TY - INPR A1 - Dyachenko, Evgueniya A1 - Tarkhanov, Nikolai Nikolaevich T1 - Singular perturbations of elliptic operators N2 - We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 1 KW - singular perturbation KW - pseudodifferential operator KW - ellipticity with parameter KW - regularization KW - asymptotics Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-69502 SN - 2193-6943 VL - 3 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Class of Toeplitz Operators in Several Variables N2 - We introduce the concept of Toeplitz operator associated with the Laplace-Beltrami operator on a compact Riemannian manifold with boundary. We characterise those Toeplitz operators which are Fredholm, thus initiating the index theory. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)17 KW - Cauchy data spaces KW - Laplace-Beltrami operator KW - Toeplitz operators KW - Fredholm property Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68932 SN - 2193-6943 ER - TY - INPR A1 - Roelly, Sylvie A1 - Ruszel, Wioletta M. T1 - Propagation of Gibbsianness for infinite-dimensional diffusions with space-time interaction N2 - We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)18 KW - infinite-dimensional diffusion KW - cluster expansion KW - non-Markov drift KW - Girsanov formula KW - ultracontractivity Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-69014 ER - TY - INPR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana A1 - Kulik, Alexei Michajlovič T1 - Coupling distances between Lévy measures and applications to noise sensitivity of SDE N2 - We introduce the notion of coupling distances on the space of Lévy measures in order to quantify rates of convergence towards a limiting Lévy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Lévy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two Lévy diffusions in terms of the couping distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)16 KW - Lévy diffusion approximation KW - coupling methods KW - Skorokhod' s invariance principle KW - statistical model selection Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68886 ER - TY - INPR A1 - Cattiaux, Patrick A1 - Fradon, Myriam A1 - Kulik, Alexei Michajlovič A1 - Roelly, Sylvie T1 - Long time behavior of stochastic hard ball systems N2 - We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)15 KW - Stochastic differential equations KW - hard core interaction KW - reversible measure KW - normal reflection KW - local time Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68388 ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Generalised Beltrami equations N2 - We enlarge the class of Beltrami equations by developping a stability theory for the sheaf of solutions of an overdetermined elliptic system of first order homogeneous partial differential equations with constant coefficients in the Euclidean space. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)14 KW - Quasiconformal mapping KW - Beltrami equation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67416 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Sturm-Liouville problems in domains with non-smooth edges N2 - We consider a (generally, non-coercive) mixed boundary value problem in a bounded domain for a second order elliptic differential operator A. The differential operator is assumed to be of divergent form and the boundary operator B is of Robin type. The boundary is assumed to be a Lipschitz surface. Besides, we distinguish a closed subset of the boundary and control the growth of solutions near this set. We prove that the pair (A,B) induces a Fredholm operator L in suitable weighted spaces of Sobolev type, the weight function being a power of the distance to the singular set. Moreover, we prove the completeness of root functions related to L. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)13 KW - Second order elliptic equations KW - non-coercive boundary conditions KW - root functions KW - weighted spaces Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67336 ER - TY - INPR A1 - Wallenta, Daniel T1 - A Lefschetz fixed point formula for elliptic quasicomplexes N2 - In a recent paper with N. Tarkhanov, 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. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)12 KW - Perturbed complexes KW - curvature KW - Lefschetz number KW - fixed point formula Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67016 ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Normally solvable nonlinear boundary value problems N2 - We study a boundary value problem for an overdetermined elliptic system of nonlinear first order differential equations with linear boundary operators. Such a problem is solvable for a small set of data, and so we pass to its variational formulation which consists in minimising the discrepancy. The Euler-Lagrange equations for the variational problem are far-reaching analogues of the classical Laplace equation. Within the framework of Euler-Lagrange equations we specify an operator on the boundary whose zero set consists precisely of those boundary data for which the initial problem is solvable. The construction of such operator has much in common with that of the familiar Dirichlet to Neumann operator. In the case of linear problems we establish complete results. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)11 KW - Nonlinear Laplace operator KW - boundary value problem KW - Dirichlet to Neumann operator Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-65077 SN - 2193-6943 ER - TY - INPR A1 - Högele, Michael A1 - Ruffino, Paulo T1 - Averaging along Lévy diffusions in foliated spaces N2 - We consider an SDE driven by a Lévy noise on a foliated manifold, whose trajectories stay on compact leaves. We determine the effective behavior of the system subject to a small smooth transversal perturbation of positive order epsilon. More precisely, we show that the average of the transversal component of the SDE converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to the invariant measures on the leaves (of the unpertubed system) as epsilon goes to 0. In particular we give upper bounds for the rates of convergence. The main results which are proved for pure jump Lévy processes complement the result by Gargate and Ruffino for Stratonovich SDEs to Lévy driven SDEs of Marcus type. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)10 KW - Averaging principle KW - foliated diffusion KW - Lévy diffusions on manifolds KW - canonical Marcus integration Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64926 SN - 2193-6943 ER -