Browsing Institut für Mathematik by Title
Now showing items 271-290 of 329
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2005-11-04BuchScenario 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 ...
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2005-11-07BuchScenario 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 ...
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2006-08-02BuchScenario 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 ...
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2011-08-17BuchSimulation 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 ...
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2005-11-04BuchSingularities of linear time-varying DAEs Singular issues arising in linear time-varying differential-algebraic equations are addressed in this paper. We review the use of projector methods based upon the tractability index concept for the analysis of regular ...
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2005-03-10BuchSolutions 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 ...
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2006-08-02BuchSolutions of stochastic delay equations in spaces of continuous functions
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2005-11-04BuchSolvability 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 ...
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2005-11-03BuchSolvability of the 2 dimensional KP systems In this paper we define a series of modified Parshin's KP-hierarchies for the case of the ring of pseudodifferential operators in 2 variables, which are parametrized by a real positive parameter. All these systems satisfy ...
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2005-10-20BuchSolvability Properties of Linear Elliptic Boundary Value Problems with Non-smooth Data In this paper linear elliptic boundary value problems of second order with non-smooth data (L∞-coefficients, Lipschitz domain, mixed boundary conditions) are considered. It is shown that the weak solutions are Hölder ...
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2005-10-26BuchSolving 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 gas-fired thermal and pumped-storage hydroplants a large-scale mixed integer optimization model for ...
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2004-01-19BuchSome 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 ...
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1998-09-03BuchSome 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 so-called control polytope. The ...
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2011-08-11BuchSpace 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 ...
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2011-09-27BuchSplitting Method of Convection-Diffusion Methods with Disentanglement methods In this paper, we discuss higher-order operator-splitting 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 ...
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2005-11-02BuchStability 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 Lr-distance and of a distance ...
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2005-11-15BuchStability of periodic solutions of index-2 differential algebraic systems This paper deals with periodic index-2 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 ...
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2009-07-02BuchStatistical inference for discrete-time 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 pseudo-likelihood estimators, which are easy to calculate in practice. ...
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2005-11-03BuchStepsize control for mean-square 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 p-th mean of local errors. The strategy leads to deterministic ...
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2005-11-03BuchStochastic DAEs in Circuit Simulation Stochastic differential-algebraic 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 ...
