**Eldorado - Repository of the TU Dortmund**

Resources for and from Research, Teaching and Studying

### Recent Submissions

Die Dissertation beschäftigt sich mit dem folgenden Problem: Sei X ein bekannter stochastischer Prozess und T eine unbekannte von X unabhängige Stoppzeit. Das Ziel ist es, auf Grundlage einer Stichprobe von X zur Zeit T die Verteilung von T zurückzugewinnen. Insbesondere sollen nichtparametrische Schätzer für die Dichte f von T konstruiert werden. Belomestny und Schoenmakers lösten dieses statistische Problem in zwei Artikeln aus 2015 und 2016 für die Fälle, wo X entweder eine Brownsche Bew...

We consider finite element solutions to quadratic optimization problems, where the state depends on the control via a well-posed linear partial differential equation. Exploiting the structure of a suitably reduced optimality system, we prove that the combined error in the state and adjoint state of the variational discretization is bounded by the best approximation error in the underlying discrete spaces. The constant in this bound depends on the inverse square-root of the Tikhonov regulariza...

We investigate the problem of optimal transport in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that has these two measures as marginals and minimizes a certain cost function. We consider quadratic regularization of the problem, which forces the optimal transport plan to be a square integrable function rather than a Radon measure. We derive the dual problem and sho...

In this work, we introduce a new residual distribution (RD) framework for the design of matrix-free bound-preserving finite element schemes. As a starting point, we consider continuous and discontinuous Galerkin discretizations of the linear advection equation. To construct the corresponding local extremum diminishing (LED) approximation, we perform mass lumping and redistribute the element residuals in a manner which guarantees the LED property. The hierarchical correction procedure for high...

This paper is concerned with a space-time discretization of a rate-independent evolution governed by a non-smooth dissipation and a non-convex energy functional. For the time discretization, we apply the local minimization scheme introduced in [EM06], which is known to resolve time discontinuities, which may show up due to the non-convex energy. The spatial discretization is performed by classical linear finite elements. We show that accumulation points of the sequence of discrete solutions f...

In a posteriori error analysis, the relationship between error and estimator is usually spoiled by so-called oscillation terms, which cannot be bounded by the error. In order to remedy, we devise a new approach where the oscillation has the following two properties. First, it is dominated by the error, irrespective of mesh fineness and the regularity of data and the exact solution. Second, it captures in terms of data the part of the residual that, in general, cannot be quantified with finite...

The article at hand focuses on finite element discretizations, where the continuous and the discrete formulations differ. We introduce a general approach based on the dual weighted residual method for estimating on the one hand the discretization error in a user specified quantity of interest and on the other hand the discrete model error induced by using different discrete techniques. Here, the usual error identities are obtained plus some additional terms. Furthermore, the numerical approxi...

This paper is focused on efficient Monte Carlo simulations of Brownian diffusion effects in particle-based numerical methods for solving transport equations on a sphere (or a circle). Using the heat equation as a model problem, random walks are designed to emulate the action of the Laplace-Beltrami operator without evolving or reconstructing the probability density function. The intensity of perturbations is fitted to the value of the rotary diffusion coefficient in the deterministic mo...

We approximate the solution of the stationary Stokes equations with various conforming and nonconforming inf-sup stable pairs of finite element spaces on simplicial meshes. Based on each pair, we design a discretization that is quasi-optimal and pressure robust, in the sense that the velocity H^1-error is proportional to the best H^1-error to the analytical velocity. This shows that such a property can be achieved without using conforming and divergence-free pairs. We bound also the pressure ...

We develop a basic convergence analysis for an adaptive C0IPG method for the Biharmonic problem which provides convergence without rates for all practically relevant marking strategies and all penalty parameters assuring coercivity of the method. The analysis hinges on embedding properties of (broken) Sobolev and BV spaces, and the construction of a suitable limit space. In contrast to the convergence result of adaptive discontinuous Galerkin methods for elliptic PDEs, by Kreuzer and Georgoul...

There exist several multivariate extensions of the classical Sonine integral representation for Bessel functions of some index μ + v with respect to such functions of lower index μ. For Bessel functions on matrix cones, Sonine formulas involve beta densities β_(μ,v) on the cone and trace already back to Herz. The Sonine representations known so far on symmetric cones are restricted to continuous ranges Re μ, Re v > μ_0 where the involved Beta densities are probability measures and the limiti...

Multigrid methods belong to the best-known methods for solving linear systems arising from the discretization of elliptic partial differential equations. The main attraction of multigrid methods is that they have an asymptotically meshindependent convergence behavior. Multigrid with Vanka (or local multilevel pressure Schur complement method) as smoother have been frequently used for the construction of very effcient coupled monolithic solvers for the solution of the stationary incompre...

We study time-harmonic Maxwell's equations in meta-materials that use either perfect conductors or high-contrast materials. Based on known effective equations for perfectly conducting inclusions, we calculate the transmission and reflection coefficients for four different geometries. For high-contrast materials and essentially two-dimensional geometries, we analyze parallel electric and parallel magnetic fields and discuss their potential to exhibit transmission through a sample of meta-mate...

We investigate the one-dimensional non-equilibrium Richards equation with play-type hysteresis. It is known that regularized versions of this equation permit traveling wave solutions that show oscillations and, in particular, the physically relevant effect of a saturation overshoot. We investigate here the non-regularized hysteresis operator and combine it with a positive τ-term. Our result is that the model has monotone traveling wave solutions. These traveling waves describe the behavior o...

Multivariate Bessel processes (X_(t,k) )t≥0 are classified via associated root systems and multiplicity constants k ≥ 0. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and Miyashita derived some weak laws of large numbers for X_(t,k) for fixed times t > 0 and k→∞. In this paper we derive associated central limit theorems for the root systems of types A, B and D in an elementary way. In most cases, the limits will be n...

Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with β-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita that for fixed starting points, these processes admit interesting limit laws when the multiplicities k tend to ∞, where in some cases the limits are described by the zeros of classical Hermite and Laguerre polynomials. In this paper we use SDEs to derive corre...

A first order model for the transmission of waves through a sound-hard perforation along an interface is derived. Mathematically, we study the Neumann problem for the Helmholtz equation in a complex geometry, the domain contains a periodic array of inclusions of size ε > 0 along a co-dimension 1 manifold. We derive effective equations that describe the limit as ε → 0. At leading order, the Neumann sieve perforation has no effect; the corrector is given by a Helmholtz equation on the unpertur...

### Sub-communities within this community

### Collections in this community

#### AG Biomathematik [2]

= Biomathematics Group