@article{AcevedoDeWiljesReich2017, author = {Acevedo, Walter and De Wiljes, Jana and Reich, Sebastian}, title = {Second-order accurate ensemble transform particle filters}, series = {SIAM journal on scientific computing}, volume = {39}, journal = {SIAM journal on scientific computing}, number = {5}, publisher = {Society for Industrial and Applied Mathematics}, address = {Philadelphia}, issn = {1064-8275}, doi = {10.1137/16M1095184}, pages = {A1834 -- A1850}, year = {2017}, abstract = {Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF) [S. Reich, SIAM T. Sci. Comput., 35, (2013), pp. A2013-A2014[ replaces the resampling step of a standard particle filter by a linear transformation which allows for a hybridization of particle filters with ensemble Kalman filters and renders the resulting hybrid filters applicable to spatially extended systems. However, the linear transformation step is computationally expensive and leads to an underestimation of the ensemble spread for small and moderate ensemble sizes. Here we address both of these shortcomings by developing second order accurate extensions of the ETPF. These extensions allow one in particular to replace the exact solution of a linear transport problem by its Sinkhorn approximation. It is also demonstrated that the nonlinear ensemble transform filter arises as a special case of our general framework. We illustrate the performance of the second-order accurate filters for the chaotic Lorenz-63 and Lorenz-96 models and a dynamic scene-viewing model. The numerical results for the Lorenz-63 and Lorenz-96 models demonstrate that significant accuracy improvements can be achieved in comparison to a standard ensemble Kalman filter and the ETPF for small to moderate ensemble sizes. The numerical results for the scene-viewing model reveal, on the other hand, that second-order corrections can lead to statistically inconsistent samples from the posterior parameter distribution.}, language = {en} } @article{AcevedoFallahReichetal.2017, author = {Acevedo, Walter and Fallah, Bijan and Reich, Sebastian and Cubasch, Ulrich}, title = {Assimilation of pseudo-tree-ring-width observations into an atmospheric general circulation model}, series = {Climate of the past : an interactive open access journal of the European Geosciences Union}, volume = {13}, journal = {Climate of the past : an interactive open access journal of the European Geosciences Union}, publisher = {Copernicus}, address = {G{\"o}ttingen}, issn = {1814-9324}, doi = {10.5194/cp-13-545-2017}, pages = {545 -- 557}, year = {2017}, abstract = {Paleoclimate data assimilation (DA) is a promising technique to systematically combine the information from climate model simulations and proxy records. Here, we investigate the assimilation of tree-ring-width (TRW) chronologies into an atmospheric global climate model using ensemble Kalman filter (EnKF) techniques and a process-based tree-growth forward model as an observation operator. Our results, within a perfect-model experiment setting, indicate that the "online DA" approach did not outperform the "off-line" one, despite its considerable additional implementation complexity. On the other hand, it was observed that the nonlinear response of tree growth to surface temperature and soil moisture does deteriorate the operation of the time-averaged EnKF methodology. Moreover, for the first time we show that this skill loss appears significantly sensitive to the structure of the growth rate function, used to represent the principle of limiting factors (PLF) within the forward model. In general, our experiments showed that the error reduction achieved by assimilating pseudo-TRW chronologies is modulated by the magnitude of the yearly internal variability in themodel. This result might help the dendrochronology community to optimize their sampling efforts.}, language = {en} } @article{BandaraMcIntoshRosen2017, author = {Bandara, Lashi and McIntosh, Alan and Rosen, Andreas}, title = {Riesz continuity of the Atiyah}, series = {Mathematische Annalen}, volume = {370}, journal = {Mathematische Annalen}, number = {1-2}, publisher = {Springer}, address = {Heidelberg}, issn = {0025-5831}, doi = {10.1007/s00208-017-1610-7}, pages = {863 -- 915}, year = {2017}, abstract = {We prove that the Atiyah-Singer Dirac operator in L2 depends Riesz continuously on L∞ perturbations of complete metrics g on a smooth manifold. The Lipschitz bound for the map depends on bounds on Ricci curvature and its first derivatives as well as a lower bound on injectivity radius. Our proof uses harmonic analysis techniques related to Calder{\´o}n's first commutator and the Kato square root problem. We also show perturbation results for more general functions of general Dirac-type operators on vector bundles.}, language = {en} } @article{BeniniCapoferriDappiaggi2017, author = {Benini, Marco and Capoferri, Matteo and Dappiaggi, Claudio}, title = {Hadamard States for Quantum Abelian Duality}, series = {Annales de l'Institut Henri Poincar{\´e}}, volume = {18}, journal = {Annales de l'Institut Henri Poincar{\´e}}, publisher = {Springer}, address = {Basel}, issn = {1424-0637}, doi = {10.1007/s00023-017-0593-y}, pages = {3325 -- 3370}, year = {2017}, abstract = {Abelian duality is realized naturally by combining differential cohomology and locally covariant quantum field theory. This leads to a -algebra of observables, which encompasses the simultaneous discretization of both magnetic and electric fluxes. We discuss the assignment of physically well-behaved states on this algebra and the properties of the associated GNS triple. We show that the algebra of observables factorizes as a suitable tensor product of three -algebras: the first factor encodes dynamical information, while the other two capture topological data corresponding to electric and magnetic fluxes. On the former factor and in the case of ultra-static globally hyperbolic spacetimes with compact Cauchy surfaces, we exhibit a state whose two-point correlation function has the same singular structure of a Hadamard state. Specifying suitable counterparts also on the topological factors, we obtain a state for the full theory, ultimately implementing Abelian duality transformations as Hilbert space isomorphisms.}, language = {en} } @article{BeniniSchenkel2017, author = {Benini, Marco and Schenkel, Alexander}, title = {Quantum Field Theories on Categories Fibered in Groupoids}, series = {Communications in mathematical physics}, volume = {356}, journal = {Communications in mathematical physics}, publisher = {Springer}, address = {New York}, issn = {0010-3616}, doi = {10.1007/s00220-017-2986-7}, pages = {19 -- 64}, year = {2017}, abstract = {We introduce an abstract concept of quantum field theory on categories fibered in groupoids over the category of spacetimes. This provides us with a general and flexible framework to study quantum field theories defined on spacetimes with extra geometric structures such as bundles, connections and spin structures. Using right Kan extensions, we can assign to any such theory an ordinary quantum field theory defined on the category of spacetimes and we shall clarify under which conditions it satisfies the axioms of locally covariant quantum field theory. The same constructions can be performed in a homotopy theoretic framework by using homotopy right Kan extensions, which allows us to obtain first toy-models of homotopical quantum field theories resembling some aspects of gauge theories.}, language = {en} } @article{BeniniSchenkel2017, author = {Benini, Marco and Schenkel, Alexander}, title = {Poisson Algebras for Non-Linear Field Theories in the Cahiers Topos}, series = {Annales de l'Institut Henri Poincar{\´e}}, volume = {18}, journal = {Annales de l'Institut Henri Poincar{\´e}}, publisher = {Springer}, address = {Basel}, issn = {1424-0637}, doi = {10.1007/s00023-016-0533-2}, pages = {1435 -- 1464}, year = {2017}, language = {en} } @article{BrungsGraeter2017, author = {Brungs, Hans H. and Gr{\"a}ter, Joachim}, title = {On central extensions of SL(2, F) admitting left-orderings}, series = {Journal of Algebra}, volume = {486}, journal = {Journal of Algebra}, publisher = {Elsevier}, address = {San Diego}, issn = {0021-8693}, doi = {10.1016/j.jalgebra.2017.05.025}, pages = {288 -- 327}, year = {2017}, abstract = {For an arbitrary euclidean field F we introduce a central extension (G(F), Phi) of SL(2, F) admitting a left-ordering and study its algebraic properties. The elements of G(F) are order preserving bijections of the convex hull of Q in F. If F = R then G(F) is isomorphic to the classical universal covering group of the Lie group SL(2, R). Among other results we show that G(F) is a perfect group which possesses a rank 1 cone of exceptional type. We also prove that its centre is an infinite cyclic group and investigate its normal subgroups.}, language = {en} } @article{ChangSchulze2017, author = {Chang, D. -C. and Schulze, Bert-Wolfgang}, title = {Calculus on spaces with higher singularities}, series = {Journal of pseudo-differential operators and applications}, volume = {8}, journal = {Journal of pseudo-differential operators and applications}, publisher = {Springer}, address = {Basel}, issn = {1662-9981}, doi = {10.1007/s11868-016-0180-x}, pages = {585 -- 622}, year = {2017}, abstract = {We establish extensions of the standard pseudo-differential calculus to specific classes of operators with operator-valued symbols occurring in symbolic hierarchies motivated by manifolds with higher singularities or stratified spaces.}, language = {en} } @article{ChangHedayatMahmoudiSchulze2017, author = {Chang, Der-Chen and Hedayat Mahmoudi, Mahdi and Schulze, Bert-Wolfgang}, title = {Singular degenerate operators}, series = {Applicable analysis : an international journal}, volume = {96}, journal = {Applicable analysis : an international journal}, number = {14}, publisher = {Routledge, Taylor \& Francis Group}, address = {Abingdon}, issn = {0003-6811}, doi = {10.1080/00036811.2017.1336546}, pages = {2434 -- 2456}, year = {2017}, abstract = {We outline some simplified and more general method for constructing parametrices on higher singular spaces. We also outline basic ideas on operators on manifolds with conical or edge singularities.}, language = {en} } @article{ChangSchulze2017, author = {Chang, Der-Chen and Schulze, Bert-Wolfgang}, title = {Ellipticity on spaces with higher singularities}, series = {Science China Mathematics}, volume = {60}, journal = {Science China Mathematics}, number = {11}, publisher = {Science China Press}, address = {Beijing}, issn = {1674-7283}, doi = {10.1007/s11425-016-0519-9}, pages = {2053 -- 2076}, year = {2017}, abstract = {We study corner-degenerate pseudo-differential operators of any singularity order and develop ellipticity based on the principal symbolic hierarchy, associated with the stratification of the underlying space. We construct parametrices within the calculus and discuss the aspect of additional trace and potential conditions along lower-dimensional strata.}, language = {en} } @article{ConfortiRoelly2017, author = {Conforti, Giovanni and Roelly, Sylvie}, title = {Bridge mixtures of random walks on an Abelian group}, series = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability}, volume = {23}, journal = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability}, publisher = {International Statistical Institute}, address = {Voorburg}, issn = {1350-7265}, doi = {10.3150/15-BEJ783}, pages = {1518 -- 1537}, year = {2017}, language = {en} } @article{CotroneiDiSalvoHolschneideretal.2017, author = {Cotronei, Mariantonia and Di Salvo, Rosa and Holschneider, Matthias and Puccio, Luigia}, title = {Interpolation in reproducing kernel Hilbert spaces based on random subdivision schemes}, series = {Journal of computational and applied mathematics}, volume = {311}, journal = {Journal of computational and applied mathematics}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0377-0427}, doi = {10.1016/j.cam.2016.08.002}, pages = {342 -- 353}, year = {2017}, abstract = {In this paper we present a Bayesian framework for interpolating data in a reproducing kernel Hilbert space associated with a random subdivision scheme, where not only approximations of the values of a function at some missing points can be obtained, but also uncertainty estimates for such predicted values. This random scheme generalizes the usual subdivision by taking into account, at each level, some uncertainty given in terms of suitably scaled noise sequences of i.i.d. Gaussian random variables with zero mean and given variance, and generating, in the limit, a Gaussian process whose correlation structure is characterized and used for computing realizations of the conditional posterior distribution. The hierarchical nature of the procedure may be exploited to reduce the computational cost compared to standard techniques in the case where many prediction points need to be considered.}, language = {en} } @article{DereudreMazzonettoRoelly2017, author = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie}, title = {Exact simulation of Brownian diffusions with drift admitting jumps}, series = {SIAM journal on scientific computing}, volume = {39}, journal = {SIAM journal on scientific computing}, number = {3}, publisher = {Society for Industrial and Applied Mathematics}, address = {Philadelphia}, issn = {1064-8275}, doi = {10.1137/16M107699X}, pages = {A711 -- A740}, year = {2017}, abstract = {In this paper, using an algorithm based on the retrospective rejection sampling scheme introduced in [A. Beskos, O. Papaspiliopoulos, and G. O. Roberts,Methodol. Comput. Appl. Probab., 10 (2008), pp. 85-104] and [P. Etore and M. Martinez, ESAIM Probab.Stat., 18 (2014), pp. 686-702], we propose an exact simulation of a Brownian di ff usion 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 di ffi culty due to the presence of t w o 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} } @article{DereudreRoelly2017, author = {Dereudre, David and Roelly, Sylvie}, title = {Path-dependent infinite-dimensional SDE with non-regular drift}, series = {Annales de l'Institut Henri Poincar{\´e} : B, Probability and statistics}, volume = {53}, journal = {Annales de l'Institut Henri Poincar{\´e} : B, Probability and statistics}, number = {2}, publisher = {Inst. of Mathematical Statistics}, address = {Bethesda}, issn = {0246-0203}, doi = {10.1214/15-AIHP728}, pages = {641 -- 657}, year = {2017}, 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 bounded or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy and a finite second moment. The originality of our method leads in the use of the specific entropy as a tightness tool and in the description of such infinite-dimensional stochastic process as solution of a variational problem on the path space. Our result clearly improves previous ones obtained for free dynamics with bounded drift.}, language = {en} } @article{DimitrovaFernandesKoppitz2017, author = {Dimitrova, Ilinka and Fernandes, Vitor H. and Koppitz, J{\"o}rg}, title = {A note on generators of the endomorphism semigroup of an infinite countable chain}, series = {Journal of Algebra and its Applications}, volume = {16}, journal = {Journal of Algebra and its Applications}, number = {2}, publisher = {World Scientific}, address = {Singapore}, issn = {0219-4988}, doi = {10.1142/S0219498817500311}, pages = {9}, year = {2017}, abstract = {In this note, we consider the semigroup O(X) of all order endomorphisms of an infinite chain X and the subset J of O(X) of all transformations alpha such that vertical bar Im(alpha)vertical bar = vertical bar X vertical bar. For an infinite countable chain X, we give a necessary and sufficient condition on X for O(X) = < J > to hold. We also present a sufficient condition on X for O(X) = < J > to hold, for an arbitrary infinite chain X.}, language = {en} } @article{DimitrovaKoppitz2017, author = {Dimitrova, Ilinka and Koppitz, J{\"o}rg}, title = {On the semigroup of all partial fence-preserving injections on a finite set}, series = {Journal of Algebra and Its Applications}, volume = {16}, journal = {Journal of Algebra and Its Applications}, number = {12}, publisher = {World Scientific}, address = {Singapore}, issn = {0219-4988}, doi = {10.1142/S0219498817502231}, pages = {14}, year = {2017}, abstract = {For n∈N , let Xn={a1,a2,…,an} be an n-element set and let F=(Xn; 1, weakly away from the zero set u(-1) (0) in chi, then u is a weak solution to this equation in all of chi.}, language = {en} } @article{GairingHoegeleKosenkova2017, author = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana}, title = {Transportation distances and noise sensitivity of multiplicative Levy SDE with applications}, series = {Stochastic processes and their application}, volume = {128}, journal = {Stochastic processes and their application}, number = {7}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0304-4149}, doi = {10.1016/j.spa.2017.09.003}, pages = {2153 -- 2178}, year = {2017}, abstract = {This article assesses the distance between the laws of stochastic differential equations with multiplicative Levy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Levy 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} } @article{GairingHogeleKosenkovaetal.2017, author = {Gairing, Jan M. and Hogele, Michael A. and Kosenkova, Tania and Monahan, Adam H.}, title = {How close are time series to power tail Levy diffusions?}, series = {Chaos : an interdisciplinary journal of nonlinear science}, volume = {27}, journal = {Chaos : an interdisciplinary journal of nonlinear science}, publisher = {American Institute of Physics}, address = {Melville}, issn = {1054-1500}, doi = {10.1063/1.4986496}, pages = {20}, year = {2017}, abstract = {This article presents a new and easily implementable method to quantify the so-called coupling distance between the law of a time series and the law of a differential equation driven by Markovian additive jump noise with heavy-tailed jumps, such as a-stable Levy flights. Coupling distances measure the proximity of the empirical law of the tails of the jump increments and a given power law distribution. In particular, they yield an upper bound for the distance of the respective laws on path space. We prove rates of convergence comparable to the rates of the central limit theorem which are confirmed by numerical simulations. Our method applied to a paleoclimate time series of glacial climate variability confirms its heavy tail behavior. In addition, this approach gives evidence for heavy tails in datasets of precipitable water vapor of the Western Tropical Pacific. Published by AIP Publishing.}, language = {en} }