TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Weak boundary values of solutions of Lagrangian problems N2 - We define weak boundary values of solutions to those nonlinear differential equations which appear as Euler-Lagrange equations of variational problems. As a result we initiate the theory of Lagrangian boundary value problems in spaces of appropriate smoothness. We also analyse if the concept of mapping degree of current importance applies to the study of Lagrangian problems. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 2 KW - nonlinear equations KW - Lagrangian system KW - weak boundary values KW - quasilinear Fredholm operator KW - mapping degree Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72617 SN - 2193-6943 VL - 4 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - THES A1 - Beinrucker, Andre T1 - Variable selection in high dimensional data analysis with applications Y1 - 2015 ER - TY - JOUR A1 - Samaras, Stefanos A1 - Nicolae, Doina A1 - Böckmann, Christine A1 - Vasilescu, Jeni A1 - Binietoglou, Ioannis A1 - Labzovskii, Lev A1 - Toanca, Florica A1 - Papayannis, Alexandros T1 - Using Raman-lidar-based regularized microphysical retrievals and Aerosol Mass Spectrometer measurements for the characterization of biomass burning aerosols JF - Journal of computational physics N2 - In this work we extract the microphysical properties of aerosols for a collection of measurement cases with low volume depolarization ratio originating from fire sources captured by the Raman lidar located at the National Institute of Optoelectronics (INOE) in Bucharest. Our algorithm was tested not only for pure smoke but also for mixed smoke and urban aerosols of variable age and growth. Applying a sensitivity analysis on initial parameter settings of our retrieval code was proved vital for producing semi-automatized retrievals with a hybrid regularization method developed at the Institute of Mathematics of Potsdam University. A direct quantitative comparison of the retrieved microphysical properties with measurements from a Compact Time of Flight Aerosol Mass Spectrometer (CToF-AMS) is used to validate our algorithm. Microphysical retrievals performed with sun photometer data are also used to explore our results. Focusing on the fine mode we observed remarkable similarities between the retrieved size distribution and the one measured by the AMS. More complicated atmospheric structures and the factor of absorption appear to depend more on particle radius being subject to variation. A good correlation was found between the aerosol effective radius and particle age, using the ratio of lidar ratios (LR: aerosol extinction to backscatter ratios) as an indicator for the latter. Finally, the dependence on relative humidity of aerosol effective radii measured on the ground and within the layers aloft show similar patterns. (C) 2015 Elsevier Inc. All rights reserved. KW - Aerosols KW - Microphysical properties KW - Lidar KW - AMS KW - AERONET Y1 - 2015 U6 - https://doi.org/10.1016/j.jcp.2015.06.045 SN - 0021-9991 SN - 1090-2716 VL - 299 SP - 156 EP - 174 PB - Elsevier CY - San Diego ER - TY - JOUR A1 - Moesta, Philip A1 - Andersson, Lars A1 - Metzger, Jan A1 - Szilagyi, Bela A1 - Winicour, Jeffrey T1 - The merger of small and large black holes JF - Classical and quantum gravit N2 - We present simulations of binary black-hole mergers in which, after the common outer horizon has formed, the marginally outer trapped surfaces (MOTSs) corresponding to the individual black holes continue to approach and eventually penetrate each other. This has very interesting consequences according to recent results in the theory of MOTSs. Uniqueness and stability theorems imply that two MOTSs which touch with a common outer normal must be identical. This suggests a possible dramatic consequence of the collision between a small and large black hole. If the penetration were to continue to completion, then the two MOTSs would have to coalesce, by some combination of the small one growing and the big one shrinking. Here we explore the relationship between theory and numerical simulations, in which a small black hole has halfway penetrated a large one. KW - black holes KW - numerical relativity KW - trapped surfaces Y1 - 2015 U6 - https://doi.org/10.1088/0264-9381/32/23/235003 SN - 0264-9381 SN - 1361-6382 VL - 32 IS - 23 PB - IOP Publ. Ltd. CY - Bristol ER - TY - GEN A1 - Wicha, Sebastian G. A1 - Kees, Martin G. A1 - Solms, Alexander Maximilian A1 - Minichmayr, Iris K. A1 - Kratzer, Alexander A1 - Kloft, Charlotte T1 - TDMx: A novel web-based open-access support tool for optimising antimicrobial dosing regimens in clinical routine T2 - International journal of antimicrobial agents Y1 - 2015 U6 - https://doi.org/10.1016/j.ijantimicag.2014.12.010 SN - 0924-8579 SN - 1872-7913 VL - 45 IS - 4 SP - 442 EP - 444 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Kröncke, Klaus T1 - Stability and instability of Ricci solitons JF - Calculus of variations and partial differential equations N2 - We consider the volume- normalized Ricci flow close to compact shrinking Ricci solitons. We show that if a compact Ricci soliton (M, g) is a local maximum of Perelman's shrinker entropy, any normalized Ricci flowstarting close to it exists for all time and converges towards a Ricci soliton. If g is not a local maximum of the shrinker entropy, we showthat there exists a nontrivial normalized Ricci flow emerging from it. These theorems are analogues of results in the Ricci- flat and in the Einstein case (Haslhofer and Muller, arXiv:1301.3219, 2013; Kroncke, arXiv: 1312.2224, 2013). Y1 - 2015 U6 - https://doi.org/10.1007/s00526-014-0748-3 SN - 0944-2669 SN - 1432-0835 VL - 53 IS - 1-2 SP - 265 EP - 287 PB - Springer CY - Heidelberg ER - TY - JOUR A1 - Bagderina, Yulia Yu. A1 - Tarkhanov, Nikolai Nikolaevich T1 - Solution of the equivalence problem for the third Painleve equation JF - Journal of mathematical physics N2 - We find necessary conditions for a second order ordinary differential equation to be equivalent to the Painleve III equation under a general point transformation. Their sufficiency is established by reduction to known results for the equations of the form y ' = f (x, y). We consider separately the generic case and the case of reducibility to an autonomous equation. The results are illustrated by the primary resonance equation. Y1 - 2015 U6 - https://doi.org/10.1063/1.4905383 SN - 0022-2488 SN - 1089-7658 VL - 56 IS - 1 PB - American Institute of Physics CY - Melville ER - TY - GEN A1 - Flad, Heinz-Jürgen A1 - Harutyunyan, Gohar A1 - Schulze, Bert-Wolfgang T1 - Singular analysis and coupled cluster theory N2 - The primary motivation for systematic bases in first principles electronic structure simulations is to derive physical and chemical properties of molecules and solids with predetermined accuracy. This requires a detailed understanding of the asymptotic behaviour of many-particle Coulomb systems near coalescence points of particles. Singular analysis provides a convenient framework to study the asymptotic behaviour of wavefunctions near these singularities. In the present work, we want to introduce the mathematical framework of singular analysis and discuss a novel asymptotic parametrix construction for Hamiltonians of many-particle Coulomb systems. This corresponds to the construction of an approximate inverse of a Hamiltonian operator with remainder given by a so-called Green operator. The Green operator encodes essential asymptotic information and we present as our main result an explicit asymptotic formula for this operator. First applications to many-particle models in quantum chemistry are presented in order to demonstrate the feasibility of our approach. The focus is on the asymptotic behaviour of ladder diagrams, which provide the dominant contribution to shortrange correlation in coupled cluster theory. Furthermore, we discuss possible consequences of our asymptotic analysis with respect to adaptive wavelet approximation. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 302 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-102306 SP - 31530 EP - 31541 ER - TY - JOUR A1 - Flad, Heinz-Jürgen A1 - Harutyunyan, Gohar A1 - Schulze, Bert-Wolfgang T1 - Singular analysis and coupled cluster theory JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - The primary motivation for systematic bases in first principles electronic structure simulations is to derive physical and chemical properties of molecules and solids with predetermined accuracy. This requires a detailed understanding of the asymptotic behaviour of many-particle Coulomb systems near coalescence points of particles. Singular analysis provides a convenient framework to study the asymptotic behaviour of wavefunctions near these singularities. In the present work, we want to introduce the mathematical framework of singular analysis and discuss a novel asymptotic parametrix construction for Hamiltonians of many-particle Coulomb systems. This corresponds to the construction of an approximate inverse of a Hamiltonian operator with remainder given by a so-called Green operator. The Green operator encodes essential asymptotic information and we present as our main result an explicit asymptotic formula for this operator. First applications to many-particle models in quantum chemistry are presented in order to demonstrate the feasibility of our approach. The focus is on the asymptotic behaviour of ladder diagrams, which provide the dominant contribution to short-range correlation in coupled cluster theory. Furthermore, we discuss possible consequences of our asymptotic analysis with respect to adaptive wavelet approximation. Y1 - 2015 U6 - https://doi.org/10.1039/c5cp01183c SN - 1463-9076 SN - 1463-9084 VL - 17 IS - 47 SP - 31530 EP - 31541 PB - Royal Society of Chemistry CY - Cambridge ER - TY - THES A1 - Wallenta, Daniel T1 - Sequences of compact curvature T1 - Sequenzen mit kompakter Krümmung N2 - By perturbing the differential of a (cochain-)complex by "small" operators, one obtains what is referred to as quasicomplexes, i.e. a sequence whose curvature is not equal to zero in general. In this situation the cohomology is no longer defined. Note that it depends on the structure of the underlying spaces whether or not an operator is "small." This leads to a magical mix of perturbation and regularisation theory. In the general setting of Hilbert spaces compact operators are "small." In order to develop this theory, many elements of diverse mathematical disciplines, such as functional analysis, differential geometry, partial differential equation, homological algebra and topology have to be combined. All essential basics are summarised in the first chapter of this thesis. This contains classical elements of index theory, such as Fredholm operators, elliptic pseudodifferential operators and characteristic classes. Moreover we study the de Rham complex and introduce Sobolev spaces of arbitrary order as well as the concept of operator ideals. In the second chapter, the abstract theory of (Fredholm) quasicomplexes of Hilbert spaces will be developed. From the very beginning we will consider quasicomplexes with curvature in an ideal class. We introduce the Euler characteristic, the cone of a quasiendomorphism and the Lefschetz number. In particular, we generalise Euler's identity, which will allow us to develop the Lefschetz theory on nonseparable Hilbert spaces. Finally, in the third chapter the abstract theory will be applied to elliptic quasicomplexes with pseudodifferential operators of arbitrary order. We will show that the Atiyah-Singer index formula holds true for those objects and, as an example, we will compute the Euler characteristic of the connection quasicomplex. In addition to this we introduce geometric quasiendomorphisms and prove a generalisation of the Lefschetz fixed point theorem of Atiyah and Bott. N2 - Die Theorie der Sequenzen mit kompakter Krümmung, sogenannter Quasikomplexe, ist eine Verallgemeinerung der Theorie der Fredholm Komplexe. Um ein Verständnis für (Quasi-)Komplexe zu gewinnen, müssen Inhalte aus verschiedenen Teilgebieten der Mathematik kombiniert werden. Alle hierfür wesentlichen Grundlagen sind im ersten Kapitel dieser Dissertation zusammengefasst. Dies betrifft unter anderem gewisse Elemente der Funktionalanalysis und der Differentialgeometrie, sowie die Theorie der klassischen Pseudodifferentialoperatoren. Im zweiten Kapitel wird anschließend die abstrakte Theorie der Quasikomplexe und zugehöriger Quasimorphismen im Kontext der Funktionalanalysis entwickelt. Dabei werden verschiedene Typen von Quasikomplexen und Quasimorphismen klassifiziert, deren Eigenschaften analysiert und Beispiele betrachtet. Ein zentraler Punkt hierbei ist die Lösung des Problems, für welche dieser Objekte sich eine besondere charakteristische Zahl, die sogenannte Lefschetz-Zahl, definieren lässt. Die dargestellten Resultate zeigen, dass die in dieser Arbeit gegebene Definition eine natürliche Erweiterung der klassischen Lefschetz-Zahl darstellt. Abschließend wird die entwickelte Theorie im dritten Kapitel auf elliptische Quasikomplexe von Pseudodifferentialoperatoren angewendet. Dabei werden insbesondere Verallgemeinerungen der berühmten Atiyah-Singer-Index-Formel und des Lefschetz-Fixpunkt-Theorems von Atiyah and Bott bewiesen. KW - Index Theorie KW - Fredholm Komplexe KW - Elliptische Komplexe KW - Index theory KW - Elliptic complexes KW - Fredholm complexes Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-87489 ER - TY - JOUR A1 - Koppitz, Jörg T1 - Separation of O-n from its proper subsemigroups by a single identity JF - Semigroup forum N2 - For each , we construct an identity that fails in the semigroup of all order-preserving maps on the -element chain but holds in each proper subsemigroup of O-n. KW - Order-preserving maps KW - Identities Y1 - 2015 U6 - https://doi.org/10.1007/s00233-014-9674-0 SN - 0037-1912 SN - 1432-2137 VL - 91 IS - 1 SP - 128 EP - 138 PB - Springer CY - New York ER - TY - CHAP A1 - Steenholdt, Casper A1 - Edlund, Helena A1 - Ainsworth, Mark A. A1 - Brynskov, Jorn A1 - Thomsen, Ole Ostergaard A1 - Huisinga, Wilhelm A1 - Kloft, Charlotte T1 - Relationship between measures of infliximab exposure and clinical outcome of infliximab intensification at therapeutic failure in Crohn's disease T2 - JOURNAL OF CROHNS & COLITIS Y1 - 2015 SN - 1873-9946 SN - 1876-4479 VL - 9 SP - S330 EP - S330 PB - Oxford Univ. Press CY - Oxford ER - TY - THES A1 - Conforti, Giovanni T1 - Reciprocal classes of continuous time Markov Chains T1 - Reziproke Klassen zeitkontinuierlicher Markov-Ketten N2 - In this thesis we study reciprocal classes of Markov chains. Given a continuous time Markov chain on a countable state space, acting as reference dynamics, the associated reciprocal class is the set of all probability measures on path space that can be written as a mixture of its bridges. These processes possess a conditional independence property that generalizes the Markov property, and evolved from an idea of Schrödinger, who wanted to obtain a probabilistic interpretation of quantum mechanics. Associated to a reciprocal class is a set of reciprocal characteristics, which are space-time functions that determine the reciprocal class. We compute explicitly these characteristics, and divide them into two main families: arc characteristics and cycle characteristics. As a byproduct, we obtain an explicit criterion to check when two different Markov chains share their bridges. Starting from the characteristics we offer two different descriptions of the reciprocal class, including its non-Markov probabilities. The first one is based on a pathwise approach and the second one on short time asymptotic. With the first approach one produces a family of functional equations whose only solutions are precisely the elements of the reciprocal class. These equations are integration by parts on path space associated with derivative operators which perturb the paths by mean of the addition of random loops. Several geometrical tools are employed to construct such formulas. The problem of obtaining sharp characterizations is also considered, showing some interesting connections with discrete geometry. Examples of such formulas are given in the framework of counting processes and random walks on Abelian groups, where the set of loops has a group structure. In addition to this global description, we propose a second approach by looking at the short time behavior of a reciprocal process. In the same way as the Markov property and short time expansions of transition probabilities characterize Markov chains, we show that a reciprocal class is characterized by imposing the reciprocal property and two families of short time expansions for the bridges. Such local approach is suitable to study reciprocal processes on general countable graphs. As application of our characterization, we considered several interesting graphs, such as lattices, planar graphs, the complete graph, and the hypercube. Finally, we obtain some first results about concentration of measure implied by lower bounds on the reciprocal characteristics. N2 - Diese Dissertation behandelt die reziproke zufällige Prozesse mit Sprüngen. Gegeben eine zeitkontinuierliche Markovkette als Referenzdynamik, ist die assoziierte reziproke Klasse die Menge aller Wahrscheinlichkeiten auf dem Pfadraum, die als eine Mischung ihrer Brücken geschrieben werden kann. Reziproke Prozesse zeichnen sich durch eine Form der bedingten Unabhängigkeit aus, die die Markoveigenschaft verallgemeinert. Ursprünglich ist diese Idee auf Schrödinger zurückzuführen, der nach einer probabilistischen Interpretation für die Quantenmechanik suchte. Einer reziproken Klasse wird eine Familie reziproker Charakteristiken assoziiert. Dies sind Raum-Zeit Abbildungen, die die reziproke Klasse eindeutig definieren. Wir berechnen diese Charakteristiken explizit und unterteilen sie in zwei Typen: Bogen-Charakteristiken und Kreis-Charakteristiken. Zusätzlich erhalten wir ein klares Kriterium zur Prüfung wann die Brücken von zwei verschiedenen Markovketten übereinstimmen. Wir beschreiben auf zwei verschiedene Arten reziproken Klasse und berücksichtigen auch ihre nicht-Markov Elemente. Die erste Charakterisierung basiert auf einem pfadweisen Ansatz, während die zweite kurzzeit Asymptotik benutzt. Der erste Ansatz liefert eine Familie funktionaler Gleichungen deren einzige Lösungen die Elemente der reziproken Klasse sind. Die Gleichungen können als partielle Integration auf dem Pfadraum mit einem Ableitungsoperator, der eine St¨orung der Pfade durch zusätzliche zufällige Kreise hervorruft, interpretiert werden. Die Konstruktion dieser Gleichungen benötigt eine geometrische Analyse des Problems. Wir behandeln außerdem die Fragestellung einer scharfen Charakterisierung und zeigen interessante Verbindungen zur diskreten Geometrie. Beispiele, für die wir eine solche Formel finden konnten, sind für Zählprozesse und für Irrfahrte auf abelschen Gruppen, in denen die Menge der Kreise eine Gruppenstruktur erweist. Zusätzlich zu diesem globalen Zugang, erforschen wir eine lokale Beschreibung durch die Analyse des kurzfristigen Verhaltens eines reziproken Prozesses. Analog zur Markoveigenschaft und kurzzeit Entwicklung ihrer Übergangswahrscheinlichkeit Markovketten charakterisieren, zeigen wir, dass eine reziproke Klasse charakterisiert werden kann indem wir ihre reziproke Eigenschaft und zwei Familien von Kurzzeit Entwicklungen der Brücken voraussetzen. Solche lokalen Ansatz ist geeignet, um Sprungprozesse auf allgemeine zählbaren Graphen zu studieren. Als Beispiele unserer Charakterisierung, betrachten wir Gitter, planare Graphen, komplette Graphen und die Hyperwürfel. Zusätzlich präsentieren wir erste Ergebnisse über Maßenkonzentration eines reziproken Prozesses, als Konsequenz unterer Schranken seiner Charakteristiken. N2 - In questa tesi si studiano le classi reciproche delle catene di Markov. Data una catena di Markov a tempo continuo su uno spazio numerabile, che svolge il ruolo di dinamica di riferimento, la sua classe reciproca é costituita da tutte le leggi sullo spazio dei cammini che si possono scrivere come un miscuglio dei ponti della legge di riferimento. Questi processi stocastici godono di una propriet`a di independenza condizionale che generalizza la proprietá di Markov ed é ispirata ad un’idea avuta da Schrödinger nel tentativo di derivare un’interpretazione stocastica della meccanica quantistica. A ciascuna classe reciproca é associato un insieme di caratteristiche reciproche. Una caratteristica reciproca é una proprietá della dinamica di riferimento che viene trasmessa a tutti gli elementi della classe, e viene espressa matematicamente da un opportuna combinazione di funzionali del generatore della catena di riferimento. Nella tesi, le caratteristiche vengono calcolate esplicitamente e suddivise in due famiglie principali: le caratteristiche di arco e le caratteristice di ciclo. Come sottoprodotto, otteniamo un criterio esplicito per decidere quando due catene di Markov hanno gli stessi ponti. A partire dalle caratteristiche reciproche, vengono proposte due caratterizzazioni della classe reciproca, compresi i suoi elementi non Markoviani. La prima é basata su un approccio traiettoriale, mentre la seconda si basa sul comportamento asintotico locale dei processi reciproci. Utilizzando il primo approccio, si ottiene una famiglia di equazioni funzionali che ammette come soluzioni tutti e soli gli elementi della classe reciproca. Queste equazioni sono integrazioni per parti sullo spazio dei cammini associate ad operatori differenziali che perturbano le traiettorie del processo canonico con l’aggiunta di loops casuali. Nella costruzione di queste equazioni si impiegano tecniche di geometria discreta, stabilendo un interessante collegamento con risultati recenti in questo campo. Le caratterizzazioni ottenute sono ottimali, in quanto impiegano un numero minimo di equazioni per descrivere la classe. Con questo metodo vengono studiate le classi reciproche di processi di conteggio, di camminate aleatorie su gruppi Abeliani, dove l’insieme dei cicli gode anch’esso di una struttura di gruppo. Il secondo approccio, di natura locale, si basa su stime asintotiche in tempo corto. É ben noto come una catena di Markov sia caratterizzata dal fatto di possedere la propriet`a di Markov e dal comportamento in tempo corto delle probabilitá di transizione. In questa tesi mostriamo che una classe reciproca é caratterizzata dalla propriet`a reciproca, e da due famiglie di stime asintotiche per i ponti del processo. Questo approccio locale permette di analizzare le classi reciproche di passeggiate aleatorie su grafi generali. Come applicazione dei risultati teorici, consideriamo i lattici, i grafi planari, il grafo completo, e l’ipercubo discreto. Infine, otteniamo delle stime di concentrazione della misura e sul comportamento globale dei ponti, sotto l’ipotesi di un limite inferiore per le caratteristiche reciproche. KW - reciprocal characteristics KW - random walks on graphs KW - reziproke Invarianten KW - reziproke Klassen KW - Schrödinger Problem KW - partielle Integration auf dem Pfadraum KW - Irrfahrten auf Graphen Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-82255 ER - TY - INPR A1 - Conforti, Giovanni T1 - Reciprocal classes of continuous time Markov Chains N2 - In this work we study reciprocal classes of Markov walks on graphs. Given a continuous time reference Markov chain on a graph, its reciprocal class is the set of all probability measures which can be represented as a mixture of the bridges of the reference walks. We characterize reciprocal classes with two different approaches. With the first approach we found it as the set of solutions to duality formulae on path space, where the differential operators have the interpretation of the addition of infinitesimal random loops to the paths of the canonical process. With the second approach we look at short time asymptotics of bridges. Both approaches allow an explicit computation of reciprocal characteristics, which are divided into two families, the loop characteristics and the arc characteristics. They are those specific functionals of the generator of the reference chain which determine its reciprocal class. We look at the specific examples such as Cayley graphs, the hypercube and planar graphs. Finally we establish the first concentration of measure results for the bridges of a continuous time Markov chain based on the reciprocal characteristics. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 8 KW - random walks on graphs KW - bridges of random walks KW - reciprocal characteristics KW - Schrödinger problem KW - integration by parts on path space Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78234 SN - 2193-6943 VL - 4 IS - 8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Conforti, Giovanni A1 - Roelly, Sylvie T1 - Reciprocal class of random walks on an Abelian group N2 - Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 1 KW - reciprocal class KW - stochastic bridge KW - random walk on Abelian group Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72604 SN - 2193-6943 VL - 4 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - JOUR A1 - Conforti, Giovanni A1 - Pra, Paolo Dai A1 - Roelly, Sylvie T1 - Reciprocal Class of Jump Processes JF - Journal of theoretical probability N2 - Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set . We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state. KW - Reciprocal processes KW - Stochastic bridges KW - Jump processes KW - Compound Poisson processes Y1 - 2015 U6 - https://doi.org/10.1007/s10959-015-0655-3 SN - 0894-9840 SN - 1572-9230 VL - 30 SP - 551 EP - 580 PB - Springer CY - New York ER - TY - JOUR A1 - Lyu, Xiaojing A1 - Qian, Tao A1 - Schulze, Bert-Wolfgang T1 - Order filtrations of the edge algebra JF - Journal of pseudo-differential operators and applications N2 - By edge algebra we understand a pseudo-differential calculus on a manifold with edge. The operators have a two-component principal symbolic hierarchy which determines operators up to lower order terms. Those belong to a filtration of the corresponding operator spaces. We give a new characterisation of this structure, based on an alternative representation of edge amplitude functions only containing holomorphic edge-degenerate Mellin symbols. Y1 - 2015 U6 - https://doi.org/10.1007/s11868-015-0126-8 SN - 1662-9981 SN - 1662-999X VL - 6 IS - 3 SP - 279 EP - 305 PB - Springer CY - Basel ER - TY - JOUR A1 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - On time duality for Markov Chains JF - Stochastic models N2 - For an irreducible continuous time Markov chain, we derive the distribution of the first passage time from a given state i to another given state j and the reversed passage time from j to i, each under the condition of no return to the starting point. When these two distributions are identical, we say that i and j are in time duality. We introduce a new condition called permuted balance that generalizes the concept of reversibility and provides sufficient criteria, based on the structure of the transition graph of the Markov chain. Illustrative examples are provided. KW - Time duality KW - Detailed balance KW - First passage time KW - Reversibility KW - Permuted balance KW - Markov chain Y1 - 2015 U6 - https://doi.org/10.1080/15326349.2014.969736 SN - 1532-6349 SN - 1532-4214 VL - 31 IS - 1 SP - 98 EP - 118 PB - Taylor & Francis Group CY - Philadelphia ER - TY - JOUR A1 - Kroencke, Klaus T1 - On the stability of Einstein manifolds JF - Annals of global analysis and geometry N2 - Certain curvature conditions for the stability of Einstein manifolds with respect to the Einstein-Hilbert action are given. These conditions are given in terms of quantities involving the Weyl tensor and the Bochner tensor. In dimension six, a stability criterion involving the Euler characteristic is given. KW - Einstein-Hilbert action KW - variational stability KW - Eigenvalue problem KW - Weyl tensor Y1 - 2015 U6 - https://doi.org/10.1007/s10455-014-9436-y SN - 0232-704X SN - 1572-9060 VL - 47 IS - 1 SP - 81 EP - 98 PB - Springer CY - Dordrecht ER - TY - INPR A1 - Gibali, Aviv A1 - Shoikhet, David A1 - Tarkhanov, Nikolai Nikolaevich T1 - On the convergence of continuous Newton method N2 - In this paper we study the convergence of continuous Newton method for solving nonlinear equations with holomorphic mappings in complex Banach spaces. Our contribution is based on a recent progress in the geometric theory of spirallike functions. We prove convergence theorems and illustrate them by numerical simulations. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015)10 KW - Newton method KW - spirallike function Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-81537 SN - 2193-6943 VL - 4 IS - 10 PB - Universitätsverlag Potsdam CY - Potsdam ER -