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 - Wallenta, Daniel T1 - A Lefschetz fixed point formula for elliptic quasicomplexes T2 - Postprints der Universität Potsdam : Mathematisch Naturwissenschaftliche Reihe N2 - In a recent paper, the Lefschetz number for endomorphisms (modulo trace class operators) of sequences of trace class curvature was introduced. We show that this is a well defined, canonical extension of the classical Lefschetz number and establish the homotopy invariance of this number. Moreover, we apply the results to show that the Lefschetz fixed point formula holds for geometric quasiendomorphisms of elliptic quasicomplexes. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 885 KW - elliptic complexes KW - Fredholm complexes KW - Lefschetz number Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-435471 SN - 1866-8372 IS - 885 SP - 577 EP - 587 ER - TY - GEN A1 - Straube, Arthur V. A1 - Pikovskij, Arkadij T1 - Pattern formation induced by time-dependent advection T2 - Postprints der Universität Potsdam : Mathematisch Naturwissenschaftliche Reihe N2 - We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially homogeneous state. We deal with the flows periodic in space that may have arbitrary time dependence. We propose a discrete in time model, where reaction, advection, and diffusion act as successive operators, and show that a mixing advection can lead to a pattern-forming instability in a two-component system where only one of the species is advected. Physically, this can be explained as crossing a threshold of Turing instability due to effective increase of one of the diffusion constants. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 575 KW - pattern formation KW - reaction-advection-diffusion equation Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-413140 SN - 1866-8372 IS - 575 SP - 138-147 ER - TY - GEN A1 - Seiß, Martin A1 - Spahn, Frank T1 - Hydrodynamics of Saturn’s dense rings T2 - Postprints der Universität Potsdam : Postprint Mathematisch Naturwissenschaftliche Reihe N2 - The space missions Voyager and Cassini together with earthbound observations re-vealed a wealth of structures in Saturn’s rings. There are, for example, waves being excited at ring positions which are in orbital resonance with Saturn’s moons. Other structures can be assigned to embedded moons like empty gaps, moon induced wakes or S-shaped propeller features. Further-more, irregular radial structures are observed in the range from 10 meters until kilometers. Here some of these structures will be discussed in the frame of hydrodynamical modeling of Saturn’s dense rings. For this purpose we will characterize the physical properties of the ring particle ensemble by mean field quantities and point to the special behavior of the transport coefficients. We show that unperturbed rings can become unstable and how diffusion acts in the rings. Additionally, the alternative streamline formalism is introduced to describe perturbed regions of dense rings with applications to the wake damping and the dispersion relation of the density waves. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 574 KW - granular gas KW - instabilities KW - hydrodynamics KW - planetary rings Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-413139 SP - 191 EP - 218 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - Omel'chenko, Oleh T1 - Travelling chimera states in systems of phase oscillators with asymmetric nonlocal coupling T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We study travelling chimera states in a ring of nonlocally coupled heterogeneous (with Lorentzian distribution of natural frequencies) phase oscillators. These states are coherence-incoherence patterns moving in the lateral direction because of the broken reflection symmetry of the coupling topology. To explain the results of direct numerical simulations we consider the continuum limit of the system. In this case travelling chimera states correspond to smooth travelling wave solutions of some integro-differential equation, called the Ott–Antonsen equation, which describes the long time coarse-grained dynamics of the oscillators. Using the Lyapunov–Schmidt reduction technique we suggest a numerical approach for the continuation of these travelling waves. Moreover, we perform their linear stability analysis and show that travelling chimera states can lose their stability via fold and Hopf bifurcations. Some of the Hopf bifurcations turn out to be supercritical resulting in the observation of modulated travelling chimera states. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1169 KW - chimera states KW - nonlocally coupled phase oscillators KW - Ott–Antonsen equation KW - forced symmetry breaking KW - travelling waves KW - continuation KW - stability Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-518141 SN - 1866-8372 IS - 2 SP - 611 EP - 642 ER -