs). We study the effect of different weights used to
construct the graph. In practical experiments we show on the one hand image types that
are better segmented by the p-Laplacian model and on the other hand images that are better
segmented by the RKHS-based approach. This is due to the fact that the p-Laplacian approach
provides smoother results, while the RKHS approach provides often more accurate and detailed
segmentations. Finally, we propose a novel combination of both approaches to benefit from the
advantages of both models and study the performance on challenging medical image data.

Layout analysis--the division of page images into text blocks, lines, and determination of their reading order--is a major performance limiting step in large scale document digitization projects. This thesis addresses this problem in several ways: it presents new performance measures to identify important classes of layout errors, evaluates the performance of state-of-the-art layout analysis algorithms, presents a number of methods to reduce the error rate and catastrophic failures occurring during layout analysis, and develops a statistically motivated, trainable layout analysis system that addresses the needs of large-scale document analysis applications. An overview of the key contributions of this thesis is as follows. First, this thesis presents an efficient local adaptive thresholding algorithm that yields the same quality of binarization as that of state-of-the-art local binarization methods, but runs in time close to that of global thresholding methods, independent of the local window size. Tests on the UW-1 dataset demonstrate a 20-fold speedup compared to traditional local thresholding techniques. Then, this thesis presents a new perspective for document image cleanup. Instead of trying to explicitly detect and remove marginal noise, the approach focuses on locating the page frame, i.e. the actual page contents area. A geometric matching algorithm is presented to extract the page frame of a structured document. It is demonstrated that incorporating page frame detection step into document processing chain results in a reduction in OCR error rates from 4.3% to 1.7% (n=4,831,618 characters) on the UW-III dataset and layout-based retrieval error rates from 7.5% to 5.3% (n=815 documents) on the MARG dataset. The performance of six widely used page segmentation algorithms (x-y cut, smearing, whitespace analysis, constrained text-line finding, docstrum, and Voronoi) on the UW-III database is evaluated in this work using a state-of-the-art evaluation methodology. It is shown that current evaluation scores are insufficient for diagnosing specific errors in page segmentation and fail to identify some classes of serious segmentation errors altogether. Thus, a vectorial score is introduced that is sensitive to, and identifies, the most important classes of segmentation errors (over-, under-, and mis-segmentation) and what page components (lines, blocks, etc.) are affected. Unlike previous schemes, this evaluation method has a canonical representation of ground truth data and guarantees pixel-accurate evaluation results for arbitrary region shapes. Based on a detailed analysis of the errors made by different page segmentation algorithms, this thesis presents a novel combination of the line-based approach by Breuel with the area-based approach of Baird which solves the over-segmentation problem in area-based approaches. This new approach achieves a mean text-line extraction error rate of 4.4% (n=878 documents) on the UW-III dataset, which is the lowest among the analyzed algorithms. This thesis also describes a simple, fast, and accurate system for document image zone classification that results from a detailed comparative analysis of performance of widely used features in document analysis and content-based image retrieval. Using a novel combination of known algorithms, an error rate of 1.46% (n=13,811 zones) is achieved on the UW-III dataset in comparison to a state-of-the-art system that reports an error rate of 1.55% (n=24,177 zones) using more complicated techniques. In addition to layout analysis of Roman script documents, this work also presents the first high-performance layout analysis method for Urdu script. For that purpose a geometric text-line model for Urdu script is presented. It is shown that the method can accurately extract Urdu text-lines from documents of different layouts like prose books, poetry books, magazines, and newspapers. Finally, this thesis presents a novel algorithm for probabilistic layout analysis that specifically addresses the needs of large-scale digitization projects. The presented approach models known page layouts as a structural mixture model. A probabilistic matching algorithm is presented that gives multiple interpretations of input layout with associated probabilities. An algorithm based on A* search is presented for finding the most likely layout of a page, given its structural layout model. For training layout models, an EM-like algorithm is presented that is capable of learning the geometric variability of layout structures from data, without the need for a page segmentation ground-truth. Evaluation of the algorithm on documents from the MARG dataset shows an accuracy of above 95% for geometric layout analysis.

Wireless Sensor Networks (WSN) are dynamically-arranged networks typically composed of a large number of arbitrarily-distributed sensor nodes with computing capabilities contributing to –at least– one common application. The main characteristic of these networks is that of being functionally constrained due to a scarce availability of resources and strong dependence on uncontrollable environmental factors. These conditions introduce severe restrictions on the applicability of classic real-time methods aiming at guaranteeing time-bounded communications. Existing real-time solutions tend to apply concepts that were originally not conceived for sensor networks, idealizing realistic application scenarios and overlooking at important design limitations. This results in a number of misleading practices contributing to approaches of restricted validity in real-world scenarios. Amending the confrontation between WSNs and real-time objectives starts with a review of the basic fundamentals of existing approaches. In doing so, this thesis presents an alternative approach based on a generalized timeliness notion suitable to the particularities of WSNs. The new conceptual notion allows the definition of feasible real-time objectives opening a new scope of possibilities not constrained to idealized systems. The core of this thesis is based on the definition and application of Quality of Service (QoS) trade-offs between timeliness and other significant QoS metrics. The analysis of local and global trade-offs provides a step-by-step methodology identifying the correlations between these quality metrics. This association enables the definition of alternative trade-off configurations (set points) influencing the quality performance of the network at selected instants of time. With the basic grounds established, the above concepts are embedded in a simple routing protocol constituting a proof of concept for the validity of the presented analysis. Extensive evaluations under realistic scenarios are driven on simulation environments as well as real testbeds, validating the consistency of this approach.

Most modern multiprocessors offer weak memory behavior to improve their performance in terms of throughput. They allow the order of memory operations to be observed differently by each processor. This is opposite to the concept of sequential consistency (SC) which enforces a unique sequential view on all operations for all processors. Because most software has been and still is developed with SC in mind, we face a gap between the expected behavior and the actual behavior on modern architectures. The issues described only affect multithreaded software and therefore most programmers might never face them. However, multi-threaded bare metal software like operating systems, embedded software, and real-time software have to consider memory consistency and ensure that the order of memory operations does not yield unexpected results. This software is more critical as general consumer software in terms of consequences, and therefore new methods are needed to ensure their correct behavior.
In general, a memory system is considered weak if it allows behavior that is not possible in a sequential system. For example, in the SPARC processor with total store ordering (TSO) consistency, all writes might be delayed by store buffers before they eventually are processed by the main memory. This allows the issuing process to work with its own written values before other processes observed them (i.e., reading its own value before it leaves the store buffer). Because this behavior is not possible with sequential consistency, TSO is considered to be weaker than SC. Programming in the context of weak memory architectures requires a proper comprehension of how the model deviates from expected sequential behavior. For verification of these programs formal representations are required that cover the weak behavior in order to utilize formal verification tools.
This thesis explores different verification approaches and respectively fitting representations of a multitude of memory models. In a joint effort, we started with the concept of testing memory operation traces in regard of their consistency with different memory consistency models. A memory operation trace is directly derived from a program trace and consists of a sequence of read and write operations for each process. Analyzing the testing problem, we are able to prove that the problem is NP-complete for most memory models. In that process, a satisfiability (SAT) encoding for given problem instances was developed, that can be used in reachability and robustness analysis.
In order to cover all program executions instead of just a single program trace, additional representations are introduced and explored throughout this thesis. One of the representations introduced is a novel approach to specify a weak memory system using temporal logics. A set of linear temporal logic (LTL) formulas is developed that describes all properties required to restrict possible traces to those consistent to the given memory model. The resulting LTL specifications can directly be used in model checking, e.g., to check safety conditions. Unfortunately, the derived LTL specifications suffer from the state explosion problem: Even small examples, like the Peterson mutual exclusion algorithm, tend to generate huge formulas and require vast amounts of memory for verification. For this reason, it is concluded that using the proposed verification approach these specifications are not well suited for verification of real world software. Nonetheless, they provide comprehensive and formally correct descriptions that might be used elsewhere, e.g., programming or teaching.
Another approach to represent these models are operational semantics. In this thesis, operational semantics of weak memory models are provided in the form of reference machines that are both correct and complete regarding the memory model specification. Operational semantics allow to simulate systems with weak memory models step by step. This provides an elegant way to study the effects that lead to weak consistent behavior, while still providing a basis for formal verification. The operational models are then incorporated in verification tools for multithreaded software. These state space exploration tools proved suitable for verification of multithreaded software in a weak consistent memory environment. However, because not only the memory system but also the processor are expressed as operational semantics, some verification approach will not be feasible due to the large size of the state space.
Finally, to tackle the beforementioned issue, a state transition system for parallel programs is proposed. The transition system is defined by a set of structural operational semantics (SOS) rules and a suitable memory structure that can cover multiple memory models. This allows to influence the state space by use of smart representations and approximation approaches in future work.

Microsystem technology has been a fast evolving field over the last few years. Its ability to handle volumes in the sub-microliter range makes it very interesting for potential application in fields such as biology, medicine and pharmaceutical research. However, the use of micro-fabricated devices for the analysis of liquid biological samples still has to prove its applicability for many particular demands of basic research. This is particularly true for samples consisting of complex protein mixtures. The presented study therefore aimed at evaluating if a commonly used glass-coating technique from the field of micro-fluidic technology can be used to fabricate an analysis system for molecular biology. It was ultimately motivated by the demand to develop a technique that allows the analysis of biological samples at the single-cell level. Gene expression at the transcription level is initiated and regulated by DNA-binding proteins. To fully understand these regulatory processes, it is necessary to monitor the interaction of specific transcription factors with other elements - proteins as well as DNA sites - in living cells. One well-established method to perform such analysis is the Chromatin Immunoprecipitation (CHIP) assay. To map protein-DNA interactions, living cells are treated with formaldehyde in vivo to cross-link DNA-binding proteins to their resident sites. The chromatin is then broken into small fragments, and specific antibodies against the protein of interest are used to immunopurify the chromatin fragments to which those factors are bound. After purification, the associated DNA can be detected and analyzed using Polymerase Chain Reaction (PCR). Current CHIP technology is limited as it needs a relatively large number of cells while there is increasing interest in monitoring DNA-protein interactions in very few, if not single cells. Most notably this is the case in research on early organism development (embryogenesis). To investigate if microsystem technology can be used to analyze DNA-protein complexes from samples containing chromatin from only few cells, a new setup for fluid transport in glass capillaries of 75 µm inner diameter has been developed, forming an array of micro-columns for parallel affinity chromatography. The inner capillary walls were antibody-coated using a silane-based protocol. The remaining surface was made chemically inert by saturating free binding sites with suitable biomolecules. Variations of this protocol have been tested. Furthermore, the sensitivity of the PCR method to detect immunoprecipitated protein-DNA complexes was improved, resulting in the reliable detection of about 100 DNA fragments from chromatin. The aim of the study was to successively decrease the amount of analyzed chromatin in order to investigate the lower limits of this technology in regard to sensitivity and specificity of detection. The Drosophila GAGA transcription factor was used as an established model system. The protein has already been analyzed in several large-scale CHIP experiments and antibodies of excellent specificity are available. The results of the study revealed that this approach is not easily applicable to "real-world" biological samples in regard to volume reduction and specificity. Particularly, material that non-specifically adsorbed to capillary surfaces outweighed the specific antibody-antigen interaction, the system was designed for. It became clear that complex biological structures, such as chromatin-protein compositions, are not as easily accessible by techniques based on chemically modified glass surfaces as pre-purified samples. In the case of the investigated system, it became evident that there is a need for more research that goes beyond the scope of this work. It is necessary to develop novel coatings and materials to prevent non-specific adsorption. In addition to improving existing techniques, fundamentally new concepts, such as microstructures in biocompatible polymers or liquid transport on hydrophobic stripes on planar substrates to minimize surface contact, may also help to advance the miniaturization of biological experiments.

This thesis deals with 3 important aspects of optimal investment in real-world financial markets: taxes, crashes, and illiquidity. An introductory chapter reviews the portfolio problem in its historical context and motivates the theme of this work: We extend the standard modelling framework to include specific real-world features and evaluate their significance. In the first chapter, we analyze the optimal portfolio problem with capital gains taxes, assuming that taxes are deferred until the end of the investment horizon. The problem is solved with the help of a modification of the classical martingale method. The second chapter is concerned with optimal asset allocation under the threat of a financial market crash. The investor takes a worst-case attitude towards the crash, so her investment objective is to be best off in the most adverse crash scenario. We first survey the existing literature on the worst-case approach to optimal investment and then present in detail the novel martingale approach to worst-case portfolio optimization. The first part of this chapter is based on joint work with Ralf Korn. In the last chapter, we investigate optimal portfolio decisions in the presence of illiquidity. Illiquidity is understood as a period in which it is impossible to trade on financial markets. We use dynamic programming techniques in combination with abstract convergence results to solve the corresponding optimal investment problem. This chapter is based on joint work with Holger Kraft and Peter Diesinger.

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.

In recent years the field of polymer tribology experienced a tremendous development
leading to an increased demand for highly sophisticated in-situ measurement methods.
Therefore, advanced measurement techniques were developed and established
in this study. Innovative approaches based on dynamic thermocouple, resistive electrical
conductivity, and confocal distance measurement methods were developed in
order to in-situ characterize both the temperature at sliding interfaces and real contact
area, and furthermore the thickness of transfer films. Although dynamic thermocouple
and real contact area measurement techniques were already used in similar
applications for metallic sliding pairs, comprehensive modifications were necessary to
meet the specific demands and characteristics of polymers and composites since
they have significantly different thermal conductivities and contact kinematics. By using
tribologically optimized PEEK compounds as reference a new measurement and
calculation model for the dynamic thermocouple method was set up. This method
allows the determination of hot spot temperatures for PEEK compounds, and it was
found that they can reach up to 1000 °C in case of short carbon fibers present in the
polymer. With regard to the non-isotropic characteristics of the polymer compound,
the contact situation between short carbon fibers and steel counterbody could be
successfully monitored by applying a resistive measurement method for the real contact
area determination. Temperature compensation approaches were investigated
for the transfer film layer thickness determination, resulting in in-situ measurements
with a resolution of ~0.1 μm. In addition to a successful implementation of the measurement
systems, failure mechanism processes were clarified for the PEEK compound
used. For the first time in polymer tribology the behavior of the most interesting
system parameters could be monitored simultaneously under increasing load
conditions. It showed an increasing friction coefficient, wear rate, transfer film layer
thickness, and specimen overall temperature when frictional energy exceeded the
thermal transport capabilities of the specimen. In contrast, the real contact area between
short carbon fibers and steel decreased due to the separation effect caused by
the transfer film layer. Since the sliding contact was more and more matrix dominated,
the hot spot temperatures on the fibers dropped, too. The results of this failure
mechanism investigation already demonstrate the opportunities which the new
measurement techniques provide for a deeper understanding of tribological processes,
enabling improvements in material composition and application design.

The Event Segmentation Theory (Kurby & Zacks, 2008; Zacks, Speer, Swallow, Braver, & Reynolds, 2007) explains the perceptual organization of an ongoing activity into meaningful events. The classical event segmentation task (Newtson, 1973) involves watching an online video and indicating with key presses the event boundaries, i.e., when one event ends and the next one begins. The resulting hierarchical organization of object-based coarse events and action-based fine events gives insight into various cognitive processes. I used the Event Segmentation Theory to develop assistance and training systems for assembly workers in industrial settings at various levels - experts, new hires, and intellectually disabled people. Therefore, the first scientific question I asked was whether online and offline event segmentation result in the same event boundaries. This is important because assembly work requires not only watching activities online but processing the information offline, e.g., while performing the assembly task. By developing a special software tool that enables assessment of offline event boundaries, I established that online perception and offline elaboration lead to similar event boundaries. This study supports prior work suggesting that instructions should be structured around event boundaries.
Secondly, I investigated the importance of fine versus coarse event boundaries when learning the sequence of steps in virtual training, both for novices and experts in car door assembly. I found memory, tested by ability to predict the next frame, to be enhanced for object-based coarse events from the nearest fine event boundary. However, virtual training did not improve memory for action-based fine events from the nearest coarse event boundary. I conjecture that trainees primarily acquire the sequence of object-based coarse events in an initial training. Based on differences found in memory performance between experts and novices, I conclude that memory for action-based fine events is dependent on expertise.
Thirdly, I used the Event Segmentation Theory to investigate whether the simple and repetitive assembly tasks offered at workshops for intellectually disabled persons utilize their full cognitive potential. I analyzed event segmentation performance of 32 intellectually disabled persons compared to 30 controls using a variety of event segmentation measures. I found specific deficits in event boundary detection and hierarchical organization of events for the intellectually disabled group. However, results suggest that hierarchical organization is task-dependent. Because the event segmentation task accounted for differences in general cognitive ability, I propose the event segmentation task as diagnostic method for the need for support in executing assembly tasks.
Based on these three studies, I argue that the Event Segmentation Theory offers a framework for assessment and assistance of important attentional, perceptual, and memory processes related to assembly tasks. I demonstrate how practical applications can make use of this framework for the development of new computer-based assistance and training systems that are tailored to the users’ need for support and improve their quality of life.

Due to the steadily growing flood of data, the appropriate use of visualizations for efficient data analysis is as important today as it has never been before. In many application domains, the data flood is based on processes that can be represented by node-link diagrams. Within such a diagram, nodes may represent intermediate results (or products), system states (or snapshots), milestones or real (and possibly georeferenced) objects, while links (edges) can embody transition conditions, transformation processes or real physical connections. Inspired by the engineering sciences application domain and the research project “SinOptiKom: Cross-sectoral optimization of transformation processes in municipal infrastructures in rural areas”, a platform for the analysis of transformation processes has been researched and developed based on a geographic information system (GIS). Caused by the increased amount of available and interesting data, a particular challenge is the simultaneous visualization of several visible attributes within one single diagram instead of using multiple ones. Therefore, two approaches have been developed, which utilize the available space between nodes in a diagram to display additional information.
Motivated by the necessity of appropriate result communication with various stakeholders, a concept for a universal, dashboard-based analysis platform has been developed. This web-based approach is conceptually capable of displaying data from various data sources and has been supplemented by collaboration possibilities such as sharing, annotating and presenting features.
In order to demonstrate the applicability and usability of newly developed applications, visualizations or user interfaces, extensive evaluations with human users are often inevitable. To reduce the complexity and the effort for conducting an evaluation, the browser-based evaluation framework (BREF) has been designed and implemented. Through its universal and flexible character, virtually any visualization or interaction running in the browser can be evaluated with BREF without any additional application (except for a modern web browser) on the target device. BREF has already proved itself in a wide range of application areas during the development and has since grown into a comprehensive evaluation tool.

Mobility has become an integral feature of many wireless networks. Along with this mobility comes the need for location awareness. A prime example for this development are today’s and future transportation systems. They increasingly rely on wireless communications to exchange location and velocity information for a multitude of functions and applications. At the same time, the technological progress facilitates the widespread availability of sophisticated radio technology such as software-defined radios. The result is a variety of new attack vectors threatening the integrity of location information in mobile networks.
Although such attacks can have severe consequences in safety-critical environments such as transportation, the combination of mobility and integrity of spatial information has not received much attention in security research in the past. In this thesis we aim to fill this gap by providing adequate methods to protect the integrity of location and velocity information in the presence of mobility. Based on physical effects of mobility on wireless communications, we develop new methods to securely verify locations, sequences of locations, and velocity information provided by untrusted nodes. The results of our analyses show that mobility can in fact be exploited to provide robust security at low cost.
To further investigate the applicability of our schemes to real-world transportation systems, we have built the OpenSky Network, a sensor network which collects air traffic control communication data for scientific applications. The network uses crowdsourcing and has already achieved coverage in most parts of the world with more than 1000 sensors.
Based on the data provided by the network and measurements with commercial off-the-shelf hardware, we demonstrate the technical feasibility and security of our schemes in the air traffic scenario. Moreover, the experience and data provided by the OpenSky Network allows us to investigate the challenges for our schemes in the real-world air traffic communication environment. We show that our verification methods match all
requirements to help secure the next generation air traffic system.

In robotics, information is often regarded as a means to an end. The question of how to structure information and how to bridge the semantic gap between different levels of abstraction in a uniform way is still widely regarded as a technical issue. Ignoring these challenges appears to lead robotics into a similar stasis as experienced in the software industry of the late 1960s. From the beginning of the software crisis until today, numerous methods, techniques, and tools for managing the increasing complexity of software systems have evolved. The attempt to transfer several of these ideas towards applications in robotics yielded various control architectures, frameworks, and process models. These attempts mainly provide modularisation schemata which suggest how to decompose a complex system into less complex subsystems. The schematisation of representation and information ﬂow however is mostly ignored. In this work, a set of design schemata is proposed which is embedded into an action/perception-oriented design methodology to promote thorough abstractions between distinct levels of control. Action-oriented design decomposes control systems top-down and sensor data is extracted from the environment as required. This comes with the problem that information is often condensed in a premature fashion. That way, sensor processing is dependent on the control system design resulting in a monolithical system structure with limited options for reusability. In contrast, perception-oriented design constructs control systems bottom-up starting with the extraction of environment information from sensor data. The extracted entities are placed into structures which evolve with the development of the sensor processing algorithms. In consequence, the control system is strictly dependent on the sensor processing algorithms which again results in a monolithic system. In their particular domain, both design approaches have great advantages but fail to create inherently modular systems. The design approach proposed in this work combines the strengths of action orientation and perception orientation into one coherent methodology without inheriting their weaknesses. More precisely, design schemata for representation, translation, and fusion of environmental information are developed which establish thorough abstraction mechanisms between components. The explicit introduction of abstractions particularly supports extensibility and scalability of robot control systems by design.

We introduce and investigate a product pricing model in social networks where the value a possible buyer assigns to a product is influenced by the previous buyers. The selling proceeds in discrete, synchronous rounds for some set price and the individual values are additively altered. Whereas computing the revenue for a given price can be done in polynomial time, we show that the basic problem PPAI, i.e., is there a price generating a requested revenue, is weakly NP-complete. With algorithm Frag we provide a pseudo-polynomial time algorithm checking the range of prices in intervals of common buying behavior we call fragments. In some special cases, e.g., solely positive influences, graphs with bounded in-degree, or graphs with bounded path length, the amount of fragments is polynomial. Since the run-time of Frag is polynomial in the amount of fragments, the algorithm itself is polynomial for these special cases. For graphs with positive influence we show that every buyer does also buy for lower prices, a property that is not inherent for arbitrary graphs. Algorithm FixHighest improves the run-time on these graphs by using the above property.
Furthermore, we introduce variations on this basic model. The version of delaying the propagation of influences and the awareness of the product can be implemented in our basic model by substituting nodes and arcs with simple gadgets. In the chapter on Dynamic Product Pricing we allow price changes, thereby raising the complexity even for graphs with solely positive or negative influences. Concerning Perishable Product Pricing, i.e., the selling of products that are usable for some time and can be rebought afterward, the principal problem is computing the revenue that a given price can generate in some time horizon. In general, the problem is #P-hard and algorithm Break runs in pseudo-polynomial time. For polynomially computable revenue, we investigate once more the complexity to find the best price.
We conclude the thesis with short results in topics of Cooperative Pricing, Initial Value as Parameter, Two Product Pricing, and Bounded Additive Influence.

In change-point analysis the point of interest is to decide if the observations follow one model
or if there is at least one time-point, where the model has changed. This results in two sub-
fields, the testing of a change and the estimation of the time of change. This thesis considers
both parts but with the restriction of testing and estimating for at most one change-point.
A well known example is based on independent observations having one change in the mean.
Based on the likelihood ratio test a test statistic with an asymptotic Gumbel distribution was
derived for this model. As it is a well-known fact that the corresponding convergence rate is
very slow, modifications of the test using a weight function were considered. Those tests have
a better performance. We focus on this class of test statistics.
The first part gives a detailed introduction to the techniques for analysing test statistics and
estimators. Therefore we consider the multivariate mean change model and focus on the effects
of the weight function. In the case of change-point estimators we can distinguish between
the assumption of a fixed size of change (fixed alternative) and the assumption that the size
of the change is converging to 0 (local alternative). Especially, the fixed case in rarely analysed
in the literature. We show how to come from the proof for the fixed alternative to the
proof of the local alternative. Finally, we give a simulation study for heavy tailed multivariate
observations.
The main part of this thesis focuses on two points. First, analysing test statistics and, secondly,
analysing the corresponding change-point estimators. In both cases, we first consider a
change in the mean for independent observations but relaxing the moment condition. Based on
a robust estimator for the mean, we derive a new type of change-point test having a randomized
weight function. Secondly, we analyse non-linear autoregressive models with unknown
regression function. Based on neural networks, test statistics and estimators are derived for
correctly specified as well as for misspecified situations. This part extends the literature as
we analyse test statistics and estimators not only based on the sample residuals. In both
sections, the section on tests and the one on the change-point estimator, we end with giving
regularity conditions on the model as well as the parameter estimator.
Finally, a simulation study for the case of the neural network based test and estimator is
given. We discuss the behaviour under correct and mis-specification and apply the neural
network based test and estimator on two data sets.

This thesis builds a bridge between singularity theory and computer algebra. To an isolated hypersurface singularity one can associate a regular meromorphic connection, the Gauß-Manin connection, containing a lattice, the Brieskorn lattice. The leading terms of the Brieskorn lattice with respect to the weight and V-filtration of the Gauß-Manin connection define the spectral pairs. They correspond to the Hodge numbers of the mixed Hodge structure on the cohomology of the Milnor fibre and belong to the finest known invariants of isolated hypersurface singularities. The differential structure of the Brieskorn lattice can be described by two complex endomorphisms A0 and A1 containing even more information than the spectral pairs. In this thesis, an algorithmic approach to the Brieskorn lattice in the Gauß-Manin connection is presented. It leads to algorithms to compute the complex monodromy, the spectral pairs, and the differential structure of the Brieskorn lattice. These algorithms are implemented in the computer algebra system Singular.

Predicting secondary structures of RNA molecules is one of the fundamental problems of and thus a challenging task in computational structural biology. Existing prediction methods basically use the dynamic programming principle and are either based on a general thermodynamic model or on a specific probabilistic model, traditionally realized by a stochastic context-free grammar. To date, the applied grammars were rather simple and small and despite the fact that statistical approaches have become increasingly appreciated over the past years, a corresponding sampling algorithm based on a stochastic RNA structure model has not yet been devised. In addition, basically all popular state-of-the-art tools for computational structure prediction have the same worst-case time and space requirements of O(n^3) and O(n^2) for sequence length n, limiting their applicability for practical purposes due to the often quite large sizes of native RNA molecules. Accordingly, the prime demand imposed by biologists on computational prediction procedures is to reach a reduced waiting time for results that are not significantly less accurate.
We here deal with all of these issues, by describing algorithms and performing comprehensive studies that are based on sophisticated stochastic context-free grammars of similar complexity as those underlying thermodynamic prediction approaches, where all of our methods indeed make use of the concept of sampling. We also employ the approximation technique known from theoretical computer science in order to reach a heuristic worst-case speedup for RNA folding.
Particularly, we start by describing a way for deriving a sequence-independent random sampler for an arbitrary class of RNAs by means of (weighted) unranking. The resulting algorithm may generate any secondary structure of a given fixed size n in only O(n·log(n)) time, where the results are observed to be accurate, validating its practical applicability.
With respect to RNA folding, we present a novel probabilistic sampling algorithm that generates statistically representative and reproducible samples of the entire ensemble of feasible structures for a particular input sequence. This method actually samples the possible foldings from a distribution implied by a suitable (traditional or length-dependent) grammar. Notably, we also propose several (new) ways for obtaining predictions from generated samples. Both variants have the same worst-case time and space complexities of O(n^3) and O(n^2) for sequence length n. Nevertheless, evaluations of our sampling methods show that they are actually capable of producing accurate (prediction) results.
In an attempt to resolve the long-standing problem of reducing the time complexity of RNA folding algorithms without sacrificing much of the accuracy of the results, we invented an innovative heuristic statistical sampling method that can be implemented to require only O(n^2) time for generating a fixed-size sample of candidate structures for a given sequence of length n. Since a reasonable prediction can still efficiently be obtained from the generated sample set, this approach finally reduces the worst-case time complexity by a liner factor compared to all existing precise methods. Notably, we also propose a novel (heuristic) sampling strategy as opposed to the common one typically applied for statistical sampling, which may produce more accurate results for particular settings. A validation of our heuristic sampling approach by comparison to several leading RNA secondary structure prediction tools indicates that it is capable of producing competitive predictions, but may require the consideration of large sample sizes.

Biological Soil Crusts (BSCs), composed of lichens, mosses, green algae, microfungi and cyanobacteria are an ecological important part of the perennial landcover of many arid and semiarid regions (Belnap et al. 2001a), (Büdel 2002). In many arid and hyperarid areas BSCs form the only perennial "vegetation cover" largely due to their extensive resistance to drought (Lange et al. 1975). For the Central Namib Desert (Namibia), BSCs consisting of extraordinary vast lichen communities were recently mapped and classified into six morphological classes for a coastal area of 350 km x 60 km. Embedded into the project "BIOTA" (www.biota-africa.org) financed by the German Federal Ministry of Education and Research the study was undertaken in the framework of the PhD thesis by Christoph Schultz. Some of these lichen communities grouped together in so called "lichen fields" have already been studied concerning their ecology and diversity in the past (Lange et al. 1994), (Loris & Schieferstein 1992), (Loris et al. 2004), (Ullmann & Büdel 2001a), (Wessels 1989). Multispectral LANDSAT 7 ETM+ and LANDSAT 5 TM satellite imagery was utilized for an unitemporal supervised classification as well as for the establishment of a monitoring based on a combined retrospective supervised classification and change detection approach (Bock 2003), (Weiers et al. 2003). Results comprise the analysis of the mapped distribution of lichen communities for the Central Namib Desert as of 2003 as well as reconstructed distributions for the years 2000, 1999, 1992 and 1991 derived from retrospective supervised classification. This allows a first monitoring of the disturbance, destruction and recovery of the lichen communities in these arid environments including the analysis of the major abiotic processes involved. Further analysis of these abiotic processes is key for understanding the influence of Namib lichen communities on overall aeolian and water induced erosion rates, nutrient cycles, water balance and pedogenic processes (Belnap & Gillette 1998), (Belnap et al. 2001b), (Belnap 2001c), (Evans & Lange 2001), (McKenna Neumann & Maxwell 1999). In order to aid the understanding of these processes SRTM digital elevation model data as well as climate data sets were used as reference. Good correlation between geomorphological form elements as well as hydrological drainage system and the disturbance patterns derived from individual post classification change comparisons between the timeframes could be observed. Conjoined with the climate data sets sporadic foehn-like windstorms as well as extraordinary precipitation events were identified to largely affect the distribution patterns of lichen communities. Therefore the analysis and monitoring of the diversity, distribution and spatiotemporal change of Central Namib BSCs with the means of Remote Sensing and GIS applications proof to be important tools to create further understanding of desertification and degradation processes in these arid regions.

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 \(^3D_4(q)\).

This thesis is concerned with the modeling of the domain structure evolution in ferroelectric materials. Both a sharp interface model, in which the driving force on a domain wall is used to postulate an evolution law, and a continuum phase field model are treated in a thermodynamically consistent framework. Within the phase field model, a Ginzburg-Landau type evolution law for the spontaneous polarization is derived. Numerical simulations (FEM) show the influence of various kinds of defects on the domain wall mobility in comparison with experimental findings. A macroscopic material law derived from the phase field model is used to calculate polarization yield surfaces for multiaxial loading conditions.

Real-time systems are systems that have to react correctly to stimuli from the environment within given timing constraints.
Today, real-time systems are employed everywhere in industry, not only in safety-critical systems but also in, e.g., communication, entertainment, and multimedia systems.
With the advent of multicore platforms, new challenges on the efficient exploitation of real-time systems have arisen:
First, there is the need for effective scheduling algorithms that feature low overheads to improve the use of the computational resources of real-time systems.
The goal of these algorithms is to ensure timely execution of tasks, i.e., to provide runtime guarantees.
Additionally, many systems require their scheduling algorithm to flexibly react to unforeseen events.
Second, the inherent parallelism of multicore systems leads to contention for shared hardware resources and complicates system analysis.
At any time, multiple applications run with varying resource requirements and compete for the scarce resources of the system.
As a result, there is a need for an adaptive resource management.
Achieving and implementing an effective and efficient resource management is a challenging task.
The main goal of resource management is to guarantee a minimum resource availability to real-time applications.
A further goal is to fulfill global optimization objectives, e.g., maximization of the global system performance, or the user perceived quality of service.
In this thesis, we derive methods based on the slot shifting algorithm.
Slot shifting provides flexible scheduling of time-constrained applications and can react to unforeseen events in time-triggered systems.
For this reason, we aim at designing slot shifting based algorithms targeted for multicore systems to tackle the aforementioned challenges.
The main contribution of this thesis is to present two global slot shifting algorithms targeted for multicore systems.
Additionally, we extend slot shifting algorithms to improve their runtime behavior, or to handle non-preemptive firm aperiodic tasks.
In a variety of experiments, the effectiveness and efficiency of the algorithms are evaluated and confirmed.
Finally, the thesis presents an implementation of a slot-shifting-based logic into a resource management framework for multicore systems.
Thus, the thesis closes the circle and successfully bridges the gap between real-time scheduling theory and real-world implementations.
We prove applicability of the slot shifting algorithm to effectively and efficiently perform adaptive resource management on multicore systems.

This thesis addresses challenges faced by small package shipping companies and investigates the integration of 1) service consistency and driver knowledge aspects and 2) the utilization of electric vehicles into the route planning of small package shippers. We use Operations Research models and solution methods to gain insights into the newly arising problems and thus support managerial decisions concerning these issues.

A Consistent Large Eddy Approach for Lattice Boltzmann Methods and its Application to Complex Flows
(2015)

Lattice Boltzmann Methods have shown to be promising tools for solving fluid flow problems. This is related to the advantages of these methods, which are among others, the simplicity in handling complex geometries and the high efficiency in calculating transient flows. Lattice Boltzmann Methods are mesoscopic methods, based on discrete particle dynamics. This is in contrast to conventional Computational Fluid Dynamics methods, which are based on the solution of the continuum equations. Calculations of turbulent flows in engineering depend in general on modeling, since resolving of all turbulent scales is and will be in near future far beyond the computational possibilities. One of the most auspicious modeling approaches is the large eddy simulation, in which the large, inhomogeneous turbulence structures are directly computed and the smaller, more homogeneous structures are modeled.
In this thesis, a consistent large eddy approach for the Lattice Boltzmann Method is introduced. This large eddy model includes, besides a subgrid scale model, appropriate boundary conditions for wall resolved and wall modeled calculations. It also provides conditions for turbulent domain inlets. For the case of wall modeled simulations, a two layer wall model is derived in the Lattice Boltzmann context. Turbulent inlet conditions are achieved by means of a synthetic turbulence technique within the Lattice Boltzmann Method.
The proposed approach is implemented in the Lattice Boltzmann based CFD package SAM-Lattice, which has been created in the course of this work. SAM-Lattice is feasible of the calculation of incompressible or weakly compressible, isothermal flows of engineering interest in complex three dimensional domains. Special design targets of SAM-Lattice are high automatization and high performance.
Validation of the suggested large eddy Lattice Boltzmann scheme is performed for pump intake flows, which have not yet been treated by LBM. Even though, this numerical method is very suitable for this kind of vortical flows in complicated domains. In general, applications of LBM to hydrodynamic engineering problems are rare. The results of the pump intake validation cases reveal that the proposed numerical approach is able to represent qualitatively and quantitatively the very complex flows in the intakes. The findings provided in this thesis can serve as the basis for a broader application of LBM in hydrodynamic engineering problems.

Wechselnde Umweltbedingungen wie Temperaturveränderungen oder der Zugang zu Nährstoffen erfordern spezielle genetische Anpassungsprogramme, vor allem von sessilen Organismen wie Pflanzen. Ein solcher hochkonservierter Mechanismus, der unter anderem vor Temperaturspitzen schützt, ist die von Hitzeschockfaktoren (HSF) kontrollierte Hitzeschockantwort (HSR). Dabei werden vermehrt spezifische Hitzestressproteine (HSPs, Chaperone) gebildet, die Proteine vor Denaturierung schützen. In Pflanzen hat sich ein hochkomplexes regulatorisches Netzwerk gebildet, das aus über 20 HSFs besteht, das eine genaue Feinabstimmung der HSR auf die jeweiligen Stressbedingungen erlaubt.
Das hohe Maß an Komplexität der HSR in Pflanzen erschwert die wissenschaftliche Zugänglichkeit jedoch erheblich. Um die grundlegenden Prinzipien der HSR in Pflanzen zu verstehen griffen wir deshalb auf einen einfacheren Modellorganismus zurück, der Pflanzen sehr nahe steht aber nur einen einzigen HSF (HSF1) enthält, der einzelligen Grünalge Chlamydomonas reinhardtii. Im Rahmen dieser Arbeit wurden dazu drei Ansätze verfolgt.
Als erstes wurden verschiedene chemische Substanzen eingesetzt die unterschiedliche Schritte während der Aktivierung und Abschaltung der HSR hemmen um darüber die Regulation der HSR aufzuklären. Dabei wurde festgestellt, dass die Phosphorylierung von HSF1 eine entscheidende Rolle in der Aktivierung der HSR spielt, das auslösende Momentum die Anhäufung von falsch gefalteten Proteinen ist und das HSP90A aus dem Cytosol eine wichtige modulierende Rolle bei der HSR spielt.
Als zweites wurde die Veränderung sämtlicher Transkripte mithilfe von Microarrays gemessen, um vor allem pflanzenspezifische Prozesse zu identifizieren, die auf erhöhte Temperaturen gezielt angepasst werden müssen. Dabei konnte die Chlorophyll Biosynthese und der Transport von Proteinen in den Chloroplasten als neue, pflanzenspezifische Ziele der Stressantwort identifiziert werden. Des Weiteren konnte direkt gezeigt werden, das HSF1 auch plastidäre Chaperone reguliert, im Gegensatz zu mitochondrialen Chaperonen die getrennt gesteuert werden.
Als letztes wurde gezielt die Expression wichtiger Gene für die Stressantwort (HSF1/HSP70B) unterdrückt, um den Einfluss dieser Gene auf die HSR genauer zu studieren. Dazu habe ich ein in der einzelligen Grünalge neuartiges System entwickelt, basierend auf dem RNAi Mechanismus, dass es erlaubt abhängig von der Stickstoffquelle im Nährmedium auch essentielle Gene gezielt auszuschalten. Dieses System erlaubte es zu zeigen, dass HSF1 selbst während des Stresses die Expression seiner RNA erhöht, und dies gezielt tut um die Stressantwort weiter zu verstärken. Es konnte weiter gezeigt werden, dass das Chloroplasten Chaperon HSP70B ein essentielles Protein für das Zellwachstum ist, welches mithilfe des induzierbaren RNAi Systems genauer untersucht werden kann. Dabei wurde festgestellt, dass die HSP70B vermittelte Assemblierung und Disassemblierung des VIPP1 Proteins entscheidend ist für dessen Funktion in der Zelle. Des Weiteren konnte gezeigt werde, dass HSP70B wahrscheinlich verantwortlich ist für die Faltung eines oder mehrerer noch unbekannter Enzyme der Arginin Biosynthese oder der Stickstofffixierung, und das diese Prozesse wahrscheinlich die essentielle Funktion von HSP70B darstellen.

Reading as a cultural skill is acquired over a long period of training. This thesis supports the idea that reading is based on specific strategies that result from modification and coordination of earlier developed object recognition strategies. The reading-specific processing strategies are considered to be more analytic compared to object recognition strategies, which are described as holistic. To enable proper reading skills these strategies have to become automatized. Study 1 (Chapter 4) examined the temporal and visual constrains of letter recognition strategies. In the first experiment two successively presented stimuli (letters or non-letters) had to be classified as same or different. The second stimulus could either be presented in isolation or surrounded by a shape, which was either similar (congruent) or different (incongruent) in its geometrical properties to the stimulus itself. The non-letter pairs were presented twice as often as the letter pairs. The results demonstrated a preference for the holistic strategy also in letters, even if the non- letter set was presented twice as often as the letter set, showing that the analytic strategy does not replace the holistic one completely, but that the usage of both strategies is task-sensitive. In Experiment 2, we compared the Global Precedence Effect (GPE) for letters and non-letters in central viewing, with the global stimulus size close to the functional visual field in whole word reading (6.5◦ of visual angle) and local stimuli close to the critical size for fluent reading of individual letters (0.5◦ of visual angle). Under these conditions, the GPE remained robust for non-letters. For letters, however, it disappeared: letters showed no overall response time advantage for the global level and symmetric congruence effects (local-to-global as well as global-to-local interference). These results indicate that reading is based on resident analytic visual processing strategies for letters. In Study 2 (Chapter 5) we replicated the latter result with a large group of participants as part of a study in which pairwise associations of non-letters and phonological or non-phonological sounds were systematically trained. We investigated whether training would eliminate the GPE also for non-letters. We observed, however, that the differentiation between letters and non-letter shapes persists after training. This result implies that pairwise association learning is not sufficient to overrule the process differentiation in adults. In addition, subtle effects arising in the letter condition (due to enhanced power) enable us to further specify the differentiation in processing between letters and non-letter shapes. The influence of reading ability on the GPE was examined in Study 3 (Chapter 6). Children with normal reading skills and children with poor reading skills were instructed to detect a target in Latin or Hebrew Navon letters. Children with normal reading skills showed a GPE for Latin letters, but not for Hebrew letters. In contrast, the dyslexia group did not show GPE for either kind of stimuli. These results suggest that dyslexic children are not able to apply the same automatized letter processing strategy as children with normal reading skills do. The difference between the analytic letter processing and the holistic non-letter processing was transferred to the context of whole word reading in Study 4 (Chapter 7). When participants were instructed to detect either a letter or a non-letter in a mixed character string, for letters the reaction times and error rates increased linearly from the left to the right terminal position in the string, whereas for non-letters a symmetrical U-shaped function was observed. These results suggest, that the letter-specific processing strategies are triggered automatically also for more word-like material. Thus, this thesis supports and expands prior results of letter-specific processing and gives new evidences for letter-specific processing strategies.

The validity of formulas w.r.t. a specification over first-order logic with a semantics based on all models is semi-decidable. Therefore, we may implement a proof procedure which finds a proof for every valid formula fully automatically. But this semantics often lacks intuition: Some pathological models such as the trivial model may produce unexpected results w.r.t. validity. Instead, we may consider just a class of special models, for instance, the class of all data models. Proofs are then performed using induction. But, inductive validity is not semi-decidable -- even for first-order logic. This theoretical drawback manifests itself in practical limitations: There are theorems that cannot be proved by induction directly but only generalizations can be proved. For their definition, we may have to extend the specification. Therefore, we cannot expect to prove interesting theorems fully automatically. Instead, we have to support user-interaction in a suitable way. In this thesis, we aim at developing techniques that enhance automatic proof control of (inductive) theorem provers and that enable user-interaction in a suitable way. We integrate our new proof techniques into the inductive theorem prover QuodLibet and validate them with various case studies. Essentially, we introduce the following three proof techniques: -We integrate a decision procedure for linear arithmetic into QuodLibet in a close way by defining new inference rules that perform the elementary steps of the decision procedure. This allows us to implement well-known heuristics for automatic proof control. Furthermore, we are able to provide special purpose tactics that support the manual speculation of lemmas if a proof attempt gets stuck. The integration improves the ability of the theorem prover to prove theorems automatically as well as its efficiency. Our approach is competitive with other approaches regarding efficiency; it provides advantages regarding the speculation of lemmas. -The automatic proof control searches for a proof by applying inference rules. The search space is not only infinite, but grows dramatically with the depth of the search. In contrast to this, checking and analyzing performed proofs is very efficient. As the search space also has a high redundancy, it is reasonable to reuse subproofs found during proof search. We define new notions for the contribution of proof steps to a proof. These notions enable the derivation of pruned proofs and the identification of superfluous subformulas in theorems. A proof may be reused in two ways: upward propagation prunes a proof by eliminating superfluous proof steps; sideward reuse closes an open proof obligation by replaying an already found proof. -For interactive theorem provers, it is essential not only to prove automatically as many lemmas as possible but also to restrict proof search in such a way that the proof process stops within a reasonable amount of time. We introduce different markings in the goals to be proved and the lemmas to be applied to restrict proof search in a flexible way: With a forbidden marking, we can simulate well-known approaches for applying conditional lemmas. A mandatory marking provides a new heuristics which is inspired by local contribution of proof steps. With obligatory and generous markings, we can fine-tune the degree of efficiency and extent of proof search manually. With an elaborate case study, we show the benefits of the different techniques, in particular the synergetic effect of their combination.

The goal of this work is the development and investigation of an interdisciplinary and in itself closed hydrodynamic approach to the simulation of dilute and dense granular flow. The definition of “granular flow” is a nontrivial task in itself. We say that it is either the flow of grains in a vacuum or in a fluid. A grain is an observable piece of a certain material, for example stone when we mean the flow of sand. Choosing a hydrodynamic view on granular flow, we treat the granular material as a fluid. A hydrodynamic model is developed, that describes the process of flowing granular material. This is done through a system of partial differential equations and algebraic relations. This system is derived by the kinetic theory of granular gases which is characterized by inelastic collisions extended with approaches from soil mechanics. Solutions to the system have to be obtained to understand the process. The equations are so difficult to solve that an analytical solution is out of reach. So approximate solutions must be obtained. Hence the next step is the choice or development of a numerical algorithm to obtain approximate solutions of the model. Common to every problem in numerical simulation, these two steps do not lead to a result without implementation of the algorithm. Hence the author attempts to present this work in the following frame, to participate in and contribute to the three areas Physics, Mathematics and Software implementation and approach the simulation of granular flow in a combined and interdisciplinary way. This work is structured as follows. A continuum model for granular flow which covers the regime of fast dilute flow as well as slow dense flow up to vanishing velocity is presented in the first chapter. This model is strongly nonlinear in the dependence of viscosity and other coefficients on the hydrodynamic variables and it is singular because some coefficients diverge towards the maximum packing fraction of grains. Hence the second difficulty, the challenging task of numerically obtaining approximate solutions for this model is faced in the second chapter. In the third chapter we aim at the validation of both the model and the numerical algorithm through numerical experiments and investigations and show their application to industrial problems. There we focus intensively on the shear flow experiment from the experimental and analytical work of Bocquet et al. which serves well to demonstrate the algorithm, all boundary conditions involved and provides a setting for analytical studies to compare our results. The fourth chapter rounds up the work with the implementation of both the model and the numerical algorithm in a software framework for the solution of complex rheology problems developed as part of this thesis.

Perceptual grouping is an integral part of visual object recognition. It organizes elements within our visual field according to a set of heuristics (grouping principles), most of which are not well understood. To identify their temporal processing dynamics (i.e., to identify whether they rely on neuronal feedforward or recurrent activation), we introduce the primed flanker task that is based on a firm empirical and theoretical background. In three sets of experiments, participants responded to visual stimuli that were either grouped by (1) similarity of brightness, shape, or size, (2) symmetry and closure, or (3) Good Gestalt. We investigated whether these grouping cues were effective in rapid visuomotor processing (i.e., in terms of response times, error rates, and priming effects) and whether the results met theory-driven indicators of feedforward processing. (1) In the first set of experiments with similarity cues, we varied subjective grouping strength and found that stronger grouping in the targets enhanced overall response times while stronger grouping in the primes enhanced priming effects in motor responses. We also obtained differences between rapid visuomotor processing and the subjective impression with cues of brightness and shape but not with cues of brightness and size. These results show that the primed flanker task is an objective measure for comparing different feedforward-transmitted groupings. (2) In the second set of experiments, we used the task to study grouping by symmetry and grouping by closure that are more complex than similarity cues. We obtained results that were mostly in accordance with a feedforward model. Some other factors (line of view, orientation of the symmetry axis) were irrelevant for processing of symmetry cues. Thus, these experiments suggest that closure and (possibly) viewpoint-independent symmetry cues are extracted rapidly during the first feedforward wave of neuronal processing. (3) In the third set of experiments, we used the task to study grouping by Good Gestalt (i.e., visual completion in occluded shapes). By varying the amount of occlusion, we found that the processing was in accordance with a feedforward model only when occlusion was very limited. Thus, these experiments suggest that Good Gestalt is not extracted rapidly during the first feedforward wave of neuronal processing but relies on recurrent activation. I conclude (1) that the primed flanker task is an excellent tool to identify and compare the processing characteristics of different grouping cues by behavioral means, (2) that grouping strength and other factors are strongly modulating these processing characteristics, which (3) challenges a dichotomous classification of grouping cues based on feedforward vs. recurrent processing (incremental grouping theory, Roelfsema, 2006), and (4) that a focus on temporal processing dynamics is necessary to understand perceptual grouping.

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.

The hypoxia inducible factor-1 (HIF-1), a heterodimer composed of HIF-1alpha and HIF-1beta, is activated in response to low oxygen tension and serves as the master regulator for cells to adapt to hypoxia. HIF-1 is usually considered to be regulated via degradation of its a-subunit. Recent findings, however, point to the existence of alternative mechanisms of HIF-1 regulation which appear to be important for down-regulating HIF-1 under prolonged and severe oxygen depletion. The aims of my Ph.D. thesis, therefore, were to further elucidate mechanisms involved in such down-regulation of HIF-1. The first part of the thesis addresses the impact of the severity and duration of oxygen depletion on HIF-1alpha protein accumulation and HIF-1 transcriptional activity. A special focus was put on the influence of the transcription factor p53 on HIF-1. I found that p53 only accumulates under prolonged anoxia (but not hypoxia), thus limiting its influence on HIF-1 to severe hypoxic conditions. At low expression levels, p53 inhibits HIF-1 transactivity. I attributed this effect to a competition between p53 and HIF-1alpha for binding to the transcriptional co-factor p300, since p300 overexpression reverses this inhibition. This assumption is corroborated by competitive binding of IVTT-generated p53 and HIF-1alpha to the CH1-domain of p300 in vitro. High p53 expression, on the other hand, affects HIF-1alpha protein negatively, i.e., p53 provokes pVHL-independent degradation of HIF-1alpha. Therefore, I conclude that low p53 expression attenuates HIF-1 transactivation by competing for p300, while high p53 expression negatively affects HIF-1alpha protein, thereby eliminating HIF-1 transactivity. Thus, once p53 becomes activated under prolonged anoxia, it contributes to terminating HIF-1 responses. In the second part of my study, I intended to further characterize the effects induced by prolonged periods of low oxygen, i.e., hypoxia, as compared to anoxia, with respect to alterations in HIF-1alpha mRNA. Prolonged anoxia, but not hypoxia, showed pronounced effects on HIF-1alpha mRNA. Long-term anoxia induced destabilization of HIF-1alpha mRNA, which manifests itself in a dramatic reduction of the half-life. The mechanistic background points to natural anti-sense HIF-1alpha mRNA, which is induced in a HIF-1-dependent manner, and additional factors, which most likely influence HIF-1alpha mRNA indirectly via anti-sense HIF-1alpha mRNA mediated trans-effects. In summary, the data provide new information concerning the impact of p53 on HIF-1, which might be of importance for the decision between pro- and anti-apoptotic mechanisms depending upon the severity and duration of hypoxia. Furthermore, the results of this project give further insights into a novel mechanism of HIF-1 regulation, namely mRNA down-regulation under prolonged anoxic incubations. These mechanisms appear to be activated only in response to prolonged anoxia, but not to hypoxia. These considerations regarding HIF-1 regulation should be taken into account when prolonged incubations to hypoxic or anoxic conditions are analyzed at the level of HIF-1 stability regulation.

The phase field approach is a powerful tool that can handle even complicated fracture phenomena within an apparently simple framework. Nonetheless, a profound understanding of the model is required in order to be able to interpret the obtained results correctly. Furthermore, in the dynamic case the phase field model needs to be verified in comparison to experimental data and analytical results in order to increase the trust in this new approach. In this thesis, a phase field model for dynamic brittle fracture is investigated with regard to these aspects by analytical and numerical methods

Matrix Compression Methods for the Numerical Solution of Radiative Transfer in Scattering Media
(2002)

Radiative transfer in scattering media is usually described by the radiative transfer equation, an integro-differential equation which describes the propagation of the radiative intensity along a ray. The high dimensionality of the equation leads to a very large number of unknowns when discretizing the equation. This is the major difficulty in its numerical solution. In case of isotropic scattering and diffuse boundaries, the radiative transfer equation can be reformulated into a system of integral equations of the second kind, where the position is the only independent variable. By employing the so-called momentum equation, we derive an integral equation, which is also valid in case of linear anisotropic scattering. This equation is very similar to the equation for the isotropic case: no additional unknowns are introduced and the integral operators involved have very similar mapping properties. The discretization of an integral operator leads to a full matrix. Therefore, due to the large dimension of the matrix in practical applcation, it is not feasible to assemble and store the entire matrix. The so-called matrix compression methods circumvent the assembly of the matrix. Instead, the matrix-vector multiplications needed by iterative solvers are performed only approximately, thus, reducing, the computational complexity tremendously. The kernels of the integral equation describing the radiative transfer are very similar to the kernels of the integral equations occuring in the boundary element method. Therefore, with only slight modifications, the matrix compression methods, developed for the latter are readily applicable to the former. As apposed to the boundary element method, the integral kernels for radiative transfer in absorbing and scattering media involve an exponential decay term. We examine how this decay influences the efficiency of the matrix compression methods. Further, a comparison with the discrete ordinate method shows that discretizing the integral equation may lead to reductions in CPU time and to an improved accuracy especially in case of small absorption and scattering coefficients or if local sources are present.

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.

This thesis is concerned with different null-models that are used in network analysis. Whenever it is of interest whether a real-world graph is exceptional regarding a particular measure, graphs from a null-model can be used to compare the real-world graph to. By analyzing an appropriate null-model, a researcher may find whether the results of the measure on the real-world graph is exceptional or not.
Deciding which null-model to use is hard and sometimes the difference between the null-models is not even considered. In this thesis, there are several results presented: First, based on simple global measures, undirected graphs are analyzed. The results for these measures indicates that it is not important which null-model is used, thus, the fastest algorithm of a null-model may be used. Next, local measures are investigated. The fastest algorithm proves to be the most complicated to analyze. The model includes multigraphs which do not meet the conditions of all the measures, thus, the measures themselves have to be altered to take care of multigraphs as well. After careful consideration, the conditions are met and the analysis shows, that the fastest is not always the best.
The same applies for directed graphs, as is shown in the last part. There, another more complex measure on graphs is introduced. I continue testing the applicability of several null-models; in the end, a set of equations proves to be fast and good enough as long as conditions regarding the degree sequence are met.

In recent years, recommender systems have been widely used for a variety of different kinds of items such as books, movies, and music. However, current recommendation approaches have often been criticized to suffer from overspecialization thus not enough considering a user’s diverse topics of interest. In this thesis we present a novel approach to extracting contextualized user profiles which enable recommendations taking into account a user’s full range of interests. The method applies algorithms from the domain of topic detection and tracking to automatically identify diverse user interests and to represent them with descriptive labels. That way manual annotations of interest topics by the users, e. g., from a predefined domain taxonomy, are no longer required. The approach has been tested in two scenarios: First, we implemented a content-based recommender system for an Enterprise 2.0 resource sharing platform where the contextualized user interest profiles have been used to generate recommendations with a high degree of inter-topic diversity. In an effort to harness the collective intelligence of the users, the resources in the system were described by making use of user-generated metadata. The evaluation experiments show that our approach is likely to capture a multitude of diverse interest topics per user. The labels extracted are specific for these topics and can be used to retrieve relevant on-topic resources. Second, a slightly adapted variation of the algorithm has been used to target music recommendations based on the user’s current mood. In this scenario music artists are described by using freely available Semantic Web data from the Linked Open Data cloud thus not requiring expensive metadata annotations by experts. The evaluation experiments conducted show that many users have a multitude of different preferred music styles. However a correlation between these music styles and music mood categories could not be observed. An integration of our proposed user profiles with existing user model ontologies seems promising for enabling context-sensitive recommendations.

In the filling process of a car tank, the formation of foam plays an unwanted role, as it may prevent the tank from being completely filled or at least delay the filling. Therefore it is of interest to optimize the geometry of the tank using numerical simulation in such a way that the influence of the foam is minimized. In this dissertation, we analyze the behaviour of the foam mathematically on the mezoscopic scale, that is for single lamellae. The most important goals are on the one hand to gain a deeper understanding of the interaction of the relevant physical effects, on the other hand to obtain a model for the simulation of the decay of a lamella which can be integrated in a global foam model. In the first part of this work, we give a short introduction into the physical properties of foam and find that the Marangoni effect is the main cause for its stability. We then develop a mathematical model for the simulation of the dynamical behaviour of a lamella based on an asymptotic analysis using the special geometry of the lamella. The result is a system of nonlinear partial differential equations (PDE) of third order in two spatial and one time dimension. In the second part, we analyze this system mathematically and prove an existence and uniqueness result for a simplified case. For some special parameter domains the system can be further simplified, and in some cases explicit solutions can be derived. In the last part of the dissertation, we solve the system using a finite element approach and discuss the results in detail.

Chlorogenic acids (CGA) are phenolic compounds that form during the esterification of certain trans-cinnamic acids with (-)-quinic acid. According to several human intervention studies, they may have potential health benefits. Coffee is the main source of CGA in human nutrition, and is consumed either alone or in combination with a variety of foods. For this reason, the presented study aimed to clarify whether the simultaneous consumption of food, for example, a breakfast rich in carbohydrates, with instant coffee affects the absorption and bioavailability of CGA. The research specifically focused on how various food matrices, which are consumed at the same time as a coffee beverage, will influence kinetic parameters such as area under the curve (AUC), maximum plasma concentration (cmax), and time needed to reach maximum plasma concentration (tmax).
In a randomized crossover study, fourteen healthy participants consumed either pure instant coffee or coffee with a carbohydrate- or fat-rich meal. All of the subjects consumed the same quantity of CGA (3.1 mg CGA/kg body weight). Blood samples, collected at various time points up to 15 h after instant coffee consumption, were quantitatively analysed. Additionally, three urine collection intervals were chosen over a time period of 24h. High performance liquid chromatography electrospray ionization tandem mass spectrometry (HPLC-ESI-MS/MS) was used to determine the CGA present, along with the concentrations of respective metabolites.
During a blind data review meeting, 20 of the 56 analysed plasma metabolites were chosen for further statistical analysis. A total of 36 metabolites were monitored in the urine samples. Similar as in the plasma samples, between-treatment differences, measured through AUC, Cmax, and tmax, of various CGA derived metabolites were to estimate. Each treatment was also analysed in terms of the correlation between the plasma AUC and urinary excretion of seven metabolites.
It is already known that inter-individual variations in CGA absorption depends on gut microbial degradation and affects the efficacy of these compounds. Microorganisms present in the gastrointestinal tract metabolise CGA to form dihydroferulic acid (DHFA) and dihydrocaffeic acid (DHCA) derivatives, which precede the subsequent formation of a wide range of metabolites. Therefore stool samples were collected from the participants within 12 h before the second study day. Subsequent an ex-vivo incubation of faecal samples with 5-O-caffeoylquinic acid (5-CQA), the main chlorogenic acid found in coffee was performed. An HPLC system connected to a CoulArray® detector was used to measure the concentrations of 5-CQA and its metabolites. Reduced concentrations of 5-CQA as well as the appearance of DHCA and caffeic acid (CA) in the gut microbiota medium, were monitored to calculate the inter-individual kinetics for each compound. In addition, these samples were analysed for microbiota content by an external laboratory (L&S, Bad Bocklet, Germany). These results were used to distinguish whether the decreased or increased content of a specific microorganism was related to an individual’s decreased or increased metabolic efficiency. Finally, we used to aforementioned results to evaluate if any correlation could be drawn between the plasma appearance, urinary excretion and ability of microorganisms to degrade 5-CQA.
Strong inter-individual variation was observed for AUC, Cmax and tmax. The AUC measured the quantity of CGA in plasma samples. We noted that pure instant coffee consumption resulted in slightly higher CGA bioavailability than instant coffee with the additional consumption of a meal. However, these differences were not statistically significant. Additionally, the metabolites were divided into groups, according to similarity and chemical properties. They were further classified into three groups according to their physical structure and predicated from the area of appearance: directly from coffee (quinics), after first degradation and metabolism (phenolics, all trans-cinammic acids and their sulfates and glucuronides) as well as colonic degradation and metabolism (colonics, all dihydro compounds). These respective metabolic classes showed significant differences in the AUC values of certain classes yet no significant between-treatment differences. Our results corroborated earlier studies in that the three caffeoylquinic acid (CQA) isomers were absorbed to a lower extent whereas all feruloylquinic acids (FQA) were detected in comparably high amounts in the plasma samples of the volunteers. However, the amount of these quinic acid conjugates in the plasma samples accounted for only 0,5% of the total amount of identified. In contrast, at least 8.7% of the investigated compounds were identified to be phenolics. Dihydro compounds, the so known colonics, were identified as the most common metabolites (90.8%). Additionally, dihydroferulic acid (DHFA), meta-dihydrocoumaric acid (mDHCoA), dihydrocaffeic acid-3-sulfate (DHCA3S) and dihydroisoferulic acid (DHiFA) were identified to account for 78% of the studied metabolites, and thus represent the most abundant compounds circulating in the plasma after coffee consumption.
Irrespective of treatment, the tmax value for early metabolites (quinic and phenolic compounds) was observed between 0 and 2 h after the ingestion of coffee and tmax value for late metabolites (colonic metabolites) was observed between 7 and 10 h. The amount of colonic metabolites had not returned to the baseline level 15 h after the ingestion of coffee. The co-ingestion of breakfast and coffee, when compared to the ingestion of coffee alone, significantly increased the Cmax values for all quinic and phenolic compounds, as well as two colonic metabolites (DHCA and DHiFA). These differences also revealed that the three treatments differed in terms of the kinetics of release. Thus, future studies should use an extended plasma collection time with shorter intervals (e.g. 2 h) to provide a full pharmacokinetic profile.
There were no statistically significant between-treatment differences in the urine samples collected 24 h after coffee ingestion. However, urine samples collected within six hours of the consumption of coffee alone or in combination with a fat-rich meal showed significantly higher CGA quantities than samples collected at the same time point for coffee ingested with a carbohydrate-rich. Strong inter-individual variability and the fact that only 14 healthy subjects participated in the study hindered the identification of any clear trend between the plasma concentrations of metabolites and their excretion in urine.
Four hours after the ex vivo incubation of 5-CQA with individual faecal samples the sum of 5-CQA, CA, and DHCA varied strongly between participants. These findings could result from binding effects of the phenolic compounds with faecal constituents, further degradation or metabolism, and/or the release of bound phenolic substances before the experiment started. We hypothesized that for participants with high plasma AUCs of dihydro compounds, their incubation samples show also high concentrations of CA and DHCA in the incubation medium after four hours. No significant correlation could be found.
This study and all of the outcomes were exploratory. Due to the limited number of participants, we could only investigate tendencies for how the co-ingestion of food affects the bioavailability of CGAs and their respective metabolites following coffee consumption. Therefore, the achieved results are only indicative. Despite this limitation, the data highlight that even though all three treatments had strong similarities in the total bioavailability of CGAs and metabolites from instant coffee, there were between-treatment differences in the kinetics of release. The co-ingestion of breakfast and coffee favoured a slow and continuous release of colonic metabolites while non-metabolized coffee components were observed in plasma within the first hour when coffee was ingested alone.
In conclusion, both a shift in gastrointestinal transit time and the plasma metabolite composition were observed when the ingestion of coffee alone or in combination with breakfast were compared. These results showed that breakfast consumption induces the retarded release of chlorogenic acid metabolites in humans. The data from our human intervention study suggest that the bioavailability of chlorogenic acids from coffee and their derivatives does not only depend on chemical structure, molecular size and active or passive transport ability, but is also influenced by inter-individual differences. Therefore, we strongly recommend that future studies include metabolism experiments that focus on microbiota genotypes and/or the genotyping of individual subjects. This type of research could be pivotal to elucidating whether, and how, genotype affects the metabolic profile after chlorogenic acid intake.

In this work we present and estimate an explanatory model with a predefined system of explanatory equations, a so called lag dependent model. We present a locally optimal, on blocked neural network based lag estimator and theorems about consistensy. We define the change points in context of lag dependent model, and present a powerfull algorithm for change point detection in high dimensional high dynamical systems. We present a special kind of bootstrap for approximating the distribution of statistics of interest in dependent processes.

Mechanical ventilation of patients with severe lung injury is an important clinical treatment to ensure proper lung oxygenation and to mitigate the extent of collapsed lung regions. While current imaging technologies such as Computed Tomography (CT) and chest X-ray allow for a thorough inspection of the thorax, they are limited to static pictures and exhibit several disadvantages, including exposure to ionizing radiation and high cost. Electrical Impedance Tomography (EIT) is a novel method to determine functional processes inside the thorax such as lung ventilation and cardiac activity. EIT reconstructs the internal electrical conductivity distribution within the thorax from voltage measurements on the body surface. Conductivity changes correlate with important clinical parameters such as lung volume and perfusion. Current EIT systems and algorithms use simplified or generalized thorax models to solve the reconstruction problem, which reduce image quality and anatomical significance. In this thesis, the development of a clinically relevant workflow to compute sophisticated three-dimensional thorax models from patient-specific CT data is described. The method allows medical experts to generate a multi-material segmentation in an interactive and fast way, while a volumetric mesh is computed automatically from the segmentation. The significantly improved image quality and anatomical precision of EIT images reconstructed with these 3D models is reported, and the impact on clinical applicability is discussed. In addition, three projects concerning quantitative CT (qCT) measurements and multi-modal 3D visualization are presented, which demonstrate the importance and productivity of interdisciplinary research groups including computer scientists and medical experts. The results presented in this thesis contribute significantly to clinical research efforts to pave the way towards improved patient-specific treatments of lung injury using EIT and qCT.

A number of natural products are known that contain an enamide as a key structural feature. This functionality is a very important subunit in various biologically active products and pharmaceutical drug lead compounds. In addition, enamides serve as highly versatile synthetic intermediates, particularly in the pericyclic reaction, formation of heterocycles, cross-coupling and in asymmetric synthesis. As a result, several protocols have been devised for the preparation of enamides. Traditional syntheses include condensation of aldehydes and ketones with amides or from hydroxylamines and acetic anhydride, require harsh conditions and yield mixtures of E/Z products. Several metal catalyzed approaches have been also investigated, such as isomerization of N-allylamides and catalytic cross-coupling of amides with vinyl halides or pseudohalides. These protocols proceed under milder conditions but suffer from the limited availability of these starting materials. The research described in this dissertation focuses on efficient and atom-economic preparation of enamides and thioenamides, using readily available starting materials. We developed catalyst systems generated in situ from bis(2-methallyl)-cycloocta-1,5-diene-ruthenium(II), phosphines and Lewis acid or base, efficiently catalyze the addition of primary amides and thioamides to terminal alkynes with exclusive formation of the anti-Markovnikov products in high yield and stereoselectivity under mild reaction conditions. The generality of the newly developed methodologies is demonstrated by common functional group tolerance. Furthermore, Markovnikov products were formed via phosphine-catalyzed addition of cyclic amides to phenylacetylene derivatives. The hydroamidation protocol of primary amides was successfully used in the synthesis of naturally occurring compounds, such as alatamide, lansiumamide A, botryllamides C and E, and the key intermediate in the synthesis of aristolactam. In order to investigate the reaction mechanism, the addition of various amides and carboxylic acids to terminal alkynes was performed using deuterium labeled starting materials and followed by in situ NMR and GC-MS studies.

If gradient based derivative algorithms are used to improve industrial products by reducing their target functions, the derivatives need to be exact.
The last percent of possible improvement, like the efficiency of a turbine, can only be gained if the derivatives are consistent with the solution process that is used in the simulation software.
It is problematic that the development of the simulation software is an ongoing process which leads to the use of approximated derivatives.
If a derivative computation is implemented manually, it will be inconsistent after some time if it is not updated.
This thesis presents a generalized approach which differentiates the whole simulation software with Algorithmic Differentiation (AD), and guarantees a correct and consistent derivative computation after each change to the software.
For this purpose, the variable tagging technique is developed.
The technique checks at run-time if all dependencies, which are used by the derivative algorithms, are correct.
Since it is also necessary to check the correctness of the implementation, a theorem is developed which describes how AD derivatives can be compared.
This theorem is used to develop further methods that can detect and correct errors.
All methods are designed such that they can be applied in real world applications and are used within industrial configurations.
The process described above yields consistent and correct derivatives but the efficiency can still be improved.
This is done by deriving new derivative algorithms.
A fixed-point iterator approach, with a consistent derivation, yields all state of the art algorithms and produces two new algorithms.
These two new algorithms include all implementation details and therefore they produce consistent derivative results.
For detecting hot spots in the application, the state of the art techniques are presented and extended.
The data management is changed such that the performance of the software is affected only marginally when quantities, like the number of input and output variables or the memory consumption, are computed for the detection.
The hot spots can be treated with techniques like checkpointing or preaccumulation.
How these techniques change the time and memory consumption is analyzed and it is shown how they need to be used in selected AD tools.
As a last step, the used AD tools are analyzed in more detail.
The major implementation strategies for operator overloading AD tools are presented and implementation improvements for existing AD tools are discussed.\
The discussion focuses on a minimal memory consumption and makes it possible to compare AD tools on a theoretical level.
The new AD tool CoDiPack is based on these findings and its design and concepts are presented.
The improvements and findings in this thesis make it possible, that an automatic, consistent and correct derivative is generated in an efficient way for industrial applications.

The simulation of cutting process challenges established methods due to large deformations and topological changes. In this work a particle finite element method (PFEM) is presented, which combines the benefits of discrete modeling techniques and methods based on continuum mechanics. A crucial part of the PFEM is the detection of the boundary of a set of particles. The impact of this boundary detection method on the structural integrity is examined and a relation of the key parameter of the method to the eigenvalues of strain tensors is elaborated. The influence of important process parameters on the cutting force is studied and a comparison to an empirical relation is presented.

Though environmental inequality research has gained extensive interest in the United States, it has received far less attention in Europe and Germany. The main objective of this book is to extend the research on environmental inequality in Germany. This book aims to shed more light on the question of whether minorities in Germany are affected by a disproportionately high burden of environmental pollution, and to increase the general knowledge about the causal mechanisms, which contribute to the unequal distribution of environmental hazards across the population.
To improve our knowledge about environmental inequality in Germany, this book extends previous research in several ways. First, to evaluate the extent of environmental inequality, this book relies on two different data sources. On the on hand, it uses household-level survey data and self-reports about the impairment through air pollution. On the other hand, it combines aggregated census data and objective register-based measures of industrial air pollution by using geographic information systems (GIS). Consequently, this book offers the first analysis of environmental inequality on the national level that uses objective measures of air pollution in Germany. Second, to evaluate the causes of environmental inequality, this book applies a panel data analysis on the household level, thereby offering the first longitudinal analysis of selective migration processes outside the United States. Third, it compares the level of environmental inequality between German metropolitan areas and evaluates to which extent the theoretical arguments of environmental inequality can explain differing levels of environmental inequality across the country. By doing so, this book not only investigates the impact of indicators derived by the standard strand of theoretical reasoning but also includes structural characteristics of the urban space.
All studies presented in this book confirm the disproportionate exposure of minorities to environmental pollution. Minorities live in more polluted areas in Germany but also in more polluted parts of the communities, and this disadvantage is most severe in metropolitan regions. Though this book finds evidence for selective migration processes contributing to the disproportionate exposure of minorities to environmental pollution, it also stresses the importance of urban conditions. Especially cities with centrally located industrial facilities yield a high level of environmental inequality. This poses the question of whether environmental inequality might be the result of two independent processes: 1) urban infrastructure confines residential choices of minorities to the urban core, and 2) urban infrastructure facilitates centrally located industries. In combination, both processes lead to a disproportionate burden of minority households.

Knowledge discovery from large and complex collections of today’s scientific datasets is a challenging task. With the ability to measure and simulate more processes at increasingly finer spatial and temporal scales, the increasing number of data dimensions and data objects is presenting tremendous challenges for data analysis and effective data exploration methods and tools. Researchers are overwhelmed with data and standard tools are often insufficient to enable effective data analysis and knowledge discovery. The main objective of this thesis is to provide important new capabilities to accelerate scientific knowledge discovery form large, complex, and multivariate scientific data. The research covered in this thesis addresses these scientific challenges using a combination of scientific visualization, information visualization, automated data analysis, and other enabling technologies, such as efficient data management. The effectiveness of the proposed analysis methods is demonstrated via applications in two distinct scientific research fields, namely developmental biology and high-energy physics. Advances in microscopy, image analysis, and embryo registration enable for the first time measurement of gene expression at cellular resolution for entire organisms. Analysis of highdimensional spatial gene expression datasets is a challenging task. By integrating data clustering and visualization, analysis of complex, time-varying, spatial gene expression patterns and their formation becomes possible. The analysis framework MATLAB and the visualization have been integrated, making advanced analysis tools accessible to biologist and enabling bioinformatic researchers to directly integrate their analysis with the visualization. Laser wakefield particle accelerators (LWFAs) promise to be a new compact source of highenergy particles and radiation, with wide applications ranging from medicine to physics. To gain insight into the complex physical processes of particle acceleration, physicists model LWFAs computationally. The datasets produced by LWFA simulations are (i) extremely large, (ii) of varying spatial and temporal resolution, (iii) heterogeneous, and (iv) high-dimensional, making analysis and knowledge discovery from complex LWFA simulation data a challenging task. To address these challenges this thesis describes the integration of the visualization system VisIt and the state-of-the-art index/query system FastBit, enabling interactive visual exploration of extremely large three-dimensional particle datasets. Researchers are especially interested in beams of high-energy particles formed during the course of a simulation. This thesis describes novel methods for automatic detection and analysis of particle beams enabling a more accurate and efficient data analysis process. By integrating these automated analysis methods with visualization, this research enables more accurate, efficient, and effective analysis of LWFA simulation data than previously possible.

This thesis discusses methods for the classification of finite projective planes via exhaustive search. In the main part the author classifies all projective planes of order 16 admitting a large quasiregular group of collineations. This is done by a complete search using the computer algebra system GAP. Computational methods for the construction of relative difference sets are discussed. These methods are implemented in a GAP-package, which is available separately. As another result --found in cooperation with U. Dempwolff-- the projective planes defined by planar monomials are classified. Furthermore the full automorphism group of the non-translation planes defined by planar monomials are classified.

In many industrial applications fast and accurate solutions of linear elliptic partial differential equations are needed as one of the building blocks of more complex problems. The domains are often highly complex and meshing turns out to be expensive and difficult to obtain with a sufficient quality. In such cases methods with a regular, not boundary adapted grid offer an attractive alternative. The Explicit Jump Immersed Interface Method is one of these algorithms. The main interest of this work lies in solving the linear elasticity equations. For this purpose the existing EJIIM algorithm has been extended to three dimensions. The Poisson equation is always considered in parallel as the most typical representative of elliptic PDEs. During the work it became clear that EJIIM can have very high computational memory requirements. To overcome this problem an improvement, Reduced EJIIM is proposed. The main theoretical result in this work is the proof of the smoothing property of inverses of elliptic finite difference operators in two and three space dimensions. It is an often observed phenomena that the local truncation error is allowed to be of lower order along some lower dimensional manifold without influencing the global convergence order of the solution.

Collaboration aims to increase the efficiency of problem solving and decision making by bringing diverse areas of expertise together, i.e., teams of experts from various disciplines, all necessary to come up with acceptable concepts. This dissertation is concerned with the design of highly efficient computer-supported collaborative work involving active participation of user groups with diverse expertise. Three main contributions can be highlighted: (1) the definition and design of a framework facilitating collaborative decision making; (2) the deployment and evaluation of more natural and intuitive interaction and visualization techniques in order to support multiple decision makers in virtual reality environments; and (3) the integration of novel techniques into a single proof-of-concept system.
Decision making processes are time-consuming, typically involving several iterations of different options before a generally acceptable solution is obtained. Although, collaboration is an often-applied method, the execution of collaborative sessions is often inefficient, does not involve all participants, and decisions are often finalized with- out the agreement of all participants. An increasing number of computer-supported cooperative work systems (CSCW) facilitate collaborative work by providing shared viewpoints and tools to solve joint tasks. However, most of these software systems are designed from a feature-oriented perspective, rather than a human-centered perspective and without the consideration of user groups with diverse experience and joint goals instead of joint tasks. The aim of this dissertation is to bring insights to the following research question: How can computer-supported cooperative work be designed to be more efficient? This question opens up more specific questions like: How can collaborative work be designed to be more efficient? How can all participants be involved in the collaboration process? And how can interaction interfaces that support collaborative work be designed to be more efficient? As such, this dissertation makes contributions in:
1. Definition and design of a framework facilitating decision making and collaborative work. Based on examinations of collaborative work and decision making processes requirements of a collaboration framework are assorted and formulated. Following, an approach to define and rate software/frameworks is introduced. This approach is used to translate the assorted requirements into a software’s architecture design. Next, an approach to evaluate alternatives based on Multi Criteria Decision Making (MCDM) and Multi Attribute Utility Theory (MAUT) is presented. Two case studies demonstrate the usability of this approach for (1) benchmarking between systems and evaluates the value of the desired collaboration framework, and (2) ranking a set of alternatives resulting from a decision-making process incorporating the points of view of multiple stake- holders.
2. Deployment and evaluation of natural and intuitive interaction and visualization techniques in order to support multiple diverse decision makers. A user taxonomy of industrial corporations serves to create a petri network of users in order to identify dependencies and information flows between each other. An explicit characterization and design of task models was developed to define interfaces and further components of the collaboration framework. In order to involve and support user groups with diverse experiences, smart de- vices and virtual reality are used within the presented collaboration framework. Natural and intuitive interaction techniques as well as advanced visualizations of user centered views of the collaboratively processed data are developed in order to support and increase the efficiency of decision making processes. The smartwatch as one of the latest technologies of smart devices, offers new possibilities of interaction techniques. A multi-modal interaction interface is provided, realized with smartwatch and smartphone in full immersive environments, including touch-input, in-air gestures, and speech.
3. Integration of novel techniques into a single proof-of-concept system. Finally, all findings and designed components are combined into the new collaboration framework called IN2CO, for distributed or co-located participants to efficiently collaborate using diverse mobile devices. In a prototypical implementation, all described components are integrated and evaluated. Examples where next-generation network-enabled collaborative environments, connected by visual and mobile interaction devices, can have significant impact are: design and simulation of automobiles and aircrafts; urban planning and simulation of urban infrastructure; or the design of complex and large buildings, including efficiency- and cost-optimized manufacturing buildings as task in factory planning. To demonstrate the functionality and usability of the framework, case studies referring to factory planning are demonstrated. Considering that factory planning is a process that involves the interaction of multiple aspects as well as the participation of experts from different domains (i.e., mechanical engineering, electrical engineering, computer engineering, ergonomics, material science, and even more), this application is suitable to demonstrate the utilization and usability of the collaboration framework. The various software modules and the integrated system resulting from the research will all be subjected to evaluations. Thus, collaborative decision making for co-located and distributed participants is enhanced by the use of natural and intuitive multi-modal interaction interfaces and techniques.

In this thesis, we investigate a statistical model for precipitation time series recorded at a single site. The sequence of observations consists of rainfall amounts aggregated over time periods of fixed duration. As the properties of this sequence depend strongly on the length of the observation intervals, we follow the approach of Rodriguez-Iturbe et. al. [1] and use an underlying model for rainfall intensity in continuous time. In this idealized representation, rainfall occurs in clusters of rectangular cells, and each observations is treated as the sum of cell contributions during a given time period. Unlike the previous work, we use a multivariate lognormal distribution for the temporal structure of the cells and clusters. After formulating the model, we develop a Markov-Chain Monte-Carlo algorithm for fitting it to a given data set. A particular problem we have to deal with is the need to estimate the unobserved intensity process alongside the parameter of interest. The performance of the algorithm is tested on artificial data sets generated from the model. [1] I. Rodriguez-Iturbe, D. R. Cox, and Valerie Isham. Some models for rainfall based on stochastic point processes. Proc. R. Soc. Lond. A, 410:269-288, 1987.

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.

Under physiological conditions oxygen is constantly being converted to reactive oxygen intermediates, in mitochondria, peroxisomes, cytochrome p450 systems, macrophages, neutrophils and in plasma membranes. These reactive oxygen species (ROS) are toxic and therefore alter cell integrity leading to cell damage. To protect itself against this toxic effect of ROS, living systems have developed defence systems that scavenge ROS formation. These systems include some enzymes, transporting proteins and small antioxidant molecules for instance vitamin C and E. This thesis describes a study on the antioxidant chemistry and activity of vitamin C in vivo and in vitro systems using ESR spectroscopy. Also, a new method was designed to label ascorbic acid with a fluorescent marker. Moreover, some important criteria were considered for the evaluation and quantification of ascorbyl radicals in human blood plasma using two types of ESR spectrometers.

In modern algebraic geometry solutions of polynomial equations are studied from a qualitative point of view using highly sophisticated tools such as cohomology, \(D\)-modules and Hodge structures. The latter have been unified in Saito’s far-reaching theory of mixed Hodge modules, that has shown striking applications including vanishing theorems for cohomology. A mixed Hodge module can be seen as a special type of filtered \(D\)-module, which is an algebraic counterpart of a system of linear differential equations. We present the first algorithmic approach to Saito’s theory. To this end, we develop a Gröbner basis theory for a new class of algebras generalizing PBW-algebras.
The category of mixed Hodge modules satisfies Grothendieck’s six-functor formalism. In part these functors rely on an additional natural filtration, the so-called \(V\)-filtration. A key result of this thesis is an algorithm to compute the \(V\)-filtration in the filtered setting. We derive from this algorithm methods for the computation of (extraordinary) direct image functors under open embeddings of complements of pure codimension one subvarieties. As side results we show
how to compute vanishing and nearby cycle functors and a quasi-inverse of Kashiwara’s equivalence for mixed Hodge modules.
Describing these functors in terms of local coordinates and taking local sections, we reduce the corresponding computations to algorithms over certain bifiltered algebras. It leads us to introduce the class of so-called PBW-reduction-algebras, a generalization of the class of PBW-algebras. We establish a comprehensive Gröbner basis framework for this generalization representing the involved filtrations by weight vectors.

The thesis studies change points in absolute time for censored survival data with some contributions to the more common analysis of change points with respect to survival time. We first introduce the notions and estimates of survival analysis, in particular the hazard function and censoring mechanisms. Then, we discuss change point models for survival data. In the literature, usually change points with respect to survival time are studied. Typical examples are piecewise constant and piecewise linear hazard functions. For that kind of models, we propose a new algorithm for numerical calculation of maximum likelihood estimates based on a cross entropy approach which in our simulations outperforms the common Nelder-Mead algorithm.
Our original motivation was the study of censored survival data (e.g., after diagnosis of breast cancer) over several decades. We wanted to investigate if the hazard functions differ between various time periods due, e.g., to progress in cancer treatment. This is a change point problem in the spirit of classical change point analysis. Horváth (1998) proposed a suitable change point test based on estimates of the cumulative hazard function. As an alternative, we propose similar tests based on nonparametric estimates of the hazard function. For one class of tests related to kernel probability density estimates, we develop fully the asymptotic theory for the change point tests. For the other class of estimates, which are versions of the Watson-Leadbetter estimate with censoring taken into account and which are related to the Nelson-Aalen estimate, we discuss some steps towards developing the full asymptotic theory. We close by applying the change point tests to simulated and real data, in particular to the breast cancer survival data from the SEER study.

The aim of the thesis is the numerical investigation of saturated, stationary, incompressible Newtonian flow in porous media when inertia is not negligible. We focus our attention to the Navier-Stokes system with two pressures derived by two-scale homogenization. The thesis is subdivided into five Chapters. After the introductory remarks on porous media, filtration laws and upscaling methods, the first chapter is closed by stating the basic terminology and mathematical fundamentals. In Chapter 2, we start by formulating the Navier-Stokes equations on a periodic porous medium. By two-scale expansions of the velocity and pressure, we formally derive the Navier-Stokes system with two pressures. For the sake of completeness, known existence and uniqueness results are repeated and a convergence proof is given. Finally, we consider Stokes and Navier-Stokes systems with two pressures with respect to their relation to Darcy's law. Chapter 3 and Chapter 4 are devoted to the numerical solution of the nonlinear two pressure system. Therefore, we follow two approaches. The first approach which is developed in Chapter 3 is based on a splitting of the Navier-Stokes system with two pressures into micro and macro problems. The splitting is achieved by Taylor expanding the permeability function or by discretely computing the permeability function. The problems to be solved are a series of Stokes and Navier-Stokes problems on the periodicity cell. The Stokes problems are solved by an Uzawa conjugate gradient method. The Navier-Stokes equations are linearized by a least-squares conjugate gradient method, which leads to the solution of a sequence of Stokes problems. The macro problem consists of solving a nonlinear uniformly elliptic equation of second order. The least-squares linearization is applied to the macro problem leading to a sequence of Poisson problems. All equations will be discretized by finite elements. Numerical results are presented at the end of Chapter 3. The second approach presented in Chapter 4 relies on the variational formulation in a certain Hilbert space setting of the Navier-Stokes system with two pressures. The nonlinear problem is again linearized by the least-squares conjugate gradient method. We obtain a sequence of Stokes systems with two pressures. For the latter systems, we propose a fast solution method which relies on pre-computing Stokes systems on the periodicity cell for finite element basis functions acting as right hand sides. Finally, numerical results are discussed. In Chapter 5 we are concerned with modeling and simulation of the pressing section of a paper machine. We state a two-dimensional model of a press nip which takes into account elasticity and flow phenomena. Nonlinear filtration laws are incorporated into the flow model. We present a numerical solution algorithm and the chapter is closed by a numerical investigation of the model with special focus on inertia effects.

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.

There are a number of designs for an online advertising system that allow for behavioral targeting without revealing user online behavior or user interest profiles to the ad network. Although these designs purport to be practical solutions, none of them adequately consider the role of ad auctions, which today are central to the operation of online advertising systems. Moreover, none of the proposed designs have been deployed in real-life settings. In this thesis, we present an effort to fill this gap. First, we address the challenge of running ad auctions that leverage user profiles while keeping the profile information private. We define the problem, broadly explore the solution space, and discuss the pros and cons of these solutions. We analyze the performance of our solutions using data from Microsoft Bing advertising auctions. We conclude that, while none of our auctions are ideal in all respects, they are adequate and practical solutions. Second, we build and evaluate a fully functional prototype of a practical privacy-preserving ad system at a reasonably large scale. With more than 13K opted-in users, our system was in operation for over two months serving an average of 4800 active users daily. During the last month alone, we registered 790K ad views, 417 clicks, and even a small number of product purchases. Our system obtained click-through rates comparable with those for Google display ads. In addition, our prototype is equipped with a differentially private analytics mechanism, which we used as the primary means for gathering experimental data. In this thesis, we describe our first-hand experience and lessons learned in running the world's first fully operational “private-by-design” behavioral advertising and analytics system.

Das Ziel dieser Dissertation ist die Entwicklung und Implementation eines Algorithmus zur Berechnung von tropischen Varietäten über allgemeine bewertete Körper. Die Berechnung von tropischen Varietäten über Körper mit trivialer Bewertung ist ein hinreichend gelöstes Problem. Hierfür kombinieren die Autoren Bogart, Jensen, Speyer, Sturmfels und Thomas eindrucksvoll klassische Techniken der Computeralgebra mit konstruktiven Methoden der konvexer Geometrie.
Haben wir allerdings einen Grundkörper mit nicht-trivialer Bewertung, wie zum Beispiel den Körper der \(p\)-adischen Zahlen \(\mathbb{Q}_p\), dann stößt die konventionelle Gröbnerbasentheorie scheinbar an ihre Grenzen. Die zugrundeliegenden Monomordnungen sind nicht geeignet um Problemstellungen zu untersuchen, die von einer nicht-trivialen Bewertung auf den Koeffizienten abhängig sind. Dies führte zu einer Reihe von Arbeiten, welche die gängige Gröbnerbasentheorie modifizieren um die Bewertung des Grundkörpers einzubeziehen.\[\phantom{newline}\]
In dieser Arbeit präsentieren wir einen alternativen Ansatz und zeigen, wie sich die Bewertung mittels einer speziell eingeführten Variable emulieren lässt, so dass eine Modifikation der klassischen Werkzeuge nicht notwendig ist.
Im Rahmen dessen wird Theorie der Standardbasen auf Potenzreihen über einen Koeffizientenring verallgemeinert. Hierbei wird besonders Wert darauf gelegt, dass alle Algorithmen bei polynomialen Eingabedaten mit ihren klassischen Pendants übereinstimmen, sodass für praktische Zwecke auf bereits etablierte Softwaresysteme zurückgegriffen werden kann. Darüber hinaus wird die Konstruktion des Gröbnerfächers sowie die Technik des Gröbnerwalks für leicht inhomogene Ideale eingeführt. Dies ist notwendig, da bei der Einführung der neuen Variable die Homogenität des Ausgangsideal gebrochen wird.\[\phantom{newline}\]
Alle Algorithmen wurden in Singular implementiert und sind als Teil der offiziellen Distribution erhältlich. Es ist die erste Implementation, welches in der Lage ist tropische Varietäten mit \(p\)-adischer Bewertung auszurechnen. Im Rahmen der Arbeit entstand ebenfalls ein Singular Paket für konvexe Geometrie, sowie eine Schnittstelle zu Polymake.

The central theme in this thesis concerns the development of enhanced methods and algorithms for appraising market and credit risks and their application within the context of standard and more advanced market models. Generally, methods and algorithms for analysing market risk of complex portfolios involve detailed knowledge of option sensitivities, the so-called "Greeks". Based on an analysis of symmetries in financial market models, relations between option sensitivities are obtained, which can be used for the efficient valuation of the Greeks. Mainly, the relations are derived within the Black Scholes model, however, some relations are also valid for more general models, for instance the Heston model. Portfolios are usually influenced by lots of underlyings, so it is necessary to characterise the dependencies of these basic instruments. It is usual to describe such dependencies by correlation matrices. However, estimations of correlation matrices in practice are disturbed by statistical noise and usually have the problem of rank deficiency due to missing data. A fast algorithm is presented which performs a generalized Cholesky decomposition of a perturbed correlation matrix. In contrast to the standard Cholesky algorithm, an advantage of the generalized method is that it works for semi-positive, rank deficient matrices as well. Moreover, it gives an approximative decomposition when the input matrix is indefinite. A comparison with known algorithms with similar features is performed and it turns out, that the new algorithm can be recommended in situations where computation time is the critical issue. The determination of a profit and loss distribution by Fourier inversion of its characteristic function is a powerful tool, but it can break down when the characteristic function is not integrable. In this thesis, methods for Fourier inversion of non-integrable characteristic functions are studied. In this respect, two theorems are obtained which are based on a suitable approximation of the unknown distribution with known density and characteristic function. Further it will be shown, that straightforward Fast Fourier inversion works, when the according density lives on a bounded interval. The above techniques are of crucial importance to determine the profit and loss distribution (P&L) of large portfolios efficiently. The so-called Delta Gamma normal approach has become industrial standard for the estimation of market risk. It is shown, that the performance of the Delta Gamma normal approach can be improved substantially by application of the developed methods. The same optimization procedure also applies to the Delta Gamma Student model. A standard tool for computing the P&L distribution of a loan portfolio is the CreditRisk+ model. Basically, the CreditRisk+ distribution is a discrete distribution which can be computed from its probability generating function. For this a numerically stable method is presented and as an alternative, a new algorithm based on Fourier inversion is proposed. Finally, an extension of the CreditRisk+ model to market risk is developed, which distribution can be obtained efficiently by the presented Fourier inversion methods as well.

Regular physical activity is essential to maintain or even improve an individual’s health. There exist various guidelines on how much individuals should do. Therefore, it is important to monitor performed physical activities during people’s daily routine in order to tell how far they meet professional recommendations. This thesis follows the goal to develop a mobile, personalized physical activity monitoring system applicable for everyday life scenarios. From the mentioned recommendations, this thesis concentrates on monitoring aerobic physical activity. Two main objectives are defined in this context. On the one hand, the goal is to estimate the intensity of performed activities: To distinguish activities of light, moderate or vigorous effort. On the other hand, to give a more detailed description of an individual’s daily routine, the goal is to recognize basic aerobic activities (such as walk, run or cycle) and basic postures (lie, sit and stand).
With recent progress in wearable sensing and computing the technological tools largely exist nowadays to create the envisioned physical activity monitoring system. Therefore, the focus of this thesis is on the development of new approaches for physical activity recognition and intensity estimation, which extend the applicability of such systems. In order to make physical activity monitoring feasible in everyday life scenarios, the thesis deals with questions such as 1) how to handle a wide range of e.g.
everyday, household or sport activities and 2) how to handle various potential users. Moreover, this thesis deals with the realistic scenario where either the currently performed activity or the current user is unknown during the development and training
phase of activity monitoring applications. To answer these questions, this thesis proposes and developes novel algorithms, models and evaluation techniques, and performs thorough experiments to prove their validity.
The contributions of this thesis are both of theoretical and of practical value. Addressing the challenge of creating robust activity monitoring systems for everyday life the concept of other activities is introduced, various models are proposed and validated. Another key challenge is that complex activity recognition tasks exceed the potential of existing classification algorithms. Therefore, this thesis introduces a confidence-based extension of the well known AdaBoost.M1 algorithm, called ConfAdaBoost.M1. Thorough experiments show its significant performance improvement compared to commonly used boosting methods. A further major theoretical contribution is the introduction and validation of a new general concept for the personalization of physical activity recognition applications, and the development of a novel algorithm (called Dependent Experts) based on this concept. A major contribution of practical value is the introduction of a new evaluation technique (called leave-one-activity-out) to simulate when performing previously unknown activities in a physical activity monitoring system. Furthermore, the creation and benchmarking of publicly available physical activity monitoring datasets within this thesis are directly benefiting the research community. Finally, the thesis deals with issues related to the implementation of the proposed methods, in order to realize the envisioned mobile system and integrate it into a full healthcare application for aerobic activity monitoring and support in daily life.

In the last decade, injection molding of long-fiber reinforced thermoplastics
(LFT) has been established as a low-cost, high volume technique for manufacturing
parts with complex shape without any post-treatment [1–3]. Applications
are mainly found in the automotive industry with a volume annually
growing by 10% to 15% [4].
While first applications were based on polyamide (PA6 and PA6.6), the market
share of glass fiber reinforced polypropylene (PP) is growing due to cost savings
and ease of processing. With the use of polypropylene, different processing
techniques such as gas-assisted injection molding [5] or injection compression
molding [6] have emerged in addition to injection molding [7, 8].
In order to overcome or justify higher materials costs when compared to short
fiber reinforced thermoplastics, the manufacturing techniques for LFT pellets
with fiber length greater than 10mm have evolved starting from pultrusion by
improving impregnation and throughput [9] or by direct addition of fiber strands
in the mold [10–12].
The benefit of long glass fiber reinforcement either in PP or PA is mainly due
to the enhanced resistance to fiber pull-out resulting in an increase in impact
properties and strength [13–19], even at low temperature levels [20]. Creep
and fatigue resistance are also substantially improved [21, 22].
The performance of fiber reinforced thermoplastics manufactured by injection
molding strongly depends on the flow-induced microstructure which is
driven by materials composition, processing conditions and part geometry.
The anisotropic microstructure is characterized by fiber fraction and dispersion,
fiber length and fiber orientation.
Facing the complexity of this processing technique, simulation becomes a precious
tool already in the concept phase for parts manufactured by injection
molding. Process simulation supports decisions with respect to choice of concepts
and materials. The part design is determined in terms of mold filling
including location of gates, vents and weld lines. Tool design requires the
determination of melt feeding, logistics and mold heating. Subsequently, performance
including prediction of shrinkage and warpage as well as structural
analysis is evaluated [23].
While simulation based on two-dimensional representation of three-dimensional
part geometry has been extensively used during the last two decades, the
complexity of the parts as well as the trend towards solid modelling in CAD
and CAE demands the step towards three-dimensional process simulation. The scope of this work is the prediction of flow-induced microstructure during
injection molding of long glass fiber reinforced polypropylene using threedimensional
process simulation. Modelling of the injection molding process in
three dimensions is supported experimentally by rheological characterization
in both shear and extensional flow and by two- and three-dimensional evaluation
of microstructure.
In chapter 2 the fundamentals of rheometry and rheology are presented with
respect to long fiber reinforced thermoplastics. The influence of parameters
on microstructure is described and approaches for modelling the state of microstructure
and its dynamics are discussed.
Chapter 3 introduces a rheometric technique allowing for rheological characterization
of polymer melts at processing conditions as encountered during
manufacturing. Using this rheometer, both shear and extensional viscosity of
long glass fiber reinforced polypropylene are measured with respect to composition
of materials, processing conditions and geometry of the cavity.
Chapter 4 contains the evaluation of microstructure of long glass fiber reinforced
polypropylene in terms of two-dimensional fiber orientation and its dependence
on materials parameters and processing condition. For the evaluation
of three-dimensional microstructure, a technique based on x-ray tomography
is introduced.
In chapter 5, modelling of microstructural dynamics is addressed. One-way
coupling of interactions between fluid and fibers is described macroscopically.
The flow behavior of fibers in the vicinity of cavity walls is evaluated experimentally.
From these observations, a model for treatment of fiber-wall interaction
with respect to numerical simulation is proposed.
Chapter 6 presents the application of three-dimensional simulation of the injection
molding process. Mold filling simulation is performed using a commercial
code while prediction of 3D fiber orientation is based on a proprietary module.
The rheological and thermal properties derived in chapter 3 are tested by
simulation of the experiments and comparison of predicted pressure and temperature
profile versus recorded results. The performance of fiber orientation
prediction is verified using analytical solutions of test examples from literature.
The capability of three-dimensional simulation is demonstrated based on the
simulation of mold filling and prediction of fiber orientation for an automotive
part.

Clusters bridge the gap between single atoms or molecules and the condensed phase and it is the challenge of cluster science to obtain a deeper understanding of the molecular foundation of the observed cluster specific properties/reactivities and their dependence on size. The electronic structure of hydrated magnesium monocations [Mg,nH2O]+, n<20, exhibits a strong cluster size dependency. With increasing number of H2O ligands the SOMO evolves from a quasi-valence state (n=3-5), in which the singly occupied molecular orbital (SOMO) is not yet detached from the metal atom and has distinct sp-hybrid character, to a contact ion pair state. For larger clusters (n=17,19) these ion pair states are best described as solvent separated ion pair states, which are formed by a hydrated dication and a hydrated electron. With growing cluster size the SOMO moves away from the magnesium ion to the cluster surface, where it is localized through mutual attractive interactions between the electron density and dangling H-atoms of H2O ligands forming "molecular tweezers" HO-H (e-) H-OH. In case of the hydrated aluminum monocations [Al,nH2O]+,n=20, different isomers of the formal stoichiometry [Al,20H2O]+ were investigated by using gradient-corrected DFT (BLYP) and three different basic structures for [Al,20H2O]+ were identified: (a) [AlI(H2O)20]+ with a threefold coordinated AlI; (b) [HAlIII(OH)(H2O)19]+ with a fourfold coordinated AlIII; (c) [HAlIII(OH)(H2O)19]+ with a fivefold coordinated AlIII. In ground state [AlI(H2O)20]+ (a) which contains aluminum in oxidation state +1 the 3s2 valence electrons remain located at the aluminium monocation. Different than for open shell magnesium monocations no electron transfer into the hydration shell is observed for closed shell AlI. However, clusters of type (a) are high energy isomers (DE»+190 kJ mol-1) and the activation barrier for reaction into cluster type (b) or (c) is only approximately 14 kJ mol-1. The performed ab initio calculations reveal that unlike in [Mg,nH2O]+, n=7-17, for which H atom eliminiation is found to be the result of an intracluster redoxreaction, in [Al,nH2O]+,n=20, H2 is formed in an intracluster acid-base reaction. In [Mg,nH2O]+, n>17, the magnesium dication was found to coexist with a hydrated electron in larger cluster sizes. This proves that intermolecular electron delocalization - previously almost exclusively studied in (H2O)n- and (NH3)n- clusters - can also be an important issue for water clusters doped with an open shell metal cation or a metal anion. Structures and stabilities of hydrated magnesium water cluster anions with the formal stoichiometry [Mg,nH2O]-, n=1-11, were investigated by application of various correlated ab initio methods (MP2, CCSD, CCSD(T)). Metal cations surely have high relevance in numerous biological processes, and as most biological processes take place in aqueous solution hydrated metal ions will be involved. However, in biological systems solvent molecules (i.e. water) compete with different solvated chelate ligands for coordination sites at the metal ion and the solvent and chelate ligands are in mutual interactions with each other and the metal ion. These interactions were investigated for the hydration of ZnII/carnosine complexes by application of FT-ICR-MS, gas-phase H/D exchange experiments and supporting ab initio calculations. In the last chapter of this work the Free Electron Laser IR Multi Photon Dissocition (FEL-IR-MPD) spectra of mass selected cationic niobium acetonitrile complexes with the formal stoichiometry [Nb,nCH3CN]+, n=4-5, in the spectral range 780 – 2500 cm-1 are reported. In case of n=4 the recorded vibrational bands are close to those of the free CH3CN molecule and the experimental spectra do not contain any evident indication of a potential reaction beyond complex formation. By comparison with B3LYP calculated IR absorption spectra the recorded spectra are assigned to high spin (quintet, S=2), planar [NbI(NCCH3)4]+. In [Nb,nCH3CN]+, n=5, new vibrational bands shifted away from those of the acetonitrile monomer are observed between 1300 – 1550 cm-1. These bands are evidence of a chemical modification due to an intramolecular reaction. Screening on the basis of B3LYP calculated IR absorption spectra allow for an assignment of the recorded spectra to the metallacyclic species [NbIII(NCCH3)3(N=C(CH3)C(CH3)=N)]+ (triplet, S=1), which has formed in a internal reductive nitrile coupling reaction from [NbI(NCCH3)5]+. Calculated reaction coordinates explain the experimentally observed differences in reactivity between ground state [NbI(NCCH3)4]+ and [NbI(NCCH3)5]+. The reductive nitrile coupling reaction is exothermic and accessible (Ea=49 kJ mol-1) only in [NbI(NCCH3)5]+, whereas in [NbI(NCCH3)4]+ the reaction is found to be endothermic and retarded by significantly higher activation barriers (Ea>116 kJ mol-1).

In dieser Dissertation wird das Konzept der Gröbnerbasen für endlich erzeugte Monoid-und Gruppenringe verallgemeinert. Dabei werden Reduktionsmethoden sowohl zurDarstellung der Monoid- beziehungsweise Gruppenelemente, als auch zur Beschreibungder Rechtsidealkongruenz in den entsprechenden Monoid- beziehungsweise Gruppenrin-gen benutzt. Da im allgemeinen Monoide und insbesondere Gruppen keine zulässigenOrdnungen mehr erlauben, treten bei der Definition einer geeigneten Reduktionsrela-tion wesentliche Probleme auf: Zum einen ist es schwierig, die Terminierung einer Re-duktionsrelation zu garantieren, zum anderen sind Reduktionsschritte nicht mehr mitMultiplikationen verträglich und daher beschreiben Reduktionen nicht mehr unbedingteine Rechtsidealkongruenz. In dieser Arbeit werden verschiedene Möglichkeiten Reduk-tionsrelationen zu definieren aufgezeigt und im Hinblick auf die beschriebenen Problemeuntersucht. Dabei wird das Konzept der Saturierung, d.h. eine Polynommenge so zu er-weitern, daß man die von ihr erzeugte Rechtsidealkongruenz durch Reduktion erfassenkann, benutzt, um Charakterisierungen von Gröbnerbasen bezüglich der verschiedenenReduktionen durch s-Polynome zu geben. Mithilfe dieser Konzepte ist es gelungenfür spezielle Klassen von Monoiden, wie z.B. endliche, kommutative oder freie, undverschiedene Klassen von Gruppen, wie z.B. endliche, freie, plain, kontext-freie odernilpotente, unter Ausnutzung struktureller Eigenschaften spezielle Reduktionsrelatio-nen zu definieren und terminierende Algorithmen zur Berechnung von Gröbnerbasenbezüglich dieser Reduktionsrelationen zu entwickeln.

The Symbol Grounding Problem (SGP) is one of the first attempts to proposed a hypothesis about mapping abstract concepts and the real world. For example, the concept "ball" can be represented by an object with a round shape (visual modality) and phonemes /b/ /a/ /l/ (audio modality).
This thesis is inspired by the association learning presented in infant development.
Newborns can associate visual and audio modalities of the same concept that are presented at the same time for vocabulary acquisition task.
The goal of this thesis is to develop a novel framework that combines the constraints of the Symbol Grounding Problem and Neural Networks in a simplified scenario of association learning in infants. The first motivation is that the network output can be considered as numerical symbolic features because the attributes of input samples are already embedded. The second motivation is the association between two samples is predefined before training via the same vectorial representation. This thesis proposes to associate two samples and the vectorial representation during training. Two scenarios are considered: sample pair association and sequence pair association.
Three main contributions are presented in this work.
The first contribution is a novel Symbolic Association Model based on two parallel MLPs.
The association task is defined by learning that two instances that represent one concept.
Moreover, a novel training algorithm is defined by matching the output vectors of the MLPs with a statistical distribution for obtaining the relationship between concepts and vectorial representations.
The second contribution is a novel Symbolic Association Model based on two parallel LSTM networks that are trained on weakly labeled sequences.
The definition of association task is extended to learn that two sequences represent the same series of concepts.
This model uses a training algorithm that is similar to MLP-based approach.
The last contribution is a Classless Association.
The association task is defined by learning based on the relationship of two samples that represents the same unknown concept.
In summary, the contributions of this thesis are to extend Artificial Intelligence and Cognitive Computation research with a new constraint that is cognitive motivated. Moreover, two training algorithms with a new constraint are proposed for two cases: single and sequence associations. Besides, a new training rule with no-labels with promising results is proposed.

This thesis is devoted to two main topics (accordingly, there are two chapters): In the first chapter, we establish a tropical intersection theory with analogue notions and tools as its algebro-geometric counterpart. This includes tropical cycles, rational functions, intersection products of Cartier divisors and cycles, morphisms, their functors and the projection formula, rational equivalence. The most important features of this theory are the following: - It unifies and simplifies many of the existing results of tropical enumerative geometry, which often contained involved ad-hoc computations. - It is indispensable to formulate and solve further tropical enumerative problems. - It shows deep relations to the intersection theory of toric varieties and connected fields. - The relationship between tropical and classical Gromov-Witten invariants found by Mikhalkin is made plausible from inside tropical geometry. - It is interesting on its own as a subfield of convex geometry. In the second chapter, we study tropical gravitational descendants (i.e. Gromov-Witten invariants with incidence and "Psi-class" factors) and show that many concepts of the classical Gromov-Witten theory such as the famous WDVV equations can be carried over to the tropical world. We use this to extend Mikhalkin's results to a certain class of gravitational descendants, i.e. we show that many of the classical gravitational descendants of P^2 and P^1 x P^1 can be computed by counting tropical curves satisfying certain incidence conditions and with prescribed valences of their vertices. Moreover, the presented theory is not restricted to plane curves and therefore provides an important tool to derive similar results in higher dimensions. A more detailed chapter synopsis can be found at the beginning of each individual chapter.

This dissertation deals with two main subjects. Both are strongly related to boundary problems for the Poisson equation and the Laplace equation, respectively. The oblique boundary problem of potential theory as well as the limit formulae and jump relations of potential theory are investigated. We divide this abstract into two parts and start with the oblique boundary problem. Here we prove existence and uniqueness results for solutions to the outer oblique boundary problem for the Poisson equation under very weak assumptions on boundary, coefficients and inhomogeneities. Main tools are the Kelvin transformation and the solution operator for the regular inner problem, provided in my diploma thesis. Moreover we prove regularization results for the weak solutions of both, the inner and the outer problem. We investigate the non-admissible direction for the oblique vector field, state results with stochastic inhomogeneities and provide a Ritz-Galerkin approximation. Finally we show that the results are applicable to problems from Geomathematics. Now we come to the limit formulae. There we combine the modern theory of Sobolev spaces with the classical theory of limit formulae and jump relations of potential theory. The convergence in Lebesgue spaces for integrable functions is already treated in literature. The achievement of this dissertation is this convergence for the weak derivatives of higher orders. Also the layer functions are elements of Sobolev spaces and the surface is a two dimensional suitable smooth submanifold in the three dimensional space. We are considering the potential of the single layer, the potential of the double layer and their first order normal derivatives. Main tool in the proof in Sobolev norm is the uniform convergence of the tangential derivatives, which is proved with help of some results taken from literature. Additionally, we need a result about the limit formulae in the Lebesgue spaces, which is also taken from literature, and a reduction result for normal derivatives of harmonic functions. Moreover we prove the convergence in the Hölder spaces. Finally we give an application of the limit formulae and jump relations. We generalize a known density of several function systems from Geomathematics in the Lebesgue spaces of square integrable measureable functions, to density in Sobolev spaces, based on the results proved before. Therefore we have prove the limit formula of the single layer potential in dual spaces of Soboelv spaces, where also the layer function is an element of such a distribution space.

Optical character recognition (OCR) of machine printed text is ubiquitously considered as a solved problem. However, error free OCR of degraded (broken and merged) and noisy text is still challenging for modern OCR systems. OCR of degraded text with high accuracy is very important due to many applications in business, industry and large scale document digitization projects. This thesis presents a new OCR method for degraded
text recognition by introducing a combined ANN/HMM OCR approach. The approach
provides significantly better performance in comparison with state-of-the-art HMM based OCR methods and existing open source OCR systems. In addition, the thesis introduces novel applications of ANNs and HMMs for document image preprocessing and recognition of low resolution text. Furthermore, the thesis provides psychophysical experiments to determine the effect of letter permutation in visual word recognition of Latin and Cursive
script languages.
HMMs and ANNs are widely employed pattern recognition paradigms and have been
used in numerous pattern classification problems. This work presents a simple and novel method for combining the HMMs and ANNs in application to segmentation free OCR of degraded text. HMMs and ANNs are powerful pattern recognition strategies and their combination is interesting to improve current state-of-the-art research in OCR. Mostly, previous attempts in combining the HMMs and ANNs were focused on applying ANNs
as approximation of the probability density function or as a neural vector quantizer for HMMs. These methods either require combined NN/HMM training criteria [ECBG-MZM11] or they use complex neural network architecture like time delay or space displacement neural networks [BLNB95]. However, in this work neural networks are used as discriminative feature extractor, in combination with novel text line scanning mechanism, to extract discriminative features from unsegmented text lines. The features are
processed by HMMs to provide segmentation free text line recognition. The ANN/HMM modules are trained separately on a common dataset by using standard machine learning procedures. The proposed ANN/HMM OCR system also realizes to some extent several cognitive reading based strategies during the OCR. On a dataset of 1,060 degraded text lines extracted from the widely used UNLV-ISRI benchmark database [TNBC99], the presented system achieves a 30% reduction in error rate as compared to Google’s Tesseract OCR system [Smi13] and 43% reduction in error as compared to OCRopus OCR system [Bre08], which are the best open source OCR systems available today.
In addition, this thesis introduces new applications of HMMs and ANNs in OCR and document images preprocessing. First, an HMMs-based segmentation free OCR approach is presented for recognition of low resolution text. OCR of low resolution text is quite important due to presence of low resolution text in screen-shots, web images and video captions. OCR of low resolution text is challenging because of antialiased rendering and use of very small font size. The characters in low resolution text are usually joined to each other and they may appear differently at different locations on computer screen. This
work presents the use of HMMs in optical recognition of low resolution isolated characters and text lines. The evaluation of the proposed method shows that HMMs-based OCR techniques works quite well and reaches the performance of specialized approaches for OCR of low resolution text.
Then, this thesis presents novel applications of ANNs for automatic script recognition and orientation detection. Script recognition determines the written script on the page for the application of an appropriate character recognition algorithm. Orientation detection detects and corrects the deviation of the document’s orientation angle from the horizontal direction. Both, script recognition and orientation detection, are important preprocessing steps in developing robust OCR systems. In this work, instead of extracting handcrafted features, convolutional neural networks are used to extract relevant discriminative features for each classification task. The proposed method resulted in more than 95% script recognition accuracy on various multi-script documents at connected component level
and 100% page orientation detection accuracy for Urdu documents.
Human reading is a nearly analogous cognitive process to OCR that involves decoding of printed symbols into meanings. Studying the cognitive reading behavior may help in building a robust machine reading strategy. This thesis presents a behavioral study that deals on how cognitive system works in visual recognition of words and permuted non-words. The objective of this study is to determine the impact of overall word shape
in visual word recognition process. The permutation is considered as a source of shape degradation and visual appearance of actual words can be distorted by changing the constituent letter positions inside the words. The study proposes a hypothesis that reading of words and permuted non-words are two distinct mental level processes, and people use
different strategies in handling permuted non-words as compared to normal words. The hypothesis is tested by conducting psychophysical experiments in visual recognition of words from orthographically different languages i.e. Urdu, German and English. Experimental data is analyzed using analysis of variance (ANOVA) and distribution free rank tests to determine significance differences in response time latencies for two classes of data. The results support the presented hypothesis and the findings are consistent with
the dual route theories of reading.

The new international capital standard for credit institutions (“Basel II”) allows banks to use internal rating systems in order to determine the risk weights that are relevant for the calculation of capital charge. Therefore, it is necessary to develop a system that enfolds the main practices and methods existing in the context of credit rating. The aim of this thesis is to give a suggestion of setting up a credit rating system, where the main techniques used in practice are analyzed, presenting some alternatives and considering the problems that can arise from a statistical point of view. Finally, we will set up some guidelines on how to accomplish the challenge of credit scoring. The judgement of the quality of a credit with respect to the probability of default is called credit rating. A method based on a multi-dimensional criterion seems to be natural, due to the numerous effects that can influence this rating. However, owing to governmental rules, the tendency is that typically one-dimensional criteria will be required in the future as a measure for the credit worthiness or for the quality of a credit. The problem as described above can be resolved via transformation of a multi-dimensional data set into a one-dimensional one while keeping some monotonicity properties and also keeping the loss of information (due to the loss of dimensionality) at a minimum level.

Uncoupling protein1 (UCP1) in brown adipose tissue was discovered earlier as the main uncoupling source of respiration. We describe the basic facts and a modest contribution of our group to the area of research on mitochondrial uncoupling proteins. After defining the terms uncoupling, leak, proton-mediated uncoupling, we discuss the assumption that due to its low abundance, uncoupling protein 2 (UCP2) can provide only mild uncoupling, i.e. can decrease the proton motive force by several mV only. A fatty acid cycling mechanism is described as a plausible explanation for the protonophoretic function of all uncoupling proteins together with our experiments supporting it. A speculation for the phylogenesis of all uncoupling proteins can be deduced by estimated UCP2 content in several tissues, and details of its activation are explained on the basis of our experiments. In the present study a solubilization and refolding method for UCP2 from inclusion bodies was developed and characterized. As it was known and also demonstrated from previous experiments on UCP1 that fatty acids are substrates, we used the same procedure to study the function of UCP2. Utilizing spin-labelled fatty acids (SLFA) for our experiments we demonstrated the binding of fatty acids to UCP2, and the competition of other natural fatty acids like oleic acid, palmitic acid, arachidonic acid and eicosatrienoic acid to the preformed complex emphasizes the presence of a fatty acid binding site for mitochondrial UCP2. The findings were observed by EPR spectroscopy where the highly immobilized spectra with presence of spin-labelled fatty acid eventually end up as free spin label spectra with a particular concentration of the natural fatty acid added to the UCP2 bound with spin-labelled fatty acid. This fits in significantly with the earlier findings of UCP1 and also leads to assumption of functional explanation about the physiological relevance between the uncoupling proteins functions. The present study, in which representative and sensitive parameters for EPR spectroscopy were established, at the same time describes the concentration effects of fatty acids upon the protein bound with spin-labelled fatty acids which are much of importance in comparison to physiological levels, being in the micromolar range (µM) as compared with milli molar (mM) as for UCP1 previously. In appropriate examples, different fatty acids are used and compared with competitors like alkylsulfonates also emphasizing the function of the protein. And the studies with the effect of nucleotides inhibition demonstrate that there exists a putative binding site for fatty acids. Much significance lies in demonstration with the spin-labelled-ATP studies where competition of ATP to the protein bound to spin-labelled ATP explains about the inhibition effect of nucleotides on the UCP2. So the present study applies different methods for the functional characterization of UCP2. The studies of natural fatty acids and alkylsulfonates with UCP2 bound to spin-labelled fatty acid, and study of nucleotide inhibition on UCP2 are closely related and give the much awaited answer to the question of functional similarities between UCP1 and UCP2. This supports the discussion of many groups which predict the functional similarity between these two proteins based upon sequence homology. Also many attempts have been reported in literature to explain the physiological functional relevance where by this present study can also be added to as we now suppose from the present conclusions of our experiments.

Mixed-signal systems combine analog circuits with digital hardware and software systems. A particular challenge is the sensitivity of analog parts to even small deviations in parameters, or inputs. Parameters of circuits and systems such as process, voltage, and temperature are never accurate; we hence model them as uncertain values (‘uncertainties’). Uncertain parameters and inputs can modify the dynamic behavior and lead to properties of the system that are not in specified ranges. For verification of mixed- signal systems, the analysis of the impact of uncertainties on the dynamical behavior plays a central role.
Verification of mixed-signal systems is usually done by numerical simulation. A single numerical simulation run allows designers to verify single parameter values out of often ranges of uncertain values. Multi-run simulation techniques such as Monte Carlo Simulation, Corner Case simulation, and enhanced techniques such as Importance Sampling or Design-of-Experiments allow to verify ranges – at the cost of a high number of simulation runs, and with the risk of not finding potential errors. Formal and symbolic approaches are an interesting alternative. Such methods allow a comprehensive verification. However, formal methods do not scale well with heterogeneity and complexity. Also, formal methods do not support existing and established modeling languages. This fact complicates its integration in industrial design flows.
In previous work on verification of Mixed-Signal systems, Affine Arithmetic is used for symbolic simulation. This allows combining the high coverage of formal methods with the ease-of use and applicability of simulation. Affine Arithmetic computes the propagation of uncertainties through mostly linear analog circuits and DSP methods in an accurate way. However, Affine Arithmetic is currently only able to compute with contiguous regions, but does not permit the representation of and computation with discrete behavior, e.g. introduced by software. This is a serious limitation: in mixed-signal systems, uncertainties in the analog part are often compensated by embedded software; hence, verification of system properties must consider both analog circuits and embedded software.
The objective of this work is to provide an extension to Affine Arithmetic that allows symbolic computation also for digital hardware and software systems, and to demonstrate its applicability and scalability. Compared with related work and state of the art, this thesis provides the following achievements:
1. The thesis introduces extended Affine Arithmetic Forms (XAAF) for the representation of branch and merge operations.
2. The thesis describes arithmetic and relational operations on XAAF, and reduces over-approximation by using an LP solver.
3. The thesis shows and discusses ways to integrate this XAAF into existing modeling languages, in particular SystemC. This way, breaks in the design flow can be avoided.
The applicability and scalability of the approach is demonstrated by symbolic simulation of a Delta-Sigma Modulator and a PLL circuit of an IEEE 802.15.4 transceiver system.

In conventional radio communication systems, the system design generally starts from the transmitter (Tx), i.e. the signal processing algorithm in the transmitter is a priori selected, and then the signal processing algorithm in the receiver is a posteriori determined to obtain the corresponding data estimate. Therefore, in these conventional communication systems, the transmitter can be considered the master and the receiver can be considered the slave. Consequently, such systems can be termed transmitter (Tx) oriented. In the case of Tx orientation, the a priori selected transmitter algorithm can be chosen with a view to arrive at particularly simple transmitter implementations. This advantage has to be countervailed by a higher implementation complexity of the a posteriori determined receiver algorithm. Opposed to the conventional scheme of Tx orientation, the design of communication systems can alternatively start from the receiver (Rx). Then, the signal processing algorithm in the receiver is a priori determined, and the transmitter algorithm results a posteriori. Such an unconventional approach to system design can be termed receiver (Rx) oriented. In the case of Rx orientation, the receiver algorithm can be a priori selected in such a way that the receiver complexity is minimum, and the a posteriori determined transmitter has to tolerate more implementation complexity. In practical communication systems the implementation complexity corresponds to the weight, volume, cost etc of the equipment. Therefore, the complexity is an important aspect which should be taken into account, when building practical communication systems. In mobile radio communication systems, the complexity of the mobile terminals (MTs) should be as low as possible, whereas more complicated implementations can be tolerated in the base station (BS). Having in mind the above mentioned complexity features of the rationales Tx orientation and Rx orientation, this means that in the uplink (UL), i.e. in the radio link from the MT to the BS, the quasi natural choice would be Tx orientation, which leads to low cost transmitters at the MTs, whereas in the downlink (DL), i.e. in the radio link from the BS to the MTs, the rationale Rx orientation would be the favorite alternative, because this results in simple receivers at the MTs. Mobile radio downlinks with the rationale Rx orientation are considered in the thesis. Modern mobile radio communication systems are cellular systems, in which both the intracell and intercell interferences exist. These interferences are the limiting factors for the performance of mobile radio systems. The intracell interference can be eliminated or at least reduced by joint signal processing with consideration of all the signals in the considered cell. However such joint signal processing is not feasible for the elimination of intercell interference in practical systems. Knowing that the detrimental effect of intercell interference grows with its average energy, the transmit energy radiated from the transmitter should be as low as possible to keep the intercell interference low. Low transmit energy is required also with respect to the growing electro-phobia of the public. The transmit energy reduction for multi-user mobile radio downlinks by the rationale Rx orientation is dealt with in the thesis. Among the questions still open in this research area, two questions of major importance are considered here. MIMO is an important feature with respect to the transmit power reduction of mobile radio systems. Therefore, first questionconcerns the linear Rx oriented transmission schemes combined with MIMO antenna structures. The investigations of the MIMO benefit on the linear Rx oriented transmission schemes are studied in the thesis. Utilization of unconventional multiply connected quantization schemes at the receiver has also great potential to reduce the transmit energy. Therefore, the second question considers the designing of non-linear Rx oriented transmission schemes combined with multiply connected quantization schemes.

Filtering, Approximation and Portfolio Optimization for Shot-Noise Models and the Heston Model
(2012)

We consider a continuous time market model in which stock returns satisfy a stochastic differential equation with stochastic drift, e.g. following an Ornstein-Uhlenbeck process. The driving noise of the stock returns consists not only of Brownian motion but also of a jump part (shot noise or compound Poisson process). The investor's objective is to maximize expected utility of terminal wealth under partial information which means that the investor only observes stock prices but does not observe the drift process. Since the drift of the stock prices is unobservable, it has to be estimated using filtering techniques. E.g., if the drift follows an Ornstein-Uhlenbeck process and without
jump part, Kalman filtering can be applied and optimal strategies can be computed explicitly. Also in other cases, like for an underlying
Markov chain, finite-dimensional filters exist. But for certain jump processes (e.g. shot noise) or certain nonlinear drift dynamics explicit computations, based on discrete observations, are no longer possible or existence of finite dimensional filters is no longer valid. The same
computational difficulties apply to the optimal strategy since it depends on the filter. In this case the model may be approximated by
a model where the filter is known and can be computed. E.g., we use statistical linearization for non-linear drift processes, finite-state-Markov chain approximations for the drift process and/or diffusion approximations for small jumps in the noise term.
In the approximating models, filters and optimal strategies can often be computed explicitly. We analyze and compare different approximation methods, in particular in view of performance of the corresponding utility maximizing strategies.

Monte Carlo simulation is one of the commonly used methods for risk estimation on financial markets, especially for option portfolios, where any analytical approximation is usually too inaccurate. However, the usually high computational effort for complex portfolios with a large number of underlying assets motivates the application of variance reduction procedures. Variance reduction for estimating the probability of high portfolio losses has been extensively studied by Glasserman et al. A great variance reduction is achieved by applying an exponential twisting importance sampling algorithm together with stratification. The popular and much faster Delta-Gamma approximation replaces the portfolio loss function in order to guide the choice of the importance sampling density and it plays the role of the stratification variable. The main disadvantage of the proposed algorithm is that it is derived only in the case of Gaussian and some heavy-tailed changes in risk factors.
Hence, our main goal is to keep the main advantage of the Monte Carlo simulation, namely its ability to perform a simulation under alternative assumptions on the distribution of the changes in risk factors, also in the variance reduction algorithms. Step by step, we construct new variance reduction techniques for estimating the probability of high portfolio losses. They are based on the idea of the Cross-Entropy importance sampling procedure. More precisely, the importance sampling density is chosen as the closest one to the optimal importance sampling density (zero variance estimator) out of some parametric family of densities with respect to Kullback - Leibler cross-entropy. Our algorithms are based on the special choices of the parametric family and can now use any approximation of the portfolio loss function. A special stratification is developed, so that any approximation of the portfolio loss function under any assumption of the distribution of the risk factors can be used. The constructed algorithms can easily be applied for any distribution of risk factors, no matter if light- or heavy-tailed. The numerical study exhibits a greater variance reduction than of the algorithm from Glasserman et al. The use of a better approximation may improve the performance of our algorithms significantly, as it is shown in the numerical study.
The literature on the estimation of the popular market risk measures, namely VaR and CVaR, often refers to the algorithms for estimating the probability of high portfolio losses, describing the corresponding transition process only briefly. Hence, we give a consecutive discussion of this problem. Results necessary to construct confidence intervals for both measures under the mentioned variance reduction procedures are also given.

In this work we focus on the regression models with asymmetrical error distribution,
more precisely, with extreme value error distributions. This thesis arises in the framework
of the project "Robust Risk Estimation". Starting from July 2011, this project won
three years funding by the Volkswagen foundation in the call "Extreme Events: Modelling,
Analysis, and Prediction" within the initiative "New Conceptual Approaches to
Modelling and Simulation of Complex Systems". The project involves applications in
Financial Mathematics (Operational and Liquidity Risk), Medicine (length of stay and
cost), and Hydrology (river discharge data). These applications are bridged by the
common use of robustness and extreme value statistics.
Within the project, in each of these applications arise issues, which can be dealt with by
means of Extreme Value Theory adding extra information in the form of the regression
models. The particular challenge in this context concerns asymmetric error distributions,
which significantly complicate the computations and make desired robustification
extremely difficult. To this end, this thesis makes a contribution.
This work consists of three main parts. The first part is focused on the basic notions
and it gives an overview of the existing results in the Robust Statistics and Extreme
Value Theory. We also provide some diagnostics, which is an important achievement of
our project work. The second part of the thesis presents deeper analysis of the basic
models and tools, used to achieve the main results of the research.
The second part is the most important part of the thesis, which contains our personal
contributions. First, in Chapter 5, we develop robust procedures for the risk management
of complex systems in the presence of extreme events. Mentioned applications use time
structure (e.g. hydrology), therefore we provide extreme value theory methods with time
dynamics. To this end, in the framework of the project we considered two strategies. In
the first one, we capture dynamic with the state-space model and apply extreme value
theory to the residuals, and in the second one, we integrate the dynamics by means of
autoregressive models, where the regressors are described by generalized linear models.
More precisely, since the classical procedures are not appropriate to the case of outlier
presence, for the first strategy we rework classical Kalman smoother and extended
Kalman procedures in a robust way for different types of outliers and illustrate the performance
of the new procedures in a GPS application and a stylized outlier situation.
To apply approach to shrinking neighborhoods we need some smoothness, therefore for
the second strategy, we derive smoothness of the generalized linear model in terms of
L2 differentiability and create sufficient conditions for it in the cases of stochastic and
deterministic regressors. Moreover, we set the time dependence in these models by
linking the distribution parameters to the own past observations. The advantage of
our approach is its applicability to the error distributions with the higher dimensional
parameter and case of regressors of possibly different length for each parameter. Further,
we apply our results to the models with generalized Pareto and generalized extreme value
error distributions.
Finally, we create the exemplary implementation of the fixed point iteration algorithm
for the computation of the optimally robust in
uence curve in R. Here we do not aim to
provide the most
exible implementation, but rather sketch how it should be done and
retain points of particular importance. In the third part of the thesis we discuss three applications,
operational risk, hospitalization times and hydrological river discharge data,
and apply our code to the real data set taken from Jena university hospital ICU and
provide reader with the various illustrations and detailed conclusions.

Paper production is a problem with significant importance for the society and it is a challenging topic for scientific investigations. This study is concerned with the simulations of the pressing section of a paper machine. We aim at the development of an advanced mathematical model of the pressing section, which is able to recover the behavior of the fluid flow within the paper felt sandwich obtained in laboratory experiments.
From the modeling point of view the pressing of the paper-felt sandwich is a complex process since one has to deal with the two-phase flow in moving and deformable porous media. To account for the solid deformations, we use developments from the PhD thesis by S. Rief where the elasticity model is stated and discussed in detail. The flow model which accounts for the movement of water within the paper-felt sandwich is described with the help of two flow regimes: single-phase water flow and two-phase air-water flow. The model for the saturated flow is presented by the Darcy's law and the mass conservation. The second regime is described by the Richards' approach together with dynamic capillary effects. The model for the dynamic capillary pressure - saturation relation proposed by Hassanizadeh and Gray is adapted for the needs of the paper manufacturing process.
We have started the development of the flow model with the mathematical modeling in one-dimensional case. The one-dimensional flow model is derived from a two-dimensional one by an averaging procedure in vertical direction. The model is numerically studied and verified in comparison with measurements. Some theoretical investigations are performed to prove the convergence of the discrete solution to the continuous one. For completeness of the studies, the models with the static and dynamic capillary pressure–saturation relations are considered. Existence, compactness and convergence results are obtained for both models.
Then, a two-dimensional model is developed, which accounts for a multilayer computational domain and formation of the fully saturated zones. For discretization we use a non-orthogonal grid resolving the layer interfaces and the multipoint flux approximation O-method. The numerical experiments are carried out for parameters which are typical for the production process. The static and dynamic capillary pressure-saturation relations are tested to evaluate the influence of the dynamic capillary effect.
The last part of the thesis is an investigation of the validity range of the Richards’ assumption for the two-dimensional flow model with the static capillary pressure-saturation relation. Numerical experiments show that the Richards’ assumption is not the best choice in simulating processes in the pressing section.

Graphs and flow networks are important mathematical concepts that enable the modeling and analysis of a large variety of real world problems in different domains such as engineering, medicine or computer science. The number, sizes and complexities of those problems permanently increased during the last decades. This led to an increased demand of techniques that help domain experts in understanding their data and its underlying structure to enable an efficient analysis and decision making process.
To tackle this challenge, this work presents several new techniques that utilize concepts of visual analysis to provide domain scientists with new visualization methodologies and tools. Therefore, this work provides novel concepts and approaches for diverse aspects of the visual analysis such as data transformation, visual mapping, parameter refinement and analysis, model building and visualization as well as user interaction.
The presented techniques form a framework that enriches domain scientists with new visual analysis tools and help them analyze their data and gain insight from the underlying structures. To show the applicability and effectiveness of the presented approaches, this work tackles different applications such as networking, product flow management and vascular systems, while preserving the generality to be applicable to further domains.

Synapses play a central role in the information propagation in the nervous system. A better understanding of synaptic structures and processes is vital for advancing nervous disease research. This work is part of an interdisciplinary project that aims at the quantitative examination of components of the neuromuscular junction, a synaptic connection between a neuron and a muscle cell.
The research project is based on image stacks picturing neuromuscular junctions captured by modern electron microscopes, which permit the rapid acquisition of huge amounts of image data at a high level of detail. The large amount and sheer size of such microscopic data makes a direct visual examination infeasible, though.
This thesis presents novel problem-oriented interactive visualization techniques that support the segmentation and examination of neuromuscular junctions.
First, I introduce a structured data model for segmented surfaces of neuromuscular junctions to enable the computational analysis of their properties. However, surface segmentation of neuromuscular junctions is a very challenging task due to the extremely intricate character of the objects of interest. Hence, such problematic segmentations are often performed manually by non-experts and thus requires further inspection.
With NeuroMap, I develop a novel framework to support proofreading and correction of three-dimensional surface segmentations. To provide a clear overview and to ease navigation within the data, I propose the surface map, an abstracted two-dimensional representation using key features of the surface as landmarks. These visualizations are augmented with information about automated segmentation error estimates. The framework provides intuitive and interactive data correction mechanisms, which in turn permit the expeditious creation of high-quality segmentations.
While analyzing such segmented synapse data, the formulation of specific research questions is often impossible due to missing insight into the data. I address this problem by designing a generic parameter space for segmented structures from biological image data. Furthermore, I introduce a graphical interface to aid its exploration, combining both parameter selection as well as data representation.

thesis deals with the investigation of the dynamics of optically excited (hot) electrons in thin and ultra-thin layers. The main interests concern about the time behaviour of the dissipation of energy and momentum of the excited electrons. The relevant relaxation times occur in the femtosecond time region. The two-photon photoemission is known to be an adequate tool in order to analyse such dynamical processes in real-time. This work expands the knowledge in the fields of electron relaxation in ultra-thin silver layers on different substrates, as well as in adsorbate states in a bandgap of a semiconductor. It contributes facts to the comprehension of spin transport through an interface between a metal and a semiconductor. The primary goal was to prove the predicted theory by reducing the observed crystal in at least one direction. One expects a change of the electron relaxation behaviour while altering the crystal’s shape from a 3d bulk to a 2d (ultra-thin) layer. This is due to the fact that below a determined layer thickness, the electron gas transfers to a two-dimensional one. This behaviour could be proven in this work. In an about 3nm thin silver layer on graphite, the hot electrons show a jump to longer relaxation time all over the whole accessible energy range. It is the first time that the temporal evolution of the relaxation of excited electrons could be observed during the transition from a 3d to a 2d system. In order to reduce or even eliminate the influence coming from the substrate, the system of silver on the semiconductor GaAs, which has a bandgap of 1.5eV at the Gamma-point, was investigated. The observations of the relaxation behaviour of hot electron in different ultra-thin silver layers on this semiconductor could show, that at metal-insulator-junctions, plasmons in the silver and in the interface, as well as cascading electrons from higher lying energies, have a huge influence to the dissipation of momentum and energy. This comes mainly from the band bending of the semiconductor, and from the electrons, which are excited in GaAs. The limitation of the silver layer on GaAs in one direction led to the expected generation of quantum well states (QWS) in the bandgap. Those adsorbate states have quantised energy- and momentum values, which are directly connected to the layer thickness and the standing electron wave therein. With the experiments of this work, published values could not only be completed and proved, but it could also be determined the time evolution of such a QWS. It came out that this QWS might only be filled by electrons, which are moving from the lower edge of the conduction band of the semiconductor to the silver and suffer cascading steps there. By means of the system silver on GaAs, and of the known fact that an excitation of electrons in GaAs with circularly polarised light of the energy 1.5eV does produce spin polarised electrons in the conduction band, it became possible to bring a contribution to the hot topic of spin injection. The main target of spin injection is the transfer of spin polarised electrons out of a ferromagnet into a semiconductor, in order to develop spin dependent switches and memories. It could be demonstrated here that spin polarised electrons from GaAs can move through the interface into silver, could be photoemitted from there and their spin was still being detectable. As a third investigation system, ultra-thin silver layers were deposited on the insulator MgO, which has a bandgap of 7.8eV. Also in this system, one could recognize a change in the relaxation time while reducing the dimension of the silver layer from thick to ultra-thin. Additionally, it came out an extreme large relaxation time at a layer thickness of 0.6 – 1.2nm. This time is an order of magnitude longer than at thick films, and this is a consequence of two factors: first, the reduction of the phase space due to the confined electron gas in the z-direction, and second, the slowlier thermalisation of the electron gas due to less accessible scattering partners.

By using Gröbner bases of ideals of polynomial algebras over a field, many implemented algorithms manage to give exciting examples and counter examples in Commutative Algebra and Algebraic Geometry. Part A of this thesis will focus on extending the concept of Gröbner bases and Standard bases for polynomial algebras over the ring of integers and its factors \(\mathbb{Z}_m[x]\). Moreover we implemented two algorithms for this case in Singular which use different approaches in detecting useless computations, the classical Buchberger algorithm and a F5 signature based algorithm. Part B includes two algorithms that compute the graded Hilbert depth of a graded module over a polynomial algebra \(R\) over a field, as well as the depth and the multigraded Stanley depth of a factor of monomial ideals of \(R\). The two algorithms provide faster computations and examples that lead B. Ichim and A. Zarojanu to a counter example of a question of J. Herzog. A. Duval, B. Goeckner, C. Klivans and J. Martin have recently discovered a counter example for the Stanley Conjecture. We prove in this thesis that the Stanley Conjecture holds in some special cases. Part D explores the General Neron Desingularization in the frame of Noetherian local domains of dimension 1. We have constructed and implemented in Singular and algorithm that computes a strong Artin Approximation for Cohen-Macaulay local rings of dimension 1.

Since its invention by Sir Allistair Pilkington in 1952, the float glass process has been used to manufacture long thin flat sheets of glass. Today, float glass is very popular due to its high quality and relatively low production costs. When producing thinner glass the main concern is to retain its optical quality, which can be deteriorated during the manufacturing process. The most important stage of this process is the floating part, hence is considered to be responsible for the loss in the optical quality. A series of investigations performed on the finite products showed the existence of many short wave patterns, which strongly affect the optical quality of the glass. Our work is concerned with finding the mechanism for wave development, taking into account all possible factors. In this thesis, we model the floating part of the process by an theoretical study of the stability of two superposed fluids confined between two infinite plates and subjected to a large horizontal temperature gradient. Our approach is to take into account the mixed convection effects (viscous shear and buoyancy), neglecting on the other hand the thermo-capillarity effects due to the length of our domain and the presence of a small stabilizing vertical temperature gradient. Both fluids are treated as Newtonian with constant viscosity. They are immiscible, incompressible, have very different properties and have a free surface between them. The lower fluid is a liquid metal with a very small kinematic viscosity, whereas the upper fluid is less dense. The two fluids move with different velocities: the speed of the upper fluid is imposed, whereas the lower fluid moves as a result of buoyancy effects. We examine the problem by means of small perturbation analysis, and obtain a system of two Orr-Sommerfeld equations coupled with two energy equations, and general interface and boundary conditions. We solve the system analytically in the long- and short- wave limit, by using asymptotic expansions with respect to the wave number. Moreover, we write the system in the form of a general eigenvalue problem and we solve the system numerically by using Chebyshev spectral methods for fluid dynamics. The results (both analytical and numerical) show the existence of the small-amplitude travelling waves, which move with constant velocity for wave numbers in the intermediate range. We show that the stability of the system is ensured in the long wave limit, a fact which is in agreement with the real float glass process. We analyze the stability for a wide range of wave numbers, Reynolds, Weber and Grashof number, and explain the physical implications on the dynamics of the problem. The consequences of the linear stability results are discussed. In reality in the float glass process, the temperature strongly influences the viscosity of both molten metal and hot glass, which will have direct consequences on the stability of the system. We investigate the linear stability of two superposed fluids with temperature dependent viscosities by considering a different model for the viscosity dependence of each fluid. Although, the temperature-viscosity relationships for glass and metal are more complex than those used in our computations, our intention is to emphasize the effects of this dependence on the stability of the system. It is known from the literature that in the case of one fluid, the heat, which causes viscosity to decrease along the domain, usually destabilizes the flow. For the two superposed fluids problem we investigate this behaviour and discuss the consequences of the linear stability in this new case.

Urban Design Guidelines have been used in Jakarta for controlling the form of the built environment. This planning instrument has been implemented in several central city redevelopment projects particularly in superblock areas. The instrument has gained popularity and implemented in new development and conservation areas as well. Despite its popularity, there is no formal literature on the Indonesian Urban Design Guideline that systematically explain its contents, structure and the formulation process. This dissertation attempts to explain the substantive of urban design guideline and the way to control its implementation. Various streams of urban design theories are presented and evaluated in term of their suitability for attaining a high urbanistic quality in major Indonesian cities. The explanation on the form and the practical application of this planning instrument is elaborated in a comparative investigation of similar instrument in other countries; namely the USA, Britain and Germany. A case study of a superblock development in Jakarta demonstrates the application of the urban design theories and guideline. Currently, the role of computer in the process of formulating the urban design guideline in Indonesia is merely as a replacement of the manual method, particularly in areas of worksheet calculation and design presentation. Further support of computer for urban planning and design tasks has been researched in developed countries, which shows its potential in supporting decision-making process, enabling public participation, team collaboration, documentation and publication of urban design decisions and so on. It is hoped that the computer usage in Indonesian urban design process can catch up with the global trend of multimedia, networking (Internet/Intranet) and interactive functions that is presented with examples from developed countries.

There is a growing trend for ever larger wireless sensor networks (WSNs) consisting of thousands or tens of thousands of sensor nodes (e.g., [91, 79]). We believe this trend will continue and thus scalability plays a crucial role in all protocols and mechanisms for WSNs. Another trend in many modern WSN applications is the time sensitivity to information from sensors to sinks. In particular, WSNs are a central part of the vision of cyber-physical systems and as these are basically closed-loop systems many WSN applications will have to operate under stringent timing requirements. Hence, it is crucial to develop algorithms that minimize the worst-case delay in WSNs. In addition, almost all WSNs consist of battery-powered nodes, and thus energy-efficiency clearly remains another premier goal in order to keep network lifetime high. This dissertation presents and evaluates designs for WSNs using multiple sinks to achieve high lifetime and low delay. Firstly, we investigate random and deterministic node placement strategies for large-scale and time-sensitive WSNs. In particular, we focus on tiling-based deterministic node placement strategies and analyze their effects on coverage, lifetime, and delay performance under both exact placement and stochastically disturbed placement. Next, we present sink placement strategies, which constitutes the main contributions of this dissertation. Static sinks will be placed and mobile sinks will be given a trajectory. A proper sink placement strategy can improve the performance of a WSN significantly. In general, the optimal sink placement with lifetime maximization is an NP-hard problem. The problem is even harder if delay is taken into account. In order to achieve both lifetime and delay goals, we focus on the problem of placing multiple (static) sinks such that the maximum worst-case delay is minimized while keeping the energy consumption as low as possible. Different target networks may need a corresponding sink placement strategy under differing levels of apriori assumptions. Therefore, we first develop an algorithm based on the Genetic Algorithm (GA) paradigm for known sensor nodes' locations. For a network where global information is not feasible we introduce a self-organized sink placement (SOSP) strategy. While GA-based sink placement achieves a near-optimal solution, SOSP provides a good sink placement strategy with a lower communication overhead. How to plan the trajectories of many mobile sinks in very large WSNs in order to simultaneously achieve lifetime and delay goals had not been treated so far in the literature. Therefore, we delve into this difficult problem and propose a heuristic framework using multiple orbits for the sinks' trajectories. The framework is designed based on geometric arguments to achieve both, high lifetime and low delay. In simulations, we compare two different instances of our framework, one conceived based on a load-balancing argument and one based on a distance minimization argument, with a set of different competitors spanning from statically placed sinks to battery-state aware strategies. We find our heuristics outperform the competitors in both, lifetime and delay. Furthermore, and probably even more important, the heuristic, while keeping its good delay and lifetime performance, scales well with an increasing number of sinks. In brief, the goal of this dissertation is to show that placing nodes and sinks in conventional WSNs as well as planning trajectories in mobility enabled WSNs carefully really pays off for large-scale and time-sensitive WSNs.

This thesis treats the application of configurational forces for the evaluation of fracture processes in Antarctic ice shelves. FE simulations are used to analyze the influence of geometric scales, material parameters and boundary conditions on single surface cracks. A break-up event at the Wilkins Ice Shelf that coincided with a major temperature drop motivates the consideration of frost wedging as a mechanism for ice shelf disintegration. An algorithm for the evaluation of the crack propagation direction is used to analyze the horizontal growth of rifts. Using equilibrium considerations for a viscoelastic fluid, a method is introduced to compute viscous volume forces from measured velocity fields as loads for a linear elastic fracture mechanical analysis.

This dissertation describes an indoor localization system based on oscillating magnetic fields and the underlying processing architecture. The system consists of several fixed anchor points, generating the magnetic fields (transmitter), and wearable magnetic field measurement units, whose position should be determined (receiver). The system is evaluated in different environments and application areas. Additionally, various fields of application are discussed and assessed in ubiquitous and pervasive computing and Ambient Assisted Living. The fusion of magnetic field-based distance information and positions derived from LIDAR distance measurements is described and evaluated.
The system architecture consists of three layers, a physical layer, a layer for position and distance estimation between a magnetic field transmitter and a receiver, and a layer which uses several measurements to different transmitters to estimate the overall position of a wearable measurement unit.
Each layer covers different aspects which have to be taken care of when magnetic field information is processed. Especially the properties of the generated magnetic field information are considered in the processing algorithms.
The physical layer covers the magnetic field generation and magnetic Field-Based information transfer, synchronization of a transmitter and the receivers and the description of the locally measured magnetic fields on the receiver side. After a transfer of this information to a central processing unit, the hardware specific signal levels are transformed to the levels of the theoretical magnetic field models. The values are then used to estimate candidate positions and distances. Due to symmetrical effects of the magnetic fields, it is only possible to reduce the receiver position to 8 points around the transmitter (one position in each of the octants of the coordinate system). The determined positions have a mean error of 108 cm, the average error of the distance is 40 cm.
On top of this, the distance and position information against different transmitters are fused, this covers clock synchronization of transmitters, triggering and scheduling sequences and distance and position based localization and tracking algorithms. The magnetic-field-based indoor localization system has been evaluated in different applications and environments; the mean position error is 60 cm to 70 cm depending on the environment. A comparison against an RF-based indoor localization system shows the robustness of magnetic fields against RF shadows caused by big metal objects.
We additionally present algorithms for regions of interest detection, working on raw magnetic field information and transformed position and distance information. Setups in larger areas can distinguish regions which are further than 50 cm apart, small scale coil setups (3 transmitters in 2m^3) allow to resolve regions below 20 cm.
In the end, we describe a fusion algorithm for a wearable localization system based on 4 LIDAR distance measurement units and magnetic field-based distance estimation. The magnetic field indoor localization system provides distance proximity information which is used to resolve ambiguous position estimates of the LIDAR system. In a room (8m × 10m), we achieve a mean error of 8 cm.

Following the ideas presented in Dahlhaus (2000) and Dahlhaus and Sahm (2000) for time series, we build a Whittle-type approximation of the Gaussian likelihood for locally stationary random fields. To achieve this goal, we extend a Szegö-type formula, for the multidimensional and local stationary case and secondly we derived a set of matrix approximations using elements of the spectral theory of stochastic processes. The minimization of the Whittle likelihood leads to the so-called Whittle estimator \(\widehat{\theta}_{T}\). For the sake of simplicity we assume known mean (without loss of generality zero mean), and hence \(\widehat{\theta}_{T}\) estimates the parameter vector of the covariance matrix \(\Sigma_{\theta}\).
We investigate the asymptotic properties of the Whittle estimate, in particular uniform convergence of the likelihoods, and consistency and Gaussianity of the estimator. A main point is a detailed analysis of the asymptotic bias which is considerably more difficult for random fields than for time series. Furthemore, we prove in case of model misspecification that the minimum of our Whittle likelihood still converges, where the limit is the minimum of the Kullback-Leibler information divergence.
Finally, we evaluate the performance of the Whittle estimator through computational simulations and estimation of conditional autoregressive models, and a real data application.

In urban planning, both measuring and communicating sustainability are among the most recent concerns. Therefore, the primary emphasis of this thesis concerns establishing metrics and visualization techniques in order to deal with indicators of sustainability.
First, this thesis provides a novel approach for measuring and monitoring two indicators of sustainability - urban sprawl and carbon footprints – at the urban neighborhood scale. By designating different sectors of relevant carbon emissions as well as different household categories, this thesis provides detailed information about carbon emissions in order to estimate impacts of daily consumption decisions and travel behavior by household type. Regarding urban sprawl, a novel gridcell-based indicator model is established, based on different dimensions of urban sprawl.
Second, this thesis presents a three-step-based visualization method, addressing predefined requirements for geovisualizations and visualizing those indicator results, introduced above. This surface-visualization combines advantages from both common GIS representation and three-dimensional representation techniques within the field of urban planning, and is assisted by a web-based graphical user interface which allows for accessing the results by the public.
In addition, by focusing on local neighborhoods, this thesis provides an alternative approach in measuring and visualizing both indicators by utilizing a Neighborhood Relation Diagram (NRD), based on weighted Voronoi diagrams. Thus, the user is able to a) utilize original census data, b) compare direct impacts of indicator results on the neighboring cells, and c) compare both indicators of sustainability visually.

In this thesis the combinatorial framework of toric geometry is extended to equivariant sheaves over toric varieties. The central questions are how to extract combinatorial information from the so developed description and whether equivariant sheaves can, like toric varieties, be considered as purely combinatorial objects. The thesis consists of three main parts. In the first part, by systematically extending the framework of toric geometry, a formalism is developed for describing equivariant sheaves by certain configurations of vector spaces. In the second part, homological properties of a certain class of equivariant sheaves are investigated, namely that of reflexive equivariant sheaves. Several kinds of resolutions for these sheaves are constructed which depend only on the configuration of their associated vector spaces. Thus a partially positive answer to the question of combinatorial representability is given. As a particular result, a new way for computing minimal resolutions for Z^n - graded modules over polynomial rings is obtained. In the third part a complete classification of the simplest nontrivial sheaves, equivariant vector bundles of rank two over smooth toric surfaces, is given. A combinatorial characterization is given and parameter spaces (moduli spaces) are constructed which depend only on this characterization. In appendices a outlook on equivariant sheaves and the relation of Chern classes to their combinatorial classification is given, particularly focussing on the case of the projective plane. A classification of equivariant vector bundles of rank three over the projective plane is given.

The heart is reported to show a net consumption of lactate. This may contribute up to 15% to the total body lactate disposal. In this work, the consumption of lactate was shown for the first
time on the single cell level with the new FRET-based lactate sensor Laconic.
Research published until today, almost exclusively reports the monocarboxylate transporter 1
(MCT1) as the transporter responsible for myocardial lactate uptake. As this membrane
transporter transports lactate together with H+ in a stoichiometry of 1:1, lactate transport is
coupled to pH regulation. Consequently, interactions of MCT1 and acid/base regulating proteins
(carbonic anhydrases (CAs and sodium bicarbonate co-transporters (NBCs)) are described in
the oocyte expression system, skeletal muscle and cancer cells.
In this work it is shown that activity of extracellular CA increases lactate uptake into mouse
cardiomyocytes by 27% and lactate induced JA/B by 42.8% to 46.2%. This effect is most likely
mediated via NBC/CA interaction because inhibition of extracellular CA reduces HCO3--
dependent acid extruding JA/B by 53.3% to 78.4%. This may link lactate uptake to cellular
respiration. When lactate was applied in medium gassed with 100% N2, lactate induced
acidification was 12.6% faster than in medium gassed with 100% O2. Thus, CO2 produced on
the pathway transferring redox energy from substrates like glucose and lactate to ADP and
phosphate via oxidative phosphorylation, may support further lactate uptake. The findings of
this work suggest an auto regulation of lactate uptake via CO2 release in ventricular mouse
cardiomyocytes.

The increasing complexity of modern SoC designs makes tasks of SoC formal verification
a lot more complex and challenging. This motivates the research community to develop
more robust approaches that enable efficient formal verification for such designs.
It is a common scenario to apply a correctness by integration strategy while a SoC
design is being verified. This strategy assumes formal verification to be implemented in
two major steps. First of all, each module of a SoC is considered and verified separately
from the other blocks of the system. At the second step – when the functional correctness
is successfully proved for every individual module – the communicational behavior has
to be verified between all the modules of the SoC. In industrial applications, SAT/SMT-based interval property checking(IPC) has become widely adopted for SoC verification. Using IPC approaches, a verification engineer is able to afford solving a wide range of important verification problems and proving functional correctness of diverse complex components in a modern SoC design. However, there exist critical parts of a design where formal methods often lack their robustness. State-of-the-art property checkers fail in proving correctness for a data path of an industrial central processing unit (CPU). In particular, arithmetic circuits of a realistic size (32 bits or 64 bits) – especially implementing multiplication algorithms – are well-known examples when SAT/SMT-based
formal verification may reach its capacity very fast. In cases like this, formal verification
is replaced with simulation-based approaches in practice. Simulation is a good methodology that may assure a high rate of discovered bugs hidden in a SoC design. However, in contrast to formal methods, a simulation-based technique cannot guarantee the absence of errors in a design. Thus, simulation may still miss some so-called corner-case bugs in the design. This may potentially lead to additional and very expensive costs in terms of time, effort, and investments spent for redesigns, refabrications, and reshipments of new chips.
The work of this thesis concentrates on studying and developing robust algorithms
for solving hard arithmetic decision problems. Such decision problems often originate from a task of RTL property checking for data-path designs. Proving properties of those
designs can efficiently be performed by solving SMT decision problems formulated with
the quantifier-free logic over fixed-sized bit vectors (QF-BV).
This thesis, firstly, proposes an effective algebraic approach based on a Gröbner basis theory that allows to efficiently decide arithmetic problems. Secondly, for the case of custom-designed components, this thesis describes a sophisticated modeling technique which is required to restore all the necessary arithmetic description from these components. Further, this thesis, also, explains how methods from computer algebra and the modeling techniques can be integrated into a common SMT solver. Finally, a new QF-BV SMT solver is introduced.

In this thesis we studied and investigated a very common but a long existing noise problem and we provided a solution to this problem. The task is to deal with different types of noise that occur simultaneously and which we call hybrid. Although there are individual solutions for specific types one cannot simply combine them because each solution affects the whole speech. We developed an automatic speech recognition system DANSR ( Dynamic Automatic Noisy Speech Recognition System) for hybrid noisy environmental noise. For this we had to study all of speech starting from the production of sounds until their recognition. Central elements are the feature vectors on which pay much attention. As an additional effect we worked on the production of quantities for psychoacoustic speech elements.
The thesis has four parts:
1) The first part we give an introduction. The chapter 2 and 3 give an overview over speech generation and recognition when machines are used. Also noise is considered.
2) In the second part we describe our general system for speech recognition in a noisy environment. This is contained in the chapters 4-10. In chapter 4 we deal with data preparation. Chapter 5 is concerned with very strong noise and its modeling using Poisson distribution. In the chapters 5-8 we deal with parameter based modeling. Chapter 7 is concerned with autoregressive methods in relation to the vocal tract. In the chapters 8 and 9 we discuss linear prediction and its parameters. Chapter 9 is also concerned with quadratic errors, the decomposition into sub-bands and the use of Kalman filters for non-stationary colored noise in chapter 10. There one finds classical approaches as long we have used and modified them. This includes covariance mehods, the method of Burg and others.
3) The third part deals firstly with psychoacoustic questions. We look at quantitative magnitudes that describe them. This has serious consequences for the perception models. For hearing we use different scales and filters. In the center of the chapters 12 and 13 one finds the features and their extraction. The fearures are the only elements that contain information for further use. We consider here Cepstrum features and Mel frequency cepstral coefficients(MFCC), shift invariant local trigonometric transformed (SILTT), linear predictive coefficients (LPC), linear predictive cepstral coefficients (LPCC), perceptual linear predictive (PLP) cepstral coefficients. In chapter 13 we present our extraction methods in DANSR and how they use window techniques And discrete cosine transform (DCT-IV) as well as their inverses.
4) The fourth part considers classification and the ultimate speech recognition. Here we use the hidden Markov model (HMM) for describing the speech process and the Gaussian mixture model (GMM) for the acoustic modelling. For the recognition we use forward algorithm, the Viterbi search and the Baum-Welch algorithm. We also draw the connection to dynamic time warping (DTW). In the rest we show experimental results and conclusions.

Computational simulations run on large supercomputers balance their outputs with the need of the scientist and the capability of the machine. Persistent storage is typically expensive and slow, its peformance grows at a slower rate than the processing power of the machine. This forces scientists to be practical about the size and frequency of the simulation outputs that can be later analyzed to understand the simulation states. Flexibility in the trade-offs of flexibilty and accessibility of the outputs of the simulations are critical the success of scientists using the supercomputers to understand their science. In situ transformations of the simulation state to be persistently stored is the focus of this dissertation.
The extreme size and parallelism of simulations can cause challenges for visualization and data analysis. This is coupled with the need to accept pre partitioned data into the analysis algorithms, which is not always well oriented toward existing software infrastructures. The work in this dissertation is focused on improving current work flows and software to accept data as it is, and efficiently produce smaller, more information rich data, for persistent storage that is easily consumed by end-user scientists. I attack this problem from both a theoretical and practical basis, by managing completely raw data to quantities of information dense visualizations and study methods for managing both the creation and persistence of data products from large scale simulations.

At present the standardization of third generation (3G) mobile radio systems is the subject of worldwide research activities. These systems will cope with the market demand for high data rate services and the system requirement for exibility concerning the offered services and the transmission qualities. However, there will be de ciencies with respect to high capacity, if 3G mobile radio systems exclusively use single antennas. Very promising technique developed for increasing the capacity of 3G mobile radio systems the application is adaptive antennas. In this thesis, the benefits of using adaptive antennas are investigated for 3G mobile radio systems based on Time Division CDMA (TD-CDMA), which forms part of the European 3G mobile radio air interface standard adopted by the ETSI, and is intensively studied within the standardization activities towards a worldwide 3G air interface standard directed by the 3GPP (3rd Generation Partnership Project). One of the most important issues related to adaptive antennas is the analysis of the benefits of using adaptive antennas compared to single antennas. In this thesis, these bene ts are explained theoretically and illustrated by computer simulation results for both data detection, which is performed according to the joint detection principle, and channel estimation, which is applied according to the Steiner estimator, in the TD-CDMA uplink. The theoretical explanations are based on well-known solved mathematical problems. The simulation results illustrating the benefits of adaptive antennas are produced by employing a novel simulation concept, which offers a considerable reduction of the simulation time and complexity, as well as increased exibility concerning the use of different system parameters, compared to the existing simulation concepts for TD-CDMA. Furthermore, three novel techniques are presented which can be used in systems with adaptive antennas for additionally improving the system performance compared to single antennas. These techniques concern the problems of code-channel mismatch, of user separation in the spatial domain, and of intercell interference, which, as it is shown in the thesis, play a critical role on the performance of TD-CDMA with adaptive antennas. Finally, a novel approach for illustrating the performance differences between the uplink and downlink of TD-CDMA based mobile radio systems in a straightforward manner is presented. Since a cellular mobile radio system with adaptive antennas is considered, the ultimate goal is the investigation of the overall system efficiency rather than the efficiency of a single link. In this thesis, the efficiency of TD-CDMA is evaluated through its spectrum efficiency and capacity, which are two closely related performance measures for cellular mobile radio systems. Compared to the use of single antennas, the use of adaptive antennas allows impressive improvements of both spectrum efficiency and capacity. Depending on the mobile radio channel model and the user velocity, improvement factors range from six to 10.7 for the spectrum efficiency, and from 6.7 to 12.6 for the spectrum capacity of TD-CDMA. Thus, adaptive antennas constitute a promising technique for capacity increase of future mobile communications systems.

Ranking lists are an essential methodology to succinctly summarize outstanding items, computed over database tables or crowdsourced in dedicated websites. In this thesis, we propose the usage of automatically generated, entity-centric rankings to discover insights in data. We present PALEO, a framework for data exploration through reverse engineering top-k database queries, that is, given a database and a sample top-k input list, our approach, aims at determining an SQL query that returns results similar to the provided input when executed over the database. The core problem consist of finding selection predicates that return the given items, determining the correct ranking criteria, and evaluating the most promising candidate queries first. PALEO operates on subset of the base data, uses data samples, histograms, descriptive statistics, and further proposes models that assess the suitability of candidate queries which facilitate limitation of false positives. Furthermore, this thesis presents COMPETE, a novel approach that models and computes dominance over user-provided input entities, given a database of top-k rankings. The resulting entities are found superior or inferior with tunable degree of dominance over the input set---a very intuitive, yet insightful way to explore pros and cons of entities of interest. Several notions of dominance are defined which differ in computational complexity and strictness of the dominance concept---yet, interdependent through containment relations. COMPETE is able to pick the most promising approach to satisfy a user request at minimal runtime latency, using a probabilistic model that is estimating the result sizes. The individual flavors of dominance are cast into a stack of algorithms over inverted indices and auxiliary structures, enabling pruning techniques to avoid significant data access over large datasets of rankings.

This work deals with the mathematical modeling and numerical simulation of the dynamics of a curved inertial viscous Newtonian fiber, which is practically applicable to the description of centrifugal spinning processes of glass wool. Neglecting surface tension and temperature dependence, the fiber flow is modeled as a three-dimensional free boundary value problem via instationary incompressible Navier-Stokes equations. From regular asymptotic expansions in powers of the slenderness parameter leading-order balance laws for mass (cross-section) and momentum are derived that combine the unrestricted motion of the fiber center-line with the inner viscous transport. The physically reasonable form of the one-dimensional fiber model results thereby from the introduction of the intrinsic velocity that characterizes the convective terms. For the numerical simulation of the derived model a finite volume code is developed. The results of the numerical scheme for high Reynolds numbers are validated by comparing them with the analytical solution of the inviscid problem. Moreover, the influence of parameters, like viscosity and rotation on the fiber dynamics are investigated. Finally, an application based on industrial data is performed.