## Institut für Mathematik

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- Averaging along foliated Levy diffusions (2015)
- This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Levy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is foliated in the sense that its trajectories stay on the leaf of their initial value for all times almost surely. Under a generic ergodicity assumption for each leaf, we determine the effective behaviour of the system subject to a small smooth perturbation of order epsilon > 0, which acts transversal to the leaves. The main result states that, on average, the transversal component of the perturbed SDE converges uniformly to the solution of a deterministic ODE as e tends to zero. This transversal ODE is generated by the average of the perturbing vector field with respect to the invariant measures of the unperturbed system and varies with the transversal height of the leaves. We give upper bounds for the rates of convergence and illustrate these results for the random rotations on the circle. This article complements the results by Gonzales and Ruffino for SDEs of Stratonovich type to general Levy driven SDEs of Marcus type.

- Multiple-time-stepping generalized hybrid Monte Carlo methods (2015)
- Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2-4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC). The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.

- On the stability of Einstein manifolds (2015)
- Certain curvature conditions for the stability of Einstein manifolds with respect to the Einstein-Hilbert action are given. These conditions are given in terms of quantities involving the Weyl tensor and the Bochner tensor. In dimension six, a stability criterion involving the Euler characteristic is given.

- Large-scale turbulence modelling via alpha-regularisation for atmospheric simulations (2015)
- We study the possibility of obtaining a computational turbulence model by means of non-dissipative regularisation of the compressible atmospheric equations for climate-type applications. We use an -regularisation (Lagrangian averaging) of the atmospheric equations. For the hydrostatic and compressible atmospheric equations discretised using a finite volume method on unstructured grids, deterministic and non-deterministic numerical experiments are conducted to compare the individual solutions and the statistics of the regularised equations to those of the original model. The impact of the regularisation parameter is investigated. Our results confirm the principal compatibility of -regularisation with atmospheric dynamics and encourage further investigations within atmospheric model including complex physical parametrisations.

- Solution of the equivalence problem for the third Painleve equation (2015)
- We find necessary conditions for a second order ordinary differential equation to be equivalent to the Painleve III equation under a general point transformation. Their sufficiency is established by reduction to known results for the equations of the form y ' = f (x, y). We consider separately the generic case and the case of reducibility to an autonomous equation. The results are illustrated by the primary resonance equation.

- Initial value problems for wave equations on manifolds (2015)
- We study the global theory of linear wave equations for sections of vector bundles over globally hyperbolic Lorentz manifolds. We introduce spaces of finite energy sections and show well-posedness of the Cauchy problem in those spaces. These spaces depend in general on the choice of a time function but it turns out that certain spaces of finite energy solutions are independent of this choice and hence invariantly defined. We also show existence and uniqueness of solutions for the Goursat problem where one prescribes initial data on a characteristic partial Cauchy hypersurface. This extends classical results due to Hormander.

- Large time limit and local L-2-index theorems for families (2015)
- We compute explicitly, and without any extra regularity assumptions, the large time limit of the fibrewise heat operator for Bismut-Lott type superconnections in the L-2-setting. This is motivated by index theory on certain non-compact spaces (families of manifolds with cocompact group action) where the convergence of the heat operator at large time implies refined L-2-index formulas. As applications, we prove a local L-2-index theorem for families of signature operators and an L-2-Bismut-Lott theorem, expressing the Becker-Gottlieb transfer of flat bundles in terms of Kamber-Tondeur classes. With slightly stronger regularity we obtain the respective refined versions: we construct L-2-eta forms and L-2-torsion forms as transgression forms.

- Singular analysis and coupled cluster theory (2015)
- The primary motivation for systematic bases in first principles electronic structure simulations is to derive physical and chemical properties of molecules and solids with predetermined accuracy. This requires a detailed understanding of the asymptotic behaviour of many-particle Coulomb systems near coalescence points of particles. Singular analysis provides a convenient framework to study the asymptotic behaviour of wavefunctions near these singularities. In the present work, we want to introduce the mathematical framework of singular analysis and discuss a novel asymptotic parametrix construction for Hamiltonians of many-particle Coulomb systems. This corresponds to the construction of an approximate inverse of a Hamiltonian operator with remainder given by a so-called Green operator. The Green operator encodes essential asymptotic information and we present as our main result an explicit asymptotic formula for this operator. First applications to many-particle models in quantum chemistry are presented in order to demonstrate the feasibility of our approach. The focus is on the asymptotic behaviour of ladder diagrams, which provide the dominant contribution to short-range correlation in coupled cluster theory. Furthermore, we discuss possible consequences of our asymptotic analysis with respect to adaptive wavelet approximation.

- On signal detection and confidence sets for low rank inference problems (2015)
- We consider the signal detection problem in the Gaussian design trace regression model with low rank alternative hypotheses. We derive the precise (Ingster-type) detection boundary for the Frobenius and the nuclear norm. We then apply these results to show that honest confidence sets for the unknown matrix parameter that adapt to all low rank sub-models in nuclear norm do not exist. This shows that recently obtained positive results in [5] for confidence sets in low rank recovery problems are essentially optimal.