TY  - INPR
A1  - Dereudre, David
A1  - Roelly, Sylvie
T1  - Path-dependent infinite-dimensional SDE with non-regular drift : an existence result
N2  - We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)11 
KW  - Infinite-dimensional SDE
KW  - non-Markov drift
KW  - non-regular drift
KW  - variational principle
KW  - specific entropy
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72084
SN  - 2193-6943
VL  - 3
IS  - 11
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - JOUR
A1  - Grewe, Volker
A1  - Brinkop, Sabine
A1  - Joeckel, Patrick
A1  - Shin, Seoleun
A1  - Reich, Sebastian
A1  - Yserentant, Harry
T1  - On the theory of mass conserving transformations for Lagrangian methods in 3D atmosphere-chemistry models
JF  - Meteorologische Zeitschrift
KW  - Lagrangian modelling
KW  - chemistry
KW  - transformations
Y1  - 2014
U6  - https://doi.org/10.1127/0941-2948/2014/0552
SN  - 0941-2948
SN  - 1610-1227
VL  - 23
IS  - 4
SP  - 441
EP  - 447
PB  - Schweizerbart
CY  - Stuttgart
ER  - 
TY  - INPR
A1  - Gairing, Jan
A1  - Högele, Michael
A1  - Kosenkova, Tetiana
A1  - Kulik, Alexei Michajlovič
T1  - On the calibration of Lévy driven time series with coupling distances : an application in paleoclimate
N2  - This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a Lévy process exhibiting a heavy tail behavior. We propose an easily implementable procedure to estimate efficiently the statistical difference between the noisy behavior of the data and a given reference jump measure in terms of so-called coupling distances. After a short introduction to Lévy processes and coupling distances we recall basic statistical approximation results and derive rates of convergence. In the sequel the procedure is elaborated in detail in an abstract setting and eventually applied in a case study to simulated and paleoclimate data. It indicates the dominant presence of a non-stable heavy-tailed jump Lévy component for some tail index greater than 2.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 2 
KW  - time series with heavy tails
KW  - index of stability
KW  - goodness-of-fit
KW  - empirical Wasserstein distance
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-69781
SN  - 2193-6943
VL  - 3
IS  - 2
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - JOUR
A1  - Blanchard, Gilles
A1  - Dickhaus, Thorsten
A1  - Roquain, Etienne
A1  - Villers, Fanny
T1  - On least favorable configurations for step-up-down tests
JF  - Statistica Sinica
KW  - False discovery rate
KW  - least favorable configuration
KW  - multiple testing;
Y1  - 2014
U6  - https://doi.org/10.5705/ss.2011.205
SN  - 1017-0405
SN  - 1996-8507
VL  - 24
IS  - 1
SP  - 1
EP  - U31
PB  - Statistica Sinica, Institute of Statistical Science, Academia Sinica
CY  - Taipei
ER  - 
TY  - JOUR
A1  - Alsaedy, Ammar
A1  - Tarkhanov, Nikolai Nikolaevich
T1  - Normally solvable nonlinear boundary value problems
JF  - Nonlinear analysis : theory, methods & applications ; an international multidisciplinary journal
N2  - We investigate nonlinear problems which appear as Euler-Lagrange equations for a variational problem. They include in particular variational boundary value problems for nonlinear elliptic equations studied by F. Browder in the 1960s. We establish a solvability criterion of such problems and elaborate an efficient orthogonal projection method for constructing approximate solutions.
KW  - Nonlinear Laplace operator
KW  - Boundary value problem
KW  - Dirichlet to Neumann operator
Y1  - 2014
U6  - https://doi.org/10.1016/j.na.2013.09.024
SN  - 0362-546X
SN  - 1873-5215
VL  - 95
SP  - 468
EP  - 482
PB  - Elsevier
CY  - Oxford
ER  - 
TY  - JOUR
A1  - Hafer, Jörg
A1  - Kiy, Alexander
A1  - Lucke, Ulrike
T1  - Moodle & Co. auf dem Weg zur Personal Learning Environment
JF  - eleed
N2  - Ausgehend von der typischen IT‐Infrastruktur für E‐Learning an Hochschulen auf der einen Seite sowie vom bisherigen Stand der Forschung zu Personal Learning Environments (PLEs) auf der anderen Seite zeigt dieser Beitrag auf, wie bestehende Werkzeuge bzw. Dienste zusammengeführt und für die Anforderungen der modernen, rechnergestützten Präsenzlehre aufbereitet werden können. Für diesen interdisziplinären Entwicklungsprozess bieten sowohl klassische Softwareentwicklungsverfahren als auch bestehende PLE‐Modelle wenig Hilfestellung an. Der Beitrag beschreibt die in einem campusweiten Projekt an der Universität Potsdam verfolgten Ansätze und die damit erzielten Ergebnisse. Dafür werden zunächst typische Lehr‐/Lern‐bzw. Kommunikations‐Szenarien identifiziert, aus denen Anforderungen an eine unterstützende Plattform abgeleitet werden. Dies führt zu einer umfassenden Sammlung zu berücksichtigender Dienste und deren Funktionen, die gemäß den Spezifika ihrer Nutzung in ein Gesamtsystem zu integrieren sind. Auf dieser Basis werden grundsätzliche Integrationsansätze und technische Details dieses Mash‐Ups in einer Gesamtschau aller relevanten Dienste betrachtet und in eine integrierende Systemarchitektur überführt. Deren konkrete Realisierung mit Hilfe der Portal‐Technologie Liferay wird dargestellt, wobei die eingangs definierten Szenarien aufgegriffen und exemplarisch vorgestellt werden. Ergänzende Anpassungen im Sinne einer personalisierbaren bzw. adaptiven Lern‐(und Arbeits‐)Umgebung werden ebenfalls unterstützt und kurz aufgezeigt.
Y1  - 2014
UR  - https://eleed.campussource.de/archive/10/4085
SN  - 1860-7470
VL  - 2014
IS  - 10
ER  - 
TY  - INPR
A1  - Pornsawad, Pornsarp
A1  - Böckmann, Christine
T1  - Modified iterative Runge-Kutta-type methods for nonlinear ill-posed problems
N2  - This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under Hölder-type source-wise condition if the Fréchet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt and Radau methods.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 7 
KW  - ill-posed problems
KW  - Runge-Kutta methods
KW  - regularization methods
KW  - Hölder-type source condition
KW  - stopping rules
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70834
SN  - 2193-6943
VL  - 3
IS  - 7
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - INPR
A1  - Högele, Michael
A1  - Pavlyukevich, Ilya
T1  - Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed Lévy type noise
N2  - We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure, which includes in particular the class of Morse–Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavytailed Lévy type noise of small intensity ε > 0. Specifically we consider perturbations leading to a Itô, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions in case of inward pointing vector fields in the limit of ε-> 0 has been investigated by the authors. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique ε-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures. As examples we consider α-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 5 
KW  - hyperbolic dynamical system
KW  - Morse-Smale property
KW  - stable limit cycle
KW  - small noise asymptotic
KW  - multiplicative noise
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70639
SN  - 2193-6943
VL  - 3
IS  - 5
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - JOUR
A1  - Koppitz, Jörg
A1  - Musunthia, Tiwadee
T1  - Maximal subsemigroups containing a particular semigroup
JF  - Mathematica Slovaca
N2  - We characterize maximal subsemigroups of the monoid T(X) of all transformations on the set X = a"center dot of natural numbers containing a given subsemigroup W of T(X) such that T(X) is finitely generated over W. This paper gives a contribution to the characterization of maximal subsemigroups on the monoid of all transformations on an infinite set.
KW  - maximal subsemigroup
KW  - transformations on infinite set
Y1  - 2014
U6  - https://doi.org/10.2478/s12175-014-0280-0
SN  - 0139-9918
SN  - 1337-2211
VL  - 64
IS  - 6
SP  - 1369
EP  - 1380
PB  - De Gruyter
CY  - Warsaw
ER  - 
TY  - JOUR
A1  - Zöller, Gert
A1  - Ben-Zion, Yehuda
T1  - Large earthquake hazard of the San Jacinto fault zone, CA, from long record of simulated seismicity assimilating the available instrumental and paleoseismic data
JF  - Pure and applied geophysics
N2  - We investigate spatio-temporal properties of earthquake patterns in the San Jacinto fault zone (SJFZ), California, between Cajon Pass and the Superstition Hill Fault, using a long record of simulated seismicity constrained by available seismological and geological data. The model provides an effective realization of a large segmented strike-slip fault zone in a 3D elastic half-space, with heterogeneous distribution of static friction chosen to represent several clear step-overs at the surface. The simulated synthetic catalog reproduces well the basic statistical features of the instrumental seismicity recorded at the SJFZ area since 1981. The model also produces events larger than those included in the short instrumental record, consistent with paleo-earthquakes documented at sites along the SJFZ for the last 1,400 years. The general agreement between the synthetic and observed data allows us to address with the long-simulated seismicity questions related to large earthquakes and expected seismic hazard. The interaction between m a parts per thousand yen 7 events on different sections of the SJFZ is found to be close to random. The hazard associated with m a parts per thousand yen 7 events on the SJFZ increases significantly if the long record of simulated seismicity is taken into account. The model simulations indicate that the recent increased number of observed intermediate SJFZ earthquakes is a robust statistical feature heralding the occurrence of m a parts per thousand yen 7 earthquakes. The hypocenters of the m a parts per thousand yen 5 events in the simulation results move progressively towards the hypocenter of the upcoming m a parts per thousand yen 7 earthquake.
KW  - Earthquake dynamics
KW  - Earthquake interaction
KW  - forecasting
KW  - prediction
KW  - Statistical seismology
KW  - Seismicity and tectonics
Y1  - 2014
U6  - https://doi.org/10.1007/s00024-014-0783-1
SN  - 0033-4553
SN  - 1420-9136
VL  - 171
IS  - 11
SP  - 2955
EP  - 2965
PB  - Springer
CY  - Basel
ER  -