@misc{Ginoux2003, author = {Ginoux, Nicolas}, title = {Une nouvelle estimation extrins{\`e}que du spectre de l'op{\´e}rateur de Dirac}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-5644}, year = {2003}, abstract = {Nous {\´e}tablissons une nouvelle majoration optimale pour les plus petites valeurs propres de l'op{\´e}rateur de Dirac sur une hypersurface compacte de l'espace hyperbolique.}, language = {fr} } @misc{LeimkuhlerReich1994, author = {Leimkuhler, Benedict and Reich, Sebastian}, title = {Symplectic integration of constrained Hamiltonian systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15653}, year = {1994}, abstract = {A Hamiltonian system in potential form (formula in the original abstract) subject to smooth constraints on q can be viewed as a Hamiltonian system on a manifold, but numerical computations must be performed in Rn. In this paper methods which reduce "Hamiltonian differential algebraic equations" to ODEs in Euclidean space are examined. The authors study the construction of canonical parameterizations or local charts as well as methods based on the construction of ODE systems in the space in which the constraint manifold is embedded which preserve the constraint manifold as an invariant manifold. In each case, a Hamiltonian system of ordinary differential equations is produced. The stability of the constraint invariants and the behavior of the original Hamiltonian along solutions are investigated both numerically and analytically.}, language = {en} } @misc{EvansHyde2022, author = {Evans, Myfanwy E. and Hyde, Stephen T.}, title = {Symmetric Tangling of Honeycomb Networks}, series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1282}, issn = {1866-8372}, doi = {10.25932/publishup-57084}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-570842}, pages = {13}, year = {2022}, abstract = {Symmetric, elegantly entangled structures are a curious mathematical construction that has found their way into the heart of the chemistry lab and the toolbox of constructive geometry. Of particular interest are those structures—knots, links and weavings—which are composed locally of simple twisted strands and are globally symmetric. This paper considers the symmetric tangling of multiple 2-periodic honeycomb networks. We do this using a constructive methodology borrowing elements of graph theory, low-dimensional topology and geometry. The result is a wide-ranging enumeration of symmetric tangled honeycomb networks, providing a foundation for their exploration in both the chemistry lab and the geometers toolbox.}, language = {en} } @misc{AscherChinReich1994, author = {Ascher, Uri M. and Chin, Hongsheng and Reich, Sebastian}, title = {Stabilization of DAEs and invariant manifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15625}, year = {1994}, abstract = {Many methods have been proposed for the stabilization of higher index differential-algebraic equations (DAEs). Such methods often involve constraint differentiation and problem stabilization, thus obtaining a stabilized index reduction. A popular method is Baumgarte stabilization, but the choice of parameters to make it robust is unclear in practice. Here we explain why the Baumgarte method may run into trouble. We then show how to improve it. We further develop a unifying theory for stabilization methods which includes many of the various techniques proposed in the literature. Our approach is to (i) consider stabilization of ODEs with invariants, (ii) discretize the stabilizing term in a simple way, generally different from the ODE discretization, and (iii) use orthogonal projections whenever possible. The best methods thus obtained are related to methods of coordinate projection. We discuss them and make concrete algorithmic suggestions.}, language = {en} } @misc{AscherChinPetzoldetal.1994, author = {Ascher, Uri M. and Chin, Hongsheng and Petzold, Linda R. and Reich, Sebastian}, title = {Stabilization of constrained mechanical systems with DAEs and invariant manifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15698}, year = {1994}, abstract = {Many methods have been proposed for the simulation of constrained mechanical systems. The most obvious of these have mild instabilities and drift problems. Consequently, stabilization techniques have been proposed A popular stabilization method is Baumgarte's technique, but the choice of parameters to make it robust has been unclear in practice. Some of the simulation methods that have been proposed and used in computations are reviewed here, from a stability point of view. This involves concepts of differential-algebraic equation (DAE) and ordinary differential equation (ODE) invariants. An explanation of the difficulties that may be encountered using Baumgarte's method is given, and a discussion of why a further quest for better parameter values for this method will always remain frustrating is presented. It is then shown how Baumgarte's method can be improved. An efficient stabilization technique is proposed, which may employ explicit ODE solvers in case of nonstiff or highly oscillatory problems and which relates to coordinate projection methods. Examples of a two-link planar robotic arm and a squeezing mechanism illustrate the effectiveness of this new stabilization method.}, language = {en} } @misc{RoellySortais2004, author = {Roelly, Sylvie and Sortais, Michel}, title = {Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6700}, year = {2004}, abstract = {We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.}, language = {en} } @misc{PereraBoeckmann2019, author = {Perera, Upeksha and B{\"o}ckmann, Christine}, title = {Solutions of direct and inverse even-order Sturm-Liouville problems using Magnus expansion}, series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1336}, issn = {1866-8372}, doi = {10.25932/publishup-47341}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-473414}, pages = {24}, year = {2019}, abstract = {In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm-Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively.}, language = {en} } @misc{Reich1995, author = {Reich, Sebastian}, title = {Smoothed dynamics of highly oscillatory Hamiltonian systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15639}, year = {1995}, abstract = {We consider the numerical treatment of Hamiltonian systems that contain a potential which grows large when the system deviates from the equilibrium value of the potential. Such systems arise, e.g., in molecular dynamics simulations and the spatial discretization of Hamiltonian partial differential equations. Since the presence of highly oscillatory terms in the solutions forces any explicit integrator to use very small step size, the numerical integration of such systems provides a challenging task. It has been suggested before to replace the strong potential by a holonomic constraint that forces the solutions to stay at the equilibrium value of the potential. This approach has, e.g., been successfully applied to the bond stretching in molecular dynamics simulations. In other cases, such as the bond-angle bending, this methods fails due to the introduced rigidity. Here we give a careful analysis of the analytical problem by means of a smoothing operator. This will lead us to the notion of the smoothed dynamics of a highly oscillatory Hamiltonian system. Based on our analysis, we suggest a new constrained formulation that maintains the flexibility of the system while at the same time suppressing the high-frequency components in the solutions and thus allowing for larger time steps. The new constrained formulation is Hamiltonian and can be discretized by the well-known SHAKE method.}, language = {en} } @misc{FladHarutyunyanSchulze2015, author = {Flad, Heinz-J{\"u}rgen and Harutyunyan, Gohar and Schulze, Bert-Wolfgang}, title = {Singular analysis and coupled cluster theory}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-102306}, pages = {31530 -- 31541}, year = {2015}, abstract = {The primary motivation for systematic bases in first principles electronic structure simulations is to derive physical and chemical properties of molecules and solids with predetermined accuracy. This requires a detailed understanding of the asymptotic behaviour of many-particle Coulomb systems near coalescence points of particles. Singular analysis provides a convenient framework to study the asymptotic behaviour of wavefunctions near these singularities. In the present work, we want to introduce the mathematical framework of singular analysis and discuss a novel asymptotic parametrix construction for Hamiltonians of many-particle Coulomb systems. This corresponds to the construction of an approximate inverse of a Hamiltonian operator with remainder given by a so-called Green operator. The Green operator encodes essential asymptotic information and we present as our main result an explicit asymptotic formula for this operator. First applications to many-particle models in quantum chemistry are presented in order to demonstrate the feasibility of our approach. The focus is on the asymptotic behaviour of ladder diagrams, which provide the dominant contribution to shortrange correlation in coupled cluster theory. Furthermore, we discuss possible consequences of our asymptotic analysis with respect to adaptive wavelet approximation.}, language = {en} } @misc{Ginoux2003, author = {Ginoux, Nicolas}, title = {Remarques sur le spectre de l'op{\´e}rateur de Dirac}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-5630}, year = {2003}, abstract = {Nous d{\´e}crivons un nouvelle famille d'exemples d'hypersurfaces de la sph{\`e}re satisfaisant le cas d'{\´e}galit{\´e} de la majoration extrins{\`e}que de C. B{\"a}r de la plus petite valeur propre de l'op{\´e}rateur de Dirac.}, language = {fr} } @misc{RoellyDereudre2004, author = {Roelly, Sylvie and Dereudre, David}, title = {Propagation of Gibbsiannes for infinite-dimensional gradient Brownian diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6918}, year = {2004}, abstract = {We study the (strong-)Gibbsian character on R Z d of the law at time t of an infinitedimensional gradient Brownian diffusion , when the initial distribution is Gibbsian.}, language = {en} } @misc{Reich1995, author = {Reich, Sebastian}, title = {On the local qualitative behavior of differential-algebraic equations}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-46739}, year = {1995}, abstract = {A theoretical famework for the investigation of the qualitative behavior of differential-algebraic equations (DAEs) near an equilibrium point is established. The key notion of our approach is the notion of regularity. A DAE is called regular locally around an equilibrium point if there is a unique vector field such that the solutions of the DAE and the vector field are in one-to-one correspondence in a neighborhood of this equili Drium point. Sufficient conditions for the regularity of an equilibrium point are stated. This in turn allows us to translate several local results, as formulated for vector fields, to DAEs that are regular locally around a g: ven equilibrium point (e.g. Local Stable and Unstable Manifold Theorem, Hopf theorem). It is important that ihese theorems are stated in terms of the given problem and not in terms of the corresponding vector field.}, language = {en} } @misc{RoellyDereudre2004, author = {Roelly, Sylvie and Dereudre, David}, title = {On Gibbsianness of infinite-dimensional diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6692}, year = {2004}, abstract = {The authors analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the d-dimensional lattice. In the first part of the paper, these processes are characterized as Gibbs states on path spaces. In the second part of the paper, they study the Gibbsian character on R^{Z^d} of the law at time t of the infinite-dimensional diffusion X(t), when the initial law is Gibbsian. AMS Classifications: 60G15 , 60G60 , 60H10 , 60J60}, language = {en} } @misc{Reich1991, author = {Reich, Sebastian}, title = {On an existence and uniqueness theory for nonlinear differential-algebraic equations}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-46706}, year = {1991}, abstract = {An existence and uniqueness theory is developed for general nonlinear and nonautonomous differential-algebraic equations (DAEs) by exploiting their underlying differential-geometric structure. A DAE is called regular if there is a unique nonautonomous vector field such that the solutions of the DAE and the solutions of the vector field are in one-to-one correspondence. Sufficient conditions for regularity of a DAE are derived in terms of constrained manifolds. Based on this differential-geometric characterization, existence and uniqueness results are stated for regular DAEs. Furthermore, our not ons are compared with techniques frequently used in the literature such as index and solvability. The results are illustrated in detail by means of a simple circuit example.}, language = {en} } @misc{Reich1990, author = {Reich, Sebastian}, title = {On a geometrical interpretation of differential-algebraic equations}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-46683}, year = {1990}, abstract = {The subject of this paper is the relation of differential-algebraic equations (DAEs) to vector fields on manifolds. For that reason, we introduce the notion of a regular DAE as a DAE to which a vector field uniquely corresponds. Furthermore, a technique is described which yields a family of manifolds for a given DAE. This socalled family of constraint manifolds allows in turn the formulation of sufficient conditions for the regularity of a DAE. and the definition of the index of a regular DAE. We also state a method for the reduction of higher-index DAEs to lowsr-index ones that can be solved without introducing additional constants of integration. Finally, the notion of realizability of a given vector field by a regular DAE is introduced, and it is shown that any vector field can be realized by a regular DAE. Throughout this paper the problem of path-tracing is discussed as an illustration of the mathematical phenomena.}, language = {en} } @misc{DaiPraLouisMinelli2006, author = {Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida}, title = {Monotonicity and complete monotonicity for continuous-time Markov chains}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-7665}, year = {2006}, abstract = {We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.}, subject = {Stochastik}, language = {en} } @misc{Reich1994, author = {Reich, Sebastian}, title = {Momentum conserving symplectic integrators}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-16824}, year = {1994}, abstract = {In this paper, we show that symplectic partitioned Runge-Kutta methods conserve momentum maps corresponding to linear symmetry groups acting on the phase space of Hamiltonian differential equations by extended point transformation. We also generalize this result to constrained systems and show how this conservation property relates to the symplectic integration of Lie-Poisson systems on certain submanifolds of the general matrix group GL(n).}, language = {en} } @misc{ChampagnatRoelly2008, author = {Champagnat, Nicolas and Roelly, Sylvie}, title = {Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-18610}, year = {2008}, abstract = {A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. Several results on the long time behavior of the conditioned mass process - the conditioned multitype Feller branching diffusion - are then proved. The general case is first considered, where the mutation matrix which models the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are analyzed too .}, language = {en} } @misc{KolbeEvans2020, author = {Kolbe, Benedikt Maximilian and Evans, Myfanwy E.}, title = {Isotopic tiling theory for hyperbolic surfaces}, series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1}, issn = {1866-8372}, doi = {10.25932/publishup-54428}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-544285}, pages = {30}, year = {2020}, abstract = {In this paper, we develop the mathematical tools needed to explore isotopy classes of tilings on hyperbolic surfaces of finite genus, possibly nonorientable, with boundary, and punctured. More specifically, we generalize results on Delaney-Dress combinatorial tiling theory using an extension of mapping class groups to orbifolds, in turn using this to study tilings of covering spaces of orbifolds. Moreover, we study finite subgroups of these mapping class groups. Our results can be used to extend the Delaney-Dress combinatorial encoding of a tiling to yield a finite symbol encoding the complexity of an isotopy class of tilings. The results of this paper provide the basis for a complete and unambiguous enumeration of isotopically distinct tilings of hyperbolic surfaces.}, language = {en} } @misc{Louis2005, author = {Louis, Pierre-Yves}, title = {Increasing coupling for probabilistic cellular automata}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6593}, year = {2005}, abstract = {We give a necessary and sufficient condition for the existence of an increasing coupling of N (N >= 2) synchronous dynamics on S-Zd (PCA). Increasing means the coupling preserves stochastic ordering. We first present our main construction theorem in the case where S is totally ordered; applications to attractive PCAs are given. When S is only partially ordered, we show on two examples that a coupling of more than two synchronous dynamics may not exist. We also prove an extension of our main result for a particular class of partially ordered spaces.}, subject = {Wahrscheinlichkeitstheorie}, language = {en} } @misc{KellerPinchoverPogorzelski2020, author = {Keller, Matthias and Pinchover, Yehuda and Pogorzelski, Felix}, title = {From hardy to rellich inequalities on graphs}, series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {3}, issn = {1866-8372}, doi = {10.25932/publishup-54214}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-542140}, pages = {22}, year = {2020}, abstract = {We show how to deduce Rellich inequalities from Hardy inequalities on infinite graphs. Specifically, the obtained Rellich inequality gives an upper bound on a function by the Laplacian of the function in terms of weighted norms. These weights involve the Hardy weight and a function which satisfies an eikonal inequality. The results are proven first for Laplacians and are extended to Schrodinger operators afterwards.}, language = {en} } @misc{MazzonettoSalimova2020, author = {Mazzonetto, Sara and Salimova, Diyora}, title = {Existence, uniqueness, and numerical approximations for stochastic burgers equations}, series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {4}, issn = {1866-8372}, doi = {10.25932/publishup-51579}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-515796}, pages = {26}, year = {2020}, abstract = {In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities. The proof of this result exploits the properties of an existing fully explicit space-time discrete approximation scheme, in particular the fact that it satisfies suitable a priori estimates. We also obtain almost sure and strong convergence of the approximation scheme to the mild solutions of the considered SPDEs. We conclude by applying the main result of the article to the stochastic Burgers equations with additive space-time white noise.}, language = {en} } @misc{Louis2004, author = {Louis, Pierre-Yves}, title = {Ergodicity of PCA}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6589}, year = {2004}, abstract = {For a general attractive Probabilistic Cellular Automata on S-Zd, we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition (A). This condition means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite boxes. For a class of reversible PCA dynamics on {1,+1}(Zd), wit a naturally associated Gibbsian potential rho, we prove that a (spatial-) weak mixing condition (WM) for rho implies the validity of the assumption (A); thus exponential (time-) ergodicity of these dynamics towards the unique Gibbs measure associated to rho hods. On some particular examples we state that exponential ergodicity holds as soon as there is no phase transition.}, subject = {Wahrscheinlichkeitstheorie}, language = {en} } @misc{RoellyThieullen2005, author = {Roelly, Sylvie and Thieullen, Mich{\`e}le}, title = {Duality formula for the bridges of a Brownian diffusion : application to gradient drifts}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6710}, year = {2005}, abstract = {In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an integration by parts formula on the space of continuous paths C[0; 1]; R-d) Our techniques provide a characterization of gradient diffusions by a duality formula and, in case of reversibility, a generalization of a result of Kolmogorov.}, language = {en} } @misc{Ginoux2004, author = {Ginoux, Nicolas}, title = {Dirac operators on Lagrangian submanifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-5627}, year = {2004}, abstract = {We study a natural Dirac operator on a Lagrangian submanifold of a K{\"a}hler manifold. We first show that its square coincides with the Hodge - de Rham Laplacian provided the complex structure identifies the Spin structures of the tangent and normal bundles of the submanifold. We then give extrinsic estimates for the eigenvalues of that operator and discuss some examples.}, language = {en} } @misc{Reich1992, author = {Reich, Sebastian}, title = {Differential-algebraic equations and applications in circuit theory}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-46646}, year = {1992}, abstract = {Technical and physical systems, especially electronic circuits, are frequently modeled as a system of differential and nonlinear implicit equations. In the literature such systems of equations are called differentialalgebraic equations (DAEs). It turns out that the numerical and analytical properties of a DAE depend on an integer called the index of the problem. For example, the well-known BDF method of Gear can be applied, in general, to a DAE only if the index does not exceed one. In this paper we give a geometric interpretation of higherindex DAEs and indicate problems arising in connection with such DAEs by means of several examples.}, language = {en} } @misc{ImkellerRoelly2007, author = {Imkeller, Peter and Roelly, Sylvie}, title = {Die Wiederentdeckung eines Mathematikers: Wolfgang D{\"o}blin}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-16397}, year = {2007}, abstract = {"Considerons une particule mobile se mouvant aleatoirement sur la droite (ou sur un segment de droite). Supposons qu'il existe une probabilite F(x,y;s,t) bien definie pour que la particule se trouvant a l'instant s dans la position x se trouve a l'instant t (> s) a gauche de y, probabilite independante du mouvement anterieur de la particule...." Mit diesen Worten beginnt eines der ber{\"u}hmtesten mathematischen Manuskripte des letzten Jahrhunderts. Es stammt vom Soldaten Wolfgang D{\"o}blin, Sohn des deutschen Schriftstellers Alfred D{\"o}blin, und tr{\"a}gt den Titel "Sur l'equation de Kolmogoroff". Seine Ver{\"o}ffentlichung verbindet sich mit einer unglaublichen Geschichte. Wolfgang D{\"o}blin, stationiert mit seiner Einheit in den Ardennen im Winter 1939/1940, arbeitete an diesem Manuskript. Er entschloss sich, es als versiegeltes Manuskript an die Academie des Sciences in Paris zu schicken. Aber er kehrte nie aus diesem Krieg zur{\"u}ck. Sein Manuskript blieb 60 Jahre unter Verschluss im Archiv, und wurde erst im Jahre 2000 ge{\"o}ffnet. Wie weit D{\"o}blin damit seiner Zeit voraus war, wurde erkannt, nachdem es von Bernard Bru und Marc Yor ausgewertet worden war. Im ersten Satz umschreibt W. D{\"o}blin gleichzeitig das Programm des Manuskripts: "Wir betrachten ein bewegliches Teilchen, das sich zuf{\"a}llig auf der Geraden (oder einem Teil davon) bewegt." Er widmet sich damit der Aufgabe, die Fundamente eines Gebiets zu legen, das wir heute als stochastische Analysis bezeichnen.}, language = {de} } @misc{PornsawadSungcharoenBoeckmann2020, author = {Pornsawad, Pornsarp and Sungcharoen, Parada and B{\"o}ckmann, Christine}, title = {Convergence rate of the modified Landweber method for solving inverse potential problems}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1034}, issn = {1866-8372}, doi = {10.25932/publishup-47194}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-471942}, pages = {24}, year = {2020}, abstract = {In this paper, we present the convergence rate analysis of the modified Landweber method under logarithmic source condition for nonlinear ill-posed problems. The regularization parameter is chosen according to the discrepancy principle. The reconstructions of the shape of an unknown domain for an inverse potential problem by using the modified Landweber method are exhibited.}, language = {en} } @misc{WiljesTong2020, author = {Wiljes, Jana de and Tong, Xin T.}, title = {Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, volume = {33}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {9}, publisher = {IOP Publ.}, address = {Bristol}, issn = {1866-8372}, doi = {10.25932/publishup-54041}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-540417}, pages = {4752 -- 4782}, year = {2020}, abstract = {Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For spatial-temporal models, the ensemble Kalman filter with proper localisation techniques is considered to be a state-of-the-art DA methodology. This article proposes and investigates a localised ensemble Kalman Bucy filter for nonlinear models with short-range interactions. We derive dimension-independent and component-wise error bounds and show the long time path-wise error only has logarithmic dependence on the time range. The theoretical results are verified through some simple numerical tests.}, language = {en} } @misc{RoellyDaiPra2004, author = {Roelly, Sylvie and Dai Pra, Paolo}, title = {An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6684}, year = {2004}, abstract = {We prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm ||.||∞ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by space-time cluster expansions in the small coupling parameter.}, language = {en} } @misc{Reich1980, author = {Reich, Sebastian}, title = {Algebrodifferentialgleichungen und Vektorfelder auf Mannigfaltigkeiten}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-47290}, year = {1980}, abstract = {In diesem Beitrag wird der Zusammenhang zwischen Algebrodifferentialgleichungen (ADGL) und Vektorfeldern auf Mannigfaltigkeiten untersucht. Dazu wird zun{\"a}chst der Begriff der regul{\"a}ren ADGL eingef{\"u}hrt, wobei unter eirter regul{\"a}ren ADGL eine ADGL verstanden wird, deren L{\"o}sungsmenge identisch mit der L{\"o}sungsmenge eines Vektorfeldes ist. Ausgehend von bekannten Aussagen {\"u}ber die L{\"o}sungsmenge eines Vektorfeldes werden analoge Aussagen f{\"u}r die L{\"o}sungsmenge einer regul{\"a}ren ADGL abgeleitet. Es wird eine Reduktionsmethode angegeben, die auf ein Kriterium f{\"u}r die Begularit{\"a}t einer ADGL und auf die Definition des Index einer nichtlinearen ADGL f{\"u}hrt. Außerdem wird gezeigt, daß beliebige Vektorfelder durch regul{\"a}re ADGL so realisiert werden k{\"o}nnen, daß die L{\"o}sungsmenge des Vektorfeldes mit der der realisierenden ADGL identisch ist. Abschließend werden die f{\"u}r autonome ADGL gewonnenen Aussagen auf den Fall der nichtautonomen ADGL {\"u}bertragen.}, language = {de} } @misc{PornsawadSapsakulBoeckmann2019, author = {Pornsawad, Pornsarp and Sapsakul, Nantawan and B{\"o}ckmann, Christine}, title = {A modified asymptotical regularization of nonlinear ill-posed problems}, series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1335}, issn = {1866-8372}, doi = {10.25932/publishup-47343}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-473433}, pages = {19}, year = {2019}, abstract = {In this paper, we investigate the continuous version of modified iterative Runge-Kutta-type methods for nonlinear inverse ill-posed problems proposed in a previous work. The convergence analysis is proved under the tangential cone condition, a modified discrepancy principle, i.e., the stopping time T is a solution of ∥𝐹(𝑥𝛿(𝑇))-𝑦𝛿∥=𝜏𝛿+ for some 𝛿+>𝛿, and an appropriate source condition. We yield the optimal rate of convergence.}, language = {en} }