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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.
We equip the space of lattice cones with a coproduct which makes it a cograded, coaugmented, connnected coalgebra. The exponential generating sum and exponential generating integral on lattice cones can be viewed as linear maps on this space with values in the space of meromorphic germs with linear poles at zero. We investigate the subdivision properties-reminiscent of the inclusion-exclusion principle for the cardinal on finite sets-of such linear maps and show that these properties are compatible with the convolution quotient of maps on the coalgebra. Implementing the algebraic Birkhoff factorization procedure on the linear maps under consideration, we factorize the exponential generating sum as a convolution quotient of two maps, with each of the maps in the factorization satisfying a subdivision property. A direct computation shows that the polar decomposition of the exponential generating sum on a smooth lattice cone yields an Euler-Maclaurin formula. The compatibility with subdivisions of the convolution quotient arising in the algebraic Birkhoff factorization then yields the Euler-Maclaurin formula for any lattice cone. This provides a simple formula for the interpolating factor by means of a projection formula.
Algebra und Diskrete Mathematik gehören zu den wesentlichen Grundlagen der Informatik. Sie sind unverzichtbare Werkzeuge eines jeden Informatikers und spielen daher auch im Studium eine zentrale Rolle. Das Lehrbuch vermittelt anschaulich und leicht nachvollziehbar die wichtigsten algebraischen Grundlagen der Informatik bis hin zur Gleichungstheorie der Universellen Algebra. Zahlreiche Übungsaufgaben und ihre Lösungen helfen dem Leser, den Stoff zu verstehen
In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice.
In the limit 0 we analyse the generators H of families of reversible jump processes in Rd associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of a certain eikonal equation. Fine results are sensitive to the rate function being C2 or just Lipschitz. Our estimates are analogous to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice Zd. Although our final interest is in the (sub)stochastic jump process, technically this is a pure analysis paper, inspired by PDE techniques.
We analyze a general class of difference operators H-epsilon = T-epsilon + V-epsilon on l(2)(((epsilon)Z)(d)), where V-epsilon is a multi-well potential and epsilon is a small parameter. We construct approximate eigenfunctions in neighbourhoods of the different wells and give weighted l(2)-estimates for the difference of these and the exact eigenfunctions of the associated Dirichlet-operators.
We propose a computational method (with acronym ALDI) for sampling from a given target distribution based on first-order (overdamped) Langevin dynamics which satisfies the property of affine invariance. The central idea of ALDI is to run an ensemble of particles with their empirical covariance serving as a preconditioner for their underlying Langevin dynamics. ALDI does not require taking the inverse or square root of the empirical covariance matrix, which enables application to high-dimensional sampling problems. The theoretical properties of ALDI are studied in terms of nondegeneracy and ergodicity. Furthermore, we study its connections to diffusion on Riemannian manifolds and Wasserstein gradient flows. Bayesian inference serves as a main application area for ALDI. In case of a forward problem with additive Gaussian measurement errors, ALDI allows for a gradient-free approximation in the spirit of the ensemble Kalman filter. A computational comparison between gradient-free and gradient-based ALDI is provided for a PDE constrained Bayesian inverse problem.
An intercomparison of aerosol backscatter lidar algorithms was performed in 2001 within the framework of the European Aerosol Research Lidar Network to Establish an Aerosol Climatology (EARLINET). The objective of this research was to test the correctness of the algorithms and the influence of the lidar ratio used by the various lidar teams involved in the EARLINET for calculation of backscatter-coefficient profiles from the lidar signals. The exercise consisted of processing synthetic lidar signals of various degrees of difficulty. One of these profiles contained height- dependent lidar ratios to test the vertical influence of those profiles on the various retrieval algorithms. Furthermore, a realistic incomplete overlap of laser beam and receiver field of view was introduced to remind the teams to take great care in the nearest range to the lidar. The intercomparison was performed in three stages with increasing knowledge on the input parameters. First, only the lidar signals were distributed; this is the most realistic stage. Afterward the lidar ratio profiles and the reference values at calibration height were provided. The unknown height- dependent lidar ratio had the largest influence on the retrieval, whereas the unknown reference value was of minor importance. These results show the necessity of making additional independent measurements, which can provide us with a suitable approximation of the lidar ratio. The final stage proves in general, that the data evaluation schemes of the different groups of lidar systems work well. (C) 2004 Optical Society of America
We study multi-dimensional gravitational models with scalar curvature nonlinearities of types R-1 and R-4. It is assumed that the corresponding higher dimensional spacetime manifolds undergo a spontaneous compactification to manifolds with a warped product structure. Special attention has been paid to the stability of the extra-dimensional factor spaces. It is shown that for certain parameter regions the systems allow for a freezing stabilization of these spaces. In particular, we find for the R-1 model that configurations with stabilized extra dimensions do not provide a late-time Acceleration (they are AdS), whereas the solution branch which allows. for accelerated expansion (the dS branch) is incompatible with stabilized factor spaces. In the case of the R-4 model, we obtain that the stability region in parameter space depends on the total dimension D = dim(M) of the higher dimensional spacetime M. Tor D > 8 the stability region consists of a single (absolutely stable) sector which is shielded from a conformal singularity (and an antigravity sector beyond it) by a potential barrier of infinite height and width. This sector is smoothly connected with the stability region of a curvature-linear model. For D < 8 an additional (metastable) sector exists Which is separated from the conformal singularity by a potential barrier of finite height and width so that systems in this sector are prone to collapse into the conformal singularity. This second sector is not smoothly connected with the first (absolutely stable) one. Several limiting cases and the possibility of inflation are discussed for the R-4 model
Adiabatic vacuum states are a well-known class of physical states for linear quantum fields n Robertson-Walker spacetimes. We extend the definition of adiabatic vacua to general spacetime manifolds by using the notion of the Sobolev wavefront set. This definition is also applicable to interacting field theories. Hadamard states form a special subclass of the adiabatic vacua. We analyze physical properties of adiabatic vacuum representations of the Klein-Gordon field on globally hyperbolic spacetme manifolds (factoriality, quasiequivalence, local definteness, Haag duality) and construct them explicitly, if the manifold has a compact Cauchy surface.
In the present paper, we study the problem of existence of honest and adaptive confidence sets for matrix completion. We consider two statistical models: the trace regression model and the Bernoulli model. In the trace regression model, we show that honest confidence sets that adapt to the unknown rank of the matrix exist even when the error variance is unknown. Contrary to this, we prove that in the Bernoulli model, honest and adaptive confidence sets exist only when the error variance is known a priori. In the course of our proofs, we obtain bounds for the minimax rates of certain composite hypothesis testing problems arising in low rank inference.
Background: Circulating infliximab (IFX) concentrations correlate with clinical outcomes, forming the basis of the IFX concentration monitoring in patients with Crohn's disease. This study aims to investigate and refine the exposure-response relationship by linking the disease activity markers "Crohn's disease activity index" (CDAI) and C-reactive protein (CRP) to IFX exposure. In addition, we aim to explore the correlations between different disease markers and exposure metrics.
Methods: Data from 47 Crohn's disease patients of a randomized controlled trial were analyzed post hoc. All patients had secondary treatment failure at inclusion and had received intensified IFX of 5 mg/kg every 4 weeks for up to 20 weeks. Graphical analyses were performed to explore exposure-response relationships. Metrics of exposure included area under the concentration-time curve (AUC) and trough concentrations (Cmin). Disease activity was measured by CDAI and CRP values, their change from baseline/last visit, and response/remission outcomes at week 12.
Results: Although trends toward lower Cmin and lower AUC in nonresponders were observed, neither CDAI nor CRP showed consistent trends of lower disease activity with higher IFX exposure across the 30 evaluated relationships. As can be expected, Cmin and AUC were strongly correlated with each other. Contrarily, the disease activity markers were only weakly correlated with each other.
Conclusions: No significant relationship between disease activity, as evaluated by CDAI or CRP, and IFX exposure was identified. AUC did not add benefit compared with Cmin. These findings support the continued use of Cmin and call for stringent objective disease activity (bio-)markers (eg, endoscopy) to form the basis of personalized IFX therapy for Crohn's disease patients with IFX treatment failure.
Let (M, g) be a closed Riemannian manifold of dimension n >= 3 and let f is an element of C-infinity (M), such that the operator P-f := Delta g + f is positive. If g is flat near some point p and f vanishes around p, we can define the mass of P1 as the constant term in the expansion of the Green function of P-f at p. In this paper, we establish many results on the mass of such operators. In particular, if f := n-2/n(n-1)s(g), i.e. if P-f is the Yamabe operator, we show the following result: assume that there exists a closed simply connected non-spin manifold M such that the mass is non-negative for every metric g as above on M, then the mass is non-negative for every such metric on every closed manifold of the same dimension as M. (C) 2016 Elsevier Inc. All rights reserved.
A time-staggered semi-Lagrangian discretization of the rotating shallow-water equations is proposed and analysed. Application of regularization to the geopotential field used in the momentum equations leads to an unconditionally stable scheme. The analysis, together with a fully nonlinear example application, suggests that this approach is a promising, efficient, and accurate alternative to traditional schemes.
Both ground- and satellite-based airglow imaging have significantly contributed to understanding the low-latitude ionosphere, especially the morphology and dynamics of the equatorial ionization anomaly (EIA). The NASA Global-scale Observations of the Limb and Disk (GOLD) mission focuses on far-ultraviolet airglow images from a geostationary orbit at 47.5 degrees W. This region is of particular interest at low magnetic latitudes because of the high magnetic declination (i.e., about -20 degrees) and proximity of the South Atlantic magnetic anomaly. In this study, we characterize an exciting feature of the nighttime EIA using GOLD observations from October 5, 2018 to June 30, 2020. It consists of a wavelike structure of a few thousand kilometers seen as poleward and equatorward displacements of the EIA-crests. Initial analyses show that the synoptic-scale structure is symmetric about the dip equator and appears nearly stationary with time over the night. In quasi-dipole coordinates, maxima poleward displacements of the EIA-crests are seen at about +/- 12 degrees latitude and around 20 and 60 degrees longitude (i.e., in geographic longitude at the dip equator, about 53 degrees W and 14 degrees W). The wavelike structure presents typical zonal wavelengths of about 6.7 x 10(3) km and 3.3 x 10(3) km. The structure's occurrence and wavelength are highly variable on a day-to-day basis with no apparent dependence on geomagnetic activity. In addition, a cluster or quasi-periodic wave train of equatorial plasma depletions (EPDs) is often detected within the synoptic-scale structure. We further outline the difference in observing these EPDs from FUV images and in situ measurements during a GOLD and Swarm mission conjunction.
Paleoearthquakes and historic earthquakes are the most important source of information for the estimation of long-term earthquake recurrence intervals in fault zones, because corresponding sequences cover more than one seismic cycle. However, these events are often rare, dating uncertainties are enormous, and missing or misinterpreted events lead to additional problems. In the present study, I assume that the time to the next major earthquake depends on the rate of small and intermediate events between the large ones in terms of a clock change model. Mathematically, this leads to a Brownian passage time distribution for recurrence intervals. I take advantage of an earlier finding that under certain assumptions the aperiodicity of this distribution can be related to the Gutenberg-Richter b value, which can be estimated easily from instrumental seismicity in the region under consideration. In this way, both parameters of the Brownian passage time distribution can be attributed with accessible seismological quantities. This allows to reduce the uncertainties in the estimation of the mean recurrence interval, especially for short paleoearthquake sequences and high dating errors. Using a Bayesian framework for parameter estimation results in a statistical model for earthquake recurrence intervals that assimilates in a simple way paleoearthquake sequences and instrumental data. I present illustrative case studies from Southern California and compare the method with the commonly used approach of exponentially distributed recurrence times based on a stationary Poisson process.
The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is a general alpha-stable process. It is proved that extremal solutions are selected and the probability of selection is computed. Detailed analysis of the characteristic function of an exit time form on the half-line is performed, with a suitable decomposition in small and large jumps adapted to the singular drift.
The Riemann hypothesis is equivalent to the fact the the reciprocal function 1/zeta (s) extends from the interval (1/2,1) to an analytic function in the quarter-strip 1/2 < Re s < 1 and Im s > 0. Function theory allows one to rewrite the condition of analytic continuability in an elegant form amenable to numerical experiments.
We consider the semiclassical asymptotic expansion of the heat kernel coming from Witten's perturbation of the de Rham complex by a given function. For the index, one obtains a time-dependent integral formula which is evaluated by the method of stationary phase to derive the Poincare-Hopf theorem. We show how this method is related to approaches using the Thom form of Mathai and Quillen. Afterwards, we use a more general version of the stationary phase approximation in the case that the perturbing function has critical submanifolds to derive a degenerate version of the Poincare-Hopf theorem.
This paper presents a scalable E-band radar platform based on single-channel fully integrated transceivers (TRX) manufactured using 130-nm silicon-germanium (SiGe) BiCMOS technology. The TRX is suitable for flexible radar systems exploiting massive multiple-input-multipleoutput (MIMO) techniques for multidimensional sensing. A fully integrated fractional-N phase-locked loop (PLL) comprising a 39.5-GHz voltage-controlled oscillator is used to generate wideband frequency-modulated continuous-wave (FMCW) chirp for E-band radar front ends. The TRX is equipped with a vector modulator (VM) for high-speed carrier modulation and beam-forming techniques. A single TRX achieves 19.2-dBm maximum output power and 27.5-dB total conversion gain with input-referred 1-dB compression point of -10 dBm. It consumes 220 mA from 3.3-V supply and occupies 3.96 mm(2) silicon area. A two-channel radar platform based on full-custom TRXs and PLL was fabricated to demonstrate high-precision and high-resolution FMCW sensing. The radar enables up to 10-GHz frequency ramp generation in 74-84-GHz range, which results in 1.5-cm spatial resolution. Due to high output power, thus high signal-to-noise ratio (SNR), a ranging precision of 7.5 mu m for a target at 2 m was achieved. The proposed architecture supports scalable multichannel applications for automotive FMCW using a single local oscillator (LO).
We discuss the chiral anomaly for a Weyl field in a curved background and show that a novel index theorem for the Lorentzian Dirac operator can be applied to describe the gravitational chiral anomaly. A formula for the total charge generated by the gravitational and gauge field background is derived directly in Lorentzian signature and in a mathematically rigorous manner. It contains a term identical to the integrand in the Atiyah-Singer index theorem and another term involving the.-invariant of the Cauchy hypersurfaces.
A rigorous construction of the supersymmetric path integral associated to a compact spin manifold
(2022)
We give a rigorous construction of the path integral in N = 1/2 supersymmetry as an integral map for differential forms on the loop space of a compact spin manifold. It is defined on the space of differential forms which can be represented by extended iterated integrals in the sense of Chen and Getzler-Jones-Petrack. Via the iterated integral map, we compare our path integral to the non-commutative loop space Chern character of Guneysu and the second author. Our theory provides a rigorous background to various formal proofs of the Atiyah-Singer index theorem for twisted Dirac operators using supersymmetric path integrals, as investigated by Alvarez-Gaume, Atiyah, Bismut and Witten.
In a bounded domain with smooth boundary in R^3 we consider the stationary Maxwell equations
for a function u with values in R^3 subject to a nonhomogeneous condition
(u,v)_x = u_0 on
the boundary, where v is a given vector field and u_0 a function on the boundary. We specify this problem within the framework of the Riemann-Hilbert boundary value problems for the Moisil-Teodorescu system. This latter is proved to satisfy the Shapiro-Lopaniskij condition if an only if the vector v is at no point tangent to the boundary. The Riemann-Hilbert problem for the Moisil-Teodorescu system fails to possess an adjoint boundary value problem with respect to the Green formula, which satisfies the Shapiro-Lopatinskij condition. We develop the construction of Green formula to get a proper concept of adjoint boundary value problem.
We reconsider the fundamental work of Fichtner 2 and exhibit the permanental structure of the ideal Bose gas again, using a new approach which combines a characterization of infinitely divisible random measures (due to Kerstan, Kummer and Matthes 4, 6 and Mecke 9, 10) with a decomposition of the moment measures into its factorial measures due to Krickeberg 5. To be more precise, we exhibit the moment measures of all orders of the general ideal Bose gas in terms of certain loop integrals. This representation can be considered as a point process analogue of the old idea of Symanzik 15 that local times and self-crossings of the Brownian motion can be used as a tool in quantum field theory. Behind the notion of a general ideal Bose gas there is a class of infinitely divisible point processes of all orders with a Levy-measure belonging to some large class of measures containing that of the classical ideal Bose gas considered by Fichtner. It is well-known that the calculation of moments of higher order of point processes is notoriously complicated. See for instance Krickebergs calculations for the Poisson or the Cox process in 5. Relations to the work of Shirai, Takahashi 12 and Soshnikov 14 on permanental and determinantal processes are outlined.
The study of the Cauchy problem for solutions of the heat equation in a cylindrical domain with data on the lateral surface by the Fourier method raises the problem of calculating the inverse Laplace transform of the entire function cos root z. This problem has no solution in the standard theory of the Laplace transform. We give an explicit formula for the inverse Laplace transform of cos root z using the theory of analytic functionals. This solution suits well to efficiently develop the regularization of solutions to Cauchy problems for parabolic equations with data on noncharacteristic surfaces.
We introduce a natural symmetry condition for a pseudodifferential operator on a manifold with cylindrical ends ensuring that the operator admits a doubling across the boundary. For such operators we prove an explicit index formula containing, apart from the Atiyah-Singer integral, a finite number of residues of the logarithmic derivative of the conormal symbol.
Let A be a nonlinear differential operator on an open set X in R^n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A (u) = 0 in the complement of S of class F satisfies this equation weakly in all of X. For the most extensively studied classes F we show conditions on S which guarantee that S is removable for F relative to A.
We prove that if u is a locally Lipschitz continuous function on an open set chi subset of Rn + 1 satisfying the nonlinear heat equation partial derivative(t)u = Delta(vertical bar u vertical bar(p-1) u), p > 1, weakly away from the zero set u(-1) (0) in chi, then u is a weak solution to this equation in all of chi.
Let A be a nonlinear differential operator on an open set X subset of R-n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A(u) = 0 in XS of class F satisfies this equation weakly in all of X. For the most extensively studied classes F, we show conditions on S which guarantee that S is removable for F relative to A.
Transport Molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance. While moving along the rope the motor can also detach and is lost. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V.
Transport molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance and requires several biochemical transformations, which are modeled as internal states of the motor. While moving along the rope, the motor can also detach and the walk is interrupted. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V.
We consider a perturbation of the de Rham complex on a compact manifold with boundary. This perturbation goes beyond the framework of complexes, and so cohomology does not apply to it. On the other hand, its curvature is "small", hence there is a natural way to introduce an Euler characteristic and develop a Lefschetz theory for the perturbation. This work is intended as an attempt to develop a cohomology theory for arbitrary sequences of linear mappings.
We reconsider the fundamental work of Fichtner ([2]) and exhibit the permanental structure of the ideal Bose gas again, using another approach which combines a characterization of infinitely divisible random measures (due to Kerstan,Kummer and Matthes [5, 6] and Mecke [8, 9]) with a decomposition of the moment measures into its factorial measures due to Krickeberg [4]. To be more precise, we exhibit the moment measures of all orders of the general ideal Bose gas in terms of certain path integrals. This representation can be considered as a point process analogue of the old idea of Symanzik [11] that local times and self-crossings of the Brownian motion can be used as a tool in quantum field theory. Behind the notion of a general ideal Bose gas there is a class of infinitely divisible point processes of all orders with a Levy-measure belonging to some large class of measures containing the one of the classical ideal Bose gas considered by Fichtner. It is well known that the calculation of moments of higher order of point processes are notoriously complicated. See for instance Krickeberg's calculations for the Poisson or the Cox process in [4].
Extreme value statistics is a popular and frequently used tool to model the occurrence of large earthquakes. The problem of poor statistics arising from rare events is addressed by taking advantage of the validity of general statistical properties in asymptotic regimes. In this note, I argue that the use of extreme value statistics for the purpose of practically modeling the tail of the frequency-magnitude distribution of earthquakes can produce biased and thus misleading results because it is unknown to what degree the tail of the true distribution is sampled by data. Using synthetic data allows to quantify this bias in detail. The implicit assumption that the true M-max is close to the maximum observed magnitude M-max,M-observed restricts the class of the potential models a priori to those with M-max = M-max,M-observed + Delta M with an increment Delta M approximate to 0.5... 1.2. This corresponds to the simple heuristic method suggested by Wheeler (2009) and labeled :M-max equals M-obs plus an increment." The incomplete consideration of the entire model family for the frequency-magnitude distribution neglects, however, the scenario of a large so far unobserved earthquake.
We discuss Neumann problems for self-adjoint Laplacians on (possibly infinite) graphs. Under the assumption that the heat semigroup is ultracontractive we discuss the unique solvability for non-empty subgraphs with respect to the vertex boundary and provide analytic and probabilistic representations for Neumann solutions. A second result deals with Neumann problems on canonically compactifiable graphs with respect to the Royden boundary and provides conditions for unique solvability and analytic and probabilistic representations.
In this note, we consider the semigroup O(X) of all order endomorphisms of an infinite chain X and the subset J of O(X) of all transformations alpha such that vertical bar Im(alpha)vertical bar = vertical bar X vertical bar. For an infinite countable chain X, we give a necessary and sufficient condition on X for O(X) = < J > to hold. We also present a sufficient condition on X for O(X) = < J > to hold, for an arbitrary infinite chain X.
In this article we prove upper bounds for the Laplace eigenvalues lambda(k) below the essential spectrum for strictly negatively curved Cartan-Hadamard manifolds. Our bound is given in terms of k(2) and specific geometric data of the manifold. This applies also to the particular case of non-compact manifolds whose sectional curvature tends to -infinity, where no essential spectrum is present due to a theorem of Donnelly/Li. The result stands in clear contrast to Laplacians on graphs where such a bound fails to be true in general.
We consider the problem of testing whether the density of a mul- tivariate random variable can be expressed by a prespecified copula function and the marginal densities. The proposed test procedure is based on the asymptotic normality of the properly standardized integrated squared distance between a multivariate kernel density estimator and an estimator of its expectation under the hypothesis. The test of independence is a special case of this approach.
We consider the Cauchy problem for the heat equation in a cylinder C (T) = X x (0, T) over a domain X in R (n) , with data on a strip lying on the lateral surface. The strip is of the form S x (0, T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S, we derive an explicit formula for solutions of this problem.
We consider a Cauchy problem for the heat equation in a cylinder X x (0,T) over a domain X in the n-dimensional space with data on a strip lying on the lateral surface. The strip is of the form
S x (0,T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S we derive an explicit formula for solutions of this problem.
Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables.
We prove a version of the Hopf-Rinow theorem with respect to path metrics on discrete spaces. The novel aspect is that we do not a priori assume local finiteness but isolate a local finiteness type condition, called essentially locally finite, that is indeed necessary. As a side product we identify the maximal weight, called the geodesic weight, generating the path metric in the situation when the space is complete with respect to any of the equivalent notions of completeness proven in the Hopf-Rinow theorem. As an application we characterize the graphs for which the resistance metric is a path metric induced by the graph structure.
A new condensation principle
(2005)
We generalize del(A), which was introduced in [Schinfinity], to larger cardinals. For a regular cardinal kappa>N-0 we denote by del(kappa)(A) the statement that Asubset of or equal tokappa and for all regular theta>kappa(o), {X is an element of[L-theta[A]](<) : X &AND; &ISIN; &AND; otp (X &AND; Ord) &ISIN; Card (L[A&AND;X&AND;])} is stationary in [L-[A]](<). It was shown in [Sch&INFIN;] that &DEL;(N1) (A) can hold in a set-generic extension of L. We here prove that &DEL;(N2) (A) can hold in a set-generic extension of L as well. In both cases we in fact get equiconsistency theorems. This strengthens results of [Ra00] and [Ran01]. &DEL;(N3) () is equivalent with the existence of 0#
We establish essential steps of an iterative approach to operator algebras, ellipticity and Fredholm property on stratified spaces with singularities of second order. We cover, in particular, corner-degenerate differential operators. Our constructions are focused on the case where no additional conditions of trace and potential type are posed, but this case works well and will be considered in a forthcoming paper as a conclusion of the present calculus.
We develop a multigrid, multiple time stepping scheme to reduce computational efforts for calculating complex stress interactions in a strike-slip 2D planar fault for the simulation of seismicity. The key elements of the multilevel solver are separation of length scale, grid-coarsening, and hierarchy. In this study the complex stress interactions are split into two parts: the first with a small contribution is computed on a coarse level, and the rest for strong interactions is on a fine level. This partition leads to a significant reduction of the number of computations. The reduction of complexity is even enhanced by combining the multigrid with multiple time stepping. Computational efficiency is enhanced by a factor of 10 while retaining a reasonable accuracy, compared to the original full matrix-vortex multiplication. The accuracy of solution and computational efficiency depend on a given cut-off radius that splits multiplications into the two parts. The multigrid scheme is constructed in such a way that it conserves stress in the entire half-space.
This thesis focuses on the study of marked Gibbs point processes, in particular presenting some results on their existence and uniqueness, with ideas and techniques drawn from different areas of statistical mechanics: the entropy method from large deviations theory, cluster expansion and the Kirkwood--Salsburg equations, the Dobrushin contraction principle and disagreement percolation.
We first present an existence result for infinite-volume marked Gibbs point processes. More precisely, we use the so-called entropy method (and large-deviation tools) to construct marked Gibbs point processes in R^d under quite general assumptions. In particular, the random marks belong to a general normed space S and are not bounded. Moreover, we allow for interaction functionals that may be unbounded and whose range is finite but random. The entropy method relies on showing that a family of finite-volume Gibbs point processes belongs to sequentially compact entropy level sets, and is therefore tight.
We then present infinite-dimensional Langevin diffusions, that we put in interaction via a Gibbsian description. In this setting, we are able to adapt the general result above to show the existence of the associated infinite-volume measure. We also study its correlation functions via cluster expansion techniques, and obtain the uniqueness of the Gibbs process for all inverse temperatures β and activities z below a certain threshold. This method relies in first showing that the correlation functions of the process satisfy a so-called Ruelle bound, and then using it to solve a fixed point problem in an appropriate Banach space. The uniqueness domain we obtain consists then of the model parameters z and β for which such a problem has exactly one solution.
Finally, we explore further the question of uniqueness of infinite-volume Gibbs point processes on R^d, in the unmarked setting. We present, in the context of repulsive interactions with a hard-core component, a novel approach to uniqueness by applying the discrete Dobrushin criterion to the continuum framework. We first fix a discretisation parameter a>0 and then study the behaviour of the uniqueness domain as a goes to 0. With this technique we are able to obtain explicit thresholds for the parameters z and β, which we then compare to existing results coming from the different methods of cluster expansion and disagreement percolation.
Throughout this thesis, we illustrate our theoretical results with various examples both from classical statistical mechanics and stochastic geometry.
It is well recognized that discontinuous analysis increments of sequential data assimilation systems, such as ensemble Kalman filters, might lead to spurious high-frequency adjustment processes in the model dynamics. Various methods have been devised to spread out the analysis increments continuously over a fixed time interval centred about the analysis time. Among these techniques are nudging and incremental analysis updates (IAU). Here we propose another alternative, which may be viewed as a hybrid of nudging and IAU and which arises naturally from a recently proposed continuous formulation of the ensemble Kalman analysis step. A new slow-fast extension of the popular Lorenz-96 model is introduced to demonstrate the properties of the proposed mollified ensemble Kalman filter.
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.
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.
We present a Monte Carlo technique for sampling from the canonical distribution in molecular dynamics. The method is built upon the Nose-Hoover constant temperature formulation and the generalized hybrid Monte Carlo method. In contrast to standard hybrid Monte Carlo methods only the thermostat degree of freedom is stochastically resampled during a Monte Carlo step.
Author summary <br /> The use of orally inhaled drugs for treating lung diseases is appealing since they have the potential for lung selectivity, i.e. high exposure at the site of action -the lung- without excessive side effects. However, the degree of lung selectivity depends on a large number of factors, including physiochemical properties of drug molecules, patient disease state, and inhalation devices. To predict the impact of these factors on drug exposure and thereby to understand the characteristics of an optimal drug for inhalation, we develop a predictive mathematical framework (a "pharmacokinetic model"). In contrast to previous approaches, our model allows combining knowledge from different sources appropriately and its predictions were able to adequately predict different sets of clinical data. Finally, we compare the impact of different factors and find that the most important factors are the size of the inhaled particles, the affinity of the drug to the lung tissue, as well as the rate of drug dissolution in the lung. In contrast to the common belief, the solubility of a drug in the lining fluids is not found to be relevant. These findings are important to understand how inhaled drugs should be designed to achieve best treatment results in patients. <br /> The fate of orally inhaled drugs is determined by pulmonary pharmacokinetic processes such as particle deposition, pulmonary drug dissolution, and mucociliary clearance. Even though each single process has been systematically investigated, a quantitative understanding on the interaction of processes remains limited and therefore identifying optimal drug and formulation characteristics for orally inhaled drugs is still challenging. To investigate this complex interplay, the pulmonary processes can be integrated into mathematical models. However, existing modeling attempts considerably simplify these processes or are not systematically evaluated against (clinical) data. In this work, we developed a mathematical framework based on physiologically-structured population equations to integrate all relevant pulmonary processes mechanistically. A tailored numerical resolution strategy was chosen and the mechanistic model was evaluated systematically against data from different clinical studies. Without adapting the mechanistic model or estimating kinetic parameters based on individual study data, the developed model was able to predict simultaneously (i) lung retention profiles of inhaled insoluble particles, (ii) particle size-dependent pharmacokinetics of inhaled monodisperse particles, (iii) pharmacokinetic differences between inhaled fluticasone propionate and budesonide, as well as (iv) pharmacokinetic differences between healthy volunteers and asthmatic patients. Finally, to identify the most impactful optimization criteria for orally inhaled drugs, the developed mechanistic model was applied to investigate the impact of input parameters on both the pulmonary and systemic exposure. Interestingly, the solubility of the inhaled drug did not have any relevant impact on the local and systemic pharmacokinetics. Instead, the pulmonary dissolution rate, the particle size, the tissue affinity, and the systemic clearance were the most impactful potential optimization parameters. In the future, the developed prediction framework should be considered a powerful tool for identifying optimal drug and formulation characteristics.
Author summary <br /> Switching between local and global attention is a general strategy in human information processing. We investigate whether this strategy is a viable approach to model sequences of fixations generated by a human observer in a free viewing task with natural scenes. Variants of the basic model are used to predict the experimental data based on Bayesian inference. Results indicate a high predictive power for both aggregated data and individual differences across observers. The combination of a novel model with state-of-the-art Bayesian methods lends support to our two-state model using local and global internal attention states for controlling eye movements. <br /> Understanding the decision process underlying gaze control is an important question in cognitive neuroscience with applications in diverse fields ranging from psychology to computer vision. The decision for choosing an upcoming saccade target can be framed as a selection process between two states: Should the observer further inspect the information near the current gaze position (local attention) or continue with exploration of other patches of the given scene (global attention)? Here we propose and investigate a mathematical model motivated by switching between these two attentional states during scene viewing. The model is derived from a minimal set of assumptions that generates realistic eye movement behavior. We implemented a Bayesian approach for model parameter inference based on the model's likelihood function. In order to simplify the inference, we applied data augmentation methods that allowed the use of conjugate priors and the construction of an efficient Gibbs sampler. This approach turned out to be numerically efficient and permitted fitting interindividual differences in saccade statistics. Thus, the main contribution of our modeling approach is two-fold; first, we propose a new model for saccade generation in scene viewing. Second, we demonstrate the use of novel methods from Bayesian inference in the field of scan path modeling.
Ensemble Kalman filter techniques are widely used to assimilate observations into dynamical models. The phase- space dimension is typically much larger than the number of ensemble members, which leads to inaccurate results in the computed covariance matrices. These inaccuracies can lead, among other things, to spurious long-range correlations, which can be eliminated by Schur-product-based localization techniques. In this article, we propose a new technique for implementing such localization techniques within the class of ensemble transform/square-root Kalman filters. Our approach relies on a continuous embedding of the Kalman filter update for the ensemble members, i.e. we state an ordinary differential equation (ODE) with solutions that, over a unit time interval, are equivalent to the Kalman filter update. The ODE formulation forms a gradient system with the observations as a cost functional. Besides localization, the new ODE ensemble formulation should also find useful application in the context of nonlinear observation operators and observations that arrive continuously in time.
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.
In a recent paper with N. Tarkhanov, 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.