@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}
}
@misc{RoellySortais2004,
  author    = {Roelly, Sylvie and Sortais, Michel},
  title     = {Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6700},
  year      = {2004},
  abstract  = {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.},
  language  = {en}
}
@misc{RoellyThieullen2005,
  author    = {Roelly, Sylvie and Thieullen, Mich{\`e}le},
  title     = {Duality formula for the bridges of a Brownian diffusion : application to gradient drifts},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6710},
  year      = {2005},
  abstract  = {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.},
  language  = {en}
}
@misc{Louis2004,
  author    = {Louis, Pierre-Yves},
  title     = {Ergodicity of PCA},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6589},
  year      = {2004},
  abstract  = {For a general attractive Probabilistic Cellular Automata on S-Zd, we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition (A). This condition means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite boxes. For a class of reversible PCA dynamics on {1,+1}(Zd), wit a naturally associated Gibbsian potential rho, we prove that a (spatial-) weak mixing condition (WM) for rho implies the validity of the assumption (A); thus exponential (time-) ergodicity of these dynamics towards the unique Gibbs measure associated to rho hods. On some particular examples we state that exponential ergodicity holds as soon as there is no phase transition.},
  subject      = {Wahrscheinlichkeitstheorie},
  language  = {en}
}
@misc{Louis2005,
  author    = {Louis, Pierre-Yves},
  title     = {Increasing coupling for probabilistic cellular automata},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6593},
  year      = {2005},
  abstract  = {We give a necessary and sufficient condition for the existence of an increasing coupling of N (N >= 2) synchronous dynamics on S-Zd (PCA). Increasing means the coupling preserves stochastic ordering. We first present our main construction theorem in the case where S is totally ordered; applications to attractive PCAs are given. When S is only partially ordered, we show on two examples that a coupling of more than two synchronous dynamics may not exist. We also prove an extension of our main result for a particular class of partially ordered spaces.},
  subject      = {Wahrscheinlichkeitstheorie},
  language  = {en}
}
@misc{RoellyDaiPra2004,
  author    = {Roelly, Sylvie and Dai Pra, Paolo},
  title     = {An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6684},
  year      = {2004},
  abstract  = {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.},
  language  = {en}
}
@misc{PornsawadSungcharoenBoeckmann2020,
  author    = {Pornsawad, Pornsarp and Sungcharoen, Parada and B{\"o}ckmann, Christine},
  title     = {Convergence rate of the modified Landweber method for solving inverse potential problems},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1034},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47194},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-471942},
  pages     = {24},
  year      = {2020},
  abstract  = {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.},
  language  = {en}
}
@misc{Reich1990,
  author    = {Reich, Sebastian},
  title     = {On a geometrical interpretation of differential-algebraic equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-46683},
  year      = {1990},
  abstract  = {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.},
  language  = {en}
}
@misc{ChampagnatRoelly2008,
  author    = {Champagnat, Nicolas and Roelly, Sylvie},
  title     = {Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-18610},
  year      = {2008},
  abstract  = {A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. Several results on the long time behavior of the conditioned mass process - the conditioned multitype Feller branching diffusion - are then proved. The general case is first considered, where the mutation matrix which models the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are analyzed too .},
  language  = {en}
}
@misc{Reich1994,
  author    = {Reich, Sebastian},
  title     = {Momentum conserving symplectic integrators},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-16824},
  year      = {1994},
  abstract  = {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).},
  language  = {en}
}
@misc{ImkellerRoelly2007,
  author    = {Imkeller, Peter and Roelly, Sylvie},
  title     = {Die Wiederentdeckung eines Mathematikers: Wolfgang D{\"o}blin},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-16397},
  year      = {2007},
  abstract  = {"Considerons une particule mobile se mouvant aleatoirement sur la droite (ou sur un segment de droite). Supposons qu'il existe une probabilite F(x,y;s,t) bien definie pour que la particule se trouvant a l'instant s dans la position x se trouve a l'instant t (> s) a gauche de y, probabilite independante du mouvement anterieur de la particule...." Mit diesen Worten beginnt eines der ber{\"u}hmtesten mathematischen Manuskripte des letzten Jahrhunderts. Es stammt vom Soldaten Wolfgang D{\"o}blin, Sohn des deutschen Schriftstellers Alfred D{\"o}blin, und tr{\"a}gt den Titel "Sur l'equation de Kolmogoroff". Seine Ver{\"o}ffentlichung verbindet sich mit einer unglaublichen Geschichte. Wolfgang D{\"o}blin, stationiert mit seiner Einheit in den Ardennen im Winter 1939/1940, arbeitete an diesem Manuskript. Er entschloss sich, es als versiegeltes Manuskript an die Academie des Sciences in Paris zu schicken. Aber er kehrte nie aus diesem Krieg zur{\"u}ck. Sein Manuskript blieb 60 Jahre unter Verschluss im Archiv, und wurde erst im Jahre 2000 ge{\"o}ffnet. Wie weit D{\"o}blin damit seiner Zeit voraus war, wurde erkannt, nachdem es von Bernard Bru und Marc Yor ausgewertet worden war. Im ersten Satz umschreibt W. D{\"o}blin gleichzeitig das Programm des Manuskripts: "Wir betrachten ein bewegliches Teilchen, das sich zuf{\"a}llig auf der Geraden (oder einem Teil davon) bewegt." Er widmet sich damit der Aufgabe, die Fundamente eines Gebiets zu legen, das wir heute als stochastische Analysis bezeichnen.},
  language  = {de}
}