TY - JOUR A1 - de Wiljes, Jana A1 - Reich, Sebastian A1 - Stannat, Wilhelm T1 - Long-Time stability and accuracy of the ensemble Kalman-Bucy Filter for fully observed processes and small measurement noise JF - SIAM Journal on Applied Dynamical Systems N2 - The ensemble Kalman filter has become a popular data assimilation technique in the geosciences. However, little is known theoretically about its long term stability and accuracy. In this paper, we investigate the behavior of an ensemble Kalman-Bucy filter applied to continuous-time filtering problems. We derive mean field limiting equations as the ensemble size goes to infinity as well as uniform-in-time accuracy and stability results for finite ensemble sizes. The later results require that the process is fully observed and that the measurement noise is small. We also demonstrate that our ensemble Kalman-Bucy filter is consistent with the classic Kalman-Bucy filter for linear systems and Gaussian processes. We finally verify our theoretical findings for the Lorenz-63 system. KW - data assimilation KW - Kalman Bucy filter KW - ensemble Kalman filter KW - stability KW - accuracy KW - asymptotic behavior Y1 - 2018 U6 - https://doi.org/10.1137/17M1119056 SN - 1536-0040 VL - 17 IS - 2 SP - 1152 EP - 1181 PB - Society for Industrial and Applied Mathematics CY - Philadelphia ER - TY - JOUR A1 - Hamm, Maximilian A1 - Pelivan, Ivanka A1 - Grott, Matthias A1 - de Wiljes, Jana T1 - Thermophysical modelling and parameter estimation of small solar system bodies via data assimilation JF - Monthly notices of the Royal Astronomical Society N2 - Deriving thermophysical properties such as thermal inertia from thermal infrared observations provides useful insights into the structure of the surface material on planetary bodies. The estimation of these properties is usually done by fitting temperature variations calculated by thermophysical models to infrared observations. For multiple free model parameters, traditional methods such as least-squares fitting or Markov chain Monte Carlo methods become computationally too expensive. Consequently, the simultaneous estimation of several thermophysical parameters, together with their corresponding uncertainties and correlations, is often not computationally feasible and the analysis is usually reduced to fitting one or two parameters. Data assimilation (DA) methods have been shown to be robust while sufficiently accurate and computationally affordable even for a large number of parameters. This paper will introduce a standard sequential DA method, the ensemble square root filter, for thermophysical modelling of asteroid surfaces. This method is used to re-analyse infrared observations of the MARA instrument, which measured the diurnal temperature variation of a single boulder on the surface of near-Earth asteroid (162173) Ryugu. The thermal inertia is estimated to be 295 +/- 18 Jm(-2) K-1 s(-1/2), while all five free parameters of the initial analysis are varied and estimated simultaneously. Based on this thermal inertia estimate the thermal conductivity of the boulder is estimated to be between 0.07 and 0.12,Wm(-1) K-1 and the porosity to be between 0.30 and 0.52. For the first time in thermophysical parameter derivation, correlations and uncertainties of all free model parameters are incorporated in the estimation procedure that is more than 5000 times more efficient than a comparable parameter sweep. KW - radiation mechanisms: thermal KW - methods: data analysis KW - methods KW - statistical KW - minor planets, asteroids: individual: (162173) Ryugu Y1 - 2020 U6 - https://doi.org/10.1093/mnras/staa1755 SN - 0035-8711 SN - 1365-2966 VL - 496 IS - 3 SP - 2776 EP - 2785 PB - Oxford Univ. Press CY - Oxford ER - 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 - THES A1 - Rafler, Mathias T1 - Gaussian loop- and Pólya processes : a point process approach T1 - Gaußsche Loop- and Pólya-Prozesse : ein Zugang via Punktprozessen N2 - This thesis considers on the one hand the construction of point processes via conditional intensities, motivated by the partial Integration of the Campbell measure of a point process. Under certain assumptions on the intensity the existence of such a point process is shown. A fundamental example turns out to be the Pólya sum process, whose conditional intensity is a generalisation of the Pólya urn dynamics. A Cox process representation for that point process is shown. A further process considered is a Poisson process of Gaussian loops, which represents a noninteracting particle system derived from the discussion of indistinguishable particles. Both processes are used to define particle systems locally, for which thermodynamic limits are determined. N2 - Betrachtet wird zum einen die Konstruktion von Punktprozessen mittels bedingter Intensitäten, motivert durch die partielle Integration des Campbell-Maßes eines Punktprozesses, die gerade bedingte Intensitäten liefert. Unter bestimmten Annahmen an die Intensitäten wird gezeigt, dass ein solcher Punktprozess existiert. Als ein fundamentaler Vertreter stellt sich der Pólyasche Summenprozess heraus, aus einer Verallgemeinerung der Dynamik der Pólyaschen Urne hervorgeht. Fuer ihn werden u.a. eine Darstellung als Cox-Prozess gezeigt. Mit einem Poissonprozess von Gaußschen Loops wird ein nicht wechselwirkendes Teilchensystem betrachtet, das aus der Diskussion von Systemen ununterscheidbarer Teilchen abgeleitet ist. Mit beiden Prozessen werden jeweils lokal Teilchensysteme konstuiert, fuer die die thermodynamischen Limiten identifiziert werden. KW - Punktprozesse KW - partielle Integration KW - Gaußsche Loopprozess KW - Papangelou-Prozess KW - Polyascher Prozess KW - Point Processes KW - Partial Integration KW - Gaussian Loop Processes KW - Papangelou Process KW - Polya Process Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-38706 SN - 978-3-86956-029-8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Méléard, Sylvie A1 - Roelly, Sylvie T1 - Evolutive two-level population process and large population approximations N2 - We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 8 KW - Two-level interacting process KW - birth-death-mutation-competition point process KW - non-linear integro-differential equations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64604 SN - 2193-6943 ER - TY - THES A1 - Ludewig, Matthias T1 - Path integrals on manifolds with boundary and their asymptotic expansions T1 - Pfadintegrale auf Mannigfaltigkeiten mit Rand und ihre asymptotischen Entwicklungen N2 - It is "scientific folklore" coming from physical heuristics that solutions to the heat equation on a Riemannian manifold can be represented by a path integral. However, the problem with such path integrals is that they are notoriously ill-defined. One way to make them rigorous (which is often applied in physics) is finite-dimensional approximation, or time-slicing approximation: Given a fine partition of the time interval into small subintervals, one restricts the integration domain to paths that are geodesic on each subinterval of the partition. These finite-dimensional integrals are well-defined, and the (infinite-dimensional) path integral then is defined as the limit of these (suitably normalized) integrals, as the mesh of the partition tends to zero. In this thesis, we show that indeed, solutions to the heat equation on a general compact Riemannian manifold with boundary are given by such time-slicing path integrals. Here we consider the heat equation for general Laplace type operators, acting on sections of a vector bundle. We also obtain similar results for the heat kernel, although in this case, one has to restrict to metrics satisfying a certain smoothness condition at the boundary. One of the most important manipulations one would like to do with path integrals is taking their asymptotic expansions; in the case of the heat kernel, this is the short time asymptotic expansion. In order to use time-slicing approximation here, one needs the approximation to be uniform in the time parameter. We show that this is possible by giving strong error estimates. Finally, we apply these results to obtain short time asymptotic expansions of the heat kernel also in degenerate cases (i.e. at the cut locus). Furthermore, our results allow to relate the asymptotic expansion of the heat kernel to a formal asymptotic expansion of the infinite-dimensional path integral, which gives relations between geometric quantities on the manifold and on the loop space. In particular, we show that the lowest order term in the asymptotic expansion of the heat kernel is essentially given by the Fredholm determinant of the Hessian of the energy functional. We also investigate how this relates to the zeta-regularized determinant of the Jacobi operator along minimizing geodesics. N2 - Es ist "wissenschaftliche Folklore", abgeleitet von der physikalischen Anschauung, dass Lösungen der Wärmeleitungsgleichung auf einer riemannschen Mannigfaltigkeit als Pfadintegrale dargestellt werden können. Das Problem mit Pfadintegralen ist allerdings, dass schon deren Definition Mathematiker vor gewisse Probleme stellt. Eine Möglichkeit, Pfadintegrale rigoros zu definieren ist endlich-dimensionale Approximation, oder time-slicing-Approximation: Für eine gegebene Unterteilung des Zeitintervals in kleine Teilintervalle schränkt man den Integrationsbereich auf diejenigen Pfade ein, die auf jedem Teilintervall geodätisch sind. Diese endlichdimensionalen Integrale sind wohldefiniert, und man definiert das (unendlichdimensionale) Pfadintegral als den Limes dieser (passend normierten) Integrale, wenn die Feinheit der Unterteilung gegen Null geht. In dieser Arbeit wird gezeigt, dass Lösungen der Wärmeleitungsgleichung auf einer allgemeinen riemannschen Mannigfaltigkeit tatsächlich durch eine solche endlichdimensionale Approximation gegeben sind. Hierbei betrachten wir die Wärmeleitungsgleichung für allgemeine Operatoren von Laplace-Typ, die auf Schnitten in Vektorbündeln wirken. Wir zeigen auch ähnliche Resultate für den Wärmekern, wobei wir uns allerdings auf Metriken einschränken müssen, die eine gewisse Glattheitsbedingung am Rand erfüllen. Eine der wichtigsten Manipulationen, die man an Pfadintegralen vornehmen möchte, ist das Bilden ihrer asymptotischen Entwicklungen; in Falle des Wärmekerns ist dies die Kurzzeitasymptotik. Um die endlich-dimensionale Approximation hier nutzen zu können, ist es nötig, dass die Approximation uniform im Zeitparameter ist. Dies kann in der Tat erreicht werden; zu diesem Zweck geben wir starke Fehlerabschätzungen an. Schließlich wenden wir diese Resultate an, um die Kurzzeitasymptotik des Wärmekerns (auch im degenerierten Fall, d.h. am Schittort) herzuleiten. Unsere Resultate machen es außerdem möglich, die asymptotische Entwicklung des Wärmekerns mit einer formalen asymptotischen Entwicklung der unendlichdimensionalen Pfadintegrale in Verbindung zu bringen. Auf diese Weise erhält man Beziehungen zwischen geometrischen Größen der zugrundeliegenden Mannigfaltigkeit und solchen des Pfadraumes. Insbesondere zeigen wir, dass der Term niedrigster Ordnung in der asymptotischen Entwicklung des Wärmekerns im Wesentlichen durch die Fredholm-Determinante der Hesseschen des Energie-Funktionals gegeben ist. Weiterhin untersuchen wir die Verbindung zur zeta-regularisierten Determinante des Jakobi-Operators entlang von minimierenden Geodätischen. KW - heat equation KW - heat kernel KW - path integral KW - determinant KW - asymptotic expansion KW - Laplace expansion KW - heat asymptotics KW - Wiener measure KW - Wärmeleitungsgleichung KW - Wärmekern KW - Pfadintegrale KW - asymptotische Entwicklung KW - Determinante Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-94387 ER - TY - THES A1 - Scharrer, Christian T1 - Relating diameter and mean curvature for varifolds T1 - Relativer Diameter und mittlere Krümmung für Varifaltigkeiten N2 - The main results of this thesis are formulated in a class of surfaces (varifolds) generalizing closed and connected smooth submanifolds of Euclidean space which allows singularities. Given an indecomposable varifold with dimension at least two in some Euclidean space such that the first variation is locally bounded, the total variation is absolutely continuous with respect to the weight measure, the density of the weight measure is at least one outside a set of weight measure zero and the generalized mean curvature is locally summable to a natural power (dimension of the varifold minus one) with respect to the weight measure. The thesis presents an improved estimate of the set where the lower density is small in terms of the one dimensional Hausdorff measure. Moreover, if the support of the weight measure is compact, then the intrinsic diameter with respect to the support of the weight measure is estimated in terms of the generalized mean curvature. This estimate is in analogy to the diameter control for closed connected manifolds smoothly immersed in some Euclidean space of Peter Topping. Previously, it was not known whether the hypothesis in this thesis implies that two points in the support of the weight measure have finite geodesic distance. N2 - Die wichtigsten Ergebnisse dieser Arbeit sind formuliert für eine Klasse von Oberflächen (Varifaltigkeiten), welche geschlossene glatte Untermannigfaltigkeiten des euklidischen Raums verallgemeinern und Singularitäten erlauben. Gegeben sei eine mindestens zwei-dimensionale unzerlegbare Varifaltigkeit im euklidischen Raum, sodass die erste Variation lokal beschränkt ist, die totale Variation absolut stetig bezüglich dem Gewichtsmaß ist, die Dichte des Gewichtsmaßes außerhalb einer Nullmenge mindesten eins ist, und die verallgemeinerte mittlere Krümmung bezüglich dem Gewichtsmaß lokal summierbar zu einer natürlichen Potenz (Dimension der Varifaltigkeit minus eins) ist. Es wird die Menge, wo die untere Dichte klein ist, durch das ein-dimensionale Hausdorff-Maß abgeschätzt. Das Ergebnis ist eine neue, stark verbesserte untere Dichte-Schranke. Ist der Träger des Gewichtsmaßes kompakt, so wird der intrinsische Diameter des Trägers des Gewichtsmaßes abgeschätzt durch ein Integral der verallgemeinerten mittleren Krümmung. Diese Ungleichung ist analog zu der Ungleichung von Peter Topping für geschlossene zusammenhängende Mannigfaltigkeit, welche durch eine glatte Immersion in den euklidischen Raum eingebettet sind. Bisher war nicht bekannt, dass die oben genannten Annahmen an die Varifaltigkeit implizieren, dass der geodätische Abstand zweier Punkte aus dem Träger des Gewichtsmaßes endlich ist. KW - varifold KW - rectifiable varifold KW - indecomposable varifold KW - first variation KW - mean curvature KW - isoperimetric inequality KW - density of a measure KW - geodesic distance KW - intrinsic diameter KW - Varifaltigkeit KW - rektifizierbare Varifaltigkeit KW - unzerlegbare Varifaltigkeit KW - erste Variation KW - mittlere Krümmung KW - isoperimetrische Ungleichung KW - Dichte eines Maßes KW - geodätischer Abstand KW - intrinsischer Diameter Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-97013 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - An open mapping theorem for the Navier-Stokes equations N2 - We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed Hölder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fréchet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of Hölder spaces. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016)10 KW - Navier-Stokes equations KW - weighted Hölder spaces KW - integral representation method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-98687 SN - 2193-6943 VL - 5 IS - 10 PB - Universitätsverlag Potsdam CY - Potsdam 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 - THES A1 - Beinrucker, Andre T1 - Variable selection in high dimensional data analysis with applications Y1 - 2015 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 - 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 - CHAP A1 - Petsche, Hans-Joachim T1 - Einführung T2 - Raum und Zahl im Fokus der Wissenschaften : eine multidisziplinäre Vorlesungsreihe Y1 - 2015 SN - 978-3-86464-082-7 SP - 9 EP - 14 PB - Trafo CY - Berlin ER - TY - JOUR A1 - Petsche, Hans-Joachim T1 - Raum und Zahl - philosophische Kontexte JF - Raum und Zahl im Fokus der Wissenschaften : eine multidisziplinäre Vorlesungsreihe Y1 - 2015 SN - 978-3-86464-082-7 SP - 15 EP - 33 PB - Trafo CY - Berlin ER - TY - JOUR A1 - Sixtus, Elena A1 - Fischer, Martin H. T1 - Eine kognitionswissenschaftliche Betrachtung der Konzepte "Raum" und "Zahl" JF - Raum und Zahl im Fokus der Wissenschaften : eine multidisziplinäre Vorlesungsreihe Y1 - 2015 SN - 978-3-86464-082-7 SP - 35 EP - 62 PB - Trafo CY - Berlin ER - TY - JOUR A1 - Pröve, Ralf T1 - Numerische Zeichen und die Repräsentation von Sinn BT - Zahlen und Zeit-Räume im Spiegel der Wissenschaft von vergangenen Zeiten JF - Raum und Zahl im Fokus der Wissenschaften : eine multidisziplinäre Vorlesungsreihe Y1 - 2015 SN - 978-3-86464-082-7 SP - 63 EP - 76 PB - Trafo CY - Berlin ER - TY - JOUR A1 - Heimann, Heinz-Dieter T1 - Kreise - Punkte - Linien BT - Zum Wandel der Raumkonzeption und der Raumerfassung im Bild spätmittelalterlicher Welt- und Territorialkarten JF - Raum und Zahl im Fokus der Wissenschaften : eine multidisziplinäre Vorlesungsreihe Y1 - 2015 SN - 978-3-86464-082-7 SP - 111 EP - 127 PB - Trafo CY - Berlin ER - TY - THES A1 - Chutsagulprom, Nawinda T1 - Ensemble-based filters dealing with non-Gaussianity and nonlinearity Y1 - 2016 ER - TY - INPR A1 - Roelly, Sylvie A1 - Vallois, Pierre T1 - Convoluted Brownian motion BT - a semimartingale approach N2 - In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 9 KW - periodic Gaussian process KW - periodic Ornstein-Uhlenbeck process KW - Markov-field property KW - enlargement of filtration Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-96339 SN - 2193-6943 VL - 5 IS - 9 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 -