Describing orbitopes by linear inequalities and projection based tools

Magdeburg, Univ., Fak. für Mathematik, Diss., 2011

Non-linear model reduction and control of molten carbonate fuel cell systems with internal reforming fuel cell systems with internal reforming

Magdeburg, Univ., Diss, 2007

Design of biped robot walking based on non-linear periodical oscillations

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2012

Estudo sôbre as temperaturas médias em Campinas

This paper deals with the study by orthogonal polynomials of trends in the mean annual and mean monthly temperatures (in degrees Centigrade) in Campinas (State of São Paulo, Brasil), from 1890 up to 1956. Only 4 months were studied (January, April, July and October) taken as typical of their respective season. For the annual averages both linear and quadratic components were significant, the regression equation being y = 19.95 - 0.0219 x + 0.00057 x², where y is the temperature (in degrees Centigrade) and x is the number of years after 1889. Thus 1890 corresponds to x = 1, 1891, to x = 2, etc. The equation shows a minimum for the year 1908, with a calculated mean y = 19.74. The expected means by the regression equation are given below. Anual temperature means for Campinas (SP, Brasil) calculated by the regression equation Year Annual mean (Degrees Centigrade) 1890 19.93 1900 10.78 1908 19.74 (minimum) 1010 19.75 1920 19.82 1930 20.01 1940 20.32 1950 20.74 1956 21.05 The mean for 67 years was 20.08°C with standard error of the mean 0.08°G. For January the regression equation was y = 23.08 - 0.0661 x + 0.00122 x², with a minimum of 22.19°C for 1916. The average for 67 years was 22.70°C, with standard error 0.12°C. For April no component of regression was significant. The average was 20.42°C, with standard error 0.13°C. For July the regression equation was of first degree, y = 16.01 + 0.0140X. The average for 67 years was 16.49°C, with standard error of the mean 0.14°C. Finally, for October the regression equation was y = 20.55 - 0.0362x + 0.00078x², with a minimum of 20.13°C for 1912. The average was 20.52°C, with standard error of the mean equal to 0.14°C.

apoptosis-regulator c-FLIP : functional role in urothelial carcinoma and autoimmunity and identification of novel CD95 DISC-interacting proteins

Magdeburg, Univ., Fak. für Naturwiss., Diss., 2013

Optimal designs for multivariate linear models

Magdeburg, Univ., Fak. für Mathematik, Diss., 2013

Sizes of linear descriptions in combinatorial optimization

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Univ., Dissertation, 2015

Linear stochastic differential algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

Lp-solutions to BSDEs with super-linear growth coefficient. Application to degenerate semilinear PDEs.

We consider multidimensional backward stochastic differential equations (BSDEs). We prove the existence and uniqueness of solutions when the coefficient grow super-linearly, and moreover, can be neither locally Lipschitz in the variable y nor in the variable z. This is done with super-linear growth coefficient and a p-integrable terminal condition (p & 1). As application, we establish the existence and uniqueness of solutions to degenerate semilinear PDEs with superlinear growth generator and an Lp-terminal data, p & 1. Our result cover, for instance, the case of PDEs with logarithmic nonlinearities.

The third order Melnikov function of a quadratic center under quadratic perturbation

We study quadratic perturbations of the integrable system (1+x)dH; where H =(x²+y²)=2: We prove that the first three Melnikov functions associated to the perturbed system give rise at most to three limit cycles.

A rotation method which gives linear Lp-Estimates for powers of the Ahlfors-Beurling operator

"Vegeu el resum a l'inici del document del fitxer adjunt."

Quadratic perturbations of a quadratic reversible Lotka-Volterra System

"Vegeu el resum a l'inici del document del fitxer adjunt."

Reduction of periodic difference systems to linear or autonomous ones

We extend Floquet theory for reducing nonlinear periodic difference systems to autonomous ones (actually linear) by using normal form theory.

A Retail benchmarking approach to eficient two-way access pricing

We study a retail benchmarking approach to determine access prices for interconnected networks. Instead of considering fixed access charges as in the existing literature, we study access pricing rules that determine the access price that network i pays to network j as a linear function of the marginal costs and the retail prices set by both networks. In the case of competition in linear prices, we show that there is a unique linear rule that implements the Ramsey outcome as the unique equilibrium, independently of the underlying demand conditions. In the case of competition in two-part tariffs, we consider a class of access pricing rules, similar to the optimal one under linear prices but based on average retail prices. We show that firms choose the variable price equal to the marginal cost under this class of rules. Therefore, the regulator (or the competition authority) can choose one among the rules to pursue additional objectives such as consumer surplus, network covera.