@phdthesis{Akindeinde2012, author = {Akindeinde, Saheed Ojo}, title = {Numerical Verification of Optimality Conditions in Optimal Control Problems}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-76065}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {This thesis is devoted to numerical verification of optimality conditions for non-convex optimal control problems. In the first part, we are concerned with a-posteriori verification of sufficient optimality conditions. It is a common knowledge that verification of such conditions for general non-convex PDE-constrained optimization problems is very challenging. We propose a method to verify second-order sufficient conditions for a general class of optimal control problem. If the proposed verification method confirms the fulfillment of the sufficient condition then a-posteriori error estimates can be computed. A special ingredient of our method is an error analysis for the Hessian of the underlying optimization problem. We derive conditions under which positive definiteness of the Hessian of the discrete problem implies positive definiteness of the Hessian of the continuous problem. The results are complemented with numerical experiments. In the second part, we investigate adaptive methods for optimal control problems with finitely many control parameters. We analyze a-posteriori error estimates based on verification of second-order sufficient optimality conditions using the method developed in the first part. Reliability and efficiency of the error estimator are shown. We illustrate through numerical experiments, the use of the estimator in guiding adaptive mesh refinement.}, subject = {Optimale Kontrolle}, language = {en} } @book{FalkMarohnMicheletal.2012, author = {Falk, Michael and Marohn, Frank and Michel, Ren{\´e} and Hofmann, Daniel and Macke, Maria and Spachmann, Christoph and Englert, Stefan}, title = {A First Course on Time Series Analysis : Examples with SAS [Version 2012.August.01]}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-72617}, publisher = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS. Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first three chapters can be dealt within the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 4, 5 and 6 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. Chapter 7 (case study) deals with a practical case and demonstrates the presented methods. It is possible to use this chapter independent in a seminar or practical training course, if the concepts of time series analysis are already well understood. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific parts are highlighted. This book is an open source project under the GNU Free Documentation License.}, subject = {Zeitreihenanalyse}, language = {en} } @phdthesis{Schoenlein2012, author = {Sch{\"o}nlein, Michael}, title = {Stability and Robustness of Fluid Networks: A Lyapunov Perspective}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-72235}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {In the verification of positive Harris recurrence of multiclass queueing networks the stability analysis for the class of fluid networks is of vital interest. This thesis addresses stability of fluid networks from a Lyapunov point of view. In particular, the focus is on converse Lyapunov theorems. To gain an unified approach the considerations are based on generic properties that fluid networks under widely used disciplines have in common. It is shown that the class of closed generic fluid network models (closed GFNs) is too wide to provide a reasonable Lyapunov theory. To overcome this fact the class of strict generic fluid network models (strict GFNs) is introduced. In this class it is required that closed GFNs satisfy additionally a concatenation and a lower semicontinuity condition. We show that for strict GFNs a converse Lyapunov theorem is true which provides a continuous Lyapunov function. Moreover, it is shown that for strict GFNs satisfying a trajectory estimate a smooth converse Lyapunov theorem holds. To see that widely used queueing disciplines fulfill the additional conditions, fluid networks are considered from a differential inclusions perspective. Within this approach it turns out that fluid networks under general work-conserving, priority and proportional processor-sharing disciplines define strict GFNs. Furthermore, we provide an alternative proof for the fact that the Markov process underlying a multiclass queueing network is positive Harris recurrent if the associate fluid network defining a strict GFN is stable. The proof explicitely uses the Lyapunov function admitted by the stable strict GFN. Also, the differential inclusions approach shows that first-in-first-out disciplines play a special role.}, subject = {Warteschlangennetz}, language = {en} } @article{ChenchiahSchloemerkemper2012, author = {Chenchiah, Isaac and Schl{\"o}merkemper, Anja}, title = {Non-laminate microstructures in monoclinic-I martensite}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-72134}, year = {2012}, abstract = {We study the symmetrised rank-one convex hull of monoclinic-I martensite (a twelve-variant material) in the context of geometrically-linear elasticity. We construct sets of T3s, which are (non-trivial) symmetrised rank-one convex hulls of 3-tuples of pairwise incompatible strains. Moreover we construct a five-dimensional continuum of T3s and show that its intersection with the boundary of the symmetrised rank-one convex hull is four-dimensional. We also show that there is another kind of monoclinic-I martensite with qualitatively different semi-convex hulls which, so far as we know, has not been experimentally observed. Our strategy is to combine understanding of the algebraic structure of symmetrised rank-one convex cones with knowledge of the faceting structure of the convex polytope formed by the strains.}, subject = {Martensit}, language = {en} } @phdthesis{Schroeter2012, author = {Schr{\"o}ter, Martin}, title = {Newton Methods for Image Registration}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-71490}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {Consider the situation where two or more images are taken from the same object. After taking the first image, the object is moved or rotated so that the second recording depicts it in a different manner. Additionally, take heed of the possibility that the imaging techniques may have also been changed. One of the main problems in image processing is to determine the spatial relation between such images. The corresponding process of finding the spatial alignment is called "registration". In this work, we study the optimization problem which corresponds to the registration task. Especially, we exploit the Lie group structure of the set of transformations to construct efficient, intrinsic algorithms. We also apply the algorithms to medical registration tasks. However, the methods developed are not restricted to the field of medical image processing. We also have a closer look at more general forms of optimization problems and show connections to related tasks.}, subject = {Newton-Verfahren}, language = {en} } @phdthesis{Nguyen2012, author = {Nguyen, Danh Nam}, title = {Understanding the development of the proving process within a dynamic geometry environment}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-71754}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {Argumentation and proof have played a fundamental role in mathematics education in recent years. The author of this dissertation would like to investigate the development of the proving process within a dynamic geometry system in order to support tertiary students understanding the proving process. The strengths of this dynamic system stimulate students to formulate conjectures and produce arguments during the proving process. Through empirical research, we classified different levels of proving and proposed a methodological model for proving. This methodological model makes a contribution to improve students' levels of proving and develop their dynamic visual thinking. We used Toulmin model of argumentation as a theoretical model to analyze the relationship between argumentation and proof. This research also offers some possible explanation so as to why students have cognitive difficulties in constructing proofs and provides mathematics educators with a deeper understanding on the proving process within a dynamic geometry system.}, subject = {Argumentation}, language = {en} } @phdthesis{Curtef2012, author = {Curtef, Oana}, title = {Rayleigh-quotient optimization on tensor products of Grassmannians}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-83383}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {Applications in various research areas such as signal processing, quantum computing, and computer vision, can be described as constrained optimization tasks on certain subsets of tensor products of vector spaces. In this work, we make use of techniques from Riemannian geometry and analyze optimization tasks on subsets of so-called simple tensors which can be equipped with a differentiable structure. In particular, we introduce a generalized Rayleigh-quotient function on the tensor product of Grassmannians and on the tensor product of Lagrange- Grassmannians. Its optimization enables a unified approach to well-known tasks from different areas of numerical linear algebra, such as: best low-rank approximations of tensors (data compression), computing geometric measures of entanglement (quantum computing) and subspace clustering (image processing). We perform a thorough analysis on the critical points of the generalized Rayleigh-quotient and develop intrinsic numerical methods for its optimization. Explicitly, using the techniques from Riemannian optimization, we present two type of algorithms: a Newton-like and a conjugated gradient algorithm. Their performance is analysed and compared with established methods from the literature.}, subject = {Optimierung}, language = {en} } @phdthesis{Tichy2011, author = {Tichy, Diana}, title = {On the Fragility Index}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-73610}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2011}, abstract = {The Fragility Index captures the amount of risk in a stochastic system of arbitrary dimension. Its main mathematical tool is the asymptotic distribution of exceedance counts within the system which can be derived by use of multivariate extreme value theory. Thereby the basic assumption is that data comes from a distribution which lies in the domain of attraction of a multivariate extreme value distribution. The Fragility Index itself and its extension can serve as a quantitative measure for tail dependence in arbitrary dimensions. It is linked to the well known extremal index for stochastic processes as well the extremal coefficient of an extreme value distribution.}, subject = {Extremwertstatistik}, language = {en} } @phdthesis{Dreves2011, author = {Dreves, Axel}, title = {Globally Convergent Algorithms for the Solution of Generalized Nash Equilibrium Problems}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-69822}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2011}, abstract = {Es werden verschiedene Verfahren zur L{\"o}sung verallgemeinerter Nash-Gleichgewichtsprobleme mit dem Schwerpunkt auf deren globaler Konvergenz entwickelt. Ein globalisiertes Newton-Verfahren zur Berechnung normalisierter L{\"o}sungen, ein nichtglattes Optimierungsverfahren basierend auf einer unrestringierten Umformulierung des spieltheoretischen Problems, und ein Minimierungsansatz sowei eine Innere-Punkte-Methode zur L{\"o}sung der gemeinsamen Karush-Kuhn-Tucker-Bedingungen der Spieler werden theoretisch untersucht und numerisch getestet. Insbesondere das Innere-Punkte Verfahren erweist sich als das zur Zeit wohl beste Verfahren zur L{\"o}sung verallgemeinerter Nash-Gleichgewichtsprobleme.}, subject = {Nash-Gleichgewicht}, language = {en} } @phdthesis{Tichy2011, author = {Tichy, Michael}, title = {On algebraic aggregation methods in additive preconditioning}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-56541}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2011}, abstract = {In the following dissertation we consider three preconditioners of algebraic multigrid type, though they are defined for arbitrary prolongation and restriction operators, we consider them in more detail for the aggregation method. The strengthened Cauchy-Schwarz inequality and the resulting angle between the spaces will be our main interests. In this context we will introduce some modifications. For the problem of the one-dimensional convection we obtain perfect theoretical results. Although this is not the case for more complex problems, the numerical results we present will show that the modifications are also useful in these situation. Additionally, we will consider a symmetric problem in the energy norm and present a simple rule for algebraic aggregation.}, subject = {Pr{\"a}konditionierung}, language = {en} }