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Temperature-dependent ranges of coexistence in a model of a two-prey-one-predator microbial food web
(2012)
The objective of our study was to analyze the effects of temperature on the population dynamics of a three-species food web consisting of two prey bacteria (Pedobacter sp. and Acinetobacter johnsonii) and a protozoan predator (Tetrahymena pyriformis) as model organisms. We assessed the effects of temperature on the growth rates of all three species with the objective of developing a model with four differential equations based on the experimental data. The following hypotheses were tested at a theoretical level: Firstly, temperature changes can affect the dynamic behavior of a system by temperature-dependent parameters and interactions and secondly, food web response to temperature cannot be derived from the single species temperature response. The main outcome of the study is that temperature changes affect the parameter range where coexistence is possible within all three species. This has significant consequences on our ideas regarding the evaluation of effects of global warming.
In the context of the Solvency II directive, the operation of an internal risk model is a possible way for risk assessment and for the determination of the solvency capital requirement of an insurance company in the European Union. A Monte Carlo procedure is customary to generate a model output. To be compliant with the directive, validation of the internal risk model is conducted on the basis of the model output. For this purpose, we suggest a new test for checking whether there is a significant change in the modeled solvency capital requirement. Asymptotic properties of the test statistic are investigated and a bootstrap approximation is justified. A simulation study investigates the performance of the test in the finite sample case and confirms the theoretical results. The internal risk model and the application of the test is illustrated in a simplified example. The method has more general usage for inference of a broad class of law-invariant and coherent risk measures on the basis of a paired sample.
Test of QED in e+e− annihilation at energies between 12 and 31.6 GeV. TASSO Collaboration
(1980)
Test-retest reliability of the internal shoulder rotator muscles' stretch reflex in healthy men
(2021)
Until now the reproducibility of the short latency stretch reflex of the internal rotator muscles of the glenohumeral joint has not been identified. Twenty-three healthy male participants performed three sets of external shoulder rotation stretches with various pre-activation levels on two different dates of measurement to assess test-retest reliability. All stretches were applied with a dynamometer acceleration of 104°/s2 and a velocity of 150°/s. Electromyographical response was measured via surface EMG. Reflex latencies showed a pre-activation effect (ƞ2 = 0,355). ICC ranged from 0,735 to 0,909 indicating an overall “good” relative reliability. SRD 95% lay between ±7,0 to ±12,3 ms.. The reflex gain showed overall poor test-retest reproducibility. The chosen methodological approach presented a suitable test protocol for shoulder muscles stretch reflex latency evaluation. A proof-of-concept study to validate the presented methodical approach in shoulder involvement including subjects with clinically relevant conditions is recommended.
This paper considers a paired data framework and discusses the question of marginal homogeneity of bivariate high-dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random variables taking values in a general Hilbert space. To address this problem, a Cramér–von-Mises type test statistic is applied and a bootstrap procedure is suggested to obtain critical values and finally a consistent test. The desired properties of a bootstrap test can be derived that are asymptotic exactness under the null hypothesis and consistency under alternatives. Simulations show the quality of the test in the finite sample case. A possible application is the comparison of two possibly dependent stock market returns based on functional data. The approach is demonstrated based on historical data for different stock market indices.