@misc{NueskenReichRozdeba2019, author = {N{\"u}sken, Nikolas and Reich, Sebastian and Rozdeba, Paul J.}, title = {State and parameter estimation from observed signal increments}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {916}, issn = {1866-8372}, doi = {10.25932/publishup-44260}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-442609}, pages = {25}, year = {2019}, abstract = {The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors are correlated and both states and parameters need to be identified. Such scenarios arise from noisy and partial observations of Lagrangian particles which move under a stochastic velocity field involving unknown parameters. We take an appropriate class of McKean-Vlasov equations as the starting point to derive ensemble Kalman-Bucy filter algorithms for combined state and parameter estimation. We demonstrate their performance through a series of increasingly complex multi-scale model systems.}, language = {en} } @misc{MolahajlooPirhayati2013, author = {Molahajloo, Shahla and Pirhayati, Mohammad}, title = {Traces of pseudo-differential operators on compact and Hausdorff groups}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, number = {893}, issn = {1866-8372}, doi = {10.25932/publishup-43637}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436371}, pages = {361 -- 369}, year = {2013}, abstract = {We give a characterization of and a trace formula for trace class pseudo-differential operators on compact Hausdorff groups.}, language = {en} } @misc{MickelssonPaycha2011, author = {Mickelsson, Jouko and Paycha, Sylvie}, title = {The logarithmic residue density of a generalized Laplacian}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {649}, issn = {1866-8372}, doi = {10.25932/publishup-41368}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-413680}, pages = {28}, year = {2011}, abstract = {We show that the residue density of the logarithm of a generalized Laplacian on a closed manifold defines an invariant polynomial-valued differential form. We express it in terms of a finite sum of residues of classical pseudodifferential symbols. In the case of the square of a Dirac operator, these formulas provide a pedestrian proof of the Atiyah-Singer formula for a pure Dirac operator in four dimensions and for a twisted Dirac operator on a flat space of any dimension. These correspond to special cases of a more general formula by Scott and Zagier. In our approach, which is of perturbative nature, we use either a Campbell-Hausdorff formula derived by Okikiolu or a noncommutative Taylor-type formula.}, 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{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{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{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{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{KarpuzCevikKoppitzetal.2013, author = {Karpuz, Eylem Guzel and {\c{C}}evik, Ahmet Sinan and Koppitz, J{\"o}rg and Cangul, Ismail Naci}, title = {Some fixed-point results on (generalized) Bruck-Reilly ∗-extensions of monoids}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {942}, issn = {1866-8372}, doi = {10.25932/publishup-43270}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-432701}, pages = {11}, year = {2013}, abstract = {In this paper, we determine necessary and sufficient conditions for Bruck-Reilly and generalized Bruck-Reilly ∗-extensions of arbitrary monoids to be regular, coregular and strongly π-inverse. These semigroup classes have applications in various field of mathematics, such as matrix theory, discrete mathematics and p-adic analysis (especially in operator theory). In addition, while regularity and coregularity have so many applications in the meaning of boundaries (again in operator theory), inverse monoids and Bruck-Reilly extensions contain a mixture fixed-point results of algebra, topology and geometry within the purposes of this journal.}, 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{GoychukKharchenko2013, author = {Goychuk, Igor and Kharchenko, Vasyl O.}, title = {Rocking subdiffusive ratchets}, series = {Mathematical Modelling of Natural Phenomena}, journal = {Mathematical Modelling of Natural Phenomena}, number = {622}, issn = {1866-8372}, doi = {10.1051/mmnp/20138210}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-416138}, pages = {15}, year = {2013}, abstract = {We study origin, parameter optimization, and thermodynamic efficiency of isothermal rocking ratchets based on fractional subdiffusion within a generalized non-Markovian Langevin equation approach. A corresponding multi-dimensional Markovian embedding dynamics is realized using a set of auxiliary Brownian particles elastically coupled to the central Brownian particle (see video on the journal web site). We show that anomalous subdiffusive transport emerges due to an interplay of nonlinear response and viscoelastic effects for fractional Brownian motion in periodic potentials with broken space-inversion symmetry and driven by a time-periodic field. The anomalous transport becomes optimal for a subthreshold driving when the driving period matches a characteristic time scale of interwell transitions. It can also be optimized by varying temperature, amplitude of periodic potential and driving strength. The useful work done against a load shows a parabolic dependence on the load strength. It grows sublinearly with time and the corresponding thermodynamic efficiency decays algebraically in time because the energy supplied by the driving field scales with time linearly. However, it compares well with the efficiency of normal diffusion rocking ratchets on an appreciably long time scale.}, language = {en} } @misc{GinouxHabib2008, author = {Ginoux, Nicolas and Habib, Georges}, title = {Geometric aspects of transversal Killing spinors on Riemannian flows}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, number = {867}, issn = {1866-8372}, doi = {10.25932/publishup-43478}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-434783}, pages = {69 -- 90}, year = {2008}, abstract = {We study a Killing spinor type equation on spin Riemannian flows. We prove integrability conditions and partially classify those flows carrying non-trivial solutions.}, 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{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{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{DevchandNuytsWeingart2009, author = {Devchand, Chandrashekar and Nuyts, Jean and Weingart, Gregor}, title = {Matryoshka of special democratic forms}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, number = {841}, issn = {1866-8372}, doi = {10.25932/publishup-42900}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-429002}, pages = {545 -- 562}, year = {2009}, abstract = {Special p-forms are forms which have components fµ1…µp equal to +1, -1 or 0 in some orthonormal basis. A p-form ϕ ∈ � pRd is called democratic if the set of nonzero components {ϕμ1...μp} is symmetric under the transitive action of a subgroup of O(d,Z) on the indices {1, . . . , d}. Knowledge of these symmetry groups allows us to define mappings of special democratic p-forms in d dimensions to special democratic P-forms in D dimensions for successively higher P = p and D = d. In particular, we display a remarkable nested structure of special forms including a U(3)-invariant 2-form in six dimensions, a G2-invariant 3-form in seven dimensions, a Spin(7)-invariant 4-form in eight dimensions and a special democratic 6-form O in ten dimensions. The latter has the remarkable property that its contraction with one of five distinct bivectors, yields, in the orthogonal eight dimensions, the Spin(7)-invariant 4-form. We discuss various properties of this ten dimensional form.}, 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{ChechkinZaidLomholtetal.2013, author = {Chechkin, Aleksei V. and Zaid, Irwin M. and Lomholt, Michael A. and Sokolov, Igor M. and Metzler, Ralf}, title = {Bulk-mediated surface diffusion on a cylinder in the fast exchange limit}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch Naturwissenschaftliche Reihe}, number = {593}, issn = {1866-8372}, doi = {10.25932/publishup-41548}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-415480}, pages = {114 -- 126}, year = {2013}, abstract = {In various biological systems and small scale technological applications particles transiently bind to a cylindrical surface. Upon unbinding the particles diffuse in the vicinal bulk before rebinding to the surface. Such bulk-mediated excursions give rise to an effective surface translation, for which we here derive and discuss the dynamic equations, including additional surface diffusion. We discuss the time evolution of the number of surface-bound particles, the effective surface mean squared displacement, and the surface propagator. In particular, we observe sub- and superdiffusive regimes. A plateau of the surface mean-squared displacement reflects a stalling of the surface diffusion at longer times. Finally, the corresponding first passage problem for the cylindrical geometry is analysed.}, 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{BruttelStolley2018, author = {Bruttel, Lisa Verena and Stolley, Florian}, title = {Gender differences in the response to decision power and responsibility}, series = {Postprints der Universit{\"a}t Potsdam : Wirtschafts- und Sozialwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Wirtschafts- und Sozialwissenschaftliche Reihe}, number = {135}, issn = {1867-5808}, doi = {10.25932/publishup-47306}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-473068}, pages = {18}, year = {2018}, abstract = {This paper studies the effects of two different frames on decisions in a dictator game. Before making their allocation decision, dictators read a short text. Depending on the treatment, the text either emphasizes their decision power and freedom of choice or it stresses their responsibility for the receiver's payoff. Including a control treatment without such a text, three treatments are conducted with a total of 207 dictators. Our results show a different reaction to these texts depending on the dictator's gender. We find that only men react positively to a text that stresses their responsibility for the receiver, while only women seem to react positively to a text that emphasizes their decision power and freedom of choice.}, language = {en} } @misc{BeniniSchenkel2017, author = {Benini, Marco and Schenkel, Alexander}, title = {Quantum field theories on categories fibered in groupoids}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {895}, issn = {1866-8372}, doi = {10.25932/publishup-43154}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-431541}, pages = {48}, 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} } @misc{BandaraRosen2019, author = {Bandara, Menaka Lashitha and Ros{\´e}n, Andreas}, title = {Riesz continuity of the Atiyah-Singer Dirac operator under perturbations of local boundary conditions}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {758}, issn = {1866-8372}, doi = {10.25932/publishup-43407}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-434078}, pages = {1253 -- 1284}, year = {2019}, abstract = {On a smooth complete Riemannian spin manifold with smooth compact boundary, we demonstrate that Atiyah-Singer Dirac operator in depends Riesz continuously on perturbations of local boundary conditions The Lipschitz bound for the map depends on Lipschitz smoothness and ellipticity of and bounds on Ricci curvature and its first derivatives as well as a lower bound on injectivity radius away from a compact neighbourhood of the boundary. More generally, we prove perturbation estimates for functional calculi of elliptic operators on manifolds with local boundary conditions.}, 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} }