Browsing Institut für Mathematik by Title
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20051104BuchDuality 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 ...

19980130BuchEffective 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 ...

20110811BuchEfficient covariance estimation for asynchronous noisy highfrequency data We focus on estimating the integrated covariance of logprice processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two Itô processes in the ...

19980715BuchEfficient 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 ...

20000106BuchEquations 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 $V_0$ ...

20051026BuchEquilibrium in abstract economies without the lower semicontinuity 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.

20110920BuchError Control in h and hpadaptive 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 higherorder finite ...

20110811BuchError Controlled Local Resolution of Evolving Interfaces for Generalized CahnHilliard Equations For phase field equations of generalized CahnHilliard 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 ...

20051102BuchError 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 ...

20110920BuchEstimation of the characteristics of a Lévy process observed at arbitrary frequency

20110920BuchEstimator competition for Poisson problems

20051111BuchEvaluation of the epiconvergence The paper presents an equivalent characterization of the epiconvergence of lower semicontinuous functions. The proposed ‘measures’ naturally estimate the distance between optimal values of two optimization programs. A ...

20090702BuchExistence of turbulent weak solutions to the generalized NavierStokes 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 ...

20051116BuchEXTRAordinary differential equations Attempts to an analysis of differentialalgebraic systems

20051102BuchFeedback solutions of optimal control problems with DAE constraints An optimal feedback control has been obtained for linearquadratic optimal control problems with constraints described by differentialalgebraic equations. For that purpose, a new implicit Riccati equation (Riccati ...

20051107BuchFinding Beneficial DAE Structures in Circuit Simulation Circuit simulation is a standard task for the computeraided design of electronic circuits. The transient analysis is well understood and realized in powerful simulation packages for conventional circuits. But further ...

20051102BuchFine decouplings of regular differential algebraic equations In this paper, the previously formulated conjecture concerning the existence of fine and complete decouplings of regular DAEs with tractability index $\mu$ is verified.

20051107BuchFormulating differential algebraic equations properly

20050408BuchFramework For The A Posteriori Error Analysis Of Nonconforming Finite Elements This paper establishes a unified framework for the a posteriori error analysis of a large class of nonconforming finite element methods. The theory assures reliability and efficiency of explicit residual error estimates ...

20110927BuchFrom convergence principles to stability and optimality We show in a rather general setting that Hoelder and Lipschitz stability properties of solutions to variational problems can be characterized by convergence of more or less abstract iteration schemes. Depending on the ...