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 - JOUR A1 - Shojaei-Fard, Ali T1 - A GEOMETRIC PERSPECTIVE ON COUNTERTERMS RELATED TO DYSON-SCHWINGER EQUATIONS JF - INTERNATIONAL JOURNAL OF MODERN PHYSICS A N2 - We study Dyson-Schwinger equations (DSEs) in terms of some groups of diffeographisms to provide a new geometric formulation for their corresponding counterterms on the basis of systems of ordinary differential equations. KW - Dyson-Schwinger equations KW - Hopf algebra of Feynman diagrams KW - counterterms KW - Picard-Fuchs equations KW - equi-singular connections Y1 - 2013 U6 - https://doi.org/10.1142/S0217751X13501704 SN - 0217-751X SN - 1793-656X VL - 28 IS - 32 PB - WORLD SCIENTIFIC PUBL CO PTE LTD CY - SINGAPORE 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 - JOUR A1 - Reich, Sebastian T1 - A nonparametric ensemble transform method for bayesian inference JF - SIAM journal on scientific computing N2 - Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables. KW - Bayesian inference KW - Monte Carlo method KW - sequential data assimilation KW - linear programming KW - resampling Y1 - 2013 U6 - https://doi.org/10.1137/130907367 SN - 1064-8275 VL - 35 IS - 4 SP - A2013 EP - A2024 PB - Society for Industrial and Applied Mathematics CY - Philadelphia ER - TY - INPR A1 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - A quasi-random-walk to model a biological transport process N2 - Transport Molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance. While moving along the rope the motor can also detach and is lost. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 3 KW - Markov chain KW - random walk KW - molecular motor KW - step process Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63582 ER - TY - INPR A1 - Makhmudov, Olimdjan A1 - Tarkhanov, Nikolai Nikolaevich T1 - An extremal problem related to analytic continuation N2 - We show that the usual variational formulation of the problem of analytic continuation from an arc on the boundary of a plane domain does not lead to a relaxation of this overdetermined problem. To attain such a relaxation, we bound the domain of the functional, thus changing the Euler equations. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 4 KW - Extremal problem KW - Euler equations KW - p-Laplace operator KW - mixed problems Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63634 ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - Asymptotic exit times JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_5 SN - 0075-8434 VL - 2085 SP - 87 EP - 120 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - Asymptotic transition times JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_6 SN - 0075-8434 VL - 2085 SP - 121 EP - 130 PB - Springer CY - Berlin 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 - TY - JOUR A1 - Koppitz, Jörg A1 - Supaporn, Worakrit T1 - Categary equivalences of clones of operations preserving unaryoperations JF - COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES N2 - Any clones on arbitrary set A can be written of the form Pol (A)Q for some set Q of relations on A. We consider clones of the form Pal (A)Q where Q is a set of unary relations on a finite set A. A clone Pol (A)Q is said to be a clone on a set of the smallest cardinality with respect to category equivalence if vertical bar A vertical bar <= vertical bar S vertical bar for all finite sets S and all clones C on S that category equivalent to Pol (A)Q. We characterize the clones on a set of the smallest cardinality with respect to category equivalent and show how we can find a clone on a set of the smallest cardinality that category equivalent to a given clone. KW - category equivalence of clones KW - clone of operations Y1 - 2013 SN - 1310-1331 VL - 66 IS - 2 SP - 177 EP - 184 PB - Publ. House of the Bulgarian Acad. of Sciences CY - Sofia ER - TY - JOUR A1 - Murr, Rüdiger T1 - Characterization of infinite divisibility by duality formulas application to Levy processes and random measures JF - Stochastic processes and their application N2 - Processes with independent increments are proven to be the unique solutions of duality formulas. This result is based on a simple characterization of infinitely divisible random vectors by a functional equation in which a difference operator appears. This operator is constructed by a variational method and compared to approaches involving chaos decompositions. We also obtain a related characterization of infinitely divisible random measures. KW - Duality formula KW - Integration by parts formula KW - Malliavin calculus KW - Infinite divisibility KW - Levy processes KW - Random measures Y1 - 2013 U6 - https://doi.org/10.1016/j.spa.2012.12.012 SN - 0304-4149 VL - 123 IS - 5 SP - 1729 EP - 1749 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Pfäffle, Frank A1 - Stephan, Christoph A. T1 - Chiral asymmetry and the spectral action JF - Communications in mathematical physics N2 - We consider orthogonal connections with arbitrary torsion on compact Riemannian manifolds. For the induced Dirac operators, twisted Dirac operators and Dirac operators of Chamseddine-Connes type we compute the spectral action. In addition to the Einstein-Hilbert action and the bosonic part of the Standard Model Lagrangian we find the Holst term from Loop Quantum Gravity, a coupling of the Holst term to the scalar curvature and a prediction for the value of the Barbero-Immirzi parameter. Y1 - 2013 U6 - https://doi.org/10.1007/s00220-012-1641-6 SN - 0010-3616 SN - 1432-0916 VL - 321 IS - 2 SP - 283 EP - 310 PB - Springer CY - New York ER - TY - JOUR A1 - Hainzl, Sebastian A1 - Zöller, Gert A1 - Brietzke, Gilbert B. A1 - Hinzen, Klaus-G. T1 - Comparison of deterministic and stochastic earthquake simulators for fault interactions in the Lower Rhine Embayment, Germany JF - Geophysical journal international N2 - Time-dependent probabilistic seismic hazard assessment requires a stochastic description of earthquake occurrences. While short-term seismicity models are well-constrained by observations, the recurrences of characteristic on-fault earthquakes are only derived from theoretical considerations, uncertain palaeo-events or proxy data. Despite the involved uncertainties and complexity, simple statistical models for a quasi-period recurrence of on-fault events are implemented in seismic hazard assessments. To test the applicability of statistical models, such as the Brownian relaxation oscillator or the stress release model, we perform a systematic comparison with deterministic simulations based on rate- and state-dependent friction, high-resolution representations of fault systems and quasi-dynamic rupture propagation. For the specific fault network of the Lower Rhine Embayment, Germany, we run both stochastic and deterministic model simulations based on the same fault geometries and stress interactions. Our results indicate that the stochastic simulators are able to reproduce the first-order characteristics of the major earthquakes on isolated faults as well as for coupled faults with moderate stress interactions. However, we find that all tested statistical models fail to reproduce the characteristics of strongly coupled faults, because multisegment rupturing resulting from a spatiotemporally correlated stress field is underestimated in the stochastic simulators. Our results suggest that stochastic models have to be extended by multirupture probability distributions to provide more reliable results. KW - Earthquake interaction KW - forecasting KW - and prediction KW - Seismicity and tectonics KW - Statistical seismology Y1 - 2013 U6 - https://doi.org/10.1093/gji/ggt271 SN - 0956-540X SN - 1365-246X VL - 195 IS - 1 SP - 684 EP - 694 PB - Oxford Univ. Press CY - Oxford ER - TY - JOUR A1 - Nehring, Benjamin T1 - Construction of point processes for classical and quantum gases JF - Journal of mathematical physics N2 - We propose a construction of point processes via the method of cluster expansion. The important role of the class of infinitely divisible point processes is noted. Examples are permanental and determinantal processes as well as the classical Gibbs point processes, where the interaction is given by a stable and regular pair potential. Y1 - 2013 U6 - https://doi.org/10.1063/1.4807080 SN - 0022-2488 SN - 1089-7658 VL - 54 IS - 5 PB - American Institute of Physics CY - Melville ER - TY - JOUR A1 - Zöller, Gert T1 - Convergence of the frequency-magnitude distribution of global earthquakes - maybe in 200 years JF - Geophysical research letters N2 - I study the ability to estimate the tail of the frequency-magnitude distribution of global earthquakes. While power-law scaling for small earthquakes is accepted by support of data, the tail remains speculative. In a recent study, Bell et al. (2013) claim that the frequency-magnitude distribution of global earthquakes converges to a tapered Pareto distribution. I show that this finding results from data fitting errors, namely from the biased maximum likelihood estimation of the corner magnitude theta in strongly undersampled models. In particular, the estimation of theta depends solely on the few largest events in the catalog. Taking this into account, I compare various state-of-the-art models for the global frequency-magnitude distribution. After discarding undersampled models, the remaining ones, including the unbounded Gutenberg-Richter distribution, perform all equally well and are, therefore, indistinguishable. Convergence to a specific distribution, if it ever takes place, requires about 200 years homogeneous recording of global seismicity, at least. KW - statistical seismology Y1 - 2013 U6 - https://doi.org/10.1002/grl.50779 SN - 0094-8276 SN - 1944-8007 VL - 40 IS - 15 SP - 3873 EP - 3877 PB - American Geophysical Union CY - Washington ER - TY - THES A1 - Rungrottheera, Wannarut T1 - Corner pseudo-differential operators Y1 - 2013 CY - Potsdam 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 - Bagderina, Yulia Yu. A1 - Tarkhanov, Nikolai Nikolaevich T1 - Differential invariants of a class of Lagrangian systems with two degrees of freedom N2 - We consider systems of Euler-Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie's infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 2 KW - equivalence KW - invariant KW - Euler-Lagrange equations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63129 ER - TY - THES A1 - Rattana, Amornrat T1 - Direct and inverse sturm-liouville problems of order four Y1 - 2013 CY - Potsdam ER - TY - INPR A1 - Méléard, Sylvie A1 - Roelly, Sylvie T1 - Evolutive two-level population process and large population approximations N2 - We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 8 KW - Two-level interacting process KW - birth-death-mutation-competition point process KW - non-linear integro-differential equations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64604 SN - 2193-6943 ER -