Auflistung Publikationen nach DDCSachgruppe "DDC 510 / Mathematics"
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A numerical approach to model reduction for optimal control of multiscale ODE
DissertationThe topic of this thesis is model (order) reduction in the context of numerical optimal control. Complex mathematical models based on ordinary differential equations can often be reduced in order to decrease computational ... 
A numerical framework for semiautomated reduced basis methods with blackbox solvers
DissertationThe Reduced Basis Method (RBM) has become a widespread model reduction technique for parametrized partial differential equations in the past few years. Yet, it has not found its way into automated commercial or opensource ... 
A study of the exponential method of lines for a class of parabolic problems
DissertationIn this work, new techniques to improve the performance of exponential integrators are proposed. These new techniques are then combined to form an efficient algorithm for the exponential method of lines. Some of the ... 
A wavelet tour of option pricing
DissertationThe efficient numerical solution of elliptic variational inequalities in general and of obstacle problems in particular is of great interest and poses a nontrivial challenge in Numerical Mathematics. Such problems occur ... 
Adding randomness to nonlinear semigroups: existence, uniqueness and asymptotic results
Dissertation(Universität Ulm, 20181115)The origins of this thesis lie in the present author’s study of the asymptotic behavior of the weighted pLaplacian evolution equation, which is one of the bench marks of nonlinear evolution equations and used to model ... 
Analysis and fitting of random tessellation models: applications in telecommunication and cell biology
DissertationThis thesis has been motivated by two ongoing research projects of the Institute of Stochastics at Ulm University. In the first project it is dealt with the modelling and the analysis of network structures that occur in ... 
Aspects of estimation uncertainty in risk management
DissertationThis dissertation studies the impact of estimation uncertainty in shortrate interest rate models and its effect upon risk measures based on such models. The estimation uncertainty is described in a Bayesian framework. ... 
Asymptotic analysis of stationary random tessellations with applications to network modelling
DissertationThis thesis arose out of a joint research project between the Department of Stochastics at the University of Ulm and France Télécom R&D Division in Paris. In particular it was stimulated by questions regarding statistical ... 
Asymptotic properties of estimators for random fields induced by stationary germgrain models
DissertationFor a class of random fields, which is associated with stationary germgrain models via conditionally bounded valuations, a mean value estimator is discussed. Its meansquare consistency and asymptotic normality is proven ... 
Automatisches Differenzieren in Simulationen
DissertationIm Rahmen dieser Arbeit wird die Anwendung des Automatischen Differenzierens (AD) in Simulationen aus unterschiedlichen Bereichen untersucht. Die Untersuchungen liefern Erkenntnisse, die es ermöglichen, Aufwand und ... 
Betweenness relations
DissertationThis thesis primarily gives an overview of research on so called betweenness relations with a focus on own contributions to that subject. Betweenness relations represent a generalisation of the geometric notion that one ... 
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
Dissertation(Universität Ulm, 20180824)This thesis covers miscellaneous topics in the field of time series analysis and stochastic processes and consists of four topics where the first two are connected by the appearance of random coefficients and the last two ... 
CFDBerechnungen mit überlappenden Gittern in Bezug auf den VoithSchneiderPropeller
Abschlussarbeit (Master; Diplom)This diploma thesis is an analysis of the overlapping moving grid scheme for finite volume computational fluid dynamics. This scheme allows arbitrary mesh movement for a system of overlapping grids. It is tested for its ... 
Characteristics of Poisson cylinder processes and their estimation
DissertationIn this thesis, we consider stationary Poisson cylinder processes (PCPs). Here, a cylinder is defined as the Minkowski sum of a linear vectorspace and a polyconvex set in the orthogonal space. A PCP is a random set of ... 
Computational aspects and asymptotic theory of random sets and random fields
Habilitationsschrift(Universität Ulm, 20180420)This habilitation thesis comprises 9 articles that deal with computational aspects and/or asymptotic theory of random sets or random fields. 
Connectivity and percolation properties of stochastic networks
DissertationThe present thesis is devoted to the investigation of connectivity and percolation properties of random geometric graphs, i.e., graphs that are embedded in some Euclidean space. Related structures such as hardcore packings ... 
Consumptioninvestment problems of a relaxed investor with partial and insider information
DissertationIn a financial market consisting of a riskfree asset and several risky assets, an investor with logarithmic or power utility functions aims to maximize the expected utility of terminal wealth and intermediate consumption. ... 
Consumptioninvestment problems with statedependent discounting
DissertationIn this thesis we analyze consumptioninvestment problems with statedependent discounting. We assume that the investor discounts his future utility by a nonexponential discount function which depends on his personal ... 
Coupling of the Finite Volume Method and the Boundary Element Method  Theory, Analysis, and Numerics
DissertationWe develop a discretization scheme for the coupling of the finite volume method and the boundary element method in two dimensions, which describes, for example, the transport of a concentration in a fluid. The discrete ... 
Credit portfolio modelling with elliptically contoured distributions  approximation, pricing, dynamisation
DissertationThe aim of this thesis is to introduce a new set of factor models for the pricing of portfolio credit derivatives, which match the observations on the derivatives markets better than the standard Gaussian model. These new ...