TY - JOUR A1 - Acevedo, Walter A1 - De Wiljes, Jana A1 - Reich, Sebastian T1 - Second-order accurate ensemble transform particle filters JF - SIAM journal on scientific computing N2 - Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF) [S. Reich, SIAM T. Sci. Comput., 35, (2013), pp. A2013-A2014[ replaces the resampling step of a standard particle filter by a linear transformation which allows for a hybridization of particle filters with ensemble Kalman filters and renders the resulting hybrid filters applicable to spatially extended systems. However, the linear transformation step is computationally expensive and leads to an underestimation of the ensemble spread for small and moderate ensemble sizes. Here we address both of these shortcomings by developing second order accurate extensions of the ETPF. These extensions allow one in particular to replace the exact solution of a linear transport problem by its Sinkhorn approximation. It is also demonstrated that the nonlinear ensemble transform filter arises as a special case of our general framework. We illustrate the performance of the second-order accurate filters for the chaotic Lorenz-63 and Lorenz-96 models and a dynamic scene-viewing model. The numerical results for the Lorenz-63 and Lorenz-96 models demonstrate that significant accuracy improvements can be achieved in comparison to a standard ensemble Kalman filter and the ETPF for small to moderate ensemble sizes. The numerical results for the scene-viewing model reveal, on the other hand, that second-order corrections can lead to statistically inconsistent samples from the posterior parameter distribution. KW - Bayesian inference KW - data assimilation KW - particle filter KW - ensemble Kalman filter KW - Sinkhorn approximation Y1 - 2017 U6 - https://doi.org/10.1137/16M1095184 SN - 1064-8275 SN - 1095-7197 SN - 2168-3417 VL - 39 IS - 5 SP - A1834 EP - A1850 PB - Society for Industrial and Applied Mathematics CY - Philadelphia ER - TY - JOUR A1 - Acevedo, Walter A1 - Fallah, Bijan A1 - Reich, Sebastian A1 - Cubasch, Ulrich T1 - Assimilation of pseudo-tree-ring-width observations into an atmospheric general circulation model JF - Climate of the past : an interactive open access journal of the European Geosciences Union N2 - Paleoclimate data assimilation (DA) is a promising technique to systematically combine the information from climate model simulations and proxy records. Here, we investigate the assimilation of tree-ring-width (TRW) chronologies into an atmospheric global climate model using ensemble Kalman filter (EnKF) techniques and a process-based tree-growth forward model as an observation operator. Our results, within a perfect-model experiment setting, indicate that the "online DA" approach did not outperform the "off-line" one, despite its considerable additional implementation complexity. On the other hand, it was observed that the nonlinear response of tree growth to surface temperature and soil moisture does deteriorate the operation of the time-averaged EnKF methodology. Moreover, for the first time we show that this skill loss appears significantly sensitive to the structure of the growth rate function, used to represent the principle of limiting factors (PLF) within the forward model. In general, our experiments showed that the error reduction achieved by assimilating pseudo-TRW chronologies is modulated by the magnitude of the yearly internal variability in themodel. This result might help the dendrochronology community to optimize their sampling efforts. Y1 - 2017 U6 - https://doi.org/10.5194/cp-13-545-2017 SN - 1814-9324 SN - 1814-9332 VL - 13 SP - 545 EP - 557 PB - Copernicus CY - Göttingen ER - TY - JOUR A1 - Bandara, Lashi A1 - McIntosh, Alan A1 - Rosen, Andreas T1 - Riesz continuity of the Atiyah BT - singer dirac operator under perturbations of the metric JF - Mathematische Annalen N2 - We prove that the Atiyah–Singer Dirac operator in L2 depends Riesz continuously on L∞ perturbations of complete metrics g on a smooth manifold. The Lipschitz bound for the map depends on bounds on Ricci curvature and its first derivatives as well as a lower bound on injectivity radius. Our proof uses harmonic analysis techniques related to Calderón’s first commutator and the Kato square root problem. We also show perturbation results for more general functions of general Dirac-type operators on vector bundles. Y1 - 2017 U6 - https://doi.org/10.1007/s00208-017-1610-7 SN - 0025-5831 SN - 1432-1807 VL - 370 IS - 1-2 SP - 863 EP - 915 PB - Springer CY - Heidelberg ER - TY - JOUR A1 - Benini, Marco A1 - Capoferri, Matteo A1 - Dappiaggi, Claudio T1 - Hadamard States for Quantum Abelian Duality JF - Annales de l'Institut Henri Poincaré N2 - Abelian duality is realized naturally by combining differential cohomology and locally covariant quantum field theory. This leads to a -algebra of observables, which encompasses the simultaneous discretization of both magnetic and electric fluxes. We discuss the assignment of physically well-behaved states on this algebra and the properties of the associated GNS triple. We show that the algebra of observables factorizes as a suitable tensor product of three -algebras: the first factor encodes dynamical information, while the other two capture topological data corresponding to electric and magnetic fluxes. On the former factor and in the case of ultra-static globally hyperbolic spacetimes with compact Cauchy surfaces, we exhibit a state whose two-point correlation function has the same singular structure of a Hadamard state. Specifying suitable counterparts also on the topological factors, we obtain a state for the full theory, ultimately implementing Abelian duality transformations as Hilbert space isomorphisms. Y1 - 2017 U6 - https://doi.org/10.1007/s00023-017-0593-y SN - 1424-0637 SN - 1424-0661 VL - 18 SP - 3325 EP - 3370 PB - Springer CY - Basel ER - TY - JOUR A1 - Benini, Marco A1 - Schenkel, Alexander T1 - Quantum Field Theories on Categories Fibered in Groupoids JF - Communications in mathematical physics N2 - We introduce an abstract concept of quantum field theory on categories fibered in groupoids over the category of spacetimes. This provides us with a general and flexible framework to study quantum field theories defined on spacetimes with extra geometric structures such as bundles, connections and spin structures. Using right Kan extensions, we can assign to any such theory an ordinary quantum field theory defined on the category of spacetimes and we shall clarify under which conditions it satisfies the axioms of locally covariant quantum field theory. The same constructions can be performed in a homotopy theoretic framework by using homotopy right Kan extensions, which allows us to obtain first toy-models of homotopical quantum field theories resembling some aspects of gauge theories. Y1 - 2017 U6 - https://doi.org/10.1007/s00220-017-2986-7 SN - 0010-3616 SN - 1432-0916 VL - 356 SP - 19 EP - 64 PB - Springer CY - New York ER - TY - JOUR A1 - Benini, Marco A1 - Schenkel, Alexander T1 - Poisson Algebras for Non-Linear Field Theories in the Cahiers Topos JF - Annales de l'Institut Henri Poincaré Y1 - 2017 U6 - https://doi.org/10.1007/s00023-016-0533-2 SN - 1424-0637 SN - 1424-0661 VL - 18 SP - 1435 EP - 1464 PB - Springer CY - Basel ER - TY - JOUR A1 - Brungs, Hans H. A1 - Gräter, Joachim T1 - On central extensions of SL(2, F) admitting left-orderings JF - Journal of Algebra N2 - For an arbitrary euclidean field F we introduce a central extension (G(F), Phi) of SL(2, F) admitting a left-ordering and study its algebraic properties. The elements of G(F) are order preserving bijections of the convex hull of Q in F. If F = R then G(F) is isomorphic to the classical universal covering group of the Lie group SL(2, R). Among other results we show that G(F) is a perfect group which possesses a rank 1 cone of exceptional type. We also prove that its centre is an infinite cyclic group and investigate its normal subgroups. KW - Universal covering group KW - Central extensions of groups KW - Perfect groups KW - Ordered fields KW - Left-ordered groups KW - Order-preserving bijections KW - Euclidean fields Y1 - 2017 U6 - https://doi.org/10.1016/j.jalgebra.2017.05.025 SN - 0021-8693 SN - 1090-266X VL - 486 SP - 288 EP - 327 PB - Elsevier CY - San Diego ER - TY - JOUR A1 - Chang, D. -C. A1 - Schulze, Bert-Wolfgang T1 - Calculus on spaces with higher singularities JF - Journal of pseudo-differential operators and applications N2 - We establish extensions of the standard pseudo-differential calculus to specific classes of operators with operator-valued symbols occurring in symbolic hierarchies motivated by manifolds with higher singularities or stratified spaces. KW - Pseudo-differential operators KW - Operator-valued symbols KW - Fourier and Mellin transform Y1 - 2017 U6 - https://doi.org/10.1007/s11868-016-0180-x SN - 1662-9981 SN - 1662-999X VL - 8 SP - 585 EP - 622 PB - Springer CY - Basel ER - TY - JOUR A1 - Chang, Der-Chen A1 - Hedayat Mahmoudi, Mahdi A1 - Schulze, Bert-Wolfgang T1 - Singular degenerate operators JF - Applicable analysis : an international journal N2 - We outline some simplified and more general method for constructing parametrices on higher singular spaces. We also outline basic ideas on operators on manifolds with conical or edge singularities. KW - Operators on singular cones KW - Mellin symbols with values in the edge calculus KW - parametrices of elliptic operators Y1 - 2017 U6 - https://doi.org/10.1080/00036811.2017.1336546 SN - 0003-6811 SN - 1563-504X VL - 96 IS - 14 SP - 2434 EP - 2456 PB - Routledge, Taylor & Francis Group CY - Abingdon ER - TY - JOUR A1 - Chang, Der-Chen A1 - Schulze, Bert-Wolfgang T1 - Ellipticity on spaces with higher singularities JF - Science China Mathematics N2 - We study corner-degenerate pseudo-differential operators of any singularity order and develop ellipticity based on the principal symbolic hierarchy, associated with the stratification of the underlying space. We construct parametrices within the calculus and discuss the aspect of additional trace and potential conditions along lower-dimensional strata. KW - pseudo-differential operators KW - operator-valued symbols KW - Fourier and Mellin transforms Y1 - 2017 U6 - https://doi.org/10.1007/s11425-016-0519-9 SN - 1674-7283 SN - 1869-1862 VL - 60 IS - 11 SP - 2053 EP - 2076 PB - Science China Press CY - Beijing ER - TY - JOUR A1 - Conforti, Giovanni A1 - Roelly, Sylvie T1 - Bridge mixtures of random walks on an Abelian group JF - Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability KW - random walk on Abelian group KW - reciprocal class KW - stochastic bridge Y1 - 2017 U6 - https://doi.org/10.3150/15-BEJ783 SN - 1350-7265 SN - 1573-9759 VL - 23 SP - 1518 EP - 1537 PB - International Statistical Institute CY - Voorburg ER - TY - JOUR A1 - Cotronei, Mariantonia A1 - Di Salvo, Rosa A1 - Holschneider, Matthias A1 - Puccio, Luigia T1 - Interpolation in reproducing kernel Hilbert spaces based on random subdivision schemes JF - Journal of computational and applied mathematics N2 - In this paper we present a Bayesian framework for interpolating data in a reproducing kernel Hilbert space associated with a random subdivision scheme, where not only approximations of the values of a function at some missing points can be obtained, but also uncertainty estimates for such predicted values. This random scheme generalizes the usual subdivision by taking into account, at each level, some uncertainty given in terms of suitably scaled noise sequences of i.i.d. Gaussian random variables with zero mean and given variance, and generating, in the limit, a Gaussian process whose correlation structure is characterized and used for computing realizations of the conditional posterior distribution. The hierarchical nature of the procedure may be exploited to reduce the computational cost compared to standard techniques in the case where many prediction points need to be considered. KW - Subdivision schemes KW - Interpolation KW - Simulation of Gaussian processes KW - Bayesian inversion Y1 - 2016 U6 - https://doi.org/10.1016/j.cam.2016.08.002 SN - 0377-0427 SN - 1879-1778 VL - 311 SP - 342 EP - 353 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Dereudre, David A1 - Mazzonetto, Sara A1 - Roelly, Sylvie T1 - Exact simulation of Brownian diffusions with drift admitting jumps JF - SIAM journal on scientific computing N2 - In this paper, using an algorithm based on the retrospective rejection sampling scheme introduced in [A. Beskos, O. Papaspiliopoulos, and G. O. Roberts,Methodol. Comput. Appl. Probab., 10 (2008), pp. 85-104] and [P. Etore and M. Martinez, ESAIM Probab.Stat., 18 (2014), pp. 686-702], we propose an exact simulation of a Brownian di ff usion 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 di ffi culty due to the presence of t w o jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift. KW - exact simulation methods KW - skew Brownian motion KW - skew diffusions KW - Brownian motion with discontinuous drift Y1 - 2017 U6 - https://doi.org/10.1137/16M107699X SN - 1064-8275 SN - 1095-7197 VL - 39 IS - 3 SP - A711 EP - A740 PB - Society for Industrial and Applied Mathematics CY - Philadelphia ER - TY - JOUR A1 - Dereudre, David A1 - Roelly, Sylvie T1 - Path-dependent infinite-dimensional SDE with non-regular drift BT - an existence result JF - Annales de l'Institut Henri Poincaré : B, Probability and statistics 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 bounded or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy and a finite second moment. The originality of our method leads in the use of the specific entropy as a tightness tool and in the description of such infinite-dimensional stochastic process as solution of a variational problem on the path space. Our result clearly improves previous ones obtained for free dynamics with bounded drift. N2 - Nous établissons, dans cet article, l’existence de solutions faibles pour un système infini-dimensionnel de diffusions browniennes. Le terme de dérive est véritablement général, au sens où il est supposé n’être ni borné, ni continu, ni Markovien. Nous supposons cependant que la loi initiale admet une entropie spécifique finie. L’originalité de notre méthode consiste en l’utilisation de la bornitude de l’entropie spécifique comme critère de tension et en l’identification des solutions du système comme solutions d’un problème variationnel sur l’espace des trajectoires. Notre résultat améliore clairement ceux préexistants concernant des dynamiques libres perturbées par des dérives bornées. KW - Infinite-dimensional SDE KW - Non-Markov drift KW - Non-regular drift KW - Variational principle KW - Specific entropy Y1 - 2017 U6 - https://doi.org/10.1214/15-AIHP728 SN - 0246-0203 VL - 53 IS - 2 SP - 641 EP - 657 PB - Inst. of Mathematical Statistics CY - Bethesda ER - TY - JOUR A1 - Dimitrova, Ilinka A1 - Fernandes, Vitor H. A1 - Koppitz, Jörg T1 - A note on generators of the endomorphism semigroup of an infinite countable chain JF - Journal of Algebra and its Applications N2 - In this note, we consider the semigroup O(X) of all order endomorphisms of an infinite chain X and the subset J of O(X) of all transformations alpha such that vertical bar Im(alpha)vertical bar = vertical bar X vertical bar. For an infinite countable chain X, we give a necessary and sufficient condition on X for O(X) = < J > to hold. We also present a sufficient condition on X for O(X) = < J > to hold, for an arbitrary infinite chain X. KW - Infinite chain KW - endomorphism semigroup KW - generators KW - relative rank Y1 - 2016 U6 - https://doi.org/10.1142/S0219498817500311 SN - 0219-4988 SN - 1793-6829 VL - 16 IS - 2 PB - World Scientific CY - Singapore ER - TY - JOUR A1 - Dimitrova, Ilinka A1 - Koppitz, Jörg T1 - On the semigroup of all partial fence-preserving injections on a finite set JF - Journal of Algebra and Its Applications N2 - For n∈N , let Xn={a1,a2,…,an} be an n-element set and let F=(Xn; 1, weakly away from the zero set u(-1) (0) in chi, then u is a weak solution to this equation in all of chi. KW - Quasilinear equations KW - Removable sets KW - Porous medium equation Y1 - 2017 U6 - https://doi.org/10.1007/s40590-017-0169-3 SN - 1405-213X SN - 2296-4495 VL - 24 IS - 2 SP - 427 EP - 437 PB - Springer CY - Cham ER - TY - JOUR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana T1 - Transportation distances and noise sensitivity of multiplicative Levy SDE with applications JF - Stochastic processes and their application N2 - This article assesses the distance between the laws of stochastic differential equations with multiplicative Levy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Levy 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. KW - Stochastic differential equations KW - Multiplicative Levy noise KW - Levy type processes KW - Heavy-tailed distributions KW - Model selection KW - Wasserstein distance KW - Time series Y1 - 2017 U6 - https://doi.org/10.1016/j.spa.2017.09.003 SN - 0304-4149 SN - 1879-209X VL - 128 IS - 7 SP - 2153 EP - 2178 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Gairing, Jan M. A1 - Hogele, Michael A. A1 - Kosenkova, Tania A1 - Monahan, Adam H. T1 - How close are time series to power tail Levy diffusions? JF - Chaos : an interdisciplinary journal of nonlinear science N2 - This article presents a new and easily implementable method to quantify the so-called coupling distance between the law of a time series and the law of a differential equation driven by Markovian additive jump noise with heavy-tailed jumps, such as a-stable Levy flights. Coupling distances measure the proximity of the empirical law of the tails of the jump increments and a given power law distribution. In particular, they yield an upper bound for the distance of the respective laws on path space. We prove rates of convergence comparable to the rates of the central limit theorem which are confirmed by numerical simulations. Our method applied to a paleoclimate time series of glacial climate variability confirms its heavy tail behavior. In addition, this approach gives evidence for heavy tails in datasets of precipitable water vapor of the Western Tropical Pacific. Published by AIP Publishing. Y1 - 2017 U6 - https://doi.org/10.1063/1.4986496 SN - 1054-1500 SN - 1089-7682 VL - 27 PB - American Institute of Physics CY - Melville ER -