Local Multigrid in H（curl）

We consider H（curl, Ω）-elliptic variational problems on bounded Lipschitz polyhedra and their finite element Galerkin discretization by means of lowest order edge elements. We assume that the underlying tetrahedral mesh has been created by successive local mesh refinement, either by local uniform refinement with hanging nodes or bisection refinement. In this setting we develop a convergence theory for the the so-called local multigrid correction scheme with hybrid smoothing. We establish that its convergence rate is uniform with respect to the number of refinement steps. The proof relies on corresponding results for local multigrid in a H^1 （Ω）-context along with local discrete Helmholtz-type decompositions of the edge element space.     

A viscoelastic-diffusion model for cartilage replacement material

In order to predict deformations and internal stresses of articular cartilage replacement material, two viscoelastic diffusion models are proposed in the present study. Also, the remodeling effect of the material seeded with human cells is verified experimentally. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A characteristic destabilization profile in parent-child interactions associated with treatment efficacy for aggressive children

This study examined profiles of change in repeated mother-child interactions over the course of a 12 week treatment period for childhood aggression. The aim of this study was to investigate whether it was possible to detect the characteristic profile of change, typical for phase transitions, over the course of treatment, and whether this profile was associated with positive treatment outcomes. Entropy values were computed for six repeated real-time observations of each mother-child dyad, using a novel application of recurrence quantification analysis for categorical time series. Subsequent latent class growth curve analysis on the sequences of entropy values revealed two distinct classes of dyads, with one class showing a clear peak in entropy over the six measurement points. The latent class membership variables showed a significant systematic relationship with observed dyad improvement (as rated by clinicians). The class with the peak in entropy over the sessions consisted largely of treatment improvers. Further analysis revealed that improvers and non-improvers could not be distinguished based on content-specific changes (e.g. more positivity or less negativity during the interaction). The present study revealed a treatment-related destabilization pattern in real-time behaviors that was related to better treatment outcomes, and underlines the value of dynamic nonlinear time-series analysis (especially RQA) in the study of dyadic interactions in clinical contexts.     

A Phase Field Approach for Dynamic Fracture

In phase field fracture models cracks are indicated by the value of a scalar field variable which interpolates smoothly between broken and undamaged material. The evolution equation for this crack field is coupled to the mechanical field equations in order to model the mutual interaction between the crack evolution and mechanical quantities. In finite element simulations of crack growth at comparatively slow loading velocities, a quasi-static phase field model yields reasonable results. However, the simulation of fast loading or the nucleation of new cracks challenges the limits of such a formulation. Here, the quasi-static phase field model predicts brutal crack extension with an artificially high crack speed. In this work, we analyze to which extend a dynamic formulation of the mechanical part of the phase field model can overcome this paradox created by the quasi-static formulation. In finite element simulations, the impact of the dynamic effects is studied, and differences between the crack propagation behavior of the quasi-static model and the dynamic formulation are highlighted. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Steiner connectivity problem

The Steiner connectivity problem has the same significance for line planning in public transport as the Steiner tree problem for telecommunication network design. It consists in finding a minimum cost set of elementary paths to connect a subset of nodes in an undirected graph and is, therefore, a generalization of the Steiner tree problem. We propose an extended directed cut formulation for the problem which is, in comparison to the canonical undirected cut formulation, provably strong, implying, e.g., a class of facet defining Steiner partition inequalities. Since a direct application of this formulation is computationally intractable for large instances, we develop a partial projection method to produce a strong relaxation in the space of canonical variables that approximates the extended formulation. We also investigate the separation of Steiner partition inequalities and give computational evidence that these inequalities essentially close the gap between undirected and extended directed cut formulation. Using these techniques, large Steiner connectivity problems with up to 900 nodes can be solved within reasonable optimality gaps of typically less than five percent.     

Comparison and robustification of Bayes and Black-Litterman models

For determining an optimal portfolio allocation, parameters representing the underlying market—characterized by expected asset returns and the covariance matrix—are needed. Traditionally, these point estimates for the parameters are obtained from historical data samples, but as experts often have strong opinions about (some of) these values, approaches to combine sample information and experts’ views are sought for. The focus of this paper is on the two most popular of these frameworks—the Black-Litterman model and the Bayes approach. We will prove that—from the point of traditional portfolio optimization—the Black-Litterman is just a special case of the Bayes approach. In contrast to this, we will show that the extensions of both models to the robust portfolio framework yield two rather different robustified optimization problems.     

Phase Field Approximation of Dynamic Brittle Fracture

The numerical assessment of fracture has gained importance in fields like the safety analysis of technical structures or the hydraulic fracturing process. The modelling technique discussed in this work is the phase field method which introduces an additional scalar field. The smooth phase field distinguishes broken from undamaged material and thus describes cracks in a continuum. The model consists of two coupled partial differential equations - the equation of motion including the constitutive behaviour of the material and a phase field evolution equation. The crack growth follows implicitly from the solution of this system of PDEs. The numerical solution with finite elements can be accelerated with an algorithm that performs computationally extensive tasks on a graphic processing unit (GPU). A numerical example illustrates the capability of the model to reproduce realistic features of dynamic brittle fracture. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)