@unpublished{AlsaedyTarkhanov2012, author = {Alsaedy, Ammar and Tarkhanov, Nikolai Nikolaevich}, title = {The method of Fischer-Riesz equations for elliptic boundary value problems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-61792}, year = {2012}, abstract = {We develop the method of Fischer-Riesz equations for general boundary value problems elliptic in the sense of Douglis-Nirenberg. To this end we reduce them to a boundary problem for a (possibly overdetermined) first order system whose classical symbol has a left inverse. For such a problem there is a uniquely determined boundary value problem which is adjoint to the given one with respect to the Green formula. On using a well elaborated theory of approximation by solutions of the adjoint problem, we find the Cauchy data of solutions of our problem.}, language = {en} } @phdthesis{DiGesu2012, author = {Di Ges{\`u}, Giacomo}, title = {Semiclassical spectral analysis of discrete Witten Laplacians}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-65286}, school = {Universit{\"a}t Potsdam}, year = {2012}, abstract = {A discrete analogue of the Witten Laplacian on the n-dimensional integer lattice is considered. After rescaling of the operator and the lattice size we analyze the tunnel effect between different wells, providing sharp asymptotics of the low-lying spectrum. Our proof, inspired by work of B. Helffer, M. Klein and F. Nier in continuous setting, is based on the construction of a discrete Witten complex and a semiclassical analysis of the corresponding discrete Witten Laplacian on 1-forms. The result can be reformulated in terms of metastable Markov processes on the lattice.}, language = {en} } @phdthesis{Keller2012, author = {Keller, Peter}, title = {Mathematical modeling of molecular motors}, address = {Potsdam}, pages = {116 S.}, year = {2012}, language = {en} } @article{PfaeffleStephan2012, author = {Pf{\"a}ffle, Frank and Stephan, Christoph A.}, title = {On gravity, torsion and the spectral action principle}, series = {Journal of functional analysis}, volume = {262}, journal = {Journal of functional analysis}, number = {4}, publisher = {Elsevier}, address = {San Diego}, issn = {0022-1236}, doi = {10.1016/j.jfa.2011.11.013}, pages = {1529 -- 1565}, year = {2012}, abstract = {We consider compact Riemannian spin manifolds without boundary equipped with orthogonal connections. We investigate the induced Dirac operators and the associated commutative spectral triples. In case of dimension four and totally anti-symmetric torsion we compute the Chamseddine-Connes spectral action, deduce the equations of motions and discuss critical points.}, language = {en} } @article{ShebalinNarteauHolschneider2012, author = {Shebalin, Peter and Narteau, Clement and Holschneider, Matthias}, title = {From alarm-based to rate-based earthquake forecast models}, series = {Bulletin of the Seismological Society of America}, volume = {102}, journal = {Bulletin of the Seismological Society of America}, number = {1}, publisher = {Seismological Society of America}, address = {Albany}, issn = {0037-1106}, doi = {10.1785/0120110126}, pages = {64 -- 72}, year = {2012}, abstract = {We propose a conversion method from alarm-based to rate-based earthquake forecast models. A differential probability gain g(alarm)(ref) is the absolute value of the local slope of the Molchan trajectory that evaluates the performance of the alarm-based model with respect to the chosen reference model. We consider that this differential probability gain is constant over time. Its value at each point of the testing region depends only on the alarm function value. The rate-based model is the product of the event rate of the reference model at this point multiplied by the corresponding differential probability gain. Thus, we increase or decrease the initial rates of the reference model according to the additional amount of information contained in the alarm-based model. Here, we apply this method to the Early Aftershock STatistics (EAST) model, an alarm-based model in which early aftershocks are used to identify space-time regions with a higher level of stress and, consequently, a higher seismogenic potential. The resulting rate-based model shows similar performance to the original alarm-based model for all ranges of earthquake magnitude in both retrospective and prospective tests. This conversion method offers the opportunity to perform all the standard evaluation tests of the earthquake testing centers on alarm-based models. In addition, we infer that it can also be used to consecutively combine independent forecast models and, with small modifications, seismic hazard maps with short- and medium-term forecasts.}, language = {en} } @article{KrippendorffOyarzunHuisinga2012, author = {Krippendorff, Ben-Fillippo and Oyarz{\´u}n, Diego A. and Huisinga, Wilhelm}, title = {Predicting the F(ab)-mediated effect of monoclonal antibodies in vivo by combining cell-level kinetic and pharmacokinetic modelling}, series = {Journal of pharmacokinetics and pharmacodynamics}, volume = {39}, journal = {Journal of pharmacokinetics and pharmacodynamics}, number = {2}, publisher = {Springer}, address = {New York}, issn = {1567-567X}, doi = {10.1007/s10928-012-9243-7}, pages = {125 -- 139}, year = {2012}, abstract = {Cell-level kinetic models for therapeutically relevant processes increasingly benefit the early stages of drug development. Later stages of the drug development processes, however, rely on pharmacokinetic compartment models while cell-level dynamics are typically neglected. We here present a systematic approach to integrate cell-level kinetic models and pharmacokinetic compartment models. Incorporating target dynamics into pharmacokinetic models is especially useful for the development of therapeutic antibodies because their effect and pharmacokinetics are inherently interdependent. The approach is illustrated by analysing the F(ab)-mediated inhibitory effect of therapeutic antibodies targeting the epidermal growth factor receptor. We build a multi-level model for anti-EGFR antibodies by combining a systems biology model with in vitro determined parameters and a pharmacokinetic model based on in vivo pharmacokinetic data. Using this model, we investigated in silico the impact of biochemical properties of anti-EGFR antibodies on their F(ab)-mediated inhibitory effect. The multi-level model suggests that the F(ab)-mediated inhibitory effect saturates with increasing drug-receptor affinity, thereby limiting the impact of increasing antibody affinity on improving the effect. This indicates that observed differences in the therapeutic effects of high affinity antibodies in the market and in clinical development may result mainly from Fc-mediated indirect mechanisms such as antibody-dependent cell cytotoxicity.}, language = {en} } @article{GauthierTarkhanov2012, author = {Gauthier, P. M. and Tarkhanov, Nikolai Nikolaevich}, title = {On the instability of the Riemann hypothesis for curves over finite fields}, series = {Journal of approximation theory}, volume = {164}, journal = {Journal of approximation theory}, number = {4}, publisher = {Elsevier}, address = {San Diego}, issn = {0021-9045}, doi = {10.1016/j.jat.2011.12.002}, pages = {504 -- 515}, year = {2012}, abstract = {We show that it is possible to approximate the zeta-function of a curve over a finite field by meromorphic functions which satisfy the same functional equation and moreover satisfy (respectively do not satisfy) an analog of the Riemann hypothesis. In the other direction, it is possible to approximate holomorphic functions by simple manipulations of such a zeta-function. No number theory is required to understand the theorems and their proofs, for it is known that the zeta-functions of curves over finite fields are very explicit meromorphic functions. We study the approximation properties of these meromorphic functions.}, language = {en} } @article{BlanchardMathe2012, author = {Blanchard, Gilles and Mathe, Peter}, title = {Discrepancy principle for statistical inverse problems with application to conjugate gradient iteration}, series = {Inverse problems : an international journal of inverse problems, inverse methods and computerised inversion of data}, volume = {28}, journal = {Inverse problems : an international journal of inverse problems, inverse methods and computerised inversion of data}, number = {11}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {0266-5611}, doi = {10.1088/0266-5611/28/11/115011}, pages = {23}, year = {2012}, abstract = {The authors discuss the use of the discrepancy principle for statistical inverse problems, when the underlying operator is of trace class. Under this assumption the discrepancy principle is well defined, however a plain use of it may occasionally fail and it will yield sub-optimal rates. Therefore, a modification of the discrepancy is introduced, which corrects both of the above deficiencies. For a variety of linear regularization schemes as well as for conjugate gradient iteration it is shown to yield order optimal a priori error bounds under general smoothness assumptions. A posteriori error control is also possible, however at a sub-optimal rate, in general. This study uses and complements previous results for bounded deterministic noise.}, language = {en} } @article{HoffmannOsterlohStoneetal.2012, author = {Hoffmann, Anne and Osterloh, Lukas and Stone, Robert and Lampert, Astrid and Ritter, Christoph and Stock, Maria and Tunved, Peter and Hennig, Tabea and B{\"o}ckmann, Christine and Li, Shao-Meng and Eleftheriadis, Kostas and Maturilli, Marion and Orgis, Thomas and Herber, Andreas and Neuber, Roland and Dethloff, Klaus}, title = {Remote sensing and in-situ measurements of tropospheric aerosol, a PAMARCMiP case study}, series = {Atmospheric environment : air pollution ; emissions, transport and dispersion, transformation, deposition effects, micrometeorology, urban atmosphere, global atmosphere}, volume = {52}, journal = {Atmospheric environment : air pollution ; emissions, transport and dispersion, transformation, deposition effects, micrometeorology, urban atmosphere, global atmosphere}, number = {3}, publisher = {Elsevier}, address = {Oxford}, issn = {1352-2310}, doi = {10.1016/j.atmosenv.2011.11.027}, pages = {56 -- 66}, year = {2012}, abstract = {In this work, a closure experiment for tropospheric aerosol is presented. Aerosol size distributions and single scattering albedo from remote sensing data are compared to those measured in-situ. An aerosol pollution event on 4 April 2009 was observed by ground based and airborne lidar and photometer in and around Ny-Alesund, Spitsbergen, as well as by DMPS, nephelometer and particle soot absorption photometer at the nearby Zeppelin Mountain Research Station. The presented measurements were conducted in an area of 40 x 20 km around Ny-Alesund as part of the 2009 Polar Airborne Measurements and Arctic Regional Climate Model Simulation Project (PAMARCMiP). Aerosol mainly in the accumulation mode was found in the lower troposphere, however, enhanced backscattering was observed up to the tropopause altitude. A comparison of meteorological data available at different locations reveals a stable multi-layer-structure of the lower troposphere. It is followed by the retrieval of optical and microphysical aerosol parameters. Extinction values have been derived using two different methods, and it was found that extinction (especially in the UV) derived from Raman lidar data significantly surpasses the extinction derived from photometer AOD profiles. Airborne lidar data shows volume depolarization values to be less than 2.5\% between 500 m and 2.5 km altitude, hence, particles in this range can be assumed to be of spherical shape. In-situ particle number concentrations measured at the Zeppelin Mountain Research Station at 474 m altitude peak at about 0.18 mu m diameter, which was also found for the microphysical inversion calculations performed at 850 m and 1500 m altitude. Number concentrations depend on the assumed extinction values, and slightly decrease with altitude as well as the effective particle diameter. A low imaginary part in the derived refractive index suggests weakly absorbing aerosols, which is confirmed by low black carbon concentrations, measured at the Zeppelin Mountain as well as on board the Polar 5 aircraft.}, language = {en} } @article{NehringZessin2012, author = {Nehring, Benjamin and Zessin, Hans}, title = {A representation of the moment measures of the general ideal Boe gas}, series = {Mathematische Nachrichten}, volume = {285}, journal = {Mathematische Nachrichten}, number = {7}, publisher = {Wiley-VCH}, address = {Weinheim}, issn = {0025-584X}, doi = {10.1002/mana.201000111}, pages = {878 -- 888}, year = {2012}, abstract = {We reconsider the fundamental work of Fichtner 2 and exhibit the permanental structure of the ideal Bose gas again, using a new approach which combines a characterization of infinitely divisible random measures (due to Kerstan, Kummer and Matthes 4, 6 and Mecke 9, 10) with a decomposition of the moment measures into its factorial measures due to Krickeberg 5. To be more precise, we exhibit the moment measures of all orders of the general ideal Bose gas in terms of certain loop integrals. This representation can be considered as a point process analogue of the old idea of Symanzik 15 that local times and self-crossings of the Brownian motion can be used as a tool in quantum field theory. Behind the notion of a general ideal Bose gas there is a class of infinitely divisible point processes of all orders with a Levy-measure belonging to some large class of measures containing that of the classical ideal Bose gas considered by Fichtner. It is well-known that the calculation of moments of higher order of point processes is notoriously complicated. See for instance Krickebergs calculations for the Poisson or the Cox process in 5. Relations to the work of Shirai, Takahashi 12 and Soshnikov 14 on permanental and determinantal processes are outlined.}, language = {en} } @article{EichmairMetzger2012, author = {Eichmair, Michael and Metzger, Jan}, title = {On large volume preserving stable CMC surfaces in initial data sets}, series = {Journal of differential geometry}, volume = {91}, journal = {Journal of differential geometry}, number = {1}, publisher = {International Press of Boston}, address = {Somerville}, issn = {0022-040X}, pages = {81 -- 102}, year = {2012}, abstract = {Let (M, g) be a complete 3-dimensional asymptotically flat manifold with everywhere positive scalar curvature. We prove that, given a compact subset K subset of M, all volume preserving stable constant mean curvature surfaces of sufficiently large area will avoid K. This complements the results of G. Huisken and S.-T. Yau [17] and of J. Qing and G. Tian [26] on the uniqueness of large volume preserving stable constant mean curvature spheres in initial data sets that are asymptotically close to Schwarzschild with mass m > 0. The analysis in [17] and [26] takes place in the asymptotic regime of M. Here we adapt ideas from the minimal surface proof of the positive mass theorem [32] by R. Schoen and S.-T. Yau and develop geometric properties of volume preserving stable constant mean curvature surfaces to handle surfaces that run through the part of M that is far from Euclidean.}, language = {en} } @article{PornsawadD'AmicoBoeckmannetal.2012, author = {Pornsawad, Pornsarp and D'Amico, Giuseppe and B{\"o}ckmann, Christine and Amodeo, Aldo and Pappalardo, Gelsomina}, title = {Retrieval of aerosol extinction coefficient profiles from Raman lidar data by inversion method}, series = {Applied optics}, volume = {51}, journal = {Applied optics}, number = {12}, publisher = {Optical Society of America}, address = {Washington}, issn = {1559-128X}, doi = {10.1364/AO.51.002035}, pages = {2035 -- 2044}, year = {2012}, abstract = {We regard the problem of differentiation occurring in the retrieval of aerosol extinction coefficient profiles from inelastic Raman lidar signals by searching for a stable solution of the resulting Volterra integral equation. An algorithm based on a projection method and iterative regularization together with the L-curve method has been performed on synthetic and measured lidar signals. A strategy to choose a suitable range for the integration within the framework of the retrieval of optical properties is proposed here for the first time to our knowledge. The Monte Carlo procedure has been adapted to treat the uncertainty in the retrieval of extinction coefficients.}, language = {en} } @article{WangHainzlZoelleretal.2012, author = {Wang, Lifeng and Hainzl, Sebastian and Z{\"o}ller, Gert and Holschneider, Matthias}, title = {Stress- and aftershock-constrained joint inversions for coseismic and postseismic slip applied to the 2004 M6.0 Parkfield earthquake}, series = {Journal of geophysical research : Solid earth}, volume = {117}, journal = {Journal of geophysical research : Solid earth}, publisher = {American Geophysical Union}, address = {Washington}, issn = {2169-9313}, doi = {10.1029/2011JB009017}, pages = {18}, year = {2012}, abstract = {Both aftershocks and geodetically measured postseismic displacements are important markers of the stress relaxation process following large earthquakes. Postseismic displacements can be related to creep-like relaxation in the vicinity of the coseismic rupture by means of inversion methods. However, the results of slip inversions are typically non-unique and subject to large uncertainties. Therefore, we explore the possibility to improve inversions by mechanical constraints. In particular, we take into account the physical understanding that postseismic deformation is stress-driven, and occurs in the coseismically stressed zone. We do joint inversions for coseismic and postseismic slip in a Bayesian framework in the case of the 2004 M6.0 Parkfield earthquake. We perform a number of inversions with different constraints, and calculate their statistical significance. According to information criteria, the best result is preferably related to a physically reasonable model constrained by the stress-condition (namely postseismic creep is driven by coseismic stress) and the condition that coseismic slip and large aftershocks are disjunct. This model explains 97\% of the coseismic displacements and 91\% of the postseismic displacements during day 1-5 following the Parkfield event, respectively. It indicates that the major postseismic deformation can be generally explained by a stress relaxation process for the Parkfield case. This result also indicates that the data to constrain the coseismic slip model could be enriched postseismically. For the 2004 Parkfield event, we additionally observe asymmetric relaxation process at the two sides of the fault, which can be explained by material contrast ratio across the fault of similar to 1.15 in seismic velocity.}, language = {en} } @article{ShinReichFrank2012, author = {Shin, Seoleun and Reich, Sebastian and Frank, Jason}, title = {Hydrostatic Hamiltonian particle-mesh (HPM) methods for atmospheric modelling}, series = {Quarterly journal of the Royal Meteorological Society}, volume = {138}, journal = {Quarterly journal of the Royal Meteorological Society}, number = {666}, publisher = {Wiley-Blackwell}, address = {Hoboken}, issn = {0035-9009}, doi = {10.1002/qj.982}, pages = {1388 -- 1399}, year = {2012}, abstract = {We develop a hydrostatic Hamiltonian particle-mesh (HPM) method for efficient long-term numerical integration of the atmosphere. In the HPM method, the hydrostatic approximation is interpreted as a holonomic constraint for the vertical position of particles. This can be viewed as defining a set of vertically buoyant horizontal meshes, with the altitude of each mesh point determined so as to satisfy the hydrostatic balance condition and with particles modelling horizontal advection between the moving meshes. We implement the method in a vertical-slice model and evaluate its performance for the simulation of idealized linear and nonlinear orographic flow in both dry and moist environments. The HPM method is able to capture the basic features of the gravity wave to a degree of accuracy comparable with that reported in the literature. The numerical solution in the moist experiment indicates that the influence of moisture on wave characteristics is represented reasonably well and the reduction of momentum flux is in good agreement with theoretical analysis.}, language = {en} } @article{Wallenta2012, author = {Wallenta, D.}, title = {Elliptic quasicomplexes on compact closed manifolds}, series = {Integral equations and operator theor}, volume = {73}, journal = {Integral equations and operator theor}, number = {4}, publisher = {Springer}, address = {Basel}, issn = {0378-620X}, doi = {10.1007/s00020-012-1983-7}, pages = {517 -- 536}, year = {2012}, abstract = {We consider quasicomplexes of pseudodifferential operators on a smooth compact manifold without boundary. To each quasicomplex we associate a complex of symbols. The quasicomplex is elliptic if this symbol complex is exact away from the zero section. We prove that elliptic quasicomplexes are Fredholm. Moreover, we introduce the Euler characteristic for elliptic quasicomplexes and prove a generalisation of the Atiyah-Singer index theorem.}, language = {en} } @article{DimitrovaFernandesKoppitz2012, author = {Dimitrova, Ilinka and Fernandes, Vitor H. and Koppitz, J{\"o}rg}, title = {The maximal subsemigroups of semigroups of transformations preserving or reversing the orientation on a finite chain}, series = {Publicationes mathematicae}, volume = {81}, journal = {Publicationes mathematicae}, number = {1-2}, publisher = {Institutum Mathematicum Universitatis Debreceniensis, Debreceni Tudom{\´a}nyegyetem Matematikai Int{\´e}zete}, address = {Debrecen}, issn = {0033-3883}, doi = {10.5486/PMD.2012.4897}, pages = {11 -- 29}, year = {2012}, abstract = {The study of the semigroups OPn, of all orientation-preserving transformations on an n-element chain, and ORn, of all orientation-preserving or orientation-reversing transformations on an n-element chain, has began in [17] and [5]. In order to bring more insight into the subsemigroup structure of OPn and ORn, we characterize their maximal subsemigroups.}, language = {en} } @article{FeherWhelanMueller2012, author = {Feher, Kristen and Whelan, James and M{\"u}ller, Samuel}, title = {Exploring multicollinearity using a random matrix theory approach}, series = {Statistical applications in genetics and molecular biology}, volume = {11}, journal = {Statistical applications in genetics and molecular biology}, number = {3}, publisher = {De Gruyter}, address = {Berlin}, issn = {1544-6115}, doi = {10.1515/1544-6115.1668}, pages = {35}, year = {2012}, abstract = {Clustering of gene expression data is often done with the latent aim of dimension reduction, by finding groups of genes that have a common response to potentially unknown stimuli. However, what is poorly understood to date is the behaviour of a low dimensional signal embedded in high dimensions. This paper introduces a multicollinear model which is based on random matrix theory results, and shows potential for the characterisation of a gene cluster's correlation matrix. This model projects a one dimensional signal into many dimensions and is based on the spiked covariance model, but rather characterises the behaviour of the corresponding correlation matrix. The eigenspectrum of the correlation matrix is empirically examined by simulation, under the addition of noise to the original signal. The simulation results are then used to propose a dimension estimation procedure of clusters from data. Moreover, the simulation results warn against considering pairwise correlations in isolation, as the model provides a mechanism whereby a pair of genes with 'low' correlation may simply be due to the interaction of high dimension and noise. Instead, collective information about all the variables is given by the eigenspectrum.}, language = {en} } @article{DimitrovaKoppitz2012, author = {Dimitrova, Ilinka and Koppitz, J{\"o}rg}, title = {On the monoid of all partial order-preserving extensive transformations}, series = {Communications in algebra}, volume = {40}, journal = {Communications in algebra}, number = {5}, publisher = {Taylor \& Francis Group}, address = {Philadelphia}, issn = {0092-7872}, doi = {10.1080/00927872.2011.557813}, pages = {1821 -- 1826}, year = {2012}, abstract = {A partial transformation alpha on an n-element chain X-n is called order-preserving if x <= y implies x alpha <= y alpha for all x, y in the domain of alpha and it is called extensive if x <= x alpha for all x in the domain of alpha. The set of all partial order-preserving extensive transformations on X-n forms a semiband POEn. We determine the maximal subsemigroups as well as the maximal subsemibands of POEn.}, language = {en} } @article{SchachtschneiderHolschneiderMandea2012, author = {Schachtschneider, R. and Holschneider, Matthias and Mandea, M.}, title = {Error distribution in regional modelling of the geomagnetic field}, series = {Geophysical journal international}, volume = {191}, journal = {Geophysical journal international}, number = {3}, publisher = {Wiley-Blackwell}, address = {Hoboken}, issn = {0956-540X}, doi = {10.1111/j.1365-246X.2012.05675.x}, pages = {1015 -- 1024}, year = {2012}, abstract = {In this study we analyse the error distribution in regional models of the geomagnetic field. Our main focus is to investigate the distribution of errors when combining two regional patches to obtain a global field from regional ones. To simulate errors in overlapping patches we choose two different data region shapes that resemble that scenario. First, we investigate the errors in elliptical regions and secondly we choose a region obtained from two overlapping circular spherical caps. We conduct a Monte-Carlo simulation using synthetic data to obtain the expected mean errors. For the elliptical regions the results are similar to the ones obtained for circular spherical caps: the maximum error at the boundary decreases towards the centre of the region. A new result emerges as errors at the boundary vary with azimuth, being largest in the major axis direction and minimal in the minor axis direction. Inside the region there is an error decay towards a minimum at the centre at a rate similar to the one in circular regions. In the case of two combined circular regions there is also an error decay from the boundary towards the centre. The minimum error occurs at the centre of the combined regions. The maximum error at the boundary occurs on the line containing the two cap centres, the minimum in the perpendicular direction where the two circular cap boundaries meet. The large errors at the boundary are eliminated by combining regional patches. We propose an algorithm for finding the boundary region that is applicable to irregularly shaped model regions.}, language = {en} } @article{Baumgaertel2012, author = {Baumg{\"a}rtel, Hellmut}, title = {On a critical radiation density in the Friedmann equation}, series = {Journal of mathematical physics}, volume = {53}, journal = {Journal of mathematical physics}, number = {12}, publisher = {American Institute of Physics}, address = {Melville}, issn = {0022-2488}, doi = {10.1063/1.4771668}, pages = {9}, year = {2012}, abstract = {The paper presents a classification of the basic types of admissible solutions of the general Friedmann equation with non-vanishing cosmological constant and for the case that radiation and matter do not couple. There are four distinct types. The classification uses first the discriminant of a polynomial of the third degree, closely related to the right hand side of the Friedmann equation. The decisive term is then a critical radiation density which can be calculated explicitly.}, language = {en} } @article{ChengLenkoshi2012, author = {Cheng, Yuan and Lenkoshi, Alex}, title = {Hierarchical gaussian graphical models beyond reversible jump}, series = {Electronic journal of statistics}, volume = {6}, journal = {Electronic journal of statistics}, publisher = {Institute of Mathematical Statistics}, address = {Cleveland}, issn = {1935-7524}, doi = {10.1214/12-EJS746}, pages = {2309 -- 2331}, year = {2012}, abstract = {The Gaussian Graphical Model (GGM) is a popular tool for incorporating sparsity into joint multivariate distributions. The G-Wishart distribution, a conjugate prior for precision matrices satisfying general GGM constraints, has now been in existence for over a decade. However, due to the lack of a direct sampler, its use has been limited in hierarchical Bayesian contexts, relegating mixing over the class of GGMs mostly to situations involving standard Gaussian likelihoods. Recent work has developed methods that couple model and parameter moves, first through reversible jump methods and later by direct evaluation of conditional Bayes factors and subsequent resampling. Further, methods for avoiding prior normalizing constant calculations-a serious bottleneck and source of numerical instability-have been proposed. We review and clarify these developments and then propose a new methodology for GGM comparison that blends many recent themes. Theoretical developments and computational timing experiments reveal an algorithm that has limited computational demands and dramatically improves on computing times of existing methods. We conclude by developing a parsimonious multivariate stochastic volatility model that embeds GGM uncertainty in a larger hierarchical framework. The method is shown to be capable of adapting to swings in market volatility, offering improved calibration of predictive distributions.}, language = {en} } @article{MenzLatorreSchuetteetal.2012, author = {Menz, Stephan and Latorre, Juan C. and Sch{\"u}tte, Christof and Huisinga, Wilhelm}, title = {Hybrid stochastic-deterministic solution of the chemical master equation}, series = {Multiscale modeling \& simulation : a SIAM interdisciplinary journal}, volume = {10}, journal = {Multiscale modeling \& simulation : a SIAM interdisciplinary journal}, number = {4}, publisher = {Society for Industrial and Applied Mathematics}, address = {Philadelphia}, issn = {1540-3459}, doi = {10.1137/110825716}, pages = {1232 -- 1262}, year = {2012}, abstract = {The chemical master equation (CME) is the fundamental evolution equation of the stochastic description of biochemical reaction kinetics. In most applications it is impossible to solve the CME directly due to its high dimensionality. Instead, indirect approaches based on realizations of the underlying Markov jump process are used, such as the stochastic simulation algorithm (SSA). In the SSA, however, every reaction event has to be resolved explicitly such that it becomes numerically inefficient when the system's dynamics include fast reaction processes or species with high population levels. In many hybrid approaches, such fast reactions are approximated as continuous processes or replaced by quasi-stationary distributions in either a stochastic or a deterministic context. Current hybrid approaches, however, almost exclusively rely on the computation of ensembles of stochastic realizations. We present a novel hybrid stochastic-deterministic approach to solve the CME directly. Our starting point is a partitioning of the molecular species into discrete and continuous species that induces a partitioning of the reactions into discrete-stochastic and continuous-deterministic processes. The approach is based on a WKB (Wentzel-Kramers-Brillouin) ansatz for the conditional probability distribution function (PDF) of the continuous species (given a discrete state) in combination with Laplace's method of integral approximation. The resulting hybrid stochastic-deterministic evolution equations comprise a CME with averaged propensities for the PDF of the discrete species that is coupled to an evolution equation of the related expected levels of the continuous species for each discrete state. In contrast to indirect hybrid methods, the impact of the evolution of discrete species on the dynamics of the continuous species has to be taken into account explicitly. The proposed approach is efficient whenever the number of discrete molecular species is small. We illustrate the performance of the new hybrid stochastic-deterministic approach in an application to model systems of biological interest.}, language = {en} } @article{IochumLevyVassilevich2012, author = {Iochum, B. and Levy, C. and Vassilevich, D. V.}, title = {Global and local aspects of spectral actions}, series = {Journal of physics : A, Mathematical and theoretical}, volume = {45}, journal = {Journal of physics : A, Mathematical and theoretical}, number = {37}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1751-8113}, doi = {10.1088/1751-8113/45/37/374020}, pages = {19}, year = {2012}, abstract = {The principal object in noncommutative geometry is the spectral triple consisting of an algebra A, a Hilbert space H and a Dirac operator D. Field theories are incorporated in this approach by the spectral action principle, which sets the field theory action to Tr f (D-2/Lambda(2)), where f is a real function such that the trace exists and Lambda is a cutoff scale. In the low-energy (weak-field) limit, the spectral action reproduces reasonably well the known physics including the standard model. However, not much is known about the spectral action beyond the low-energy approximation. In this paper, after an extensive introduction to spectral triples and spectral actions, we study various expansions of the spectral actions (exemplified by the heat kernel). We derive the convergence criteria. For a commutative spectral triple, we compute the heat kernel on the torus up to the second order in gauge connection and consider limiting cases. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical in honour of Stuart Dowker's 75th birthday devoted to 'Applications of zeta functions and other spectral functions in mathematics and physics'.}, language = {en} } @article{KellerValleriani2012, author = {Keller, Peter and Valleriani, Angelo}, title = {Single-molecule stochastic times in a reversible bimolecular reaction}, series = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr}, volume = {137}, journal = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr}, number = {8}, publisher = {American Institute of Physics}, address = {Melville}, issn = {0021-9606}, doi = {10.1063/1.4747337}, pages = {7}, year = {2012}, abstract = {In this work, we consider the reversible reaction between reactants of species A and B to form the product C. We consider this reaction as a prototype of many pseudobiomolecular reactions in biology, such as for instance molecular motors. We derive the exact probability density for the stochastic waiting time that a molecule of species A needs until the reaction with a molecule of species B takes place. We perform this computation taking fully into account the stochastic fluctuations in the number of molecules of species B. We show that at low numbers of participating molecules, the exact probability density differs from the exponential density derived by assuming the law of mass action. Finally, we discuss the condition of detailed balance in the exact stochastic and in the approximate treatment.}, language = {en} } @article{KurtenbachEickerMayerGuerretal.2012, author = {Kurtenbach, E. and Eicker, A. and Mayer-Guerr, T. and Holschneider, Matthias and Hayn, M. and Fuhrmann, M. and Kusche, J.}, title = {Improved daily GRACE gravity field solutions using a Kalman smoother}, series = {Journal of geodynamics}, volume = {59}, journal = {Journal of geodynamics}, number = {3}, publisher = {Elsevier}, address = {Oxford}, issn = {0264-3707}, doi = {10.1016/j.jog.2012.02.006}, pages = {39 -- 48}, year = {2012}, abstract = {Different GRACE data analysis centers provide temporal variations of the Earth's gravity field as monthly, 10-daily or weekly solutions. These temporal mean fields cannot model the variations occurring during the respective time span. The aim of our approach is to extract as much temporal information as possible out of the given GRACE data. Therefore the temporal resolution shall be increased with the goal to derive daily snapshots. Yet, such an increase in temporal resolution is accompanied by a loss of redundancy and therefore in a reduced accuracy if the daily solutions are calculated individually. The approach presented here therefore introduces spatial and temporal correlations of the expected gravity field signal derived from geophysical models in addition to the daily observations, thus effectively constraining the spatial and temporal evolution of the GRACE solution. The GRACE data processing is then performed within the framework of a Kalman filter and smoother estimation procedure. The approach is at first investigated in a closed-loop simulation scenario and then applied to the original GRACE observations (level-1B data) to calculate daily solutions as part of the gravity field model ITG-Grace2010. Finally, the daily models are compared to vertical GPS station displacements and ocean bottom pressure observations. From these comparisons it can be concluded that particular in higher latitudes the daily solutions contain high-frequent temporal gravity field information and represent an improvement to existing geophysical models.}, language = {en} } @misc{PfaeffleStephan2012, author = {Pf{\"a}ffle, Frank and Stephan, Christoph A.}, title = {The holst action by the spectral action principle (vol 307, pg 261, 2011)}, series = {Communications in mathematical physics}, volume = {313}, journal = {Communications in mathematical physics}, number = {1}, publisher = {Springer}, address = {New York}, issn = {0010-3616}, doi = {10.1007/s00220-012-1507-y}, pages = {291 -- 292}, year = {2012}, language = {en} } @article{KleinRosenberger2012, author = {Klein, Markus and Rosenberger, Elke}, title = {Tunneling for a class of difference operators}, series = {ANNALES HENRI POINCARE}, volume = {13}, journal = {ANNALES HENRI POINCARE}, number = {5}, publisher = {Springer}, address = {Basel}, issn = {1424-0637}, doi = {10.1007/s00023-011-0152-x}, pages = {1231 -- 1269}, year = {2012}, abstract = {We analyze a general class of difference operators on where is a multi-well potential and is a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we shall treat the eigenvalue problem for as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix, similar to the analysis for the Schrodinger operator [see Helffer and Sjostrand in Commun Partial Differ Equ 9:337-408, 1984], and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix.}, language = {en} } @article{HaynPanetDiamentetal.2012, author = {Hayn, Michael and Panet, I. and Diament, M. and Holschneider, Matthias and Mandea, Mioara and Davaille, A.}, title = {Wavelet-based directional analysis of the gravity field evidence for large-scale undulations}, series = {Geophysical journal international}, volume = {189}, journal = {Geophysical journal international}, number = {3}, publisher = {Oxford Univ. Press}, address = {Oxford}, issn = {0956-540X}, doi = {10.1111/j.1365-246X.2012.05455.x}, pages = {1430 -- 1456}, year = {2012}, abstract = {In the eighties, the analysis of satellite altimetry data leads to the major discovery of gravity lineations in the oceans, with wavelengths between 200 and 1400 km. While the existence of the 200 km scale undulations is widely accepted, undulations at scales larger than 400 km are still a matter of debate. In this paper, we revisit the topic of the large-scale geoid undulations over the oceans in the light of the satellite gravity data provided by the GRACE mission, considerably more precise than the altimetry data at wavelengths larger than 400 km. First, we develop a dedicated method of directional Poisson wavelet analysis on the sphere with significance testing, in order to detect and characterize directional structures in geophysical data on the sphere at different spatial scales. This method is particularly well suited for potential field analysis. We validate it on a series of synthetic tests, and then apply it to analyze recent gravity models, as well as a bathymetry data set independent from gravity. Our analysis confirms the existence of gravity undulations at large scale in the oceans, with characteristic scales between 600 and 2000 km. Their direction correlates well with present-day plate motion over the Pacific ocean, where they are particularly clear, and associated with a conjugate direction at 1500 km scale. A major finding is that the 2000 km scale geoid undulations dominate and had never been so clearly observed previously. This is due to the great precision of GRACE data at those wavelengths. Given the large scale of these undulations, they are most likely related to mantle processes. Taking into account observations and models from other geophysical information, as seismological tomography, convection and geochemical models and electrical conductivity in the mantle, we conceive that all these inputs indicate a directional fabric of the mantle flows at depth, reflecting how the history of subduction influences the organization of lower mantle upwellings.}, language = {en} } @article{BergemannReich2012, author = {Bergemann, Kay and Reich, Sebastian}, title = {An ensemble Kalman-Bucy filter for continuous data assimilation}, series = {Meteorologische Zeitschrift}, volume = {21}, journal = {Meteorologische Zeitschrift}, number = {3}, publisher = {Schweizerbart}, address = {Stuttgart}, issn = {0941-2948}, doi = {10.1127/0941-2948/2012/0307}, pages = {213 -- 219}, year = {2012}, abstract = {The ensemble Kalman filter has emerged as a promising filter algorithm for nonlinear differential equations subject to intermittent observations. In this paper, we extend the well-known Kalman-Bucy filter for linear differential equations subject to continous observations to the ensemble setting and nonlinear differential equations. The proposed filter is called the ensemble Kalman-Bucy filter and its performance is demonstrated for a simple mechanical model (Langevin dynamics) subject to incremental observations of its velocity.}, language = {en} } @article{Reich2012, author = {Reich, Sebastian}, title = {A Gaussian-mixture ensemble transform filter}, series = {Quarterly journal of the Royal Meteorological Society}, volume = {138}, journal = {Quarterly journal of the Royal Meteorological Society}, number = {662}, publisher = {Wiley-Blackwell}, address = {Malden}, issn = {0035-9009}, doi = {10.1002/qj.898}, pages = {222 -- 233}, year = {2012}, abstract = {We generalize the popular ensemble Kalman filter to an ensemble transform filter, in which the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous formulation of the Bayesian filter analysis step. We call the new filter algorithm the ensemble Gaussian-mixture filter (EGMF). The EGMF is implemented for three simple test problems (Brownian dynamics in one dimension, Langevin dynamics in two dimensions and the three-dimensional Lorenz-63 model). It is demonstrated that the EGMF is capable of tracking systems with non-Gaussian uni- and multimodal ensemble distributions.}, language = {en} } @phdthesis{Nehring2012, author = {Nehring, Benjamin}, title = {Point processes in statistical mechanics : a cluster expansion approach}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-62682}, school = {Universit{\"a}t Potsdam}, year = {2012}, abstract = {A point process is a mechanism, which realizes randomly locally finite point measures. One of the main results of this thesis is an existence theorem for a new class of point processes with a so called signed Levy pseudo measure L, which is an extension of the class of infinitely divisible point processes. The construction approach is a combination of the classical point process theory, as developed by Kerstan, Matthes and Mecke, with the method of cluster expansions from statistical mechanics. Here the starting point is a family of signed Radon measures, which defines on the one hand the Levy pseudo measure L, and on the other hand locally the point process. The relation between L and the process is the following: this point process solves the integral cluster equation determined by L. We show that the results from the classical theory of infinitely divisible point processes carry over in a natural way to the larger class of point processes with a signed Levy pseudo measure. In this way we obtain e.g. a criterium for simplicity and a characterization through the cluster equation, interpreted as an integration by parts formula, for such point processes. Our main result in chapter 3 is a representation theorem for the factorial moment measures of the above point processes. With its help we will identify the permanental respective determinantal point processes, which belong to the classes of Boson respective Fermion processes. As a by-product we obtain a representation of the (reduced) Palm kernels of infinitely divisible point processes. In chapter 4 we see how the existence theorem enables us to construct (infinitely extended) Gibbs, quantum-Bose and polymer processes. The so called polymer processes seem to be constructed here for the first time. In the last part of this thesis we prove that the family of cluster equations has certain stability properties with respect to the transformation of its solutions. At first this will be used to show how large the class of solutions of such equations is, and secondly to establish the cluster theorem of Kerstan, Matthes and Mecke in our setting. With its help we are able to enlarge the class of Polya processes to the so called branching Polya processes. The last sections of this work are about thinning and splitting of point processes. One main result is that the classes of Boson and Fermion processes remain closed under thinning. We use the results on thinning to identify a subclass of point processes with a signed Levy pseudo measure as doubly stochastic Poisson processes. We also pose the following question: Assume you observe a realization of a thinned point process. What is the distribution of deleted points? Surprisingly, the Papangelou kernel of the thinning, besides a constant factor, is given by the intensity measure of this conditional probability, called splitting kernel.}, language = {en} } @unpublished{KiselevTarkhanov2012, author = {Kiselev, Oleg M. and Tarkhanov, Nikolai Nikolaevich}, title = {Scattering of autoresonance trajectories upon a separatrix}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56880}, year = {2012}, abstract = {We study asymptotic properties of solutions to the primary resonance equation with large amplitude on a long time interval.}, language = {en} } @unpublished{RattanaBoeckmann2012, author = {Rattana, Amornrat and B{\"o}ckmann, Christine}, title = {Matrix methods for computing Eigenvalues of Sturm-Liouville problems of order four}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-59279}, year = {2012}, abstract = {This paper examines and develops matrix methods to approximate the eigenvalues of a fourth order Sturm-Liouville problem subjected to a kind of fixed boundary conditions, furthermore, it extends the matrix methods for a kind of general boundary conditions. The idea of the methods comes from finite difference and Numerov's method as well as boundary value methods for second order regular Sturm-Liouville problems. Moreover, the determination of the correction term formulas of the matrix methods are investigated in order to obtain better approximations of the problem with fixed boundary conditions since the exact eigenvalues for q = 0 are known in this case. Finally, some numerical examples are illustrated.}, language = {en} } @unpublished{BaerGinoux2012, author = {B{\"a}r, Christian and Ginoux, Nicolas}, title = {Classical and quantum fields on Lorentzian manifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-59973}, year = {2012}, abstract = {We construct bosonic and fermionic locally covariant quantum fields theories on curved backgrounds for large classes of fields. We investigate the quantum field and n-point functions induced by suitable states.}, language = {en} } @unpublished{PfaeffleStephan2012, author = {Pf{\"a}ffle, Frank and Stephan, Christoph A.}, title = {On gravity, torsion and the spectral action principle}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-59989}, year = {2012}, abstract = {We consider compact Riemannian spin manifolds without boundary equipped with orthogonal connections. We investigate the induced Dirac operators and the associated commutative spectral triples. In case of dimension four and totally anti-symmetric torsion we compute the Chamseddine-Connes spectral action, deduce the equations of motions and discuss critical points.}, language = {en} } @unpublished{BaerPfaeffle2012, author = {B{\"a}r, Christian and Pf{\"a}ffle, Frank}, title = {Wiener measures on Riemannian manifolds and the Feynman-Kac formula}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-59998}, year = {2012}, abstract = {This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schr{\"o}dinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.}, language = {en} } @unpublished{PfaeffleStephan2012, author = {Pf{\"a}ffle, Frank and Stephan, Christoph A.}, title = {The Holst action by the spectral action principle}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-60032}, year = {2012}, abstract = {We investigate the Holst action for closed Riemannian 4-manifolds with orthogonal connections. For connections whose torsion has zero Cartan type component we show that the Holst action can be recovered from the heat asymptotics for the natural Dirac operator acting on left-handed spinor fields.}, language = {en} } @unpublished{DyachenkoTarkhanov2012, author = {Dyachenko, Evgueniya and Tarkhanov, Nikolai Nikolaevich}, title = {Degeneration of boundary layer at singular points}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-60135}, year = {2012}, abstract = {We study the Dirichlet problem in a bounded plane domain for the heat equation with small parameter multiplying the derivative in t. The behaviour of solution at characteristic points of the boundary is of special interest. The behaviour is well understood if a characteristic line is tangent to the boundary with contact degree at least 2. We allow the boundary to not only have contact of degree less than 2 with a characteristic line but also a cuspidal singularity at a characteristic point. We construct an asymptotic solution of the problem near the characteristic point to describe how the boundary layer degenerates.}, language = {en} } @unpublished{Tarkhanov2012, author = {Tarkhanov, Nikolai Nikolaevich}, title = {A simple numerical approach to the Riemann hypothesis}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-57645}, year = {2012}, abstract = {The Riemann hypothesis is equivalent to the fact the the reciprocal function 1/zeta (s) extends from the interval (1/2,1) to an analytic function in the quarter-strip 1/2 < Re s < 1 and Im s > 0. Function theory allows one to rewrite the condition of analytic continuability in an elegant form amenable to numerical experiments.}, language = {en} } @unpublished{AlsaedyTarkhanov2012, author = {Alsaedy, Ammar and Tarkhanov, Nikolai Nikolaevich}, title = {Spectral projection for the dbar-Neumann problem}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-58616}, year = {2012}, abstract = {We show that the spectral kernel function of the dbar-Neumann problem on a non-compact strongly pseudoconvex manifold is smooth up to the boundary.}, language = {en} } @phdthesis{Branding2012, author = {Branding, Volker}, title = {The evolution equations for Dirac-harmonic Maps}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64204}, school = {Universit{\"a}t Potsdam}, year = {2012}, abstract = {This thesis investigates the gradient flow of Dirac-harmonic maps. Dirac-harmonic maps are critical points of an energy functional that is motivated from supersymmetric field theories. The critical points of this energy functional couple the equation for harmonic maps with spinor fields. At present, many analytical properties of Dirac-harmonic maps are known, but a general existence result is still missing. In this thesis the existence question is studied using the evolution equations for a regularized version of Dirac-harmonic maps. Since the energy functional for Dirac-harmonic maps is unbounded from below the method of the gradient flow cannot be applied directly. Thus, we first of all consider a regularization prescription for Dirac-harmonic maps and then study the gradient flow. Chapter 1 gives some background material on harmonic maps/harmonic spinors and summarizes the current known results about Dirac-harmonic maps. Chapter 2 introduces the notion of Dirac-harmonic maps in detail and presents a regularization prescription for Dirac-harmonic maps. In Chapter 3 the evolution equations for regularized Dirac-harmonic maps are introduced. In addition, the evolution of certain energies is discussed. Moreover, the existence of a short-time solution to the evolution equations is established. Chapter 4 analyzes the evolution equations in the case that the domain manifold is a closed curve. Here, the existence of a smooth long-time solution is proven. Moreover, for the regularization being large enough, it is shown that the evolution equations converge to a regularized Dirac-harmonic map. Finally, it is discussed in which sense the regularization can be removed. In Chapter 5 the evolution equations are studied when the domain manifold is a closed Riemmannian spin surface. For the regularization being large enough, the existence of a global weak solution, which is smooth away from finitely many singularities is proven. It is shown that the evolution equations converge weakly to a regularized Dirac-harmonic map. In addition, it is discussed if the regularization can be removed in this case.}, language = {en} } @unpublished{KleinLeonardRosenberger2012, author = {Klein, Markus and L{\´e}onard, Christian and Rosenberger, Elke}, title = {Agmon-type estimates for a class of jump processes}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56995}, year = {2012}, abstract = {In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice.}, language = {en} } @unpublished{BlanchardMathe2012, author = {Blanchard, Gilles and Math{\´e}, Peter}, title = {Discrepancy principle for statistical inverse problems with application to conjugate gradient iteration}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-57117}, year = {2012}, abstract = {The authors discuss the use of the discrepancy principle for statistical inverse problems, when the underlying operator is of trace class. Under this assumption the discrepancy principle is well defined, however a plain use of it may occasionally fail and it will yield sub-optimal rates. Therefore, a modification of the discrepancy is introduced, which takes into account both of the above deficiencies. For a variety of linear regularization schemes as well as for conjugate gradient iteration this modification is shown to yield order optimal a priori error bounds under general smoothness assumptions. A posteriori error control is also possible, however at a sub-optimal rate, in general. This study uses and complements previous results for bounded deterministic noise.}, language = {en} } @article{BettenbuehlRusconiEngbertetal.2012, author = {Bettenb{\"u}hl, Mario and Rusconi, Marco and Engbert, Ralf and Holschneider, Matthias}, title = {Bayesian selection of Markov Models for symbol sequences application to microsaccadic eye movements}, series = {PLoS one}, volume = {7}, journal = {PLoS one}, number = {9}, publisher = {PLoS}, address = {San Fransisco}, issn = {1932-6203}, doi = {10.1371/journal.pone.0043388}, pages = {10}, year = {2012}, abstract = {Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.}, language = {en} } @article{HolschneiderNarteauShebalinetal.2012, author = {Holschneider, Matthias and Narteau, C. and Shebalin, P. and Peng, Z. and Schorlemmer, Danijel}, title = {Bayesian analysis of the modified Omori law}, series = {Journal of geophysical research : Solid earth}, volume = {117}, journal = {Journal of geophysical research : Solid earth}, number = {6089}, publisher = {American Geophysical Union}, address = {Washington}, issn = {2169-9313}, doi = {10.1029/2011JB009054}, pages = {12}, year = {2012}, abstract = {In order to examine variations in aftershock decay rate, we propose a Bayesian framework to estimate the {K, c, p}-values of the modified Omori law (MOL), lambda(t) = K(c + t)(-p). The Bayesian setting allows not only to produce a point estimator of these three parameters but also to assess their uncertainties and posterior dependencies with respect to the observed aftershock sequences. Using a new parametrization of the MOL, we identify the trade-off between the c and p-value estimates and discuss its dependence on the number of aftershocks. Then, we analyze the influence of the catalog completeness interval [t(start), t(stop)] on the various estimates. To test this Bayesian approach on natural aftershock sequences, we use two independent and non-overlapping aftershock catalogs of the same earthquakes in Japan. Taking into account the posterior uncertainties, we show that both the handpicked (short times) and the instrumental (long times) catalogs predict the same ranges of parameter values. We therefore conclude that the same MOL may be valid over short and long times.}, language = {en} } @unpublished{BlanchardDelattreRoquain2012, author = {Blanchard, Gilles and Delattre, Sylvain and Roquain, {\´E}tienne}, title = {Testing over a continuum of null hypotheses}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56877}, year = {2012}, abstract = {We introduce a theoretical framework for performing statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses. This extends the standard statistical setting for multiple hypotheses testing, which is restricted to a finite set. This work is motivated by numerous modern applications where the observed signal is modeled by a stochastic process over a continuum. As a measure of type I error, we extend the concept of false discovery rate (FDR) to this setting. The FDR is defined as the average ratio of the measure of two random sets, so that its study presents some challenge and is of some intrinsic mathematical interest. Our main result shows how to use the p-value process to control the FDR at a nominal level, either under arbitrary dependence of p-values, or under the assumption that the finite dimensional distributions of the p-value process have positive correlations of a specific type (weak PRDS). Both cases generalize existing results established in the finite setting, the latter one leading to a less conservative procedure. The interest of this approach is demonstrated in several non-parametric examples: testing the mean/signal in a Gaussian white noise model, testing the intensity of a Poisson process and testing the c.d.f. of i.i.d. random variables. Conceptually, an interesting feature of the setting advocated here is that it focuses directly on the intrinsic hypothesis space associated with a testing model on a random process, without referring to an arbitrary discretization.}, language = {en} } @unpublished{GrudskyTarkhanov2012, author = {Grudsky, Serguey and Tarkhanov, Nikolai Nikolaevich}, title = {Conformal reduction of boundary problems for harmonic functions in a plane domain with strong singularities on the boundary}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-57745}, year = {2012}, abstract = {We consider the Dirichlet, Neumann and Zaremba problems for harmonic functions in a bounded plane domain with nonsmooth boundary. The boundary curve belongs to one of the following three classes: sectorial curves, logarithmic spirals and spirals of power type. To study the problem we apply a familiar method of Vekua-Muskhelishvili which consists in using a conformal mapping of the unit disk onto the domain to pull back the problem to a boundary problem for harmonic functions in the disk. This latter is reduced in turn to a Toeplitz operator equation on the unit circle with symbol bearing discontinuities of second kind. We develop a constructive invertibility theory for Toeplitz operators and thus derive solvability conditions as well as explicit formulas for solutions.}, language = {en} } @unpublished{KleinRosenberger2012, author = {Klein, Markus and Rosenberger, Elke}, title = {Tunneling for a class of difference operators}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56989}, year = {2012}, abstract = {We analyze a general class of difference operators containing a multi-well potential and a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we treat the eigenvalue problem as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix similar to the analysis for the Schr{\"o}dinger operator, and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix.}, language = {en} } @unpublished{KellerRoellyValleriani2012, author = {Keller, Peter and Roelly, Sylvie and Valleriani, Angelo}, title = {On time duality for quasi-birth-and-death processes}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56973}, year = {2012}, abstract = {We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case.}, language = {en} } @unpublished{TarkhanovWallenta2012, author = {Tarkhanov, Nikolai Nikolaevich and Wallenta, Daniel}, title = {The Lefschetz number of sequences of trace class curvature}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56969}, year = {2012}, abstract = {For a sequence of Hilbert spaces and continuous linear operators the curvature is defined to be the composition of any two consecutive operators. This is modeled on the de Rham resolution of a connection on a module over an algebra. Of particular interest are those sequences for which the curvature is "small" at each step, e.g., belongs to a fixed operator ideal. In this context we elaborate the theory of Fredholm sequences and show how to introduce the Lefschetz number.}, language = {en} }