Browsing Institut für Mathematik by Title
Now showing items 76-95 of 329
-
2006-01-01BuchDiscretization methods with analytical solutions for a convection-diffusion-dispersion-reaction-equation and applications in 2D and 3D for waste-scenarios In this part we describe the numerical methods and the results for our discretization methods for system of convection-diffusiondispersion-reaction equation. The motivation came for the simulation of a scenario of a ...
-
2011-08-11BuchDiscretization methods with analytical solutions for a convection-reaction equation with higher-order discretizations We introduce an improved second-order discretization method for the convection-reaction equation by combining analytical and numerical solutions. The method is derived from Godunov's scheme, see [Godunov 1959] and [Leveque ...
-
2006-01-01BuchDiscretization-Optimization Methods for Nonlinear Elliptic Optimal Control Problems with State Constraints We consider an optimal control problem described by a second order elliptic boundary value problem, jointly nonlinear in the state and control, with control and state constraints, where the state constraints and cost ...
-
2006-01-01BuchDiscretization-Optimization Methods for Nonlinear Elliptic Relaxed Optimal Control Problems with State Constraints. We consider an optimal control problem described by a second order elliptic boundary value problem, jointly nonlinear in the state and control with high monotone nonlinearity in the state, with control and state constraints, ...
-
2006-01-01BuchDiscretization-Optimization Methods for Nonlinear Parabolic Relaxed Optimal Control Problems with State Constraints We consider an optimal control problem described by a semilinear parabolic partial differential equation, with control and state constraints, where the state constraints and cost involve also the state gradient. Since this ...
-
1997-10-27BuchDuality Construction of Moduli Spaces
-
2005-11-04BuchDuality gaps in nonconvex stochastic optimization We consider multistage stochastic optimization models. Logical or integrality constraints, frequently present in optimization models, limit the application of powerful convex analysis tools. Different Lagrangian relaxation ...
-
1998-01-30BuchEffective solutions of Clebsch and C. Neumann systems We solve in Riemann theta functions the classical Clebsch system and its particular case - the C. Neumann system. Going from a new Lax representation (with rational parameter) we work out the solutions. Separately, using ...
-
2011-08-11BuchEfficient covariance estimation for asynchronous noisy high-frequency data We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two Itô processes in the ...
-
1998-07-15BuchEfficient Reduction on the Jacobian Variety of Picard curves In this paper, a system of coordinates for the elements on the Jacobian Variety of Picard curves is presented. These coordinates possess a nice geometric interpretation and provide us with an unifying environment to obtain ...
-
2000-01-06BuchEquations for Polar Varieties and Efficient Real Elimination Let $V_0$ be a smooth and compact real variety given by a reduced regular sequence of polynomials $f_1,..., f_p$. This paper is devoted to the algorithmic problem of finding efficiently for each connected component of $V_0$ ...
-
2005-10-26BuchEquilibrium in abstract economies without the lower semi-continuity of the constraint maps We use graph convergence of set valued maps to show the existence of an equilibrium for an abstract economy without assuming the lower semi continuity of the constraint maps.
-
2011-09-20BuchError Control in h- and hp-adaptive FEM for Signorini's Problem This paper presents a posteriori finite element error estimates for Signorini’s problem. The discretization is based on a mixed variational formulation proposed by Haslinger et al. which is extended to higher-order finite ...
-
2011-08-11BuchError Controlled Local Resolution of Evolving Interfaces for Generalized Cahn-Hilliard Equations For phase field equations of generalized Cahn-Hilliard type, we present an a posteriori error analysis that is robust with respect to a small interface length scale which enters the model as a regularizing parameter. By ...
-
2005-11-02BuchError Reduction And Convergence For An Adaptive Mixed Finite Element Method An adaptive mixed finite element method (AMFEM) is designed to guarantee an error reduction, also known as saturation property: After each refinement step, the error for the fine mesh is strictly smaller than the error for ...
-
2011-09-20BuchEstimation of the characteristics of a Lévy process observed at arbitrary frequency
-
2011-09-20BuchEstimator competition for Poisson problems
-
2005-11-11BuchEvaluation of the epi-convergence The paper presents an equivalent characterization of the epi-convergence of lower semicontinuous functions. The proposed ‘measures’ naturally estimate the distance between optimal values of two optimization programs. A ...
-
2009-07-02BuchExistence of turbulent weak solutions to the generalized Navier-Stokes equations in exterior domains and large time behaviour Let $\Omega$ be an exterior domain in $\R^n\,(n=2,3,4)$ , with boundary being not necessarily smooth. For any initial velocity ${\bf u}_0\in L^2(\Omega)^n$ such that $\nabla\cdot {\bf u}_0=0$ (in sense of distribution) and ...
-
2005-11-16BuchEXTRA-ordinary differential equations
