@misc{DaiPraLouisMinelli2006, author = {Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida}, title = {Monotonicity and complete monotonicity for continuous-time Markov chains}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-7665}, year = {2006}, abstract = {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.}, subject = {Stochastik}, language = {en} } @misc{AscherChinReich1994, author = {Ascher, Uri M. and Chin, Hongsheng and Reich, Sebastian}, title = {Stabilization of DAEs and invariant manifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15625}, year = {1994}, abstract = {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.}, language = {en} } @misc{Reich1995, author = {Reich, Sebastian}, title = {Smoothed dynamics of highly oscillatory Hamiltonian systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15639}, year = {1995}, abstract = {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.}, language = {en} } @misc{LeimkuhlerReich1994, author = {Leimkuhler, Benedict and Reich, Sebastian}, title = {Symplectic integration of constrained Hamiltonian systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15653}, year = {1994}, abstract = {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.}, language = {en} } @misc{AscherChinPetzoldetal.1994, author = {Ascher, Uri M. and Chin, Hongsheng and Petzold, Linda R. and Reich, Sebastian}, title = {Stabilization of constrained mechanical systems with DAEs and invariant manifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-15698}, year = {1994}, abstract = {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.}, language = {en} } @misc{Reich1980, author = {Reich, Sebastian}, title = {Algebrodifferentialgleichungen und Vektorfelder auf Mannigfaltigkeiten}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-47290}, year = {1980}, abstract = {In diesem Beitrag wird der Zusammenhang zwischen Algebrodifferentialgleichungen (ADGL) und Vektorfeldern auf Mannigfaltigkeiten untersucht. Dazu wird zun{\"a}chst der Begriff der regul{\"a}ren ADGL eingef{\"u}hrt, wobei unter eirter regul{\"a}ren ADGL eine ADGL verstanden wird, deren L{\"o}sungsmenge identisch mit der L{\"o}sungsmenge eines Vektorfeldes ist. Ausgehend von bekannten Aussagen {\"u}ber die L{\"o}sungsmenge eines Vektorfeldes werden analoge Aussagen f{\"u}r die L{\"o}sungsmenge einer regul{\"a}ren ADGL abgeleitet. Es wird eine Reduktionsmethode angegeben, die auf ein Kriterium f{\"u}r die Begularit{\"a}t einer ADGL und auf die Definition des Index einer nichtlinearen ADGL f{\"u}hrt. Außerdem wird gezeigt, daß beliebige Vektorfelder durch regul{\"a}re ADGL so realisiert werden k{\"o}nnen, daß die L{\"o}sungsmenge des Vektorfeldes mit der der realisierenden ADGL identisch ist. Abschließend werden die f{\"u}r autonome ADGL gewonnenen Aussagen auf den Fall der nichtautonomen ADGL {\"u}bertragen.}, language = {de} } @misc{Reich1992, author = {Reich, Sebastian}, title = {Differential-algebraic equations and applications in circuit theory}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-46646}, year = {1992}, abstract = {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.}, language = {en} } @misc{Ginoux2004, author = {Ginoux, Nicolas}, title = {Dirac operators on Lagrangian submanifolds}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-5627}, year = {2004}, abstract = {We study a natural Dirac operator on a Lagrangian submanifold of a K{\"a}hler 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.}, language = {en} } @misc{Ginoux2003, author = {Ginoux, Nicolas}, title = {Remarques sur le spectre de l'op{\´e}rateur de Dirac}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-5630}, year = {2003}, abstract = {Nous d{\´e}crivons un nouvelle famille d'exemples d'hypersurfaces de la sph{\`e}re satisfaisant le cas d'{\´e}galit{\´e} de la majoration extrins{\`e}que de C. B{\"a}r de la plus petite valeur propre de l'op{\´e}rateur de Dirac.}, language = {fr} } @misc{Ginoux2003, author = {Ginoux, Nicolas}, title = {Une nouvelle estimation extrins{\`e}que du spectre de l'op{\´e}rateur de Dirac}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-5644}, year = {2003}, abstract = {Nous {\´e}tablissons une nouvelle majoration optimale pour les plus petites valeurs propres de l'op{\´e}rateur de Dirac sur une hypersurface compacte de l'espace hyperbolique.}, language = {fr} }