@article{BergemannReich2010, author = {Bergemann, Kay and Reich, Sebastian}, title = {A localization technique for ensemble Kalman filters}, issn = {0035-9009}, doi = {10.1002/Qj.591}, year = {2010}, abstract = {Ensemble Kalman filter techniques are widely used to assimilate observations into dynamical models. The phase- space dimension is typically much larger than the number of ensemble members, which leads to inaccurate results in the computed covariance matrices. These inaccuracies can lead, among other things, to spurious long-range correlations, which can be eliminated by Schur-product-based localization techniques. In this article, we propose a new technique for implementing such localization techniques within the class of ensemble transform/square-root Kalman filters. Our approach relies on a continuous embedding of the Kalman filter update for the ensemble members, i.e. we state an ordinary differential equation (ODE) with solutions that, over a unit time interval, are equivalent to the Kalman filter update. The ODE formulation forms a gradient system with the observations as a cost functional. Besides localization, the new ODE ensemble formulation should also find useful application in the context of nonlinear observation operators and observations that arrive continuously in time.}, language = {en} } @article{BergemannReich2010, author = {Bergemann, Kay and Reich, Sebastian}, title = {A mollified ensemble Kalman filter}, issn = {0035-9009}, doi = {10.1002/Qj.672}, year = {2010}, abstract = {It is well recognized that discontinuous analysis increments of sequential data assimilation systems, such as ensemble Kalman filters, might lead to spurious high-frequency adjustment processes in the model dynamics. Various methods have been devised to spread out the analysis increments continuously over a fixed time interval centred about the analysis time. Among these techniques are nudging and incremental analysis updates (IAU). Here we propose another alternative, which may be viewed as a hybrid of nudging and IAU and which arises naturally from a recently proposed continuous formulation of the ensemble Kalman analysis step. A new slow-fast extension of the popular Lorenz-96 model is introduced to demonstrate the properties of the proposed mollified ensemble Kalman filter.}, language = {en} } @phdthesis{Abed2010, author = {Abed, Jamil}, title = {An iterative approach to operators on manifolds with singularities}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-44757}, school = {Universit{\"a}t Potsdam}, year = {2010}, abstract = {We establish elements of a new approach to ellipticity and parametrices within operator algebras on manifolds with higher singularities, only based on some general axiomatic requirements on parameter-dependent operators in suitable scales of spaes. The idea is to model an iterative process with new generations of parameter-dependent operator theories, together with new scales of spaces that satisfy analogous requirements as the original ones, now on a corresponding higher level. The "full" calculus involves two separate theories, one near the tip of the corner and another one at the conical exit to infinity. However, concerning the conical exit to infinity, we establish here a new concrete calculus of edge-degenerate operators which can be iterated to higher singularities.}, language = {en} } @article{BaerPfaeffle2010, author = {B{\"a}r, Christian and Pfaeffle, Frank}, title = {Asymptotic heat kernel expansion in the semi-classical limit}, issn = {0010-3616}, doi = {10.1007/s00220-009-0973-3}, year = {2010}, abstract = {Let H-h = h(2)L + V, where L is a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold and V is a symmetric endomorphism field. We derive an asymptotic expansion for the heat kernel of H-h as h SE arrow 0. As a consequence we get an asymptotic expansion for the quantum partition function and we see that it is asymptotic to the classical partition function. Moreover, we show how to bound the quantum partition function for positive h by the classical partition function.}, language = {en} } @article{GlebovKiselevTarkhanov2010, author = {Glebov, Sergei and Kiselev, Oleg and Tarkhanov, Nikolai Nikolaevich}, title = {Autoresonance in a dissipative system}, issn = {1751-8113}, doi = {10.1088/1751-8113/43/21/215203}, year = {2010}, abstract = {We study the autoresonant solution of Duffing's equation in the presence of dissipation. This solution is proved to be an attracting set. We evaluate the maximal amplitude of the autoresonant solution and the time of transition from autoresonant growth of the amplitude to the mode of fast oscillations. Analytical results are illustrated by numerical simulations.}, language = {en} } @phdthesis{Penisson2010, author = {P{\´e}nisson, Sophie}, title = {Conditional limit theorems for multitype branching processes and illustration in epidemiological risk analysis}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-45307}, school = {Universit{\"a}t Potsdam}, year = {2010}, abstract = {This thesis is concerned with the issue of extinction of populations composed of different types of individuals, and their behavior before extinction and in case of a very late extinction. We approach this question firstly from a strictly probabilistic viewpoint, and secondly from the standpoint of risk analysis related to the extinction of a particular model of population dynamics. In this context we propose several statistical tools. The population size is modeled by a branching process, which is either a continuous-time multitype Bienaym{\´e}-Galton-Watson process (BGWc), or its continuous-state counterpart, the multitype Feller diffusion process. We are interested in different kinds of conditioning on non-extinction, and in the associated equilibrium states. These ways of conditioning have been widely studied in the monotype case. However the literature on multitype processes is much less extensive, and there is no systematic work establishing connections between the results for BGWc processes and those for Feller diffusion processes. In the first part of this thesis, we investigate the behavior of the population before its extinction by conditioning the associated branching process X_t on non-extinction (X_t≠0), or more generally on non-extinction in a near future 0≤θ<∞ (X_{t+θ}≠0), and by letting t tend to infinity. We prove the result, new in the multitype framework and for θ>0, that this limit exists and is non-degenerate. This reflects a stationary behavior for the dynamics of the population conditioned on non-extinction, and provides a generalization of the so-called Yaglom limit, corresponding to the case θ=0. In a second step we study the behavior of the population in case of a very late extinction, obtained as the limit when θ tends to infinity of the process conditioned by X_{t+θ}≠0. The resulting conditioned process is a known object in the monotype case (sometimes referred to as Q-process), and has also been studied when X_t is a multitype Feller diffusion process. We investigate the not yet considered case where X_t is a multitype BGWc process and prove the existence of the associated Q-process. In addition, we examine its properties, including the asymptotic ones, and propose several interpretations of the process. Finally, we are interested in interchanging the limits in t and θ, as well as in the not yet studied commutativity of these limits with respect to the high-density-type relationship between BGWc processes and Feller processes. We prove an original and exhaustive list of all possible exchanges of limit (long-time limit in t, increasing delay of extinction θ, diffusion limit). The second part of this work is devoted to the risk analysis related both to the extinction of a population and to its very late extinction. We consider a branching population model (arising notably in the epidemiological context) for which a parameter related to the first moments of the offspring distribution is unknown. We build several estimators adapted to different stages of evolution of the population (phase growth, decay phase, and decay phase when extinction is expected very late), and prove moreover their asymptotic properties (consistency, normality). In particular, we build a least squares estimator adapted to the Q-process, allowing a prediction of the population development in the case of a very late extinction. This would correspond to the best or to the worst-case scenario, depending on whether the population is threatened or invasive. These tools enable us to study the extinction phase of the Bovine Spongiform Encephalopathy epidemic in Great Britain, for which we estimate the infection parameter corresponding to a possible source of horizontal infection persisting after the removal in 1988 of the major route of infection (meat and bone meal). This allows us to predict the evolution of the spread of the disease, including the year of extinction, the number of future cases and the number of infected animals. In particular, we produce a very fine analysis of the evolution of the epidemic in the unlikely event of a very late extinction.}, language = {en} } @article{AnderssonMetzger2010, author = {Andersson, Lars and Metzger, Jan}, title = {Curvature estimates for stable marginally trapped surfaces}, issn = {0022-040X}, year = {2010}, abstract = {We derive local integral and sup-estimates for the curvature of stable marginally outer trapped surfaces in a sliced space-time. The estimates bound the shear of a marginally outer trapped surface in terms of the intrinsic and extrinsic curvature of a slice containing the surface. These estimates are well adapted to situations of physical interest, such as dynamical horizons.}, language = {en} } @unpublished{Kunze2010, author = {Kunze, Simone}, title = {Das Sammelbilderproblem}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51646}, year = {2010}, abstract = {Aus dem Inhalt: 1 Einleitung 2 Entwicklung der L{\"o}sungsans{\"a}tze 3 Martingalansatz 4 Markov-Ketten Ansatz 5 Einbettung in Poisson Prozesse 6 Kombinatorische Ans{\"a}tze 7 Zusammenfassung und Ausblick Literaturverzeichnis}, language = {de} } @book{Liero2010, author = {Liero, Hannelore}, title = {Estimation and testing the effect of covariates in accelerated life time models under censoring}, series = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Mathematische Statistik un}, journal = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Mathematische Statistik un}, publisher = {Univ.}, address = {Potsdam}, issn = {1613-3307}, pages = {16 S.}, year = {2010}, language = {en} } @article{ShinSommerReichetal.2010, author = {Shin, Seoleun and Sommer, Matthias and Reich, Sebastian and N{\´e}vir, Peter}, title = {Evaluation of three spatial discretization schemes with the Galewsky et al. test}, issn = {1530-261X}, doi = {10.1002/Asl.279}, year = {2010}, abstract = {We evaluate the Hamiltonian particle methods (HPM) and the Nambu discretization applied to shallow-water equations on the sphere using the test suggested by Galewsky et al. (2004). Both simulations show excellent conservation of energy and are stable in long-term simulation. We repeat the test also using the ICOSWP scheme to compare with the two conservative spatial discretization schemes. The HPM simulation captures the main features of the reference solution, but wave 5 pattern is dominant in the simulations applied on the ICON grid with relatively low spatial resolutions. Nevertheless, agreement in statistics between the three schemes indicates their qualitatively similar behaviors in the long-term integration.}, language = {en} }