Browsing Institut für Mathematik by Title
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20051104BuchScenario Reduction Algorithms in Stochastic Programming We consider convex stochastic programs with an (approximate) initial probability distribution P having finite support supp P, i.e., finitely many scenarios. Such stochastic programs behave stable with respect to perturbations ...

20051107BuchScenario Reduction in Stochastic Programming Given a convex stochastic programming problem with a discrete initial probability distribution, the problem of optimal scenario reduction is stated as follows: Determine a scenario subset of prescribed cardinality and a ...

20060802BuchScenario tree modelling for multistage stochastic programs An important issue for solving multistage stochastic programs consists in the approximate representation of the (multivariate) stochastic input process in the form of a scenario tree. In this paper, forward and backward ...

20110817BuchSimulation of a Chemical Vapor Deposition We are motivated to model chemical vapor deposition for metallic bipolar plates and optimization to deposit a homogeneous layer. Moreover a constraint to the deposition process is a very low pressure (nearly vacuum) and a ...

20051104BuchSingularities of linear timevarying DAEs Singular issues arising in linear timevarying differentialalgebraic equations are addressed in this paper. We review the use of projector methods based upon the tractability index concept for the analysis of regular ...

20050310BuchSolutions of affine stochastic functional differential equations in the state space In this article we consider solutions of affine stochastic functional differential equations. The drift of these equations is specified by a functional defined on a general function space B which is only described ...

20060802BuchSolutions of stochastic delay equations in spaces of continuous functions

20051104BuchSolvability of linear differential algebraic equations with properly stated leading terms In this paper, general solvability statements on linear continuous coefficient differential algebraic equations with properly stated leading terms are derived by means of decoupling projector functions decomposing the ...

20051103BuchSolvability of the 2 dimensional KP systems In this paper we define a series of modified Parshin's KPhierarchies for the case of the ring of pseudodifferential operators in 2 variables, which are parametrized by a real positive parameter. All these systems satisfy ...

20051020BuchSolvability Properties of Linear Elliptic Boundary Value Problems with Nonsmooth Data In this paper linear elliptic boundary value problems of second order with nonsmooth data (L∞coefficients, Lipschitz domain, mixed boundary conditions) are considered. It is shown that the weak solutions are Hölder ...

20051026BuchSolving the Unit Commitment Problem in Power Generation by Primal and Dual Methods The unit commitment problem in power plant operation planning is addressed. For a real power system comprising coal and gasfired thermal and pumpedstorage hydroplants a largescale mixed integer optimization model for ...

20040119BuchSome Computational Aspects of Jacobians of Curves in the Family y3 = gamma x5 + delta Over Fp In this paper, we study the Jacobian varieties of certain diagonal curves of genus four : we first give the structure of the Jacobian, showing that it is simple over the prime field in most cases, then we give a reduction ...

19980903BuchSome Heuristics and Test Problems for Nonconvex Quadratic Programming over a Simplex In this paper we compare two methods for estimating a global minimizer of an indefinite quadratic form over a simplex. The first method is based on the enumeration of local minimizers of a socalled control polytope. The ...

20110811BuchSpace adaptive Finite Element Methods for Dynamic Signorini Problems Space adaptive techniques for dynamic Signorini problems are discussed. For discretisation, the Newmark method in time and low order finite elements in space are used. For the global discretisation error in space, an a ...

20110927BuchSplitting Method of ConvectionDiffusion Methods with Disentanglement methods In this paper, we discuss higherorder operatorsplitting methods done by disentanglement methods. The idea is based on computing best fitted exponents to an exponential splitting scheme with more than two operators. We ...

20051102BuchStability of multistage stochastic programs Quantitative stability of linear multistage stochastic programs is studied. It is shown that the infima of such programs behave (locally) Lipschitz continuous with respect to the sum of an Lrdistance and of a distance ...

20051115BuchStability of periodic solutions of index2 differential algebraic systems This paper deals with periodic index2 differential algebraic equations and the question whether a periodic solution is stable in the sense of Lyapunov. As the main result, a stability criterion is proved.This criterion ...

20090702BuchStatistical inference for discretetime samples from affine stochastic delay differential equations Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudolikelihood estimators, which are easy to calculate in practice. ...

20051103BuchStepsize control for meansquare numerical methods for stochastic differential equations with small noise A strategy for controlling the stepsize in the numerical integration of stochastic differential equations (SDEs) is presented. It is based on estimating the pth mean of local errors. The strategy leads to deterministic ...

20051103BuchStochastic DAEs in Circuit Simulation Stochastic differentialalgebraic equations (SDAEs) arise as a mathematical model for electrical network equations that are influenced by additional sources of Gaussian white noise. We sketch the underlying analytical ...