@unpublished{FedchenkoTarkhanov2017,
  author    = {Fedchenko, Dmitry and Tarkhanov, Nikolai Nikolaevich},
  title     = {A Rad{\´o} Theorem for the Porous Medium Equation},
  series = {Preprints des Instituts f{\"u}r Mathematik der Universit{\"a}t Potsdam},
  volume    = {6},
  journal   = {Preprints des Instituts f{\"u}r Mathematik der Universit{\"a}t Potsdam},
  number    = {1},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-102735},
  pages     = {12},
  year      = {2017},
  abstract  = {We prove that each locally Lipschitz continuous function satisfying the porous medium equation away from the set of its zeroes is actually a weak solution of this equation in the whole domain.},
  language  = {en}
}
@unpublished{ShlapunovTarkhanov2017,
  author    = {Shlapunov, Alexander and Tarkhanov, Nikolai Nikolaevich},
  title     = {Golusin-Krylov Formulas in Complex Analysis},
  series = {Preprints des Instituts f{\"u}r Mathematik der Universit{\"a}t Potsdam},
  volume    = {6},
  journal   = {Preprints des Instituts f{\"u}r Mathematik der Universit{\"a}t Potsdam},
  number    = {2},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-102774},
  pages     = {25},
  year      = {2017},
  abstract  = {This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces.},
  language  = {en}
}
@unpublished{PolkovnikovTarkhanov2017,
  author    = {Polkovnikov, Alexander and Tarkhanov, Nikolai Nikolaevich},
  title     = {A Riemann-Hilbert problem for the Moisil-Teodorescu system},
  volume    = {6},
  number    = {3},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-397036},
  pages     = {31},
  year      = {2017},
  abstract  = {In a bounded domain with smooth boundary in R^3 we consider the stationary Maxwell equations for a function u with values in R^3 subject to a nonhomogeneous condition (u,v)_x = u_0 on the boundary, where v is a given vector field and u_0 a function on the boundary. We specify this problem within the framework of the Riemann-Hilbert boundary value problems for the Moisil-Teodorescu system. This latter is proved to satisfy the Shapiro-Lopaniskij condition if an only if the vector v is at no point tangent to the boundary. The Riemann-Hilbert problem for the Moisil-Teodorescu system fails to possess an adjoint boundary value problem with respect to the Green formula, which satisfies the Shapiro-Lopatinskij condition. We develop the construction of Green formula to get a proper concept of adjoint boundary value problem.},
  language  = {en}
}
@unpublished{ShlapunovTarkhanov2016,
  author    = {Shlapunov, Alexander and Tarkhanov, Nikolai Nikolaevich},
  title     = {An open mapping theorem for the Navier-Stokes equations},
  volume    = {5},
  number    = {10},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-98687},
  pages     = {80},
  year      = {2016},
  abstract  = {We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed H{\"o}lder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fr{\´e}chet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of H{\"o}lder spaces.},
  language  = {en}
}
@unpublished{BlanchardKraemer2016,
  author    = {Blanchard, Gilles and Kr{\"a}mer, Nicole},
  title     = {Convergence rates of kernel conjugate gradient for random design regression},
  volume    = {5},
  number    = {8},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-94195},
  pages     = {31},
  year      = {2016},
  abstract  = {We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to Kernel Partial Least Squares, a regression method that combines supervised dimensionality reduction with least squares projection. Following the setting introduced in earlier related literature, we study so-called "fast convergence rates" depending on the regularity of the target regression function (measured by a source condition in terms of the kernel integral operator) and on the effective dimensionality of the data mapped into the kernel space. We obtain upper bounds, essentially matching known minimax lower bounds, for the L^2 (prediction) norm as well as for the stronger Hilbert norm, if the true regression function belongs to the reproducing kernel Hilbert space. If the latter assumption is not fulfilled, we obtain similar convergence rates for appropriate norms, provided additional unlabeled data are available.},
  language  = {en}
}
@unpublished{RoellyVallois2016,
  author    = {Roelly, Sylvie and Vallois, Pierre},
  title     = {Convoluted Brownian motion},
  volume    = {5},
  number    = {9},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-96339},
  pages     = {37},
  year      = {2016},
  abstract  = {In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion.},
  language  = {en}
}
@unpublished{VasilievTarkhanov2016,
  author    = {Vasiliev, Serguei and Tarkhanov, Nikolai Nikolaevich},
  title     = {Construction of series of perfect lattices by layer superposition},
  volume    = {5},
  number    = {11},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-100591},
  pages     = {11},
  year      = {2016},
  abstract  = {We construct a new series of perfect lattices in n dimensions by the layer superposition method of Delaunay-Barnes.},
  language  = {en}
}
@unpublished{GairingHoegeleKosenkova2016,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana},
  title     = {Transportation distances and noise sensitivity of multiplicative L{\´e}vy SDE with applications},
  volume    = {5},
  number    = {2},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-86693},
  pages     = {24},
  year      = {2016},
  abstract  = {This article assesses the distance between the laws of stochastic differential equations with multiplicative L{\´e}vy noise on path space in terms of their characteristics. The notion of transportation distance on the set of L{\´e}vy kernels introduced by Kosenkova and Kulik yields a natural and statistically tractable upper bound on the noise sensitivity. This extends recent results for the additive case in terms of coupling distances to the multiplicative case. The strength of this notion is shown in a statistical implementation for simulations and the example of a benchmark time series in paleoclimate.},
  language  = {en}
}
@unpublished{FedchenkoTarkhanov2016,
  author    = {Fedchenko, Dmitry and Tarkhanov, Nikolai Nikolaevich},
  title     = {Boundary value problems for elliptic complexes},
  volume    = {5},
  number    = {3},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-86705},
  pages     = {12},
  year      = {2016},
  abstract  = {The aim of this paper is to bring together two areas which are of great importance for the study of overdetermined boundary value problems. The first area is homological algebra which is the main tool in constructing the formal theory of overdetermined problems. And the second area is the global calculus of pseudodifferential operators which allows one to develop explicit analysis.},
  language  = {en}
}
@unpublished{AlsaedyTarkhanov2016,
  author    = {Alsaedy, Ammar and Tarkhanov, Nikolai Nikolaevich},
  title     = {A Hilbert boundary value problem for generalised Cauchy-Riemann equations},
  volume    = {5},
  number    = {1},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-86109},
  pages     = {21},
  year      = {2016},
  abstract  = {We elaborate a boundary Fourier method for studying an analogue of the Hilbert problem for analytic functions within the framework of generalised Cauchy-Riemann equations. The boundary value problem need not satisfy the Shapiro-Lopatinskij condition and so it fails to be Fredholm in Sobolev spaces. We show a solvability condition of the Hilbert problem, which looks like those for ill-posed problems, and construct an explicit formula for approximate solutions.},
  language  = {en}
}
@unpublished{Alsaedy2016,
  author    = {Alsaedy, Ammar},
  title     = {Variational primitive of a differential form},
  volume    = {5},
  number    = {4},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-89223},
  pages     = {8},
  year      = {2016},
  abstract  = {In this paper we specify the Dirichlet to Neumann operator related to the Cauchy problem for the gradient operator with data on a part of the boundary. To this end, we consider a nonlinear relaxation of this problem which is a mixed boundary problem of Zaremba type for the p-Laplace equation.},
  language  = {en}
}
@unpublished{BlanchardMuecke2016,
  author    = {Blanchard, Gilles and M{\"u}cke, Nicole},
  title     = {Optimal rates for regularization of statistical inverse learning problems},
  volume    = {5},
  number    = {5},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-89782},
  pages     = {36},
  year      = {2016},
  abstract  = {We consider a statistical inverse learning problem, where we observe the image of a function f through a linear operator A at i.i.d. random design points X_i, superposed with an additional noise. The distribution of the design points is unknown and can be very general. We analyze simultaneously the direct (estimation of Af) and the inverse (estimation of f) learning problems. In this general framework, we obtain strong and weak minimax optimal rates of convergence (as the number of observations n grows large) for a large class of spectral regularization methods over regularity classes defined through appropriate source conditions. This improves on or completes previous results obtained in related settings. The optimality of the obtained rates is shown not only in the exponent in n but also in the explicit dependence of the constant factor in the variance of the noise and the radius of the source condition set.},
  language  = {en}
}
@unpublished{MeraTarkhanov2016,
  author    = {Mera, Azal and Tarkhanov, Nikolai Nikolaevich},
  title     = {The Neumann problem after Spencer},
  volume    = {5},
  number    = {6},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-90631},
  pages     = {21},
  year      = {2016},
  abstract  = {When trying to extend the Hodge theory for elliptic complexes on compact closed manifolds to the case of compact manifolds with boundary one is led to a boundary value problem for the Laplacian of the complex which is usually referred to as Neumann problem. We study the Neumann problem for a larger class of sequences of differential operators on a compact manifold with boundary. These are sequences of small curvature, i.e., bearing the property that the composition of any two neighbouring operators has order less than two.},
  language  = {en}
}
@unpublished{DereudreMazzonettoRoelly2016,
  author    = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie},
  title     = {Exact simulation of Brownian diffusions with drift admitting jumps},
  volume    = {5},
  number    = {7},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-91049},
  pages     = {25},
  year      = {2016},
  abstract  = {Using an algorithm based on a retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical difficulty due to the presence of two jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift.},
  language  = {en}
}
@unpublished{LyTarkhanov2015,
  author    = {Ly, Ibrahim and Tarkhanov, Nikolai Nikolaevich},
  title     = {A Rad{\´o} theorem for p-harmonic functions},
  volume    = {4},
  number    = {3},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-71492},
  pages     = {10},
  year      = {2015},
  abstract  = {Let A be a nonlinear differential operator on an open set X in R^n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A (u) = 0 in the complement of S of class F satisfies this equation weakly in all of X. For the most extensively studied classes F we show conditions on S which guarantee that S is removable for F relative to A.},
  language  = {en}
}
@unpublished{LyTarkhanov2015,
  author    = {Ly, Ibrahim and Tarkhanov, Nikolai Nikolaevich},
  title     = {Asymptotic expansions at nonsymmetric cuspidal points},
  volume    = {4},
  number    = {7},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-78199},
  pages     = {11},
  year      = {2015},
  abstract  = {We study asymptotics of solutions to the Dirichlet problem in a domain whose boundary contains a nonsymmetric conical point. We establish a complete asymptotic expansion of solutions near the singular point.},
  language  = {en}
}
@unpublished{FedosovTarkhanov2015,
  author    = {Fedosov, Boris and Tarkhanov, Nikolai Nikolaevich},
  title     = {Deformation quantisation and boundary value problems},
  volume    = {4},
  number    = {5},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-77150},
  pages     = {27},
  year      = {2015},
  abstract  = {We describe a natural construction of deformation quantisation on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator.},
  language  = {en}
}
@unpublished{ElinShoikhetTarkhanov2015,
  author    = {Elin, Mark and Shoikhet, David and Tarkhanov, Nikolai Nikolaevich},
  title     = {Analytic semigroups of holomorphic mappings and composition operators},
  volume    = {4},
  number    = {6},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-77914},
  pages     = {30},
  year      = {2015},
  abstract  = {In this paper we study the problem of analytic extension in parameter for a semigroup of holomorphic self-mappings of the unit ball in a complex Banach space and its relation to the linear continuous semigroup of composition operators. We also provide a brief review around this topic.},
  language  = {en}
}
@unpublished{ConfortiRoelly2015,
  author    = {Conforti, Giovanni and Roelly, Sylvie},
  title     = {Reciprocal class of random walks on an Abelian group},
  volume    = {4},
  number    = {1},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-72604},
  pages     = {22},
  year      = {2015},
  abstract  = {Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group.},
  language  = {en}
}
@unpublished{AlsaedyTarkhanov2015,
  author    = {Alsaedy, Ammar and Tarkhanov, Nikolai Nikolaevich},
  title     = {Weak boundary values of solutions of Lagrangian problems},
  volume    = {4},
  number    = {2},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-72617},
  pages     = {24},
  year      = {2015},
  abstract  = {We define weak boundary values of solutions to those nonlinear differential equations which appear as Euler-Lagrange equations of variational problems. As a result we initiate the theory of Lagrangian boundary value problems in spaces of appropriate smoothness. We also analyse if the concept of mapping degree of current importance applies to the study of Lagrangian problems.},
  language  = {en}
}
@unpublished{Tarkhanov2015,
  author    = {Tarkhanov, Nikolai Nikolaevich},
  title     = {A spectral theorem for deformation quantisation},
  volume    = {4},
  number    = {4},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-72425},
  pages     = {8},
  year      = {2015},
  abstract  = {We present a construction of the eigenstate at a noncritical level of the Hamiltonian function. Moreover, we evaluate the contributions of Morse critical points to the spectral decomposition.},
  language  = {en}
}
@unpublished{MakhmudovMakhmudovTarkhanov2015,
  author    = {Makhmudov, K. O. and Makhmudov, O. I. and Tarkhanov, Nikolai Nikolaevich},
  title     = {A nonstandard Cauchy problem for the heat equation},
  volume    = {4},
  number    = {11},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-83830},
  pages     = {14},
  year      = {2015},
  abstract  = {We consider a Cauchy problem for the heat equation in a cylinder X x (0,T) over a domain X in the n-dimensional space with data on a strip lying on the lateral surface. The strip is of the form S x (0,T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S we derive an explicit formula for solutions of this problem.},
  language  = {en}
}
@unpublished{MeraShlapunovTarkhanov2015,
  author    = {Mera, Azal and Shlapunov, Alexander and Tarkhanov, Nikolai Nikolaevich},
  title     = {Navier-Stokes equations for elliptic complexes},
  volume    = {4},
  number    = {12},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-85592},
  pages     = {27},
  year      = {2015},
  abstract  = {We continue our study of invariant forms of the classical equations of mathematical physics, such as the Maxwell equations or the Lam{\´e} system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations.},
  language  = {en}
}
@unpublished{Conforti2015,
  author    = {Conforti, Giovanni},
  title     = {Reciprocal classes of continuous time Markov Chains},
  volume    = {4},
  number    = {8},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-78234},
  pages     = {198},
  year      = {2015},
  abstract  = {In this work we study reciprocal classes of Markov walks on graphs. Given a continuous time reference Markov chain on a graph, its reciprocal class is the set of all probability measures which can be represented as a mixture of the bridges of the reference walks. We characterize reciprocal classes with two different approaches. With the first approach we found it as the set of solutions to duality formulae on path space, where the differential operators have the interpretation of the addition of infinitesimal random loops to the paths of the canonical process. With the second approach we look at short time asymptotics of bridges. Both approaches allow an explicit computation of reciprocal characteristics, which are divided into two families, the loop characteristics and the arc characteristics. They are those specific functionals of the generator of the reference chain which determine its reciprocal class. We look at the specific examples such as Cayley graphs, the hypercube and planar graphs. Finally we establish the first concentration of measure results for the bridges of a continuous time Markov chain based on the reciprocal characteristics.},
  language  = {en}
}
@unpublished{GibaliShoikhetTarkhanov2015,
  author    = {Gibali, Aviv and Shoikhet, David and Tarkhanov, Nikolai Nikolaevich},
  title     = {On the convergence of continuous Newton method},
  volume    = {4},
  number    = {10},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-81537},
  pages     = {15},
  year      = {2015},
  abstract  = {In this paper we study the convergence of continuous Newton method for solving nonlinear equations with holomorphic mappings in complex Banach spaces. Our contribution is based on a recent progress in the geometric theory of spirallike functions. We prove convergence theorems and illustrate them by numerical simulations.},
  language  = {en}
}
@unpublished{DereudreMazzonettoRoelly2015,
  author    = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie},
  title     = {An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers},
  volume    = {4},
  number    = {9},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-80613},
  pages     = {23},
  year      = {2015},
  abstract  = {In this paper we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this density in an exact way.},
  language  = {en}
}
@unpublished{FedchenkoTarkhanov2014,
  author    = {Fedchenko, Dmitry and Tarkhanov, Nikolai Nikolaevich},
  title     = {An index formula for Toeplitz operators},
  volume    = {3},
  number    = {12},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-72499},
  pages     = {24},
  year      = {2014},
  abstract  = {We prove a Fedosov index formula for the index of Toeplitz operators connected with the Hardy space of solutions to an elliptic system of first order partial differential equations in a bounded domain of Euclidean space with infinitely differentiable boundary.},
  language  = {en}
}
@unpublished{SultanovKalyakinTarkhanov2014,
  author    = {Sultanov, Oskar and Kalyakin, Leonid and Tarkhanov, Nikolai Nikolaevich},
  title     = {Elliptic perturbations of dynamical systems with a proper node},
  volume    = {3},
  number    = {4},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70460},
  pages     = {12},
  year      = {2014},
  abstract  = {The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node.},
  language  = {en}
}
@unpublished{ConfortiLeonardMurretal.2014,
  author    = {Conforti, Giovanni and L{\´e}onard, Christian and Murr, R{\"u}diger and Roelly, Sylvie},
  title     = {Bridges of Markov counting processes : reciprocal classes and duality formulas},
  volume    = {3},
  number    = {9},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-71855},
  pages     = {12},
  year      = {2014},
  abstract  = {Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.},
  language  = {en}
}
@unpublished{FlandoliHoegele2014,
  author    = {Flandoli, Franco and H{\"o}gele, Michael},
  title     = {A solution selection problem with small stable perturbations},
  volume    = {3},
  number    = {8},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-71205},
  pages     = {43},
  year      = {2014},
  abstract  = {The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is a general alpha-stable process. It is proved that extremal solutions are selected and the probability of selection is computed. Detailed analysis of the characteristic function of an exit time form on the half-line is performed, with a suitable decomposition in small and large jumps adapted to the singular drift.},
  language  = {en}
}
@unpublished{DereudreRoelly2014,
  author    = {Dereudre, David and Roelly, Sylvie},
  title     = {Path-dependent infinite-dimensional SDE with non-regular drift : an existence result},
  volume    = {3},
  number    = {11},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-72084},
  pages     = {27},
  year      = {2014},
  abstract  = {We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.},
  language  = {en}
}
@unpublished{MakhmudovTarkhanov2014,
  author    = {Makhmudov, Olimdjan and Tarkhanov, Nikolai Nikolaevich},
  title     = {The first mixed problem for the nonstationary Lam{\´e} system},
  volume    = {3},
  number    = {10},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-71923},
  pages     = {19},
  year      = {2014},
  abstract  = {We find an adequate interpretation of the Lam{\´e} operator within the framework of elliptic complexes and study the first mixed problem for the nonstationary Lam{\´e} system.},
  language  = {en}
}
@unpublished{GairingHoegeleKosenkovaetal.2014,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana and Kulik, Alexei Michajlovič},
  title     = {On the calibration of L{\´e}vy driven time series with coupling distances : an application in paleoclimate},
  volume    = {3},
  number    = {2},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-69781},
  pages     = {18},
  year      = {2014},
  abstract  = {This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a L{\´e}vy process exhibiting a heavy tail behavior. We propose an easily implementable procedure to estimate efficiently the statistical difference between the noisy behavior of the data and a given reference jump measure in terms of so-called coupling distances. After a short introduction to L{\´e}vy processes and coupling distances we recall basic statistical approximation results and derive rates of convergence. In the sequel the procedure is elaborated in detail in an abstract setting and eventually applied in a case study to simulated and paleoclimate data. It indicates the dominant presence of a non-stable heavy-tailed jump L{\´e}vy component for some tail index greater than 2.},
  language  = {en}
}
@unpublished{AizenbergTarkhanov2014,
  author    = {Aizenberg, Lev A. and Tarkhanov, Nikolai Nikolaevich},
  title     = {An integral formula for the number of lattice points in a domain},
  volume    = {3},
  number    = {3},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70453},
  pages     = {7},
  year      = {2014},
  abstract  = {Using the multidimensional logarithmic residue we show a simple formula for the difference between the number of integer points in a bounded domain of R^n and the volume of this domain. The difference proves to be the integral of an explicit differential form over the boundary of the domain.},
  language  = {en}
}
@unpublished{HoegelePavlyukevich2014,
  author    = {H{\"o}gele, Michael and Pavlyukevich, Ilya},
  title     = {Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L{\´e}vy type noise},
  volume    = {3},
  number    = {5},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70639},
  pages     = {27},
  year      = {2014},
  abstract  = {We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure, which includes in particular the class of Morse-Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavytailed L{\´e}vy type noise of small intensity ε > 0. Specifically we consider perturbations leading to a It{\^o}, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions in case of inward pointing vector fields in the limit of ε-> 0 has been investigated by the authors. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique ε-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures. As examples we consider α-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior.},
  language  = {en}
}
@unpublished{ConfortiDaiPraRoelly2014,
  author    = {Conforti, Giovanni and Dai Pra, Paolo and Roelly, Sylvie},
  title     = {Reciprocal class of jump processes},
  volume    = {3},
  number    = {6},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70776},
  pages     = {30},
  year      = {2014},
  abstract  = {Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.},
  language  = {en}
}
@unpublished{DyachenkoTarkhanov2014,
  author    = {Dyachenko, Evgueniya and Tarkhanov, Nikolai Nikolaevich},
  title     = {Singular perturbations of elliptic operators},
  volume    = {3},
  number    = {1},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-69502},
  pages     = {21},
  year      = {2014},
  abstract  = {We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'.},
  language  = {en}
}
@unpublished{PornsawadBoeckmann2014,
  author    = {Pornsawad, Pornsarp and B{\"o}ckmann, Christine},
  title     = {Modified iterative Runge-Kutta-type methods for nonlinear ill-posed problems},
  volume    = {3},
  number    = {7},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70834},
  pages     = {30},
  year      = {2014},
  abstract  = {This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under H{\"o}lder-type source-wise condition if the Fr{\´e}chet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt and Radau methods.},
  language  = {en}
}
@unpublished{LyTarkhanov2013,
  author    = {Ly, Ibrahim and Tarkhanov, Nikolai Nikolaevich},
  title     = {Generalised Beltrami equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-67416},
  year      = {2013},
  abstract  = {We enlarge the class of Beltrami equations by developping a stability theory for the sheaf of solutions of an overdetermined elliptic system of first order homogeneous partial differential equations with constant coefficients in the Euclidean space.},
  language  = {en}
}
@unpublished{Roelly2013,
  author    = {Roelly, Sylvie},
  title     = {Reciprocal processes : a stochastic analysis approach},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64588},
  year      = {2013},
  abstract  = {Reciprocal processes, whose concept can be traced back to E. Schr{\"o}dinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. L{\´e}onard.},
  language  = {en}
}
@unpublished{MeleardRoelly2013,
  author    = {M{\´e}l{\´e}ard, Sylvie and Roelly, Sylvie},
  title     = {Evolutive two-level population process and large population approximations},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64604},
  year      = {2013},
  abstract  = {We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses.},
  language  = {en}
}
@unpublished{GairingHoegeleKosenkovaetal.2013,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana and Kulik, Alexei Michajlovič},
  title     = {Coupling distances between L{\´e}vy measures and applications to noise sensitivity of SDE},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-68886},
  year      = {2013},
  abstract  = {We introduce the notion of coupling distances on the space of L{\´e}vy measures in order to quantify rates of convergence towards a limiting L{\´e}vy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the L{\´e}vy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two L{\´e}vy diffusions in terms of the couping distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data.},
  language  = {en}
}
@unpublished{FedchenkoTarkhanov2013,
  author    = {Fedchenko, Dmitry and Tarkhanov, Nikolai Nikolaevich},
  title     = {A Class of Toeplitz Operators in Several Variables},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-68932},
  year      = {2013},
  abstract  = {We introduce the concept of Toeplitz operator associated with the Laplace-Beltrami operator on a compact Riemannian manifold with boundary. We characterise those Toeplitz operators which are Fredholm, thus initiating the index theory.},
  language  = {en}
}
@unpublished{CattiauxFradonKuliketal.2013,
  author    = {Cattiaux, Patrick and Fradon, Myriam and Kulik, Alexei Michajlovič and Roelly, Sylvie},
  title     = {Long time behavior of stochastic hard ball systems},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-68388},
  year      = {2013},
  abstract  = {We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions.},
  language  = {en}
}
@unpublished{LeonardRoellyZambrini2013,
  author    = {L{\´e}onard, Christian and Roelly, Sylvie and Zambrini, Jean-Claude},
  title     = {Temporal symmetry of some classes of stochastic processes},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64599},
  year      = {2013},
  abstract  = {In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.},
  language  = {en}
}
@unpublished{KellerRoellyValleriani2013,
  author    = {Keller, Peter and Roelly, Sylvie and Valleriani, Angelo},
  title     = {A quasi-random-walk to model a biological transport process},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-63582},
  year      = {2013},
  abstract  = {Transport Molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance. While moving along the rope the motor can also detach and is lost. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V.},
  language  = {en}
}
@unpublished{NehringPoghosyanZessin2013,
  author    = {Nehring, Benjamin and Poghosyan, Suren and Zessin, Hans},
  title     = {On the construction of point processes in statistical mechanics},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64080},
  year      = {2013},
  abstract  = {By means of the cluster expansion method we show that a recent result of Poghosyan and Ueltschi (2009) combined with a result of Nehring (2012) yields a construction of point processes of classical statistical mechanics as well as processes related to the Ginibre Bose gas of Brownian loops and to the dissolution in R^d of Ginibre's Fermi-Dirac gas of such loops. The latter will be identified as a Gibbs perturbation of the ideal Fermi gas. On generalizing these considerations we will obtain the existence of a large class of Gibbs perturbations of the so-called KMM-processes as they were introduced by Nehring (2012). Moreover, it is shown that certain "limiting Gibbs processes" are Gibbs in the sense of Dobrushin, Lanford and Ruelle if the underlying potential is positive. And finally, Gibbs modifications of infinitely divisible point processes are shown to solve a new integration by parts formula if the underlying potential is positive.},
  language  = {en}
}
@unpublished{Keller2013,
  author    = {Keller, Peter},
  title     = {Mathematical modeling of molecular motors},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-63045},
  year      = {2013},
  abstract  = {Amongst the many complex processes taking place in living cells, transport of cargoes across the cytosceleton is fundamental to cell viability and activity. To move cargoes between the different cell parts, cells employ Molecular Motors. The motors operate by transporting cargoes along the so-called cellular micro-tubules, namely rope-like structures that connect, for instance, the cell-nucleus and outer membrane. We introduce a new Markov Chain, the killed Quasi-Random-Walk, for such transport molecules and derive properties like the maximal run length and time. Furthermore we introduce permuted balance, which is a more flexible extension of the ordinary reversibility and introduce the notion of Time Duality, which compares certain passage times pathwise. We give a number of sufficient conditions for Time Duality based on the geometry of the transition graph. Both notions are closely related to properties of the killed Quasi-Random-Walk.},
  language  = {en}
}
@unpublished{MakhmudovTarkhanov2013,
  author    = {Makhmudov, Olimdjan and Tarkhanov, Nikolai Nikolaevich},
  title     = {An extremal problem related to analytic continuation},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-63634},
  year      = {2013},
  abstract  = {We show that the usual variational formulation of the problem of analytic continuation from an arc on the boundary of a plane domain does not lead to a relaxation of this overdetermined problem. To attain such a relaxation, we bound the domain of the functional, thus changing the Euler equations.},
  language  = {en}
}
@unpublished{Wallenta2013,
  author    = {Wallenta, Daniel},
  title     = {A Lefschetz fixed point formula for elliptic quasicomplexes},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-67016},
  year      = {2013},
  abstract  = {In a recent paper with N. Tarkhanov, the Lefschetz number for endomorphisms (modulo trace class operators) of sequences of trace class curvature was introduced. We show that this is a well defined, canonical extension of the classical Lefschetz number and establish the homotopy invariance of this number. Moreover, we apply the results to show that the Lefschetz fixed point formula holds for geometric quasiendomorphisms of elliptic quasicomplexes.},
  language  = {en}
}