Zugl.: Lübeck, Univ., Diss., 2006

Techn. University, Diss., 2007--Darmstadt.

Universiẗat, Diss., 2006--Karlsruhe.

Stuttgart, Univ., Habil.-Schr., 2003.

Texte trad. et remanié de: Master's th.--Tokyo, 1970. / Suppl. au : "Bulletin de la Société mathématique de France", t. 123, fasc. 4. Bibliogr. 71-72. Résumé en français et en anglais.

Es sollen aus der deterministischen Lösung einer eindimensionalen instationären Wärmeleitgleichung Eigenschaften der Lösung erarbeitet werden für den Fall, dass sich der Wärmeleitkoeffizient als Zufallsgröße darstellt. Dabei werden Zugänge über die Störungsrechnung sowie über die Monte-Carlo-Simulation betrachtet.

The presentation shows sample paths of stochastic processes in form of animations. Those stochastic procsses are usually used to model financial quantities like exchange rates, interest rates and stock prices. In the second part the solution of the Black-Scholes PDE using the finite difference method is illustrated. / Der Vortrag zeigt Animationen von Realisierungen stochstischer Prozesse, die zur Modellierung von Groessen im Finanzbereich haeufig verwendet werden (z.B. Wechselkurse, Zinskurse, Aktienkurse). Im zweiten Teil wird die Loesung der Black-Scholes Partiellen Differentialgleichung mittels Finitem Differenzenverfahren graphisch veranschaulicht.

In this paper we discuss the identification of parameter functions in material models for elastic large deformations. A model of the the forward problem is given, where the displacement of a deformed material is found as the solution of a n onlinear PDE. Here, the crucial point is the definition of the 2nd Piola-Kirchhoff stress tensor by using several material laws including a number of material parameters. In the main part of the paper we consider the identification of such parameters from measured displacements, where the inverse problem is given as an optimal control problem. We introduce a solution of the identification problem with Lagrange and SQP methods. The presented algorithm is applied to linear elastic material with large deformations.

University, Diss., 2005--Saarbrücken. / Parallelt.: From pixels to regions.

Continuing the previous work in the preprint 97-11 done for the 2D-approach in this paper we describe the Yserentant preconditioned conjugate gradient method as well as the BPX-preconditioned cg-iteration fastly solving 3D-elliptic boundary value problems on unstructured quasi uniform grids. These artificially constructed hierarchical methods have optimal computational costs. In the case of the sequential computing several numerical examples demonstrate their efficiency not depending on the finite element types used for the discretiziation of the original potential problem. Moreover, implementing the methods in parallel first results are given.