Biannual Report - Fachbereich Mathematik - Technische UniversitÃ¤t ...

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Ristl, Konstantin, Optimierung des Conditional Value-at-Risk von Portfolios mit diskreten Gewichten (Stefan Ulbrich) Ritter, Christian Peter, Regressionsbasierte Monte-Carlo-Verfahren zur Bewertung amerikanischer Optionen unter Verwendung von neuronalen Netzen (Michael Kohler) Rothenbächer, Ann-Kathrin, Verfahren der nichtparametrischen Regressionsschätzung und beispielhafte Anwendung zur Bewertung amerikanischer Optionen (Michael Kohler) Salupo, Giuseppe, Robuste Portfolio-Optimierung mit Conditional Value-at-Risk als Risikomaß (Stefan Ulbrich) Schaffland, Tim Fabian, Empirischer Vergleich von Verfahren der nichtparametrischen Regressionsschätzung (Michael Kohler) Schimmel, Janina, Universal Consistency of the Kernel Density Estimate (Michael Kohler) Schmid, Christina, Regression-based Monte Carlo Estimates for Pricing American Options using the Kernel Estimates (Michael Kohler) Schmidt, Robin, Complex Interpolation, Haller-Dintelmann) L p -Spaces and the Fourier Transform (Robert Schmidt, Roman, Universelle Konsistenz des Kernschätzers (Michael Kohler) Schulz, Olga, Dichteschätzung basierend auf realen und künstlich erzeugten Daten (Michael Kohler) Schwebel, Miriam, Modellierung coexistierender Symbionten und Parasiten (Biologie) Starik, Sebastian, Der empirische Vergleich des Tests von Kolmogoroff-Smirnow und des χ 2 - Anpassungstests (Michael Kohler) Tilev, Ivelin Yanchev, Pricing of American Options by Regression-based Monte Carlo Methods with multivariate smoothing splines (Michael Kohler) Tolksdorf, Patrick, Riesz-Spectral Theory for the Flexible Beam Equation (Robert Haller- Dintelmann) Warta, Simon, Deriving Signature Schemes from Public-Key Cryptosystems (Johannes Buchmann) Weber, Tobias, On the Model Theory of the Unary Negation Fragment on Finite Graphs (Martin Otto) Wegmann, David, L p -Theorie starker Lösungen elliptischer partieller Differentialgleichungen zweiter Ordnung (Reinhard Farwig) Wenz, Sebastian Claus, Theorem of Pollard (Michael Kohler) Weyer, Jonas Helmut, Ein neues Relaxationsschema zur numerischen Lösung von MPECs (Stefan Ulbrich) 158 4 Theses
Will, Karsten, Implementierung und Test von Multirate-Rosenbrock-Verfahren (Alf Gerisch / Jens Lang) Wu, Jiqing, The Existence of a Weak Solution for a Stationary Phase Field Problem (Hans- Dieter Alber) Zhou, Li, Portfoliooptimierung im CRR-Modell (Wilhelm Stannat) Zhu, Liqun, Bewertung amerikanischer Optionen mit der Finite-Elemente-Methode (Wilhelm Stannat) 4.6 Bachelor Theses 159
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Biannual Report Department of Mathe
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3.6 Software . . . . . . . . . . .
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The department is involved in two c
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1.1.2 Collaborative Research Centre
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and mobility. However, such enginee
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y the State of Hesse. The grant was
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Weil representation. We also derive
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Partner: I. Radloff (Universität T
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is Dedekind’s delta function. The
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Project: Analytical and numerical c
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This project investigates FSI probl
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Project: L p -Theory for Incompress
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Partner: M. Pierre, G. Rolland Supp
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Project: Stationary fluid flow in a
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of the boundary which in general is
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[2] F. Ali Mehmeti, R. Haller-Dinte
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Partner: M. Lindner Contact: S. Roc
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Objective of this project is the un
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References [1] B. Daniel. Isometric
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Our research interests range from t
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References [1] J. Reibold and R. Br
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project is in progress. http://www3
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References [1] R. Nitsch and R. Bru
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The aim of this project is to explo
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ehave truely quantum mechanically a
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Together with K. Schade we extended
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from classical proofs). In fact, it
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that satisfy much stronger acyclici
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The groupoid model introduced in [1
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Numerical experiments show that, to
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References [1] H. Egger and C. Walu
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Partner: Prof. Dr. K. Raum (Charit
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References [1] M. Kiehl and F. Knap
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We proposed a way to circumvent art
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Similar to a Monte Carlo simulation
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Algorithmic Discrete Mathematics co
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problem, is in the weak form of the
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In this project, we deal with gas n
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References [1] E. Abele, M. Haydn,
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Contact: U. Lorenz, T. Opfer Refere
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[2] M. Giles and S. Ulbrich. Conver
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of actuators, at which modern techn
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Project: Simulation-based optimizat
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The problem of optimal stopping in
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Partner: A. Kelava, Institut für P
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References [1] C. H. Weiß and H.-Y
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- Member of the group "‘Nationale
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- Member of GAMM Activity Group “
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2 Teaching Teaching of Mathematics
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Graduates of the Bachelor programme
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In exercise classes, students work
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http://www3.mathematik.tu-darmstadt
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and many more. The evaluation and q
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- Electronic Geometry Models (Manag
Page 110 and 111: 3.2 Monographs and Books [1] W. Are
Page 112 and 113: [22] M. Berezhnyi and E. Khruslov.
Page 114 and 115: [60] D. Clever, J. Lang, S. Ulbrich
Page 116 and 117: [97] W. Freyn. Kac-Moody Groups, In
Page 118 and 119: [134] K. H. Hofmann and S. A. Morri
Page 120 and 121: [172] S. Le Roux. Infinite nash equ
Page 122 and 123: [210] A. Simpson and T. Streicher.
Page 124 and 125: [10] J. Bokowski and V. Pilaud. On
Page 126 and 127: [37] W. Freyn. Kac-Moody Geometry.
Page 128 and 129: ICALT 2011, 11th IEEE International
Page 130 and 131: [92] S. Ullmann, S. Löbig, and J.
Page 132 and 133: [34] S. Drewes and S. Pokutta. Symm
Page 134 and 135: [76] C. Komo. Convergence Propertie
Page 136 and 137: Reinhard Farwig: Acta Mathematica,
Page 138 and 139: Appl. Sciences, Numer. Algor., Oper
Page 140 and 141: device, requiring minimal knowledge
Page 142 and 143: Petri, Birgit, Perioden, Elementart
Page 144 and 145: Erdene, Zambaga, Evaluation and Ext
Page 146 and 147: Seeger, Jens, Geometrieoptimierung
Page 148 and 149: Omland, Steffen, Multilevel algorit
Page 150 and 151: 2012 Achard, Dominique, Wahl des op
Page 152 and 153: 4.5 Staatsexamen Theses 2011 Bauer,
Page 154 and 155: Leismann, Sophia, Analyse von typis
Page 156 and 157: Nattler, Stefanie, Zum Gefangenendi
Page 158 and 159: Dück, Viktor, Der T-Wert eines koo
Page 162 and 163: 5 Presentations 5.1 Talks and Visit
Page 164 and 165: 25.01.11 Risiken und Nebenwirkungen
Page 166 and 167: 21.06.12 Was ist aus MABIKOM übert
Page 168 and 169: 12.05.11 Twisted traces of CM value
Page 170 and 171: 20.09.12 Combinatorial geometry of
Page 172 and 173: 25.09.11 Two-phase free boundary va
Page 174 and 175: 20.11.12 Lattice polygons and real
Page 176 and 177: Michael Kohler 16.09.11 On nonparam
Page 178 and 179: 11.03.11 Introduction to vertex alg
Page 180 and 181: Marc Pfetsch 16.05.12 Compressed Se
Page 182 and 183: 13.07.12 Kontaktlinien, Elektrokine
Page 184 and 185: Stefan Ulbrich 17.03.11 Optimal Con
Page 186 and 187: 19.03.12 PDE-constrained optimizati
Page 188 and 189: 27.09.11 Towards a computational an
Page 190 and 191: Matthias Geissert 26.05.11 A free b
Page 192 and 193: 13.10.11 Effective Theory on Arbitr
Page 194 and 195: 09.05.12 Algebraische Kurven und de
Page 196 and 197: 06.09.11 Adaptive Finite Elements w
Page 198 and 199: Marc Pfetsch 05.03.12 The Maximum k
Page 200 and 201: 10.08.12 Prediction of effective el
Page 202 and 203: Reinhard Farwig, Oberwolfach (RIP),
Page 204 and 205: Ulrich Kohlenbach, Carnegie Mellon
Page 206 and 207: Benjamin Assarf - 3rd polymake Work
Page 208 and 209: Silke Horn - 1st polymake Workshop,
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- Invited Minisymposium Optimal Con
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13.04.11. Priv.-Doz. Dr. Sören Kra
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09.05.12. Prof. Dr. Werner Schindle
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10.07.12. Prof. Dr. Jens Funke (Uni
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29.06.11. Prof. Dr. Michael Renardy
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11.07.12. Dr. Franck Sueur (Pierre-
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11.11.11. Shiguang Feng (Sun Yat-se
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23.03.12. Dr. Mathieu Dutour Sikiri
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Prof. Dr. Edriss Titi (University o
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Prof. Dr. Juan Carlos de los Reyes
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Prof. Dr. Uwe Thiele (Loughborough
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Dr. Martin Lotz (University of Edin
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- Workshop in Graz, Austria about t
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- SCIP Workshop 2012, October 8 to
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- Ministry of Education Hessen, Rhe
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- Prof. Dr. H. Sohr (Universität P
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- Alf Jonsson (Umeå University), D
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- Prof. Dr. Luc Devroye (McGill Uni
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Sonja Mars - Prof. Dr. Alexander Ma
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- German Federal Network Agency (Bu
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Sara Tiburtius - SPP 1420: “Biomi
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Irwin Yousept - Prof. Dr. Fredi Tr
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• Organization of the Mathematica
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Dean (Studies, from April 2012) Pro
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