TY - GEN A1 - Ginoux, Nicolas T1 - Une nouvelle estimation extrinsèque du spectre de l'opérateur de Dirac T1 - A new extrinsic estimate for the spectrum of the Dirac operator N2 - Nous établissons une nouvelle majoration optimale pour les plus petites valeurs propres de l'opérateur de Dirac sur une hypersurface compacte de l'espace hyperbolique. N2 - We prove a new upper bound for the smallest eigenvalues of the Dirac operator on a compact hypersurface of the hyperbolic space. KW - bounds KW - Eigenvalues Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-5644 ER - TY - GEN A1 - Leimkuhler, Benedict A1 - Reich, Sebastian T1 - Symplectic integration of constrained Hamiltonian systems N2 - A Hamiltonian system in potential form (formula in the original abstract) subject to smooth constraints on q can be viewed as a Hamiltonian system on a manifold, but numerical computations must be performed in Rn. In this paper methods which reduce "Hamiltonian differential algebraic equations" to ODEs in Euclidean space are examined. The authors study the construction of canonical parameterizations or local charts as well as methods based on the construction of ODE systems in the space in which the constraint manifold is embedded which preserve the constraint manifold as an invariant manifold. In each case, a Hamiltonian system of ordinary differential equations is produced. The stability of the constraint invariants and the behavior of the original Hamiltonian along solutions are investigated both numerically and analytically. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 032 KW - differential-algebraic equations KW - constrained Hamiltonian systems KW - canonical discretization schemes KW - symplectic methods Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-15653 ER - TY - GEN A1 - Evans, Myfanwy E. A1 - Hyde, Stephen T. T1 - Symmetric Tangling of Honeycomb Networks T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Symmetric, elegantly entangled structures are a curious mathematical construction that has found their way into the heart of the chemistry lab and the toolbox of constructive geometry. Of particular interest are those structures—knots, links and weavings—which are composed locally of simple twisted strands and are globally symmetric. This paper considers the symmetric tangling of multiple 2-periodic honeycomb networks. We do this using a constructive methodology borrowing elements of graph theory, low-dimensional topology and geometry. The result is a wide-ranging enumeration of symmetric tangled honeycomb networks, providing a foundation for their exploration in both the chemistry lab and the geometers toolbox. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1282 KW - tangles KW - knots KW - networks KW - periodic entanglement KW - molecular weaving KW - graphs Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-570842 SN - 1866-8372 IS - 1282 ER - TY - GEN A1 - Ascher, Uri M. A1 - Chin, Hongsheng A1 - Reich, Sebastian T1 - Stabilization of DAEs and invariant manifolds N2 - Many methods have been proposed for the stabilization of higher index differential-algebraic equations (DAEs). Such methods often involve constraint differentiation and problem stabilization, thus obtaining a stabilized index reduction. A popular method is Baumgarte stabilization, but the choice of parameters to make it robust is unclear in practice. Here we explain why the Baumgarte method may run into trouble. We then show how to improve it. We further develop a unifying theory for stabilization methods which includes many of the various techniques proposed in the literature. Our approach is to (i) consider stabilization of ODEs with invariants, (ii) discretize the stabilizing term in a simple way, generally different from the ODE discretization, and (iii) use orthogonal projections whenever possible. The best methods thus obtained are related to methods of coordinate projection. We discuss them and make concrete algorithmic suggestions. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 030 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-15625 ER - TY - GEN A1 - Ascher, Uri M. A1 - Chin, Hongsheng A1 - Petzold, Linda R. A1 - Reich, Sebastian T1 - Stabilization of constrained mechanical systems with DAEs and invariant manifolds N2 - Many methods have been proposed for the simulation of constrained mechanical systems. The most obvious of these have mild instabilities and drift problems. Consequently, stabilization techniques have been proposed A popular stabilization method is Baumgarte's technique, but the choice of parameters to make it robust has been unclear in practice. Some of the simulation methods that have been proposed and used in computations are reviewed here, from a stability point of view. This involves concepts of differential-algebraic equation (DAE) and ordinary differential equation (ODE) invariants. An explanation of the difficulties that may be encountered using Baumgarte's method is given, and a discussion of why a further quest for better parameter values for this method will always remain frustrating is presented. It is then shown how Baumgarte's method can be improved. An efficient stabilization technique is proposed, which may employ explicit ODE solvers in case of nonstiff or highly oscillatory problems and which relates to coordinate projection methods. Examples of a two-link planar robotic arm and a squeezing mechanism illustrate the effectiveness of this new stabilization method. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 033 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-15698 ER - TY - GEN A1 - Roelly, Sylvie A1 - Sortais, Michel T1 - Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory N2 - We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field. KW - Random Field Ising Model KW - Langevin Dynamics KW - Interacting Diffusion Processes KW - Space-Time Cluster Expansions Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6700 ER - TY - GEN A1 - Perera, Upeksha A1 - Böckmann, Christine T1 - Solutions of direct and inverse even-order Sturm-Liouville problems using Magnus expansion T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1336 KW - higher-order Sturm–Liouville problems KW - inverse Sturm–Liouville problems KW - Magnus expansion Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-473414 SN - 1866-8372 IS - 1336 ER - TY - GEN A1 - Reich, Sebastian T1 - Smoothed dynamics of highly oscillatory Hamiltonian systems N2 - We consider the numerical treatment of Hamiltonian systems that contain a potential which grows large when the system deviates from the equilibrium value of the potential. Such systems arise, e.g., in molecular dynamics simulations and the spatial discretization of Hamiltonian partial differential equations. Since the presence of highly oscillatory terms in the solutions forces any explicit integrator to use very small step size, the numerical integration of such systems provides a challenging task. It has been suggested before to replace the strong potential by a holonomic constraint that forces the solutions to stay at the equilibrium value of the potential. This approach has, e.g., been successfully applied to the bond stretching in molecular dynamics simulations. In other cases, such as the bond-angle bending, this methods fails due to the introduced rigidity. Here we give a careful analysis of the analytical problem by means of a smoothing operator. This will lead us to the notion of the smoothed dynamics of a highly oscillatory Hamiltonian system. Based on our analysis, we suggest a new constrained formulation that maintains the flexibility of the system while at the same time suppressing the high-frequency components in the solutions and thus allowing for larger time steps. The new constrained formulation is Hamiltonian and can be discretized by the well-known SHAKE method. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 031 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-15639 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 - GEN A1 - Ginoux, Nicolas T1 - Remarques sur le spectre de l'opérateur de Dirac T1 - Remarks on the spectrum of the Dirac operator N2 - Nous décrivons un nouvelle famille d'exemples d'hypersurfaces de la sphère satisfaisant le cas d'égalité de la majoration extrinsèque de C. Bär de la plus petite valeur propre de l'opérateur de Dirac. N2 - We describe a new family of examples of hypersurfaces in the sphere satisfying the limitingcase in C. Bär's extrinsic upper bound for the smallest eigenvalue of the Dirac operator. KW - 1st Eigenvalue KW - Submanifolds KW - Bounds KW - Space Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-5630 ER - TY - GEN A1 - Roelly, Sylvie A1 - Dereudre, David T1 - Propagation of Gibbsiannes for infinite-dimensional gradient Brownian diffusions N2 - We study the (strong-)Gibbsian character on R Z d of the law at time t of an infinitedimensional gradient Brownian diffusion , when the initial distribution is Gibbsian. 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-6918 ER - TY - GEN A1 - Reich, Sebastian T1 - On the local qualitative behavior of differential-algebraic equations N2 - A theoretical famework for the investigation of the qualitative behavior of differential-algebraic equations (DAEs) near an equilibrium point is established. The key notion of our approach is the notion of regularity. A DAE is called regular locally around an equilibrium point if there is a unique vector field such that the solutions of the DAE and the vector field are in one-to-one correspondence in a neighborhood of this equili Drium point. Sufficient conditions for the regularity of an equilibrium point are stated. This in turn allows us to translate several local results, as formulated for vector fields, to DAEs that are regular locally around a g: ven equilibrium point (e.g. Local Stable and Unstable Manifold Theorem, Hopf theorem). It is important that ihese theorems are stated in terms of the given problem and not in terms of the corresponding vector field. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 159 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-46739 ER - TY - GEN A1 - Roelly, Sylvie A1 - Dereudre, David T1 - On Gibbsianness of infinite-dimensional diffusions N2 - The authors analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the d-dimensional lattice. In the first part of the paper, these processes are characterized as Gibbs states on path spaces. In the second part of the paper, they study the Gibbsian character on R^{Z^d} of the law at time t of the infinite-dimensional diffusion X(t), when the initial law is Gibbsian. AMS Classifications: 60G15 , 60G60 , 60H10 , 60J60 KW - infinite-dimensional Brownian diffusion KW - Gibbs field KW - cluster expansion Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6692 ER - TY - GEN A1 - Reich, Sebastian T1 - On an existence and uniqueness theory for nonlinear differential-algebraic equations N2 - An existence and uniqueness theory is developed for general nonlinear and nonautonomous differential-algebraic equations (DAEs) by exploiting their underlying differential-geometric structure. A DAE is called regular if there is a unique nonautonomous vector field such that the solutions of the DAE and the solutions of the vector field are in one-to-one correspondence. Sufficient conditions for regularity of a DAE are derived in terms of constrained manifolds. Based on this differential-geometric characterization, existence and uniqueness results are stated for regular DAEs. Furthermore, our not ons are compared with techniques frequently used in the literature such as index and solvability. The results are illustrated in detail by means of a simple circuit example. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 158 Y1 - 1991 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-46706 ER - TY - GEN A1 - Reich, Sebastian T1 - On a geometrical interpretation of differential-algebraic equations N2 - The subject of this paper is the relation of differential-algebraic equations (DAEs) to vector fields on manifolds. For that reason, we introduce the notion of a regular DAE as a DAE to which a vector field uniquely corresponds. Furthermore, a technique is described which yields a family of manifolds for a given DAE. This socalled family of constraint manifolds allows in turn the formulation of sufficient conditions for the regularity of a DAE. and the definition of the index of a regular DAE. We also state a method for the reduction of higher-index DAEs to lowsr-index ones that can be solved without introducing additional constants of integration. Finally, the notion of realizability of a given vector field by a regular DAE is introduced, and it is shown that any vector field can be realized by a regular DAE. Throughout this paper the problem of path-tracing is discussed as an illustration of the mathematical phenomena. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 157 Y1 - 1990 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-46683 ER - TY - GEN A1 - Dai Pra, Paolo A1 - Louis, Pierre-Yves A1 - Minelli, Ida T1 - Monotonicity and complete monotonicity for continuous-time Markov chains N2 - We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time. N2 - Nous étudions les notions de monotonie et de monotonie complète pour les processus de Markov (ou chaînes de Markov à temps continu) prenant leurs valeurs dans un espace partiellement ordonné. Ces deux notions ne sont pas équivalentes, comme c'est le cas lorsque le temps est discret. Cependant, nous établissons que pour certains ensembles partiellement ordonnés, l'équivalence a lieu en temps continu bien que n'étant pas vraie en temps discret. KW - Stochastik KW - continuous time Markov Chains KW - poset KW - monotonicity KW - coupling Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-7665 ER - TY - GEN A1 - Reich, Sebastian T1 - Momentum conserving symplectic integrators N2 - In this paper, we show that symplectic partitioned Runge-Kutta methods conserve momentum maps corresponding to linear symmetry groups acting on the phase space of Hamiltonian differential equations by extended point transformation. We also generalize this result to constrained systems and show how this conservation property relates to the symplectic integration of Lie-Poisson systems on certain submanifolds of the general matrix group GL(n). T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 044 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-16824 ER - TY - GEN A1 - Champagnat, Nicolas A1 - Roelly, Sylvie T1 - Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions N2 - A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. Several results on the long time behavior of the conditioned mass process - the conditioned multitype Feller branching diffusion - are then proved. The general case is first considered, where the mutation matrix which models the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are analyzed too . T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 065 KW - multitype measure-valued branching processes KW - conditioned KW - critical and subcritical Dawson-Watanabe process KW - conditioned Feller diffusion Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-18610 ER - TY - GEN A1 - Kolbe, Benedikt Maximilian A1 - Evans, Myfanwy E. T1 - Isotopic tiling theory for hyperbolic surfaces T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - In this paper, we develop the mathematical tools needed to explore isotopy classes of tilings on hyperbolic surfaces of finite genus, possibly nonorientable, with boundary, and punctured. More specifically, we generalize results on Delaney-Dress combinatorial tiling theory using an extension of mapping class groups to orbifolds, in turn using this to study tilings of covering spaces of orbifolds. Moreover, we study finite subgroups of these mapping class groups. Our results can be used to extend the Delaney-Dress combinatorial encoding of a tiling to yield a finite symbol encoding the complexity of an isotopy class of tilings. The results of this paper provide the basis for a complete and unambiguous enumeration of isotopically distinct tilings of hyperbolic surfaces. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1347 KW - isotopic tiling theory KW - Delaney–Dress tiling theory KW - mapping class groups KW - Orbifolds KW - maps on surfaces KW - hyperbolic tilings Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-544285 SN - 1866-8372 IS - 1 ER - TY - GEN A1 - Louis, Pierre-Yves T1 - Increasing coupling for probabilistic cellular automata N2 - We give a necessary and sufficient condition for the existence of an increasing coupling of N (N >= 2) synchronous dynamics on S-Zd (PCA). Increasing means the coupling preserves stochastic ordering. We first present our main construction theorem in the case where S is totally ordered; applications to attractive PCAs are given. When S is only partially ordered, we show on two examples that a coupling of more than two synchronous dynamics may not exist. We also prove an extension of our main result for a particular class of partially ordered spaces. KW - Wahrscheinlichkeitstheorie KW - stochastische Anordnung KW - stochastische Zellulare Automaten KW - Kopplung KW - stochastic ordering KW - Probabilistic Cellular Automata KW - monotone coupling Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6593 ER - TY - GEN A1 - Keller, Matthias A1 - Pinchover, Yehuda A1 - Pogorzelski, Felix T1 - From hardy to rellich inequalities on graphs T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We show how to deduce Rellich inequalities from Hardy inequalities on infinite graphs. Specifically, the obtained Rellich inequality gives an upper bound on a function by the Laplacian of the function in terms of weighted norms. These weights involve the Hardy weight and a function which satisfies an eikonal inequality. The results are proven first for Laplacians and are extended to Schrodinger operators afterwards. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1379 KW - 35R02 KW - 39A12 (primary) KW - 26D15 KW - 31C20 KW - 35B09 KW - 58E35 (secondary) Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-542140 SN - 1866-8372 IS - 3 ER - TY - GEN A1 - Mazzonetto, Sara A1 - Salimova, Diyora T1 - Existence, uniqueness, and numerical approximations for stochastic burgers equations T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities. The proof of this result exploits the properties of an existing fully explicit space-time discrete approximation scheme, in particular the fact that it satisfies suitable a priori estimates. We also obtain almost sure and strong convergence of the approximation scheme to the mild solutions of the considered SPDEs. We conclude by applying the main result of the article to the stochastic Burgers equations with additive space-time white noise. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1393 KW - stochastic Burgers equations KW - SPDEs KW - mild solution KW - existence KW - numerical approximation Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-515796 SN - 1866-8372 IS - 4 ER - TY - GEN A1 - Louis, Pierre-Yves T1 - Ergodicity of PCA BT - equivalence between spatial and temporal mixing conditions N2 - For a general attractive Probabilistic Cellular Automata on S-Zd, we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition (A). This condition means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite boxes. For a class of reversible PCA dynamics on {1,+1}(Zd), wit a naturally associated Gibbsian potential rho, we prove that a (spatial-) weak mixing condition (WM) for rho implies the validity of the assumption (A); thus exponential (time-) ergodicity of these dynamics towards the unique Gibbs measure associated to rho hods. On some particular examples we state that exponential ergodicity holds as soon as there is no phase transition. KW - Wahrscheinlichkeitstheorie KW - Wechselwirkende Teilchensysteme KW - Stochastische Zellulare Automaten KW - Interacting particle systems KW - Probabilistic Cellular Automata KW - ERgodicity of Markov Chains KW - Gibbs measures Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6589 ER - TY - GEN A1 - Roelly, Sylvie A1 - Thieullen, Michèle T1 - Duality formula for the bridges of a Brownian diffusion : application to gradient drifts N2 - In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an integration by parts formula on the space of continuous paths C[0; 1]; R-d) Our techniques provide a characterization of gradient diffusions by a duality formula and, in case of reversibility, a generalization of a result of Kolmogorov. KW - reciprocal processes KW - stochastic bridge KW - mixture of bridges KW - integration by parts formula KW - Malliavin calculus KW - entropy KW - time reversal Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6710 ER - TY - GEN A1 - Ginoux, Nicolas T1 - Dirac operators on Lagrangian submanifolds N2 - We study a natural Dirac operator on a Lagrangian submanifold of a Kähler manifold. We first show that its square coincides with the Hodge - de Rham Laplacian provided the complex structure identifies the Spin structures of the tangent and normal bundles of the submanifold. We then give extrinsic estimates for the eigenvalues of that operator and discuss some examples. KW - Dirac operators KW - Global Analysis KW - Spectral Geometry KW - Spin Geometry KW - Lagrangian submanifolds Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-5627 ER - TY - GEN A1 - Reich, Sebastian T1 - Differential-algebraic equations and applications in circuit theory N2 - Technical and physical systems, especially electronic circuits, are frequently modeled as a system of differential and nonlinear implicit equations. In the literature such systems of equations are called differentialalgebraic equations (DAEs). It turns out that the numerical and analytical properties of a DAE depend on an integer called the index of the problem. For example, the well-known BDF method of Gear can be applied, in general, to a DAE only if the index does not exceed one. In this paper we give a geometric interpretation of higherindex DAEs and indicate problems arising in connection with such DAEs by means of several examples. N2 - Die mathematische Modellierung technisch physikalischer Systeme wie elektrische Netzwerke, führt häufig auf ein System von Differentialgleichungen und nichtlinearen impliziten Gleichungen sogenannten Algebrodifferentialgleichungen (ADGL). Es zeigt sich, daß die numerischen und analytischen Eigenschaften von ADGL durch den Index des Problems charakterisiert werden können. Insbesondere können die bekannten Integrationsformeln von Gear im allgemeinen nur auf ADGL mit dem Index eins angewendet werden. In diesem Beitrag wird eine geometrische Interpretation von ADGL mit einem höheren Index gegeben sowie auf Probleme im Zusammenhang mit derartigen ADGL an Hand verschiedener Beispiele hingewiesen. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 156 Y1 - 1992 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-46646 ER - TY - GEN A1 - Imkeller, Peter A1 - Roelly, Sylvie T1 - Die Wiederentdeckung eines Mathematikers: Wolfgang Döblin N2 - "Considerons une particule mobile se mouvant aleatoirement sur la droite (ou sur un segment de droite). Supposons qu'il existe une probabilite F(x,y;s,t) bien definie pour que la particule se trouvant a l'instant s dans la position x se trouve a l'instant t (> s) a gauche de y, probabilite independante du mouvement anterieur de la particule...." Mit diesen Worten beginnt eines der berühmtesten mathematischen Manuskripte des letzten Jahrhunderts. Es stammt vom Soldaten Wolfgang Döblin, Sohn des deutschen Schriftstellers Alfred Döblin, und trägt den Titel "Sur l'equation de Kolmogoroff". Seine Veröffentlichung verbindet sich mit einer unglaublichen Geschichte. Wolfgang Döblin, stationiert mit seiner Einheit in den Ardennen im Winter 1939/1940, arbeitete an diesem Manuskript. Er entschloss sich, es als versiegeltes Manuskript an die Academie des Sciences in Paris zu schicken. Aber er kehrte nie aus diesem Krieg zurück. Sein Manuskript blieb 60 Jahre unter Verschluss im Archiv, und wurde erst im Jahre 2000 geöffnet. Wie weit Döblin damit seiner Zeit voraus war, wurde erkannt, nachdem es von Bernard Bru und Marc Yor ausgewertet worden war. Im ersten Satz umschreibt W. Döblin gleichzeitig das Programm des Manuskripts: "Wir betrachten ein bewegliches Teilchen, das sich zufällig auf der Geraden (oder einem Teil davon) bewegt." Er widmet sich damit der Aufgabe, die Fundamente eines Gebiets zu legen, das wir heute als stochastische Analysis bezeichnen. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 035 KW - Kolmogorov-Gleichung KW - Stochastische Analysis KW - Döblin KW - Wolfgang KW - Doblin KW - Vincent KW - Doeblin KW - Wolfgang Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-16397 ER - TY - GEN A1 - Pornsawad, Pornsarp A1 - Sungcharoen, Parada A1 - Böckmann, Christine T1 - Convergence rate of the modified Landweber method for solving inverse potential problems T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - In this paper, we present the convergence rate analysis of the modified Landweber method under logarithmic source condition for nonlinear ill-posed problems. The regularization parameter is chosen according to the discrepancy principle. The reconstructions of the shape of an unknown domain for an inverse potential problem by using the modified Landweber method are exhibited. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1034 KW - nonlinear operator KW - regularization KW - modified Landweber method KW - discrepancy principle KW - logarithmic source condition Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-471942 SN - 1866-8372 IS - 1034 ER - TY - GEN A1 - Wiljes, Jana de A1 - Tong, Xin T. T1 - Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For spatial-temporal models, the ensemble Kalman filter with proper localisation techniques is considered to be a state-of-the-art DA methodology. This article proposes and investigates a localised ensemble Kalman Bucy filter for nonlinear models with short-range interactions. We derive dimension-independent and component-wise error bounds and show the long time path-wise error only has logarithmic dependence on the time range. The theoretical results are verified through some simple numerical tests. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1221 KW - data assimilation KW - stability and accuracy KW - dimension independent bound KW - localisation KW - high dimensional KW - filter KW - nonlinear Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-540417 SN - 1866-8372 VL - 33 IS - 9 SP - 4752 EP - 4782 PB - IOP Publ. CY - Bristol ER - TY - GEN A1 - Roelly, Sylvie A1 - Dai Pra, Paolo T1 - An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift N2 - We prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm ||.||∞ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by space-time cluster expansions in the small coupling parameter. KW - infinite-dimensional Brownian diffusion KW - space-time Gibbs field KW - cluster expansion Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6684 ER - TY - GEN A1 - Reich, Sebastian T1 - Algebrodifferentialgleichungen und Vektorfelder auf Mannigfaltigkeiten N2 - In diesem Beitrag wird der Zusammenhang zwischen Algebrodifferentialgleichungen (ADGL) und Vektorfeldern auf Mannigfaltigkeiten untersucht. Dazu wird zunächst der Begriff der regulären ADGL eingeführt, wobei unter eirter regulären ADGL eine ADGL verstanden wird, deren Lösungsmenge identisch mit der Lösungsmenge eines Vektorfeldes ist. Ausgehend von bekannten Aussagen über die Lösungsmenge eines Vektorfeldes werden analoge Aussagen für die Lösungsmenge einer regulären ADGL abgeleitet. Es wird eine Reduktionsmethode angegeben, die auf ein Kriterium für die Begularität einer ADGL und auf die Definition des Index einer nichtlinearen ADGL führt. Außerdem wird gezeigt, daß beliebige Vektorfelder durch reguläre ADGL so realisiert werden können, daß die Lösungsmenge des Vektorfeldes mit der der realisierenden ADGL identisch ist. Abschließend werden die für autonome ADGL gewonnenen Aussagen auf den Fall der nichtautonomen ADGL übertragen. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 160 Y1 - 1980 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-47290 ER - TY - GEN A1 - Pornsawad, Pornsarp A1 - Sapsakul, Nantawan A1 - Böckmann, Christine T1 - A modified asymptotical regularization of nonlinear ill-posed problems T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - In this paper, we investigate the continuous version of modified iterative Runge–Kutta-type methods for nonlinear inverse ill-posed problems proposed in a previous work. The convergence analysis is proved under the tangential cone condition, a modified discrepancy principle, i.e., the stopping time T is a solution of ∥𝐹(𝑥𝛿(𝑇))−𝑦𝛿∥=𝜏𝛿+ for some 𝛿+>𝛿, and an appropriate source condition. We yield the optimal rate of convergence. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1335 KW - nonlinear operator KW - regularization KW - discrepancy principle KW - asymptotic method KW - optimal rate Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-473433 SN - 1866-8372 IS - 1335 ER -