@article{Dierkes, author = {Dierkes, Thomas}, title = {Construction of ODE systems from time series data by a highly flexible modelling approach}, series = {ArXiv e-prints}, volume = {math.NA 1512.03357}, journal = {ArXiv e-prints}, abstract = {In this paper, a down-to-earth approach to purely data-based modelling of unknown dynamical systems is presented. Starting from a classical, explicit ODE formulation y=f(t,y) of a dynamical system, a method determining the unknown right-hand side f(t,y) from some trajectory data y_k(t_j), possibly very sparse, is given. As illustrative examples, a semi-standard predator-prey model is reconstructed from a data set describing the population numbers of hares and lynxes over a period of twenty years, and a simple damped pendulum system with a highly non-linear right-hand side is recovered from some artificial but very sparse data.}, language = {en} } @article{RuschBoltzeDierkesetal., author = {Rusch, Beate and Boltze, Julia and Dierkes, Thomas and Goltz-Fellgiebel, Julia Alexandra and Staub, Hedda}, title = {DeepGreen - DeepGold: Open-Access-Transformation - Entwicklung und Perspektiven}, series = {GMS Medizin - Bibliothek - Information}, volume = {19}, journal = {GMS Medizin - Bibliothek - Information}, number = {1-2}, doi = {10.3205/mbi000432}, abstract = {Das deutsche Projekt DeepGreen (https://deepgreen.kobv.de/de/deepgreen/) arbeitet an einer automatisierten L{\"o}sung, um Artikeldaten (Volltexte und Metadaten) von wissenschaftlichen Verlagen abzuholen und an Repositorien zu liefern, die diese Artikel wiederum Open Access ver{\"o}ffentlichen k{\"o}nnen. Ausgangspunkt f{\"u}r das Projekt sind die {\"u}berregional gef{\"o}rderten deutschen Allianz-Lizenzen. Diese enthalten eine Open-Access-Komponente, die es Autor*innen oder deren Institution erlaubt, ihre Artikel nach einer verk{\"u}rzten Embargofrist in einem Repositorium ihrer Wahl Open Access zug{\"a}nglich zu machen. DeepGreen wird seit 2016 von der Deutschen Forschungsgemeinschaft gef{\"o}rdert (1. F{\"o}rderphase: 01.2016-12.2017; 2. F{\"o}rderphase: 08.2018-07.2020) und besteht aus einem Konsortium aus 6 Institutionen: Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV), Bayerische Staatsbibliothek (BSB), Bibliotheksverbund Bayern (BVB), Universit{\"a}tsbibliothek der Friedrich-Alexander-Universit{\"a}t Erlangen-N{\"u}rnberg (FAU), Helmholtz Open Science Koordinationsb{\"u}ro am Deutschen GeoForschungsZentrum Potsdam (GFZ), Universit{\"a}tsbibliothek der Technischen Universit{\"a}t Berlin (TUBB).}, language = {de} } @article{Dierkes, author = {Dierkes, Thomas}, title = {Ist die Umsetzung der Open-Access-Komponente in Allianz-Lizenzvertr{\"a}gen wirklich so kompliziert?}, series = {ABI Technik}, volume = {37}, journal = {ABI Technik}, number = {3}, doi = {10.1515/abitech-2017-0051}, pages = {237}, abstract = {Thomas Dierkes ist promovierter Mathematiker und als Entwickler beim Kooperativen Bibliotheksverbund Berlin-Brandenburg (KOBV) am Zuse-Institut Berlin (ZIB) t{\"a}tig. Er arbeitet dort an der Entwicklung einer „Datendrehscheibe" f{\"u}r die Umsetzung der Open-Access-Komponente in Allianz-Lizenzen. Er beantwortet die aktuelle Abi Technikfrage: „Ist die Umsetzung der Open-Access-Komponente in Allianz-Lizenzvertr{\"a}gen wirklich so kompliziert?"}, language = {de} } @article{DierkesOrtmann, author = {Dierkes, Thomas and Ortmann, Karl Michael}, title = {On the efficient utilisation of duration}, series = {Insurance: Mathematics and Economics}, volume = {60}, journal = {Insurance: Mathematics and Economics}, doi = {10.1016/j.insmatheco.2014.11.002}, pages = {29 -- 37}, abstract = {In this article we present a new approach to estimate the change of the present value of a given cashflow pattern caused by an interest rate shift. Our approximation is based on analysing the evolution of the present value function through a linear differential equation. The outcome is far more accurate than the standard approach achieved by a Taylor expansion. Furthermore, we derive an approximation formula of second order that produces nearly accurate results. In particular, we prove that our method is superior to any known alternative approximation formula based on duration. In order to demonstrate the power of this improved approximation we apply it to coupon bonds, level annuities, and level perpetuities. We finally generalise the approach to a non-flat term structure. As for applications in insurance, we estimate the change of the discounted value of future liabilities due to a proportional shift in the set of capital accumulation factors. These findings are of particular importance to capital adequacy calculations with respect to interest rate stress scenarios that are part of regulatory solvency requirements.}, language = {en} } @article{DierkesRoeblitzWadeetal.2013, author = {Dierkes, Thomas and R{\"o}blitz, Susanna and Wade, Moritz and Deuflhard, Peter}, title = {Parameter identification in large kinetic networks with BioPARKIN}, series = {CoRR - Computing Research Repository - arXiv.org}, volume = {abs/1303.4928}, journal = {CoRR - Computing Research Repository - arXiv.org}, year = {2013}, language = {en} }