Mathematics - Key Technology for the Future: Joint Projects Between Universities and Industry 2004 -2007

ISBN-13: 9783540772026 / Angielski / Twarda / 2008 / 357 str.

Willi J?ger

Opis

In 1993, the Federal Ministry of Research and Education of the Federal - public of Germany (BMBF) started the ?rst of now ?ve periods of funding mathematics for industry and services. To date, its e?orts have supported approximately 280 projects investigating complex problems in industry and services.Whereasstandardproblemscanbe solvedusing standardmathem- ical methods and software o? the shelf, complex problems arising from e.g. industrial research and developments require advanced and innovative ma- ematical approaches and methods. Therefore, the BMBF funding programme focuses on the transfer of the latest developments in mathematical research to industrial applications. This initiative has proved to be highly successful in promoting mathematical modelling, simulation and optimization in science and technology. Substantial contributions to the solution of complex problems have been made in several areas of industry and services. Results from the ?rst funding period were published in "Mathematik - Schlusseltechnologie fur die Zukunft, Verbundprojekte zwischen Universitat und Industrie" (K.-H. Ho?mann, W. Jager, T. Lohmann, H. Schunck (E- tors), Springer1996).Thesecondpublication"Mathematics-KeyTechnology for the Future, Joint Projects between Universities and Industry" (W. Jager, H.-J. Krebs (Editors), Springer 2003) covered the period 1997 to 2000. Both books were out of print shortly after publication. This volume presents the results from the BMBF's fourth funding period (2004to2007)andcontainsasimilarspectrumofindustrialandmathematical problems as described in the previous publications, but with one additional new topic in the funding programme: risk management in ?nance and ins- ance. Othertopicscoveredaremathematicalmodellingandnumericalsimulation inmicroelectronics, thin?lms, biochemicalreactionsandtransport, comput- aided medicine, transport, tra?c and energy."

Spis treści

I Microelectronics 1. Numerical Simulation of Multiscale Models for Radio Frequency Circuits in the Time Domain - Uwe Feldmann 2. Numerical Simulation of High-Frequency Circuits in Telecommunication - Martin Bodestedt and Caren Tischendorf 3. Wavelet-Collocation of Multirate PDAEs for the Simulation of Radio Frequency Circuits - Stephanie Knorr, Roland Pulch and Michael Günther 4. Numerical Simulation of Thermal Effects in Coupled Optoelectronic Device-circuit Systems - Markus Brunk and Ansgar Jüngel 5. Efficient Transient Noise Analysis in Circuit Simulation - Georg Denk, Werner Römisch, Thorsten Sickenberger and Renate Winkler II Thin Films 1. Numerical Methods for the Simulation of Epitaxial Growth and their Application in the Study of a Meander Instability - F. Haußer, F. Otto, P. Penzler, A. Voigt 2. Micro Structures in Thin Coating Layers: Micro Structure Evolution and Macroscopic Contact Angle - J. Dohmen, N. Grunewald, F. Otto and M. Rumpf III Biochemical Reactions and Transport 1. Modeling and Simulation of Hairy Root Growth - Peter Bastian, Jenny Bauer, Andres Chavarria-Krauser, Christian Engwer, Willi Jäger, Sven Marnach, Mariya Ptashnyk, Bernhard Wetterauer 2. Simulation and Optimization of Bio-Chemical Microreactors - Rolf Rannacher and Michael Schmich IV Computeraided Medicine 1. Modeling and Optimization of Correction Measures for Human Extremities - Rene Brandenberg, Tobias Gerken, Peter Gritzmann and Lucia Roth 2. Image segmentation for the investigation of scattered-light images when laser-optically diagnosing rheumatoid arthritis - Herbert Gajewski, Jens A. Griepentrog, Alexander Mielke, Jürgen Beuthan, Urszula Zabarylo and Olaf Minet V Transport, Traffic, Energy 1. DynamicRouting of Automated Guided Vehicles in Real-time - Ewgenij Gawrilow. Ekkehard Köhler, Rolf H. Möhring and Björn Stenzel 2. Optimization of signalized traffic networks - Ekkehard Köhler, Rolf~H.~Möhring, Klaus~Nökel and Gregor Wünsch 3. Optimal Sorting of Rolling Stock at Hump Yards - Ronny S. Hansmann and Uwe T. Zimmermann 4. Stochastic Models and Algorithms for the Optimal Operation of a Dispersed Generation System under Uncertainty - Edmund Handschin, Frederike Neise, Hendrik Neumann and Rüdiger Schultz 5. Parallel adaptive simulation of PEM fuel cells - Robert Klöfkorn, Dietmar Kröner and Mario Ohlberger VI Risk Management in Finance and Insurance 1. Advanced credit portfolio modeling and CDO pricing - Ernst Eberlein, Rüdiger Frey and Ernst August von Hammerstein 2. Contributions to multivariate structural approaches in credit risk modeling - Swantje Becker, Stefanie Kammer and Ludger Overbeck 3. Economic Capital Modelling and Basel II Compliance in the Banking Industry - Klaus Böcker and Claudia Klüppelberg 4. Numerical Simulation for Asset-Liability Management in Life Insurance - T. Gerstner, M. Griebel, M. Holtz, R. Goschnick and M. Haep 5. On the Dynamics of the Forward Interest Rate Curve and the Evaluation of Interest Rate Derivatives and their Sensitivities - Cristian Croitoru, Christian Fries, Willi Jäger, Jörg Kampen and Dirk-Jens Nonnenmacher