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 - Ly, I. A1 - Tarkhanov, Nikolai Nikolaevich T1 - The cauchy problem for nonlinear elliptic equations N2 - This paper is devoted to investigation of the Cauchy problem for nonlinear elliptic equations with a small parameter. T3 - Preprint - (2007) 01 Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-30228 ER - TY - INPR A1 - Koppitz, Jörg A1 - Musunthia, Tiwadee T1 - Maximal subsemigroups containing a particular semigroup N2 - We study maximal subsemigroups of the monoid T(X) of all full transformations on the set X = N of natural numbers containing a given subsemigroup W of T(X), where each element of a given set U is a generator of T(X) modulo W. This note continues the study of maximal subsemigroups of the monoid of all full transformations on an infinite set. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 8 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57465 ER - TY - INPR A1 - Klein, Markus A1 - Zitt, Pierre-André T1 - Resonances for a diffusion with small noise N2 - We study resonances for the generator of a diffusion with small noise in R(d) : L = -∈∆ + ∇F * ∇, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F grows fast is well known, and under suitable conditions one can show that there exists a family of exponentially small eigenvalues, related to the wells of F. We show that, for an F with a slow growth, the spectrum is R+, but we can find a family of resonances whose real parts behave as the eigenvalues of the "quick growth" case, and whose imaginary parts are small. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 02 Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49448 ER - TY - INPR A1 - Klein, Markus A1 - Rosenberger, Elke T1 - Tunneling for a class of difference operators N2 - We analyze a general class of difference operators containing a multi-well potential and a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we treat the eigenvalue problem as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix similar to the analysis for the Schrödinger operator, and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 5 KW - semi-classical difference operator KW - tunneling KW - interaction matrix Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56989 ER - TY - INPR A1 - Klein, Markus A1 - Léonard, Christian A1 - Rosenberger, Elke T1 - Agmon-type estimates for a class of jump processes N2 - In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 6 KW - finsler distance KW - decay of eigenfunctions KW - jump process KW - Dirichlet form Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56995 ER - TY - INPR A1 - Kiselev, Oleg M. A1 - Tarkhanov, Nikolai Nikolaevich T1 - Scattering of autoresonance trajectories upon a separatrix N2 - We study asymptotic properties of solutions to the primary resonance equation with large amplitude on a long time interval. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 2 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56880 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 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - On time duality for quasi-birth-and-death processes N2 - We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 4 KW - continuous time Markov chain KW - hitting times KW - time duality KW - absorbing boundary Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56973 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 - 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 - INPR A1 - Grudsky, Serguey A1 - Tarkhanov, Nikolai Nikolaevich T1 - Conformal reduction of boundary problems for harmonic functions in a plane domain with strong singularities on the boundary N2 - We consider the Dirichlet, Neumann and Zaremba problems for harmonic functions in a bounded plane domain with nonsmooth boundary. The boundary curve belongs to one of the following three classes: sectorial curves, logarithmic spirals and spirals of power type. To study the problem we apply a familiar method of Vekua-Muskhelishvili which consists in using a conformal mapping of the unit disk onto the domain to pull back the problem to a boundary problem for harmonic functions in the disk. This latter is reduced in turn to a Toeplitz operator equation on the unit circle with symbol bearing discontinuities of second kind. We develop a constructive invertibility theory for Toeplitz operators and thus derive solvability conditions as well as explicit formulas for solutions. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)10 KW - singular integral equations KW - nonsmooth curves KW - boundary value problems Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57745 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 - 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 - 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 - INPR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana T1 - Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications N2 - This article assesses the distance between the laws of stochastic differential equations with multiplicative Lévy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Lévy kernels introduced by Kosenkova and Kulik yields a natural and statistically tractable upper bound on the noise sensitivity. This extends recent results for the additive case in terms of coupling distances to the multiplicative case. The strength of this notion is shown in a statistical implementation for simulations and the example of a benchmark time series in paleoclimate. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 2 KW - stochastic differential equations KW - multiplicative Lévy noise KW - Lévy type processes KW - heavy-tailed distributions KW - model selection KW - Wasserstein distance KW - time series Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-86693 SN - 2193-6943 VL - 5 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fradon, Myriam A1 - Roelly, Sylvie T1 - Infinite system of Brownian balls with interaction : the non-reversible case N2 - We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite- dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2005, 01 KW - Stochastic Differential Equation KW - local time KW - hard core potential KW - Gibbs measure KW - reversible measure Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51546 ER - TY - INPR A1 - Fradon, Myriam A1 - Roelly, Sylvie T1 - Brownian Hard Balls submitted to an infinite rangeinteraction with slow decay N2 - We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a pair potential with infinite range and quasi polynomial decay. It is modelized by an infinite-dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with deterministic initial condition. We also show that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2006, 01 Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49379 ER - TY - INPR A1 - Flandoli, Franco A1 - Högele, Michael T1 - A solution selection problem with small stable perturbations N2 - The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is a general alpha-stable process. It is proved that extremal solutions are selected and the probability of selection is computed. Detailed analysis of the characteristic function of an exit time form on the half-line is performed, with a suitable decomposition in small and large jumps adapted to the singular drift. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 8 KW - stochastic differential equations KW - singular drifts KW - zero-noise limit KW - Peano phenomena KW - non-uniqueness Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71205 SN - 2193-6943 VL - 3 IS - 8 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 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Radó Theorem for the Porous Medium Equation T2 - Preprints des Instituts für Mathematik der Universität Potsdam N2 - We prove that each locally Lipschitz continuous function satisfying the porous medium equation away from the set of its zeroes is actually a weak solution of this equation in the whole domain. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 6 (2017) 1 KW - quasilinear equation KW - removable set KW - porous medium equation Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-102735 VL - 6 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - An index formula for Toeplitz operators N2 - We prove a Fedosov index formula for the index of Toeplitz operators connected with the Hardy space of solutions to an elliptic system of first order partial differential equations in a bounded domain of Euclidean space with infinitely differentiable boundary. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)12 KW - Toeplitz operators KW - Fredholm property KW - index Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72499 SN - 2193-6943 VL - 3 IS - 12 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 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - Boundary value problems for elliptic complexes N2 - The aim of this paper is to bring together two areas which are of great importance for the study of overdetermined boundary value problems. The first area is homological algebra which is the main tool in constructing the formal theory of overdetermined problems. And the second area is the global calculus of pseudodifferential operators which allows one to develop explicit analysis. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 3 KW - elliptic complexes KW - Fredholm property KW - index Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-86705 SN - 2193-6943 VL - 5 IS - 3 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 - Dyachenko, Evgueniya A1 - Tarkhanov, Nikolai Nikolaevich T1 - Degeneration of boundary layer at singular points N2 - We study the Dirichlet problem in a bounded plane domain for the heat equation with small parameter multiplying the derivative in t. The behaviour of solution at characteristic points of the boundary is of special interest. The behaviour is well understood if a characteristic line is tangent to the boundary with contact degree at least 2. We allow the boundary to not only have contact of degree less than 2 with a characteristic line but also a cuspidal singularity at a characteristic point. We construct an asymptotic solution of the problem near the characteristic point to describe how the boundary layer degenerates. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)23 KW - Heat equation KW - Dirichlet problem KW - characteristic points KW - boundary layer Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60135 ER - 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 - Dereudre, David A1 - Roelly, Sylvie T1 - Propagation of Gibbsianness for infinite-dimensional gradient Brownian diffusions N2 - We study the (strong-)Gibbsian character on RZd of the law at time t of an infinitedimensional gradient Brownian diffusion , when the initial distribution is Gibbsian. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2004, 06 KW - infinite-dimensional Brownian diffusion KW - Gibbs measure KW - cluster expansion Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51535 ER - 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 - INPR A1 - Dereudre, David A1 - Mazzonetto, Sara A1 - Roelly, Sylvie T1 - Exact simulation of Brownian diffusions with drift admitting jumps N2 - Using an algorithm based on a retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical difficulty due to the presence of two jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 7 KW - exact simulation method KW - skew Brownian motion KW - skew diffusion KW - Brownian motion with discontinuous drift Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-91049 SN - 2193-6943 VL - 5 IS - 7 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 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - The dynamics of nonlinear reaction-diffusion equations with small levy noise T2 - Lecture notes in mathematics : a collection of informal reports and seminars T2 - Lecture Notes in Mathematics N2 - Our primary interest in this book lies in the study of dynamical properties of reaction-diffusion equations perturbed by Lévy noise of intensity ? in the small noise limit ??0 . Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_1 SN - 0075-8434 VL - 2085 SP - 1 EP - 10 PB - Springer CY - Berlin ER - TY - INPR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The dynamics of nonlinear reaction-diffusion equations with small levy noise preface T2 - Lecture notes in mathematics : a collection of informal reports and seminars T2 - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 SN - 0075-8434 VL - 2085 SP - V EP - + PB - Springer CY - Berlin 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 - Conforti, Giovanni A1 - Léonard, Christian A1 - Murr, Rüdiger A1 - Roelly, Sylvie T1 - Bridges of Markov counting processes : reciprocal classes and duality formulas N2 - Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 9 KW - counting process KW - bridge KW - reciprocal class KW - duality formula Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71855 SN - 2193-6943 VL - 3 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Conforti, Giovanni A1 - Dai Pra, Paolo A1 - Roelly, Sylvie T1 - Reciprocal class of jump processes 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 A in R^d. 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 A 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. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 6 KW - reciprocal processes KW - stochastic bridges KW - jump processes KW - compound Poisson processes Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70776 SN - 2193-6943 VL - 3 IS - 6 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 - Calvo, D. A1 - Schulze, Bert-Wolfgang T1 - Edge symbolic structures of second generation N2 - Operators on a manifold with (geometric) singularities are degenerate in a natural way. They have a principal symbolic structure with contributions from the different strata of the configuration. We study the calculus of such operators on the level of edge symbols of second generation, based on specific quantizations of the corner-degenerate interior symbols, and show that this structure is preserved under compositions. T3 - Preprint - (2005) 18 KW - Operators on manifolds with second order singularities KW - edge quantizations KW - continuity in Sobolev spaces with double weights Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-29940 ER - TY - INPR A1 - Bär, Christian A1 - Pfäffle, Frank T1 - Wiener measures on Riemannian manifolds and the Feynman-Kac formula N2 - This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)17 KW - Wiener measure KW - conditional Wiener measure KW - Brownian motion KW - Brownian bridge KW - Riemannian manifold Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59998 ER - TY - INPR A1 - Bär, Christian A1 - Ginoux, Nicolas T1 - Classical and quantum fields on Lorentzian manifolds N2 - We construct bosonic and fermionic locally covariant quantum fields theories on curved backgrounds for large classes of fields. We investigate the quantum field and n-point functions induced by suitable states. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)15 KW - Wave operator KW - Dirac-type operator KW - globally hyperbolic spacetime KW - Green's operator KW - CCR-algebra Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59973 ER - TY - INPR A1 - Bär, Christian A1 - Ballmann, Werner T1 - Boundary value problems for elliptic differential operators of first order N2 - We study boundary value problems for linear elliptic differential operators of order one. The underlying manifold may be noncompact, but the boundary is assumed to be compact. We require a symmetry property of the principal symbol of the operator along the boundary. This is satisfied by Dirac type operators, for instance. We provide a selfcontained introduction to (nonlocal) elliptic boundary conditions, boundary regularity of solutions, and index theory. In particular, we simplify and generalize the traditional theory of elliptic boundary value problems for Dirac type operators. We also prove a related decomposition theorem, a general version of Gromov and Lawson's relative index theorem and a generalization of the cobordism theorem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)18 KW - Elliptic operators KW - elliptic boundary conditions KW - completeness KW - coercivity KW - boundary regularity Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60023 ER - TY - INPR A1 - Bär, Christian T1 - Renormalized integrals and a path integral formula for the heat kernel on a manifold N2 - We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path integral formula for the heat kernel of any self-adjoint generalized Laplace operator acting on sections of a vector bundle over a compact Riemannian manifold. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)21 KW - Renormalized integral KW - path integral KW - Feynman-Kac formula KW - generalized Laplace operator KW - Riemannian manifold Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60052 ER - TY - INPR A1 - Bär, Christian T1 - Some properties of solutions to weakly hypoelliptic equations N2 - A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity theorem. In the case of constant coefficients we show that Liouville's theorem holds, any bounded solution must be constant and any L^p solution must vanish. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)22 KW - Hypoelliptic operators KW - hypoelliptic estimate KW - Montel theorem KW - Vitali theorem KW - Liouville theorem Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60064 ER - TY - INPR A1 - Blanchard, Gilles A1 - Mücke, Nicole T1 - Optimal rates for regularization of statistical inverse learning problems N2 - We consider a statistical inverse learning problem, where we observe the image of a function f through a linear operator A at i.i.d. random design points X_i, superposed with an additional noise. The distribution of the design points is unknown and can be very general. We analyze simultaneously the direct (estimation of Af) and the inverse (estimation of f) learning problems. In this general framework, we obtain strong and weak minimax optimal rates of convergence (as the number of observations n grows large) for a large class of spectral regularization methods over regularity classes defined through appropriate source conditions. This improves on or completes previous results obtained in related settings. The optimality of the obtained rates is shown not only in the exponent in n but also in the explicit dependence of the constant factor in the variance of the noise and the radius of the source condition set. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 5 KW - statistical inverse problem KW - minimax rate KW - kernel method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-89782 SN - 2193-6943 VL - 5 IS - 5 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Blanchard, Gilles A1 - Mathé, Peter T1 - Discrepancy principle for statistical inverse problems with application to conjugate gradient iteration N2 - The authors discuss the use of the discrepancy principle for statistical inverse problems, when the underlying operator is of trace class. Under this assumption the discrepancy principle is well defined, however a plain use of it may occasionally fail and it will yield sub-optimal rates. Therefore, a modification of the discrepancy is introduced, which takes into account both of the above deficiencies. For a variety of linear regularization schemes as well as for conjugate gradient iteration this modification is shown to yield order optimal a priori error bounds under general smoothness assumptions. A posteriori error control is also possible, however at a sub-optimal rate, in general. This study uses and complements previous results for bounded deterministic noise. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 7 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57117 ER - TY - INPR A1 - Blanchard, Gilles A1 - Krämer, Nicole T1 - Convergence rates of kernel conjugate gradient for random design regression N2 - We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to Kernel Partial Least Squares, a regression method that combines supervised dimensionality reduction with least squares projection. Following the setting introduced in earlier related literature, we study so-called "fast convergence rates" depending on the regularity of the target regression function (measured by a source condition in terms of the kernel integral operator) and on the effective dimensionality of the data mapped into the kernel space. We obtain upper bounds, essentially matching known minimax lower bounds, for the L^2 (prediction) norm as well as for the stronger Hilbert norm, if the true regression function belongs to the reproducing kernel Hilbert space. If the latter assumption is not fulfilled, we obtain similar convergence rates for appropriate norms, provided additional unlabeled data are available. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 8 KW - nonparametric regression KW - reproducing kernel Hilbert space KW - conjugate gradient KW - partial least squares KW - minimax convergence rates Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-94195 SN - 2193-6943 VL - 5 IS - 8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Blanchard, Gilles A1 - Delattre, Sylvain A1 - Roquain, Étienne T1 - Testing over a continuum of null hypotheses N2 - We introduce a theoretical framework for performing statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses. This extends the standard statistical setting for multiple hypotheses testing, which is restricted to a finite set. This work is motivated by numerous modern applications where the observed signal is modeled by a stochastic process over a continuum. As a measure of type I error, we extend the concept of false discovery rate (FDR) to this setting. The FDR is defined as the average ratio of the measure of two random sets, so that its study presents some challenge and is of some intrinsic mathematical interest. Our main result shows how to use the p-value process to control the FDR at a nominal level, either under arbitrary dependence of p-values, or under the assumption that the finite dimensional distributions of the p-value process have positive correlations of a specific type (weak PRDS). Both cases generalize existing results established in the finite setting, the latter one leading to a less conservative procedure. The interest of this approach is demonstrated in several non-parametric examples: testing the mean/signal in a Gaussian white noise model, testing the intensity of a Poisson process and testing the c.d.f. of i.i.d. random variables. Conceptually, an interesting feature of the setting advocated here is that it focuses directly on the intrinsic hypothesis space associated with a testing model on a random process, without referring to an arbitrary discretization. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 1 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56877 ER - TY - INPR A1 - Bagdonavičius, Vilijandas B. A1 - Levuliene, Ruta A1 - Nikulin, Mikhail S. A1 - Zdorova-Cheminade, Olga T1 - Tests for homogeneity of survival distributions against non-location alternatives and analysis of the gastric cancer data N2 - The two and k-sample tests of equality of the survival distributions against the alternatives including cross-effects of survival functions, proportional and monotone hazard ratios, are given for the right censored data. The asymptotic power against approaching alternatives is investigated. The tests are applied to the well known chemio and radio therapy data of the Gastrointestinal Tumor Study Group. The P-values for both proposed tests are much smaller then in the case of other known tests. Differently from the test of Stablein and Koutrouvelis the new tests can be applied not only for singly but also to randomly censored data. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2004, 03 KW - Censoring KW - Cross-effects KW - Kolmogorov-Smirnov type tests KW - Logrank test KW - Non-proportional hazards KW - Proportional hazards KW - Two-sample tests Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51527 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 -