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{"first" : "Matthias A.", "last" : "Müller"},
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"author": [
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{"first" : "M.", "last" : "Köppel"},
{"first" : "I.", "last" : "Kröker"},
{"first" : "C.", "last" : "Rohde"}
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"editor": [
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"editors": [
{"first" : "Jürgen", "last" : "Fuhrmann"},
{"first" : "Mario", "last" : "Ohlberger"},
{"first" : "Christian", "last" : "Rohde"}
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"author": [
"Ilja Kr�ker","Wolfgang Nowak","Christian Rohde"
],
"authors": [
{"first" : "Ilja", "last" : "Kr�ker"},
{"first" : "Wolfgang", "last" : "Nowak"},
{"first" : "Christian", "last" : "Rohde"}
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"volume": "19","number": "2","pages": "269--284",
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"label" : "On a stochastic reaction--diffusion system modeling pattern formation\n\ton seashells",
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{"first" : "Jan", "last" : "Kelkel"},
{"first" : "Christina", "last" : "Surulescu"}
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"volume": "60","number": "6","pages": "765--796",
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"language" : "English",
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{
"type" : "Publication",
"id" : "https://puma.ub.uni-stuttgart.de/bibtex/2cffcf9b4d25fbc122de56edd6f23f805/hermann",
"tags" : [
"Finite","Uncertainty","Polynomial","quantification;","chaos;","Hybrid","method}","projection;","Galerkin","volume","Galerkin;","stochastic","model;","{Clarifier-thickener"
],
"intraHash" : "cffcf9b4d25fbc122de56edd6f23f805",
"interHash" : "158d6d69825141720526007acae4fa2b",
"label" : "Computational uncertainty quantification for a clarifier-thickener model\n with several random perturbations: A hybrid stochastic Galerkin approach",
"user" : "hermann",
"description" : "",
"date" : "2017-05-18 11:32:12",
"changeDate" : "2017-05-18 09:32:12",
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"pub-type": "article",
"journal": "COMPUTERS & CHEMICAL ENGINEERING","publisher":"PERGAMON-ELSEVIER SCIENCE LTD","address":"THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND",
"year": "{2016}",
"url": "",
"author": [
"Andrea Barth","Raimund Burger","Ilja Kroeker","Christian Rohde"
],
"authors": [
{"first" : "Andrea", "last" : "Barth"},
{"first" : "Raimund", "last" : "Burger"},
{"first" : "Ilja", "last" : "Kroeker"},
{"first" : "Christian", "last" : "Rohde"}
],
"volume": "89","pages": "11-26","abstract": "Continuous sedimentation processes in a clarifier-thickener unit can be\n described by a scalar nonlinear conservation law whose flux density\n function is discontinuous with respect to the spatial position. In the\n applications of this model, which include mineral processing and\n wastewater treatment, the rate and composition of the feed flow cannot\n be given deterministically. Efficient numerical simulation is required\n to quantify the effect of uncertainty in these control parameters in\n terms of the response of the clarifier thickener system. Thus, the\n problem at hand is one of uncertainty quantification for nonlinear\n hyperbolic problems with several random perturbations. The presented\n hybrid stochastic Galerkin method is devised so as to extend the\n polynomial chaos approximation by multiresolution discretization in the\n stochastic space. This approach leads to a deterministic hyperbolic\n system, which is partially decoupled and therefore suitable for\n efficient parallelisation. Stochastic adaptivity reduces the\n computational effort. Several numerical experiments are presented. (C)\n 2016 Elsevier Ltd. All rights reserved.",
"author-email" : "ikroeker@mathematik.uni-stuttgart.de",
"issn" : "0098-1354",
"keywords-plus" : "SECONDARY SETTLING TANKS; HYPERBOLIC CONSERVATION-LAWS; DISCONTINUOUS\n FLUX FUNCTION; CONTINUOUS SEDIMENTATION; OPERATING CHARTS;\n NUMERICAL-METHODS; FLOW PROBLEMS; SIMULATION; SCHEMES; SUSPENSIONS",
"funding-acknowledgement" : "German Research Foundation (DFG) within the Cluster of Excellence in\n Simulation Technology at the University of Stuttgart [EXC 310/1];\n Fondecyt project [1130154]; Fondef project [1D15I10291]; Conicyt\n project Anillo [ACT1118]; MINE-DUC project at Universidad de\n Concepcion [UCO1202]; BASAL project CMM; Universidad de Chile; Centro\n de Investigacion en Ingenieria Matematica (CI2MA);\n Universidad de Concepcion; Centro CRHIAM Proyecto Conicyt Fondap\n [15130015]; Red Doctoral REDOC.CTA",
"research-areas" : "Computer Science; Engineering",
"eissn" : "1873-4375",
"number-of-cited-references" : "52",
"affiliation" : "Kroker, I (Reprint Author), Univ Stuttgart, IANS, Pfaffenwaldring 57, D-70569 Stuttgart, Germany.\n Burger, Raimund, Univ Concepcion, CI2MA, Casilla 160-C, Concepcion, Chile.\n Burger, Raimund, Univ Concepcion, Dipartimento Ingn Matemat, Casilla 160-C, Concepcion, Chile.\n Barth, Andrea; Kroeker, Ilja; Rohde, Christian, Univ Stuttgart, IANS, Pfaffenwaldring 57, D-70569 Stuttgart, Germany.",
"web-of-science-categories" : "Computer Science, Interdisciplinary Applications; Engineering, Chemical",
"language" : "English",
"funding-text" : "A.B., I.K. and C.R. would like to thank the German Research Foundation\n (DFG) for financial support of the project within the Cluster of\n Excellence in Simulation Technology (EXC 310/1) at the University of\n Stuttgart. R.B. is supported by Fondecyt project 1130154; Fondef project\n 1D15I10291; Conicyt project Anillo ACT1118 (ANANUM); Red Doctoral\n REDOC.CTA, MINE-DUC project UCO1202 at Universidad de Concepcion; BASAL\n project CMM, Universidad de Chile and Centro de Investigacion en\n Ingenieria Matematica (CI2MA), Universidad de Concepcion; and\n Centro CRHIAM Proyecto Conicyt Fondap 15130015.",
"times-cited" : "0",
"doi" : "10.1016/j.compchemeng.2016.02.016",
"bibtexKey": "ISI:000376202800002"
}
,
{
"type" : "Publication",
"id" : "https://puma.ub.uni-stuttgart.de/bibtex/2504fc9cccbcc450523cb5d98dd60a126/hermann",
"tags" : [
"Finite","methods","control;","for","Numerical","differential","method}","Singular","equations;","distribution;","stochastic","element","{Dividend","partial"
],
"intraHash" : "504fc9cccbcc450523cb5d98dd60a126",
"interHash" : "ff9e17455504f09babc5aa7b043ed09e",
"label" : "A Non-stationary Model of Dividend Distribution in a Stochastic\n Interest-Rate Setting",
"user" : "hermann",
"description" : "",
"date" : "2017-05-18 11:32:12",
"changeDate" : "2017-05-18 09:32:12",
"count" : 7,
"pub-type": "article",
"journal": "COMPUTATIONAL ECONOMICS","publisher":"SPRINGER","address":"VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS",
"year": "{2016}",
"url": "",
"author": [
"Andrea Barth","Santiago Moreno-Bromberg","Oleg Reichmann"
],
"authors": [
{"first" : "Andrea", "last" : "Barth"},
{"first" : "Santiago", "last" : "Moreno-Bromberg"},
{"first" : "Oleg", "last" : "Reichmann"}
],
"volume": "47","number": "3","pages": "447-472","abstract": "In this paper the solutions to several variants of the so-called\n dividend-distribution problem in a multi-dimensional, diffusion setting\n are studied. In a nutshell, the manager of a firm must balance the\n retention of earnings (so as to ward off bankruptcy and earn interest)\n and the distribution of dividends (so as to please the shareholders). A\n dynamic-programming approach is used, where the state variables are the\n current levels of cash reserves and of the stochastic short-rate, as\n well as time. This results in a family of Hamilton-Jacobi-Bellman\n variational inequalities whose solutions must be approximated\n numerically. To do so, a finite element approximation and a\n time-marching scheme are employed.",
"author-email" : "andrea.barth@mathematik.uni-stuttgart.de\n santiago.moreno@bf.uzh.ch\n oleg.reichmann@math.ethz.ch",
"issn" : "0927-7099",
"keywords-plus" : "SEMIMARTINGALE; VOLATILITY; AMERICAN; POLICIES; OPTION; RISK",
"funding-acknowledgement" : "ERC [AdG 247277, 249415-RMAC]; NCCR FinRisk (Project ``Banking and\n Regulation''); Swiss Finance Institute (Project ``Systemic Risk and\n Dynamic Contract Theory''); SNF [144130]; German Research Foundation\n (DFG) as part of the Cluster of Excellence in Simulation Technology at\n the University of Stuttgart [EXC 310/2]",
"research-areas" : "Business & Economics; Mathematics",
"eissn" : "1572-9974",
"number-of-cited-references" : "34",
"affiliation" : "Moreno-Bromberg, S (Reprint Author), Univ Zurich, Dept Banking & Finance, Plattenstr 32, CH-8032 Zurich, Switzerland.\n Barth, Andrea, ETH, Dept Math, Seminar Appl Math, Ramistr 101, CH-8092 Zurich, Switzerland.\n Barth, Andrea, Univ Stuttgart, SimTech, Pfaffenwaldring 5a, D-70569 Stuttgart, Germany.\n Moreno-Bromberg, Santiago, Univ Zurich, Dept Banking & Finance, Plattenstr 32, CH-8032 Zurich, Switzerland.\n Reichmann, Oleg, ETH, Dept Math, Ramistr 101, CH-8092 Zurich, Switzerland.",
"web-of-science-categories" : "Economics; Management; Mathematics, Interdisciplinary Applications",
"language" : "English",
"funding-text" : "We would like to thank the editor and an anonymous referee for their\n comments and suggestions, which allowed us to improve our original\n manuscript. It goes without saying that we assume full responsibility\n for any remaining mistakes. The research leading to these results has\n received funding form the ERC (Grant agreements AdG 247277 and\n 249415-RMAC), from NCCR FinRisk (Project ``Banking and Regulation''),\n from the Swiss Finance Institute (Project ``Systemic Risk and Dynamic\n Contract Theory''), from the SNF (Grant 144130) and from the German\n Research Foundation (DFG) as part of the Cluster of Excellence in\n Simulation Technology (EXC 310/2) at the University of Stuttgart, and it\n is gratefully acknowledged.",
"times-cited" : "0",
"doi" : "10.1007/s10614-015-9502-y",
"bibtexKey": "ISI:000371796600006"
}
,
{
"type" : "Publication",
"id" : "https://puma.ub.uni-stuttgart.de/bibtex/2dcb21103437cb4ebf80c756eaf9ef3c3/hermann",
"tags" : [
"disturbances}","Robust","{Economic","control;","predictive","Stochastic","model"
],
"intraHash" : "dcb21103437cb4ebf80c756eaf9ef3c3",
"interHash" : "b689c53efff9b074185e5894e0685f79",
"label" : "Robust economic Model Predictive Control using stochastic information",
"user" : "hermann",
"description" : "",
"date" : "2017-05-18 11:32:12",
"changeDate" : "2017-05-18 09:32:12",
"count" : 1,
"pub-type": "article",
"journal": "AUTOMATICA","publisher":"PERGAMON-ELSEVIER SCIENCE LTD","address":"THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND",
"year": "{2016}",
"url": "",
"author": [
"Florian A. Bayer","Matthias Lorenzen","Matthias A. Mueller","Frank Allgoewer"
],
"authors": [
{"first" : "Florian A.", "last" : "Bayer"},
{"first" : "Matthias", "last" : "Lorenzen"},
{"first" : "Matthias A.", "last" : "Mueller"},
{"first" : "Frank", "last" : "Allgoewer"}
],
"volume": "74","pages": "151-161","abstract": "In this paper, we develop a new tube-based robust economic MPC scheme\n for linear time-invariant systems subject to bounded disturbances with\n given distributions. By using the error distribution in the predictions\n of the finite horizon optimal control problem, we can incorporate\n stochastic information in order to improve the expected performance\n while being able to guarantee strict feasibility. For this new\n framework, we can provide bounds on the asymptotic average performance\n of the closed-loop system. Moreover, a constructive approach is\n presented in order to find an appropriate terminal cost leading to a\n slight degradation of the bound on the guaranteed average performance.\n (C) 2016 Elsevier Ltd. All rights reserved.",
"author-email" : "bayer@ist.uni-stuttgart.de\n lorenzen@ist.uni-stuttgart.de\n mueller@ist.uni-stuttgart.de\n allgower@ist.uni-stuttgart.de",
"issn" : "0005-1098",
"keywords-plus" : "CONSTRAINED LINEAR-SYSTEMS; RECEDING HORIZON CONTROL; TERMINAL COST;\n DISTURBANCES; STABILITY; SET",
"funding-acknowledgement" : "German Research Foundation (DFG) [MU3929/1-1, AL 316/12-1]; Cluster of\n Excellence in Simulation Technology at the University of Stuttgart\n [EXC 310/2]; Baden-Wurttemberg Stiftung",
"research-areas" : "Automation & Control Systems; Engineering",
"eissn" : "1873-2836",
"number-of-cited-references" : "33",
"affiliation" : "Bayer, FA (Reprint Author), Univ Stuttgart, Inst Syst Theory & Automat Control, D-70550 Stuttgart, Germany.\n Bayer, Florian A.; Lorenzen, Matthias; Mueller, Matthias A.; Allgoewer, Frank, Univ Stuttgart, Inst Syst Theory & Automat Control, D-70550 Stuttgart, Germany.",
"web-of-science-categories" : "Automation & Control Systems; Engineering, Electrical & Electronic",
"language" : "English",
"funding-text" : "The authors would like to thank the German Research Foundation (DFG) for\n financial support of the project within the research grants MU3929/1-1\n and AL 316/12-1 as well as within the Cluster of Excellence in\n Simulation Technology (EXC 310/2) at the University of Stuttgart.\n Matthias A. Muller is also indebted to the Baden-Wurttemberg Stiftung\n for the financial support of this research project by the Eliteprogramme\n for Postdocs.",
"times-cited" : "0",
"doi" : "10.1016/j.automatica.2016.08.008",
"bibtexKey": "ISI:000389087200019"
}
]
}