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 - 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 - 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 - Ginoux, Nicolas T1 - Dirac operators on Lagrangian submanifolds N2 - We study a natural Dirac operator on a Lagrangian submanifold of a Kähler 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. KW - Dirac operators KW - Global Analysis KW - Spectral Geometry KW - Spin Geometry KW - Lagrangian submanifolds Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-5627 ER - TY - GEN A1 - Ginoux, Nicolas T1 - Remarques sur le spectre de l'opérateur de Dirac T1 - Remarks on the spectrum of the Dirac operator N2 - Nous décrivons un nouvelle famille d'exemples d'hypersurfaces de la sphère satisfaisant le cas d'égalité de la majoration extrinsèque de C. Bär de la plus petite valeur propre de l'opérateur de Dirac. N2 - We describe a new family of examples of hypersurfaces in the sphere satisfying the limitingcase in C. Bär's extrinsic upper bound for the smallest eigenvalue of the Dirac operator. KW - 1st Eigenvalue KW - Submanifolds KW - Bounds KW - Space Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-5630 ER - TY - GEN A1 - Ginoux, Nicolas T1 - Une nouvelle estimation extrinsèque du spectre de l'opérateur de Dirac T1 - A new extrinsic estimate for the spectrum of the Dirac operator N2 - Nous établissons une nouvelle majoration optimale pour les plus petites valeurs propres de l'opérateur de Dirac sur une hypersurface compacte de l'espace hyperbolique. N2 - We prove a new upper bound for the smallest eigenvalues of the Dirac operator on a compact hypersurface of the hyperbolic space. KW - bounds KW - Eigenvalues Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-5644 ER -