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Durhuus and Jonsson (1995) introduced the class of “locally constructible” (LC) 3-spheres and showed that there are only exponentially-many combinatorial types of simplicial LC 3-spheres. Such upper bounds are crucial for the convergence of models for 3D quantum gravity.
We characterize the LC property for d-spheres ("the sphere minus a facet collapses to a (d-2)-complex") and for d-balls. In particular, we link it to the classical notions of collapsibility, shellability and constructibility, and obtain hierarchies of such properties for
simplicial balls and spheres. The main corollaries from this study are: (1.) Not all simplicial 3-spheres are locally constructible. (This solves a problem by Durhuus and Jonsson.)
(2.) There are only exponentially many shellable simplicial 3-spheres with given number of facets. (This answers a question by Kalai.)
(3.) All simplicial constructible 3-balls are collapsible. (This answers a question by Hachimori.)
(4.) Not every collapsible 3-ball collapses onto its boundary minus a facet. (This property appears in papers by Chillingworth and Lickorish.)
Modelling incompressible ideal fluids as a finite collection of
vortex filaments is important in physics (super-fluidity, models for the
onset of turbulence) as well as for numerical algorithms used in computer
graphics for the real time simulation of smoke. Here we introduce
a time-discrete evolution equation for arbitrary closed polygons in 3-
space that is a discretisation of the localised induction approximation of
filament motion. This discretisation shares with its continuum limit the
property that it is a completely integrable system. We apply this polygon
evolution to a significant improvement of the numerical algorithms
used in Computer Graphics.
We develop a generic method for constructing a weak static minimum
variance hedge for a wide range of derivatives that may involve optimal exercise features or contingent cash flow streams, to provide a hedge along a
sequence of future hedging dates. The optimal hedge is constructed using
a portfolio of preselected hedge instruments which could be derivatives
with different maturities. The hedge portfolio is weakly static in that
it is initiated at time zero, does not involve intermediate re-balancing,
but hedges may be gradually unwound over time. We study the static
hedging of a convertible bond to demonstrate the method by an example
that involves equity and credit risk. We investigate the robustness of the
hedge performance with respect to parameter and model risk by numerical
experiments.
We introduce an optimization model for the line planning problem in a public transportation system that aims at minimizing operational costs while ensuring a given level of quality of service in terms of available transport capacity. We discuss the computational complexity of the model for tree network topologies and line structures that arise in a real-world application at the Trolebus Integrated System in Quito. Computational results for this system are reported.
The optimization of fare systems in public transit allows to pursue
objectives such as the maximization of demand, revenue, profit, or
social welfare. We propose a non-linear optimization approach to fare
planning that is based on a detailed discrete choice model of user
behavior. The approach allows to analyze different fare structures,
optimization objectives, and operational scenarios involving, e.g.,
subsidies. We use the resulting models to compute optimized fare
systems for the city of Potsdam, Germany.
A biological regulatory network can be modeled as a discrete function f that contains all available information on network component interactions. From f we can derive a graph representation of the network structure as well as of the dynamics of the system. In this paper we introduce a method to identify modules of the network that allow us to construct the behavior of f from the dynamics of the modules. Here, it proves useful to distinguish between dynamical and structural modules, and to define network modules combining aspects of both.
As a key concept we establish the notion of symbolic steady state, which basically represents a set of states where the behavior of f is in some sense predictable, and which gives rise to suitable network modules.
We apply the method to a regulatory network involved in T helper cell differentiation.
The mathematical treatment of planning problems in public transit has made significant advances in the last decade. Among others, the classical problems of vehicle and crew scheduling can nowadays be solved on a routine basis using combinatorial optimization methods. This is not yet the case for problems that pertain to the design of public transit networks, and for the problems of operations control that address the implementation of a schedule in the presence of disturbances. The article gives a sketch of the state and important developments in these areas, and it addresses important challenges. The vision is that mathematical tools of computer aided scheduling (CAS) will soon play a similar role in the design and operation of public transport systems as CAD systems in manufacturing.
In this paper we investigate the fare planning model for public
transport, which consists in designing a system of fares maximizing
the revenue. We discuss a discrete choice model in which passengers
choose between different travel alternatives to express the demand as
a function of fares. Furthermore, we give a computational example for
the city of Potsdam and discuss some theoretical aspects.
This paper introduces the line connectivity
problem, a generalization of the Steiner tree problem and a
special case of the line planning problem. We study its complexity and
give an IP formulation in terms of an exponential number of
constraints associated with "line cut constraints". These inequalities
can be separated in polynomial time. We also generalize the Steiner
partition inequalities.
Every day, millions of people are transported by buses, trains, and airplanes
in Germany. Public transit (PT) is of major importance for the quality of
life of individuals as well as the productivity of entire regions. Quality and
efficiency of PT systems depend on the political framework (state-run, market
oriented) and the suitability of the infrastructure (railway tracks, airport
locations), the existing level of service (timetable, flight schedule), the use
of adequate technologies (information, control, and booking systems), and
the best possible deployment of equipment and resources (energy, vehicles,
crews). The decision, planning, and optimization problems arising in this
context are often gigantic and “scream” for mathematical support because of
their complexity.
This article sketches the state and the relevance of mathematics in planning
and operating public transit, describes today’s challenges, and suggests a
number of innovative actions.
The current contribution of mathematics to public transit is — depending
on the transportation mode — of varying depth. Air traffic is already well
supported by mathematics. Bus traffic made significant advances in recent
years, while rail traffic still bears significant opportunities for improvements.
In all areas of public transit, the existing potentials are far from being exhausted.
For some PT problems, such as vehicle and crew scheduling in bus and
air traffic, excellent mathematical tools are not only available, but used in
many places. In other areas, such as rolling stock rostering in rail traffic,
the performance of the existing mathematical algorithms is not yet sufficient.
Some topics are essentially untouched from a mathematical point
of view; e.g., there are (except for air traffic) no network design or fare
planning models of practical relevance. PT infrastructure construction is
essentially devoid of mathematics, even though enormous capital investments
are made in this area. These problems lead to questions that can only be
tackled by engineers, economists, politicians, and mathematicians in a joint
effort.
Among other things, the authors propose to investigate two specific topics,
which can be addressed at short notice, are of fundamental importance not
only for the area of traffic planning, should lead to a significant improvement
in the collaboration of all involved parties, and, if successful, will be of real
value for companies and customers:
• discrete optimal control: real-time re-planning of traffic systems in case
of disruptions,
• model integration: service design in bus and rail traffic.
Work on these topics in interdisciplinary research projects could be funded
by the German ministry of research and education (BMBF), the German
ministry of economics (BMWi), or the German science foundation (DFG).
Den kürzesten Weg in einem Graphen zu finden ist ein klassisches Problem der Graphentheorie. Über einen Vortrag zu diesem Thema beim Tag der Mathematik 2007 von R. Borndörfer kam ich in Kontakt mit dem Konrad-Zuse-Zentrum (ZIB), das sich u.a. mit Wegeoptimierung beschäftigt. Ein Forschungsschwerpunkt dort ist im Rahmen eines Projekts zur Chipverifikation das Zählen von Lösungen, das, wie wir sehen werden, eng mit dem Zählen von Wegen zusammenhängt.
Anhand von zwei Fragen aus der Graphentheorie soll diese Facharbeit unterschiedliche Lösungsmethoden untersuchen. Wie bestimmt man den kürzesten Weg zwischen zwei Knoten in einem Graphen und wie findet man alle möglichen Wege?
Nach einer Einführung in die Graphentheorie und einer Konkretisierung der Probleme wird zunächst für beide eine Lösung mit auf Graphen basierenden Algorithmen vorgestellt. Während der Algorithmus von Dijkstra sehr bekannt ist, habe ich für das Zählen von Wegen einen eigenen Algorithmus auf der Basis der Tiefensuche entwickelt.
Im zweiten Teil der Arbeit wird das Konzept der ganzzahligen Programmierung vorgestellt und die Lösungsmöglichkeiten für Wegeprobleme, die sich darüber ergeben.
The timetable is the essence of the service offered by any provider
of public transport'' (Jonathan Tyler, CASPT 2006). Indeed, the
timetable has a major impact on both operating costs and on passenger
comfort. Most European agglomerations and railways use periodic timetables in which operation repeats in regular intervals. In contrast, many North and South American municipalities use trip timetables in which the vehicle trips are scheduled individually subject to frequency constraints. We compare these two
strategies with respect to vehicle operation costs. It turns out that
for short time horizons, periodic timetabling can be suboptimal; for
sufficiently long time horizons, however, periodic timetabling can
always be done in an optimal way'.
Line planning is an important step in the strategic planning process of a public transportation system. In this paper, we discuss an optimization model for this problem in order to minimize operation costs while guaranteeing a certain level of quality of service, in terms of available transport capacity. We analyze the problem for path and tree network topologies as well as several categories of line operation that are important for the Quito Trolebus system. It turns out that, from a computational complexity worst case point of view, the problem is hard in all but the most simple variants. In practice, however, instances based on real data from the Trolebus System in Quito can be solved quite well, and significant optimization potentials can be demonstrated.
Line planning is an important step in the strategic planning
process of a public transportation system. In this paper, we discuss an
optimization model for this problem in order to minimize operation costs
while guaranteeing a certain level of quality of service, in terms of
available transport capacity. We analyze the problem for path and tree
network topologies as well as several categories of line operation that
are important for the Quito Trolebus system. It turns out that, from a
computational complexity worst case point of view, the problem is hard in
all but the most simple variants. In practice, however, instances based
on real data from the Trolebus System in Quito can be solved quite well,
and significant optimization potentials can be demonstrated.
We apply network flow techniques to find good exit selections for evacuees in an emergency evacuation. More precisely, we present two algorithms for computing exit distributions using both classical flows and flows over time which are well known from combinatorial optimization. The performance of these new proposals is compared to a simple shortest path approach and to a best response dynamics approach by using a
cellular automaton model.
For an analysis of a molecular system from a computational statistical thermodynamics point of view, extensive
molecular dynamics simulations are very inefficient. During this procedure, at lot of redundant data is generated. Whereas
the algorithms spend most of the computing time for a sampling of configurations within the basins of the potential energy
landscape of the molecular system, the important information about the long-time behaviour of the molecules is given by
transition regions and barriers between the basins, which are sampled rarely only. Thinking of molecular dynamics trajectories,
researchers try to figure out which kind of dynamical model is suitable for an efficient simulation. This article suggests to
change the point of view from extensive simulation of molecular dynamics trajectories to more efficient sampling strategies
of the conformation dynamics approach.
For the treatment of equilibrated molecular systems in a heat bath we
propose a transition state theory that is based on conformation dynamics.
In general, a set-based discretization of a Markov operator P does not
preserve the Markov property. In this article, we propose a discretization
method which is based on a Galerkin approach. This discretization
method preserves the Markov property of the operator and can be interpreted
as a decomposition of the state space into (fuzzy) sets. The
conformation-based transition state theory presented here can be seen as
a first step in conformation dynamics towards the computation of essential
dynamical properties of molecular systems without time-consuming
molecular dynamics simulations.
This article deals with an efficient sampling of the stationary distribution
of dynamical systems in the presence of metastabilities. For such
systems, standard sampling schemes suffer from trapping problems and
critical slowing down. Starting multiple trajectories in different regions of
the sampling space is a promising way out. The different samplings represent
the stationary distribution locally very well, but are still far away
from ergodicity or from the global stationary distribution. We will show
how these samplings can be joined together in order to get one global
sampling of the stationary distribution.
Biochemical interactions are determined by the 3D-structure of the involved components –
thus the identification of conformations is a key for many applications in rational drug design.
ConFlow is a new multilevel approach to conformational analysis with main focus on
completeness in investigation of conformational space.
In contrast to known conformational analysis, the starting point for design is a space-based
description of conformational areas. A tight integration of sampling and analysis leads to an
identification of conformational areas simultaneously during sampling. An incremental
decomposition of high-dimensional conformational space is used to guide the analysis. A new
concept for the description of conformations and their path connected components based on
convex hulls and Hypercubes is developed. The first results of the ConFlow application
constitute a ‘proof of concept’ and are further more highly encouraging. In comparison to
conventional industrial applications, ConFlow achieves higher accuracy and a specified
degree of completeness with comparable effort.
In order to compute the thermodynamic weights of the different metastable conformations
of a molecule, we want to approximate the molecule’s Boltzmann distribution in a reasonable
time. This is an essential issue in computational drug design. The energy landscape of active
biomolecules is generally very rough with a lot of high barriers and low regions. Many of the
algorithms that perform such samplings (e.g. the hybrid Monte Carlo method) have difficulties
with such landscapes. They are trapped in low-energy regions for a very long time and cannot
overcome high barriers. Moving from one low-energy region to another is a very rare event. For
these reasons, the distribution of the generated sampling points converges very slowly against
the thermodynamically correct distribution of the molecule.
The idea of ConfJump is to use a priori knowledge of the localization of low-energy regions
to enhance the sampling with artificial jumps between these low-energy regions. The artificial
jumps are combined with the hybrid Monte Carlo method. This allows the computation of
some dynamical properties of the molecule. In ConfJump, the detailed balance condition is
satisfied and the mathematically correct molecular distribution is sampled.