TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Generalised Beltrami equations N2 - We enlarge the class of Beltrami equations by developping a stability theory for the sheaf of solutions of an overdetermined elliptic system of first order homogeneous partial differential equations with constant coefficients in the Euclidean space. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)14 KW - Quasiconformal mapping KW - Beltrami equation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67416 ER - TY - INPR A1 - Roelly, Sylvie T1 - Reciprocal processes : a stochastic analysis approach N2 - Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 6 KW - Reciprocal process KW - Brownian bridge KW - Poisson bridge KW - duality formula Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64588 SN - 2193-6943 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 - INPR A1 - Savin, Anton A1 - Sternin, Boris T1 - Eta-invariant and Pontrjagin duality in K-theory N2 - The topological significance of the spectral Atiyah-Patodi-Singer η-invariant is investigated. We show that twice the fractional part of the invariant is computed by the linking pairing in K-theory with the orientation bundle of the manifold. The Pontrjagin duality implies the nondegeneracy of the linking form. An example of a nontrivial fractional part for an even-order operator is presented. T3 - Preprint - (2000) 08 KW - eta-invariant KW - K-theory KW - Pontrjagin duality KW - linking coefficients KW - Atiyah-Patodi-Singer theory KW - modulo n index Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25747 ER - TY - INPR A1 - Airapetyan, Ruben A1 - Witt, Ingo T1 - Isometric properties of the Hankel Transformation in weighted sobolev spaces N2 - It is shown that the Hankel transformation Hsub(v) acts in a class of weighted Sobolev spaces. Especially, the isometric mapping property of Hsub(v) which holds on L²(IRsub(+),rdr) is extended to spaces of arbitrary Sobolev order. The novelty in the approach consists in using techniques developed by B.-W. Schulze and others to treat the half-line Rsub(+) as a manifold with a conical singularity at r = 0. This is achieved by pointing out a connection between the Hankel transformation and the Mellin transformation.The procedure proposed leads at the same time to a short proof of the Hankel inversion formula. An application to the existence and higher regularity of solutions, including their asymptotics, to the 1-1-dimensional edge-degenerated wave equation is given. T3 - Preprint - (1997) 14 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25001 ER - TY - INPR A1 - Korkey, Michael Brian T1 - Optimal factorization of Muckenhoupt weights N2 - Peter Jones' theorem on the factorization of Ap weights is sharpened for weights with bounds near 1, allowing the factorization to be performed continuously near the limiting, unweighted case. When 1 < p < infinite and omega is an Ap weight with bound Ap(omega) = 1 + epsilon, it is shown that there exist Asub1 weights u, v such that both the formula omega = uv(1-p) and the estimates A1 (u), A1 (v) = 1 + Omikron (√epsilon) hold. The square root in these estimates is also proven to be the correct asymptotic power as epsilon -> 0. T3 - Preprint - (1998) 15 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25266 ER - TY - INPR A1 - Chen, Hua A1 - Hidetoshi, Tahara T1 - On the holomorphic solution of non-linear totally characteristic equations N2 - The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case. T3 - Preprint - (1998) 20 KW - Nonlinear KW - singular partial differential equation KW - holomorphic solution Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25333 ER - TY - INPR A1 - Lauter, Robert A1 - Seiler, Jörg T1 - Pseudodifferential analysis on manifolds with boundary - a comparison of b-calculus and cone algebra N2 - We establish a relation between two different approaches to a complete pseudodifferential analysis of totally characteristic or Fuchs type operators on compact manifolds with boundary respectively conical singularities: Melrose's (overblown) b-calculus and Schulze's cone algebra. Though quite different in their definition, we show that these two pseudodifferential calculi basically contain the same operators. T3 - Preprint - (1999) 27 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25611 ER - TY - INPR A1 - Kytmanov, Alexander A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Analytic representation of CR Functions on hypersurfaces with singularities N2 - We prove a theorem on analytic representation of integrable CR functions on hypersurfaces with singular points. Moreover, the behaviour of representing analytic functions near singular points is investigated. We are aimed at explaining the new effect caused by the presence of a singularity rather than at treating the problem in full generality. T3 - Preprint - (1999) 29 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25631 ER - TY - INPR A1 - Schrohe, Elmar T1 - A short introduction to Boutet de Monvel's calculus N2 - This paper provides an introduction to Boutet de Monvel's calculus on the half-space IRn (positiv) in the framework of a pseudodifferential calculus with operator-valued symbols. T3 - Preprint - (2000) 03 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25696 ER - TY - INPR A1 - Böckmann, Christine A1 - Sarközi, Janos T1 - The ill-posed inversion of multiwavelength lidar data by a hybrid method of variable projection N2 - The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements. T3 - NLD Preprints - 53 KW - Ill-posed problem KW - inversion KW - variable projection method KW - multiwavelength Lidar KW - aerosol distribution Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-14847 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 - 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 - 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 - 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 - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Mixed problems with a parameter N2 - Let X be a smooth n -dimensional manifold and D be an open connected set in X with smooth boundary ∂D. Perturbing the Cauchy problem for an elliptic system Au = f in D with data on a closed set Γ ⊂ ∂D we obtain a family of mixed problems depending on a small parameter ε > 0. Although the mixed problems are subject to a non-coercive boundary condition on ∂D\Γ in general, each of them is uniquely solvable in an appropriate Hilbert space DT and the corresponding family {uε} of solutions approximates the solution of the Cauchy problem in DT whenever the solution exists. We also prove that the existence of a solution to the Cauchy problem in DT is equivalent to the boundedness of the family {uε}. We thus derive a solvability condition for the Cauchy problem and an effective method of constructing its solution. Examples for Dirac operators in the Euclidean space Rn are considered. In the latter case we obtain a family of mixed boundary problems for the Helmholtz equation. T3 - Preprint - (2004) 02 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26677 ER - TY - INPR A1 - Berman, Gennady A1 - Tarkhanov, Nikolai Nikolaevich T1 - Quantum dynamics in the Fermi-Pasta-Ulam problem N2 - We study the dynamics of four wave interactions in a nonlinear quantum chain of oscillators under the "narrow packet" approximation. We determine the set of times for which the evolution of decay processes is essentially specified by quantum effects. Moreover, we highlight the quantum increment of instability. T3 - Preprint - (2004) 05 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26695 ER - TY - INPR A1 - Popivanov, Petăr R. T1 - Lorenz transformations and creation of logarithmic singularities to the solutions of some nonstrictly hyperbolic semilinear systems with two space variables T3 - Preprint - (2004) 07 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26710 ER - TY - INPR A1 - Witt, Ingo T1 - Green formulae for cone differential operators N2 - Green formulae for elliptic cone differential operators are established. This is achieved by an accurate description of the maximal domain of an elliptic cone differential operator and its formal adjoint; thereby utilizing the concept of a discrete asymptotic type. From this description, the singular coefficients replacing the boundary traces in classical Green formulas are deduced. T3 - Preprint - (2003) 20 Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26633 ER - TY - INPR A1 - Kytmanov, Aleksandr A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Power sums of roots of a nonlinear system N2 - For a system of meromorphic functions f = (f1, . . . , fn) in Cn, an explicit formula is given for evaluating negative power sums of the roots of the nonlinear system f(z) = 0. T3 - Preprint - (2004) 18 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26788 ER -