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    Monitoring der methanbildenden Mikroflora in Praxis-Biogasanlagen im ländlichen Raum : Analyse des Ist-Zustandes und Entwicklung eines quantitativen Nachweissystems
    (Hannover : Technische Informationsbibliothek, 2009) Klocke, Michael; Nettmann, Edith; Bergmann, Ingo
    Die Produktion von Biogas aus landwirtschaftlichen Primärprodukten oder Reststoffen stellt einen wesentlichen Beitrag zur Reduktion des Co2-Ausstoßes sowie zur Entwicklung einer nachhaltigen Landbewirtschaftung dar. Im Rahmen dieses Projektes soll daher die Artenzusammensetzung der methanogenen Mikroflora in ausgewählten Praxis-Biogasanlagen anhand ihrer 16S rDNA analysisert werden.
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    Optimal and robust a posteriori error estimates in L∞(L2) for the approximation of Allen-Cahn equations past singularities
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Bartels, Sören; Müller, Rüdiger
    Optimal a posteriori error estimates in L∞(L2) are derived for the finite element approximation of Allen-Cahn equations. The estimates depend on the inverse of a small parameter only in a low order polynomial and are valid past topological changes of the evolving interface. The error analysis employs an elliptic reconstruction of the approximate solution and applies to a large class of conforming, nonconforming, mixed, and discontinuous Galerkin methods. Numerical experiments illustrate the theoretical results.
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    Parameter estimation in time series analysis
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Spokoiny, Vladimir
    The paper offers a novel unified approach to studying the accuracy of parameter estimation for a time series. Important features of the approach are: (1) The underlying model is not assumed to be parametric. (2) The imposed conditions on the model are very mild and can be easily checked in specific applications. (3) The considered time series need not to be ergodic or stationary. The approach is equally applicable to ergodic, unit root and explosive cases. (4) The parameter set can be unbounded and non-compact. (5) No conditions on parameter identifiability are required. (6) The established risk bounds are nonasymptotic and valid for large, moderate and small samples. (7) The results describe confidence and concentration sets rather than the accuracy of point estimation. The whole approach can be viewed as complementary to the classical one based on the asymptotic expansion of the log-likelihood. In particular, it claims a consistency of the considered estimate in a rather general sense, which usually is assumed to be fulfilled in the asymptotic analysis. In standard situations under ergodicity conditions, the usual rate results can be easily obtained as corollaries from the established risk bounds. The approach and the results are illustrated on a number of popular time series models including autoregressive, Generalized Linear time series, ARCH and GARCH models and meadian/quantile regression.
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    Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Henrion, René; Outrata, Jií̌; Surowiec, Thomas
    We consider an equilibrium problem with equilibrium constraints (EPEC) as it arises from modeling competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This requires a structural analysis of the problem first (constraint qualifications, strong regularity). Second, the calmness property of a certain multifunction has to be verified in order to justify M-stationarity. Third, for stating the stationarity conditions, the co-derivative of a normal cone mapping has to be calculated. Finally, the obtained necessary conditions are made fully explicit in terms of the problem data for one typical constellation. A simple two-settlements example serves as an illustration.
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    Differential, energetic, and metric formulations for rate-independent processes
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Mielke, Alexander
    We consider different solution concepts for rate-independent systems. This includes energetic solutions in the topological setting and differentiable, local, parametrized and BV solutions in the Banach-space setting. The latter two solution concepts rely on the method of vanishing viscosity, in which solutions of the rate-independent system are defined as limits of solutions of systems with small viscosity. Finally, we also show how the theory of metric evolutionary systems can be used to define parametrized and BV solutions in metric spaces.
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    Strong stationary solutions to equilibrium problems with equilibrium constraints with applications to an electricity spot market model
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Henrion, René; Outrata, Jiří; Surowiec, Thomas
    Literaturverz. S. 26 In this paper, we consider the characterization of strong stationary solutions to equilibrium problems with equilibrium constraints (EPECs). Assuming that the underlying generalized equation satisfies strong regularity in the sense of Robinson, an explicit multiplier-based stationarity condition can be derived. This is applied then to an equilibrium model arising from ISO-regulated electricity spot markets.
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    Direct computation of elliptic singularities across anisotropic, multi-material edges
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Haller-Dintelmann, Robert; Kaiser, Hans-Christoph; Rehberg, Joachim
    We characterise the singularities of elliptic div-grad operators at points or edges where several materials meet on a Dirichlet or Neumann part of the boundary of a two- or three-dimensional domain. Special emphasis is put on anisotropic coefficient matrices. The singularities can be computed as roots of a characteristic transcendental equation. We establish uniform bounds for the singular values for several classes of three- and fourmaterial edges. These bounds can be used to prove optimal regularity results for elliptic div-grad operators on three-dimensional, heterogeneous, polyhedral domains with mixed boundary conditions. We demonstrate this for the benchmark Lshape problem.
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    Stable Crank-Nicolson discretisation for incompressible miscible displacement problems of low regularity
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Jensen, Max; Müller, Rüdiger
    In this article we study the numerical approximation of incompressible miscible displacement problems with a linearised Crank-Nicolson time discretisation, combined with a mixed finite element and discontinuous Galerkin method. At the heart of the analysis is the proof of convergence under low regularity requirements. Numerical experiments demonstrate that the proposed method exhibits second-order convergence for smooth and robustness for rough problems.
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    BV solutions and viscosity approximations of rate-independent systems
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Mielke, Alexander; Rossi, Riccarda; Savaré, Giuseppe
    In the nonconvex case solutions of rate-independent systems may develop jumps as a function of time. To model such jumps, we adopt the philosophy that rate independence should be considered as limit of systems with smaller and smaller viscosity. For the finite-dimensional case we study the vanishing-viscosity limit of doubly nonlinear equations given in terms of a differentiable energy functional and a dissipation potential which is a viscous regularization of a given rate-independent dissipation potential. The resulting definition of `BV solutions' involves, in a nontrivial way, both the rate-independent and the viscous dissipation potential, which play a crucial role in the description of the associated jump trajectories. We shall prove a general convergence result for the time-continuous and for the time-discretized viscous approximations and establish various properties of the limiting $BV$ solutions. In particular, we shall provide a careful description of the jumps and compare the new notion of solutions with the related concepts of energetic and local solutions to rate-independent systems.
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    Discrete Sobolev-Poincare inequalities for Voronoi finite volume approximations
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Glitzky, Annegret; Griepentrog, Jens André
    We prove a discrete Sobolev-Poincare inequality for functions with arbitrary boundary values on Voronoi finite volume meshes. We use Sobolev's integral representation and estimate weakly singular integrals in the context of finite volumes. We establish the result for star shaped polyhedral domains and generalize it to the finite union of overlapping star shaped domains. In the appendix we prove a discrete Poincare inequality for space dimensions greater or equal to two.