## Dissertation

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#### Fachbereich / Organisatorische Einheit

- Fachbereich Mathematik (201)
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#### Erscheinungsjahr

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- Dissertation (533) (entfernen)

#### Sprache

- Englisch (533) (entfernen)

#### Schlagworte

- Visualisierung (10)
- finite element method (7)
- Algebraische Geometrie (4)
- Finite-Elemente-Methode (4)
- Navier-Stokes-Gleichung (4)
- Numerische Strömungssimulation (4)
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- verification (4)
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- Financial Risk Management and Portfolio Optimization Using Artificial Neural Networks and Extreme Value Theory (2002)
- In the present work, we investigated how to correct the questionable normality, linear and quadratic assumptions underlying existing Value-at-Risk methodologies. In order to take also into account the skewness, the heavy tailedness and the stochastic feature of the volatility of the market values of financial instruments, the constant volatility hypothesis widely used by existing Value-at-Risk appproches has also been investigated and corrected and the tails of the financial returns distributions have been handled via Generalized Pareto or Extreme Value Distributions. Artificial Neural Networks have been combined by Extreme Value Theory in order to build consistent and nonparametric Value-at-Risk measures without the need to make any of the questionable assumption specified above. For that, either autoregressive models (AR-GARCH) have been used or the direct characterization of conditional quantiles due to Bassett, Koenker [1978] and Smith [1987]. In order to build consistent and nonparametric Value-at-Risk estimates, we have proved some new results extending White Artificial Neural Network denseness results to unbounded random variables and provide a generalisation of the Bernstein inequality, which is needed to establish the consistency of our new Value-at-Risk estimates. For an accurate estimation of the quantile of the unexpected returns, Generalized Pareto and Extreme Value Distributions have been used. The new Artificial Neural Networks denseness results enable to build consistent, asymptotically normal and nonparametric estimates of conditional means and stochastic volatilities. The denseness results uses the Sobolev metric space L^m (my) for some m >= 1 and some probability measure my and which holds for a certain subclass of square integrable functions. The Fourier transform, the new extension of the Bernstein inequality for unbounded random variables from stationary alpha-mixing processes combined with the new generalization of a result of White and Wooldrige [1990] have been the main tool to establich the extension of White's neural network denseness results. To illustrate the goodness and level of accuracy of the new denseness results, we were able to demonstrate the applicability of the new Value-at-Risk approaches by means of three examples with real financial data mainly from the banking sector traded on the Frankfort Stock Exchange.

- Algorithmic Gauß-Manin Connection (2002)
- 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.

- Utilization of Correlation Matrices in Adaptive Array Processors for Time-Slotted CDMA Uplinks (2002)
- It is well known that the performance of mobile radio systems can be significantly enhanced by the application of adaptive antennas which consist of multi-element antenna arrays plus signal processing circuitry. In the thesis the utilization of such antennas as receive antennas in the uplink of mobile radio air interfaces of the type TD-CDMA is studied. Especially, the incorporation of covariance matrices of the received interference signals into the signal processing algorithms is investigated with a view to improve the system performance as compared to state of the art adaptive antenna technology. These covariance matrices implicitly contain information on the directions of incidence of the interference signals, and this information may be exploited to reduce the effective interference power when processing the signals received by the array elements. As a basis for the investigations, first directional models of the mobile radio channels and of the interference impinging at the receiver are developed, which can be implemented on the computer at low cost. These channel models cover both outdoor and indoor environments. They are partly based on measured channel impulse responses and, therefore, allow a description of the mobile radio channels which comes sufficiently close to reality. Concerning the interference models, two cases are considered. In the one case, the interference signals arriving from different directions are correlated, and in the other case these signals are uncorrelated. After a visualization of the potential of adaptive receive antennas, data detection and channel estimation schemes for the TD-CDMA uplink are presented, which rely on such antennas under the consideration of interference covariance matrices. Of special interest is the detection scheme MSJD (Multi Step Joint Detection), which is a novel iterative approach to multi-user detection. Concerning channel estimation, the incorporation of the knowledge of the interference covariance matrix and of the correlation matrix of the channel impulse responses is enabled by an MMSE (Minimum Mean Square Error) based channel estimator. The presented signal processing concepts using covariance matrices for channel estimation and data detection are merged in order to form entire receiver structures. Important tasks to be fulfilled in such receivers are the estimation of the interference covariance matrices and the reconstruction of the received desired signals. These reconstructions are required when applying MSJD in data detection. The considered receiver structures are implemented on the computer in order to enable system simulations. The obtained simulation results show that the developed schemes are very promising in cases, where the impinging interference is highly directional, whereas in cases with the interference directions being more homogeneously distributed over the azimuth the consideration of the interference covariance matrices is of only limited benefit. The thesis can serve as a basis for practical system implementations.

- Immunotoxins and Neurotrophins: Novel Strategies for the Efficient Expression of Recombinant Proteins (2002)
- The development of recombinant DNA techniques opened a new era for protein production both in scientific research and industrial application. However, the purification of recombinant proteins is very often quite difficult and inefficient. Therefore, we tried to employ novel techniques for the expression and purification of three pharmacologically interesting proteins: the plant toxin gelonin; a fusion protein of gelonin and the extracellular domain of the subunit of the acetylcholine receptor (gelonin-AchR) and human neurotrophin 3 (hNT3). Recombinant gelonin, acetylcholine receptor a subunit and their fusion product, gelonin-AchR were constructed and expressed. The gelonin gene, a 753 bp polynucleotide was chemically synthesized by Ya-Wei Shi et al. and was kindly provided to us. The gene was first inserted into the vector pUC118 yielding pUC-gel. It was subsequently transferred into pET28a and pET-gel was expressed in E. coli. The product, gelonin was soluble and was purified in two steps showing a homogeneous band corresponding to 28 kD on SDS-PAGE. The expression of the extracellular domain of the -subunit of AchR always led to insoluble aggregates and even upon coexpression with the chaperonin GroESL, very small and hardly reproducible amounts of soluble material were formed, only. Therefore, recombinant AchR- gelonin was cloned and expressed in the same host. The corresponding fusion protein, gelonin-AchR, again formed aggregates and it had to be solubilized in 6 M Gu-HCl for further purification and refolding. The final product, however, was recognized by several monoclonal antibodies directed against the extracellular domain of the -subunit of AchR as well as a polyclonal serum against gelonin. Expression and purification of recombinant hNT3 was achieved by the use of a protein self-splicing system. Based on the reported hNT3 DNA sequence, a 380 bp fragment corresponding to a 14 kD protein was amplified from genomal DNA of human whole blood by PCR. The DNA fragment was cloned into the pTXB1 vector, which contains a DNA fragment of intein and chintin binding domain (CBD). A further construct, pJLA-hNT3, is temperature-inducible. Both constructs expressed the target protein, hNT3-intein-CBD in E. coli by the induction with IPTG or temperature, however, as aggregates. After denaturation and renaturation, the soluble fusion protein was slowly loaded on an affinity column of chitin beads. A 14 kD hNT3 could be isolated after cleavage with DTT either at 4 °C or 25 °C for 48 h. Based on nerve fiber out-growth of the dorsal root ganglia of chicken embryos, both, hNT-3-intein-CBD and hNT3 itself exhibit almost the same biological activity.

- Contributions to the application of adaptive antennas and CDMA code pooling in the TD CDMA downlink (2002)
- TD (Time Division)-CDMA is one of the partial standards adopted by 3GPP (3rd Generation Partnership Project) for 3rd Generation (3G) mobile radio systems. An important issue when designing 3G mobile radio systems is the efficient use of the available frequency spectrum, that is the achievement of a spectrum efficiency as high as possible. It is well known that the spectrum efficiency can be enhanced by utilizing multi-element antennas instead of single-element antennas at the base station (BS). Concerning the uplink of TD- CDMA, the benefits achievable by multi-element BS antennas have been quantitatively studied to a satisfactory extent. However, corresponding studies for the downlink are still missing. This thesis has the goal to make contributions to fill this lack of information. For near-to-reality directional mobile radio scenarios TD-CDMA downlink utilizing multi-element antennas at the BS are investigated both on the system level and on the link level. The system level investigations show how the carrier-to-interference ratio can be improved by applying such antennas. As the result of the link level investigations, which rely on the detection scheme Joint Detection (JD), the improvement of the bit er- ror rate by utilizing multi-element antennas at the BS can be quantified. Concerning the link level of TD-CDMA, a number of improvements are proposed which allow considerable performance enhancement of TD-CDMA downlink in connection with multi-element BS antennas. These improvements include * the concept of partial joint detection (PJD), in which at each mobile station (MS) only a subset of the arriving CDMA signals including those being of interest to this MS are jointly detected, * a blind channel estimation algorithm, * CDMA code pooling, that is assigning more than one CDMA code to certain con- nections in order to offer these users higher data rates, * maximizing the Shannon transmission capacity by an interleaving concept termed CDMA code interleaving and by advantageously selecting the assignment of CDMA codes to mobile radio channels, * specific power control schemes, which tackle the problem of different transmission qualities of the CDMA codes. As a comprehensive illustration of the advantages achievable by multi-element BS anten- nas in the TD-CDMA downlink, quantitative results concerning the spectrum efficiency for different numbers of antenna elements at the BS conclude the thesis.

- Families of Curves with Prescribed Singularities (2001)
- The study of families of curves with prescribed singularities has a long tradition. Its foundations were laid by Plücker, Severi, Segre, and Zariski at the beginning of the 20th century. Leading to interesting results with applications in singularity theory and in the topology of complex algebraic curves and surfaces it has attained the continuous attraction of algebraic geometers since then. Throughout this thesis we examine the varieties V(D,S1,...,Sr) of irreducible reduced curves in a fixed linear system |D| on a smooth projective surface S over the complex numbers having precisely r singular points of types S1,...,Sr. We are mainly interested in the following three questions: 1) Is V(D,S1,...,Sr) non-empty? 2) Is V(D,S1,...,Sr) T-smooth, that is smooth of the expected dimension? 3) Is V(D,S1,...Sr) irreducible? We would like to answer the questions in such a way that we present numerical conditions depending on invariants of the divisor D and of the singularity types S1,...,Sr, which ensure a positive answer. The main conditions which we derive will be of the type inv(S1)+...+inv(Sr) < aD^2+bD.K+c, where inv is some invariant of singularity types, a, b and c are some constants, and K is some fixed divisor. The case that S is the projective plane has been very well studied by many authors, and on other surfaces some results for curves with nodes and cusps have been derived in the past. We, however, consider arbitrary singularity types, and the results which we derive apply to large classes of surfaces, including surfaces in projective three-space, K3-surfaces, products of curves and geometrically ruled surfaces.

- Optical code multiplex schemes as economical upgrade on existing DWDM systems to simplify costly channel monitoring (2001)
- In this thesis a new family of codes for the use in optical high bit rate transmission systems with a direct sequence code division multiple access scheme component was developed and its performance examined. These codes were then used as orthogonal sequences for the coding of the different wavelength channels in a hybrid OCDMA/WDMA system. The overall performance was finally compared to a pure WDMA system. The common codes known up to date have the problem of needing very long sequence lengths in order to accommodate an adequate number of users. Thus, code sequence lengths of 1000 or more were necessary to reach bit error ratios of with only about 10 simultaneous users. However, these sequence lengths are unacceptable if signals with data rates higher than 100 MBit/s are to be transmitted, not to speak about the number of simultaneous users. Starting from the well known optical orthogonal codes (OOC) and under the assumption of synchronization among the participating transmitters - justified for high bit rate WDM transmission systems -, a new code family called ?modified optical orthogonal codes? (MOOC) was developed by minimizing the crosscorrelation products of each two sequences. By this, the number of simultaneous users could be increased by several orders of magnitude compared to the known codes so far. The obtained code sequences were then introduced in numerical simulations of a 80 GBit/s DWDM transmission system with 8 channels, each carrying a 10 GBit/s payload. Usual DWDM systems are featured by enormous efforts to minimize the spectral spacing between the various wavelength channels. These small spacings in combination with the high bit rates lead to very strict demands on the system components like laser diode, filters, multiplexers etc. Continuous channel monitoring and temperature regulations of sensitive components are inevitable, but often cannot prevent drop downs of the bit error ratio due to aging effects or outer influences like mechanical stress. The obtained results show that - very different to the pure WDM system - by orthogonally coding adjacent wavelength channels with the proposed MOOC, the overall system performance gets widely independent from system parameters like input powers, channel spacings and link lengths. Nonlinear effects like XPM that insert interchannel crosstalk are effectively fought. Furthermore, one can entirely dispense with the bandpass filters, thus simplifying the receiver structure, which is especially interesting for broadcast networks. A DWDM system upgraded with the OCDMA subsystem shows a very robust behavior against a variety of influences.

- Urban Design Guidelines as Design Control Instrument with a case study of the Silver Triangle Superblock, Jakarta (2001)
- 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.

- Adaptive antennas for mobile radio systems using Time Division CDMA and joint detection (2000)
- 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.

- Termination of Rewriting (1994)
- More and more, term rewriting systems are applied in computer science aswell as in mathematics. They are based on directed equations which may be used as non-deterministic functional programs. Termination is a key property for computing with termrewriting systems.In this thesis, we deal with different classes of so-called simplification orderings which areable to prove the termination of term rewriting systems. Above all, we focus on the problemof applying these termination methods to examples occurring in practice. We introduce aformalism that allows clear representations of orderings. The power of classical simplifica-tion orderings - namely recursive path orderings, path and decomposition orderings, Knuth-Bendix orderings and polynomial orderings - is improved. Further, we restrict these orderingssuch that they are compatible with underlying AC-theories by extending well-known methodsas well as by developing new techniques. For automatically generating all these orderings,heuristic-based algorithms are given. A comparison of these orderings with respect to theirpowers and their time complexities concludes the theoretical part of this thesis. Finally, notonly a detailed statistical evaluation of examples but also a brief introduction into the designof a software tool representing the integration of the specified approaches is given.