Von der Professur Stochastik der Fakultät für Mathematik der Technischen Universität Chemnitz werden seit 1995 regelmäßig jedes Jahr im Herbst die Workshops "Stochastische Analysis" organisiert. Ausgewählte Beiträge werden in Form eines Tagungsbandes veröffentlicht. Der 12. Workshop "Stochastische Analysis" fand vom 20.09.2006 bis zum 22.09.2006 in Schöneck/Vogtland statt.

We extend our results on the degree of ill-posedness for linear integration opera- tors A with weights mapping in the Hilbert space L^2(0,1), which were published in the journal 'Inverse Problems' in 2005 ([5]). Now we can prove that the degree one also holds for a family of exponential weight functions. In this context, we empha- size that for integration operators with outer weights the use of the operator AA^* is more appropriate for the analysis of eigenvalue problems and the corresponding asymptotics of singular values than the former use of A^*A.

In this paper two basic SQP-approaches for solving implicitly defined inverse problems are presented. Such problems often arises in parameter identification for differential equations. We also include regularization strategies which differ from similar problems in Optimal control. The main focus is on formulating saddle point problems for calculating the next iterate. Conditions for the unique and stable solvability of these problems are presented. The analytical considerations are illustrated by two examples including their discretizations and a numerical case study.

In this paper we discuss the inverse problem of the identification of mechanical stresses by measuring the deformation of an electric potential field in a so called differential strain gauge (D-DMS). We derive a mathematical model, where the forward operator is given in terms of an elliptic boundary value problem. Derivatives of the forward operator are considered and the solution of the inverse problem via a least-squares minimization is introduced. Here, the discretized problem is solved with the Gauss-Newton method. Numerical studies of practical interest are presented.

In this paper we continue the considerations of [5] (CSC/09-05). A numerical study for the parameter identification problem with linear elastic material and large deformations is presented. We discuss the numerical implementation in MATLAB and illustrate some results for a 2D test problem.

We are investigating a kernel-based autoconvolution problem, which has its origin in the physics of ultra short laser pulses. The task in this problem is to reconstruct a complex-valued function $x$ on a finite interval from measurements of its absolute value and a kernel-based autoconvolution of the form [[F(x)](s)=int k(s,t)x(s-t)x(t)de t.] This problem has not been studied in the literature. One reason might be that one has more information than in the classical autoconvolution case, where only the right hand side is available. Nevertheless we show that ill posedness phenomena may occur. We also propose an algorithm to solve the problem numerically and demonstrate its performance with artificial data. Since the algorithm fails to produce good results with real data and we suspect that the data for $|F(x)|$ are not dependable we also consider the whole problem with only $arg(F(x))$ given instead of $F(x)$.

Heidelberg, Univ., Diss., 2006.

Universiẗat, Diss., 2000--Göttingen.

In this paper we present some numerical results concerning the identification of material parameters in linear elasticity by dealing with small deformations. On the basis of a precise example different aspects of the parameter estimation problem are considered. We deal with practical questions such as the experimental design for obtaining sufficient data for recovering the unknown parameters as well as questions of treating the corresponding inverse problems numerically. Two algorithms for solving these problems can be introduced and extensive numerical case studies are presented and discussed.

This document describes the construction of a computer-based simulation of instationary heat transfer through heat protective textiles. Especially mathematical modeling, numerical treatment and inverse determination of unknown parameters is handled in case of a fault arc test. First simulation results of different model variants are presented. / Die Arbeit beschreibt die Erstellung einer computerbasierten Simulation für instationäre thermische Vorgänge in Hitzeschutztextilien. Speziell wird dabei ein Störlichtbogentest von der mathematischen Modellbildung über die numerische Umsetzung bis hin zur inversen Bestimmung unbekannter Modellparameter betrachtet. Erste Simulationsergebnisse bei verschiedenen Modellvarianten werden dargestellt.