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 - 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 - INPR A1 - Dereudre, David A1 - Mazzonetto, Sara A1 - Roelly, Sylvie T1 - An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers N2 - In this paper we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this density in an exact way. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 9 KW - skew Brownian motion KW - semipermeable barriers KW - distorted Brownian motion KW - local time KW - rejection sampling KW - exact simulation Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-80613 SN - 2193-6943 VL - 4 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Elin, Mark A1 - Shoikhet, David A1 - Tarkhanov, Nikolai Nikolaevich T1 - Analytic semigroups of holomorphic mappings and composition operators N2 - In this paper we study the problem of analytic extension in parameter for a semigroup of holomorphic self-mappings of the unit ball in a complex Banach space and its relation to the linear continuous semigroup of composition operators. We also provide a brief review around this topic. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 6 KW - nonlinear semigroup KW - composition operator Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77914 SN - 2193-6943 VL - 4 IS - 6 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedosov, Boris A1 - Tarkhanov, Nikolai Nikolaevich T1 - Deformation quantisation and boundary value problems N2 - We describe a natural construction of deformation quantisation on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 5 KW - symplectic manifold KW - star product KW - trace KW - index Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77150 SN - 2193-6943 VL - 4 IS - 5 PB - Universitätsverlag Potsdam CY - Potsdam 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 - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Radó theorem for p-harmonic functions N2 - Let A be a nonlinear differential operator on an open set X in R^n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A (u) = 0 in the complement of S of class F satisfies this equation weakly in all of X. For the most extensively studied classes F we show conditions on S which guarantee that S is removable for F relative to A. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 3 KW - Quasilinear equations KW - removable sets KW - p-Laplace Operator Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-71492 SN - 2193-6943 VL - 4 IS - 3 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Asymptotic expansions at nonsymmetric cuspidal points N2 - We study asymptotics of solutions to the Dirichlet problem in a domain whose boundary contains a nonsymmetric conical point. We establish a complete asymptotic expansion of solutions near the singular point. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 7 KW - the Dirichlet problem KW - singular point KW - asymptotic expansion Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78199 SN - 2193-6943 VL - 4 IS - 7 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Makhmudov, K. O. A1 - Makhmudov, O. I. A1 - Tarkhanov, Nikolai Nikolaevich T1 - A nonstandard Cauchy problem for the heat equation N2 - We consider a Cauchy problem for the heat equation in a cylinder X x (0,T) over a domain X in the n-dimensional space with data on a strip lying on the lateral surface. The strip is of the form S x (0,T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S we derive an explicit formula for solutions of this problem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015)11 KW - heat equation KW - Cauchy problem KW - Carleman formulas Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-83830 SN - 2193-6943 VL - 4 IS - 11 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Mera, Azal A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Navier-Stokes equations for elliptic complexes N2 - We continue our study of invariant forms of the classical equations of mathematical physics, such as the Maxwell equations or the Lamé system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015)12 KW - Navier-Stokes equations KW - classical solution Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-85592 SN - 2193-6943 VL - 4 IS - 12 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - A spectral theorem for deformation quantisation N2 - We present a construction of the eigenstate at a noncritical level of the Hamiltonian function. Moreover, we evaluate the contributions of Morse critical points to the spectral decomposition. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 4 KW - star product KW - WKB method KW - spectral theorem Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-72425 SN - 2193-6943 VL - 4 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER -