@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{Wallenta2014, author = {Wallenta, Daniel}, title = {A Lefschetz fixed point formula for elliptic quasicomplexes}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, number = {885}, issn = {1866-8372}, doi = {10.25932/publishup-43547}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-435471}, pages = {577 -- 587}, year = {2014}, abstract = {In a recent paper, 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} } @misc{StraubePikovskij2011, author = {Straube, Arthur V. and Pikovskij, Arkadij}, title = {Pattern formation induced by time-dependent advection}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, number = {575}, issn = {1866-8372}, doi = {10.25932/publishup-41314}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-413140}, pages = {138-147}, year = {2011}, abstract = {We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially homogeneous state. We deal with the flows periodic in space that may have arbitrary time dependence. We propose a discrete in time model, where reaction, advection, and diffusion act as successive operators, and show that a mixing advection can lead to a pattern-forming instability in a two-component system where only one of the species is advected. Physically, this can be explained as crossing a threshold of Turing instability due to effective increase of one of the diffusion constants.}, language = {en} } @misc{SeissSpahn2011, author = {Seiß, Martin and Spahn, Frank}, title = {Hydrodynamics of Saturn's dense rings}, series = {Postprints der Universit{\"a}t Potsdam : Postprint Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Postprint Mathematisch Naturwissenschaftliche Reihe}, doi = {10.25932/publishup-41313}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-413139}, pages = {191 -- 218}, year = {2011}, abstract = {The space missions Voyager and Cassini together with earthbound observations re-vealed a wealth of structures in Saturn's rings. There are, for example, waves being excited at ring positions which are in orbital resonance with Saturn's moons. Other structures can be assigned to embedded moons like empty gaps, moon induced wakes or S-shaped propeller features. Further-more, irregular radial structures are observed in the range from 10 meters until kilometers. Here some of these structures will be discussed in the frame of hydrodynamical modeling of Saturn's dense rings. For this purpose we will characterize the physical properties of the ring particle ensemble by mean field quantities and point to the special behavior of the transport coefficients. We show that unperturbed rings can become unstable and how diffusion acts in the rings. Additionally, the alternative streamline formalism is introduced to describe perturbed regions of dense rings with applications to the wake damping and the dispersion relation of the density waves.}, 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{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{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{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{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{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{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{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{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{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{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{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{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{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} } @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{Omel'chenko2019, author = {Omel'chenko, Oleh}, title = {Travelling chimera states in systems of phase oscillators with asymmetric nonlocal coupling}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {2}, issn = {1866-8372}, doi = {10.25932/publishup-51814}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-518141}, pages = {611 -- 642}, year = {2019}, abstract = {We study travelling chimera states in a ring of nonlocally coupled heterogeneous (with Lorentzian distribution of natural frequencies) phase oscillators. These states are coherence-incoherence patterns moving in the lateral direction because of the broken reflection symmetry of the coupling topology. To explain the results of direct numerical simulations we consider the continuum limit of the system. In this case travelling chimera states correspond to smooth travelling wave solutions of some integro-differential equation, called the Ott-Antonsen equation, which describes the long time coarse-grained dynamics of the oscillators. Using the Lyapunov-Schmidt reduction technique we suggest a numerical approach for the continuation of these travelling waves. Moreover, we perform their linear stability analysis and show that travelling chimera states can lose their stability via fold and Hopf bifurcations. Some of the Hopf bifurcations turn out to be supercritical resulting in the observation of modulated travelling chimera states.}, language = {en} }