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- Institut für Mathematik (2150) (remove)
We explore fluctuations of the horizontal component of the Earth's magnetic field to identify scaling behaviour of the temporal variability in geomagnetic data recorded by the Intermagnet observatories during the solar cycle 23 (years 1996 to 2005). In this work, we use the remarkable ability of scaling wavelet exponents to highlight the singularities associated with discontinuities present in the magnetograms obtained at two magnetic observatories for six intense magnetic storms, including the sudden storm commencements of 14 July 2000, 29-31 October and 20-21 November 2003. In the active intervals that occurred during geomagnetic storms, we observe a rapid and unidirectional change in the spectral scaling exponent at the time of storm onset. The corresponding fractal features suggest that the dynamics of the whole time series is similar to that of a fractional Brownian motion. Our findings point to an evident relatively sudden change related to the emergence of persistency of the fractal power exponent fluctuations precedes an intense magnetic storm. These first results could be useful in the framework of extreme events prediction studies.
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.
The XI international conference Stochastic and Analytic Methods in Mathematical Physics was held in Yerevan 2 – 7 September 2019 and was dedicated to the memory of the great mathematician Robert Adol’fovich Minlos, who passed away in January 2018.
The present volume collects a large majority of the contributions presented at the conference on the following domains of contemporary interest: classical and quantum statistical physics, mathematical methods in quantum mechanics, stochastic analysis, applications of point processes in statistical mechanics. The authors are specialists from Armenia, Czech Republic, Denmark, France, Germany, Italy, Japan, Lithuania, Russia, UK and Uzbekistan.
A particular aim of this volume is to offer young scientists basic material in order to inspire their future research in the wide fields presented here.
Aus dem Inhalt: 1 Abraham Wald (1902-1950) 2 Einführung der Grundbegriffe. Einige technische bekannte Ergebnisse 2.1 Martingal und Doob-Ungleichung 2.2 Brownsche Bewegung und spezielle Martingale 2.3 Gleichgradige Integrierbarkeit von Prozessen 2.4 Gestopptes Martingal 2.5 Optionaler Stoppsatz von Doob 2.6 Lokales Martingal 2.7 Quadratische Variation 2.8 Die Dichte der ersten einseitigen Überschreitungszeit der Brown- schen Bewegung 2.9 Waldidentitäten für die Überschreitungszeiten der Brownschen Bewegung 3 Erste Waldidentität 3.1 Burkholder, Gundy und Davis Ungleichungen der gestoppten Brown- schen Bewegung 3.2 Erste Waldidentität für die Brownsche Bewegung 3.3 Verfeinerungen der ersten Waldidentität 3.4 Stärkere Verfeinerung der ersten Waldidentität für die Brown- schen Bewegung 3.5 Verfeinerung der ersten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 3.6 Beispiele für lokale Martingale für die Verfeinerung der ersten Waldidentität 3.7 Überschreitungszeiten der Brownschen Bewegung für nichtlineare Schranken 4 Zweite Waldidentität 4.1 Zweite Waldidentität für die Brownsche Bewegung 4.2 Anwendungen der ersten und zweitenWaldidentität für die Brown- schen Bewegung 5 Dritte Waldidentität 5.1 Dritte Waldidentität für die Brownsche Bewegung 5.2 Verfeinerung der dritten Waldidentität 5.3 Eine wichtige Voraussetzung für die Verfeinerung der drittenWal- didentität 5.4 Verfeinerung der dritten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 6 Waldidentitäten im Mehrdimensionalen 6.1 Erste Waldidentität im Mehrdimensionalen 6.2 Zweite Waldidentität im Mehrdimensionalen 6.3 Dritte Waldidentität im Mehrdimensionalen 7 Appendix
Cell-free protein synthesis as a novel tool for directed glycoengineering of active erythropoietin
(2018)
As one of the most complex post-translational modification, glycosylation is widely involved in cell adhesion, cell proliferation and immune response. Nevertheless glycoproteins with an identical polypeptide backbone mostly differ in their glycosylation patterns. Due to this heterogeneity, the mapping of different glycosylation patterns to their associated function is nearly impossible. In the last years, glycoengineering tools including cell line engineering, chemoenzymatic remodeling and site-specific glycosylation have attracted increasing interest. The therapeutic hormone erythropoietin (EPO) has been investigated in particular by various groups to establish a production process resulting in a defined glycosylation pattern. However commercially available recombinant human EPO shows batch-to-batch variations in its glycoforms. Therefore we present an alternative method for the synthesis of active glycosylated EPO with an engineered O-glycosylation site by combining eukaryotic cell-free protein synthesis and site-directed incorporation of non-canonical amino acids with subsequent chemoselective modifications.
Poweranalytische Versuchsplanung zur Kontrolle statistischer und softwaretechnischer Relevanz
(1998)
The aim of these lectures is a reformulation and generalization of the fundamental investigations of Alexander Bach [2, 3] on the concept of probability in the work of Boltzmann [6] in the language of modern point process theory. The dominating point of view here is its subordination under the disintegration theory of Krickeberg [14]. This enables us to make Bach's consideration much more transparent. Moreover the point process formulation turns out to be the natural framework for the applications to quantum mechanical models.
A doppelalgebra is an algebra defined on a vector space with two binary linear associative operations. Doppelalgebras play a prominent role in algebraic K-theory. We consider doppelsemigroups, that is, sets with two binary associative operations satisfying the axioms of a doppelalgebra. Doppelsemigroups are a generalization of semigroups and they have relationships with such algebraic structures as interassociative semigroups, restrictive bisemigroups, dimonoids, and trioids.
In the lecture notes numerous examples of doppelsemigroups and of strong doppelsemigroups are given. The independence of axioms of a strong doppelsemigroup is established. A free product in the variety of doppelsemigroups is presented. We also construct a free (strong) doppelsemigroup, a free commutative (strong) doppelsemigroup, a free n-nilpotent (strong) doppelsemigroup, a free n-dinilpotent (strong) doppelsemigroup, and a free left n-dinilpotent doppelsemigroup. Moreover, the least commutative congruence, the least n-nilpotent congruence, the least n-dinilpotent congruence on a free (strong) doppelsemigroup and the least left n-dinilpotent congruence on a free doppelsemigroup are characterized.
The book addresses graduate students, post-graduate students, researchers in algebra and interested readers.
We discuss the role of gravitational excitons/radions in different cosmological scenarios. Gravitational excitons are massive moduli fields which describe conformal excitations of the internal spaces and which, due to their Planck-scale suppressed coupling to matter fields, are WIMPs. It is demonstrated that, depending on the concrete scenario, observational cosmological data set strong restrictions on the allowed masses and initial oscillation amplitudes of these particles
A new efficient algorithm is presented for joint diagonalization of several matrices. The algorithm is based on the Frobenius-norm formulation of the joint diagonalization problem, and addresses diagonalization with a general, non- orthogonal transformation. The iterative scheme of the algorithm is based on a multiplicative update which ensures the invertibility of the diagonalizer. The algorithm's efficiency stems from the special approximation of the cost function resulting in a sparse, block-diagonal Hessian to be used in the computation of the quasi-Newton update step. Extensive numerical simulations illustrate the performance of the algorithm and provide a comparison to other leading diagonalization methods. The results of such comparison demonstrate that the proposed algorithm is a viable alternative to existing state-of-the-art joint diagonalization algorithms. The practical use of our algorithm is shown for blind source separation problems
Geometric electroelasticity
(2014)
In this work a diffential geometric formulation of the theory of electroelasticity is developed which also includes thermal and magnetic influences. We study the motion of bodies consisting of an elastic material that are deformed by the influence of mechanical forces, heat and an external electromagnetic field. To this end physical balance laws (conservation of mass, balance of momentum, angular momentum and energy) are established. These provide an equation that describes the motion of the body during the deformation. Here the body and the surrounding space are modeled as Riemannian manifolds, and we allow that the body has a lower dimension than the surrounding space. In this way one is not (as usual) restricted to the description of the deformation of three-dimensional bodies in a three-dimensional space, but one can also describe the deformation of membranes and the deformation in a curved space. Moreover, we formulate so-called constitutive relations that encode the properties of the used material. Balance of energy as a scalar law can easily be formulated on a Riemannian manifold. The remaining balance laws are then obtained by demanding that balance of energy is invariant under the action of arbitrary diffeomorphisms on the surrounding space. This generalizes a result by Marsden and Hughes that pertains to bodies that have the same dimension as the surrounding space and does not allow the presence of electromagnetic fields. Usually, in works on electroelasticity the entropy inequality is used to decide which otherwise allowed deformations are physically admissible and which are not. It is alsoemployed to derive restrictions to the possible forms of constitutive relations describing the material. Unfortunately, the opinions on the physically correct statement of the entropy inequality diverge when electromagnetic fields are present. Moreover, it is unclear how to formulate the entropy inequality in the case of a membrane that is subjected to an electromagnetic field. Thus, we show that one can replace the use of the entropy inequality by the demand that for a given process balance of energy is invariant under the action of arbitrary diffeomorphisms on the surrounding space and under linear rescalings of the temperature. On the one hand, this demand also yields the desired restrictions to the form of the constitutive relations. On the other hand, it needs much weaker assumptions than the arguments in physics literature that are employing the entropy inequality. Again, our result generalizes a theorem of Marsden and Hughes. This time, our result is, like theirs, only valid for bodies that have the same dimension as the surrounding space.
The morphological features in the deviations of the total electron content (TEC) of the ionosphere from the background undisturbed state as possible precursors of the earthquake of January 12, 2010 (21:53 UT (16:53 LT), 18.46A degrees N, 72.5A degrees W, 7.0 M) in Haiti are analyzed. To identify these features, global and regional differential TEC maps based on global 2-h TEC maps provided by NASA in the IONEX format were plotted. For the considered earthquake, long-lived disturbances, presumably of seismic origin, were localized in the near-epicenter area and were accompanied by similar effects in the magnetoconjugate region. Both decreases and increases in the local TEC over the period from 22 UT of January 10 to 08 UT of January 12, 2010 were observed. The horizontal dimensions of the anomalies were similar to 40A degrees in longitude and similar to 20A degrees in latitude, with the magnitude of TEC disturbances reaching similar to 40% relative to the background near the epicenter and more than 50% in the magnetoconjugate area. No significant geomagnetic disturbances within January 1-12, 2010 were observed, i.e., the detected TEC anomalies were manifestations of interplay between processes in the lithosphere-atmosphere-ionosphere system.
The paper studies catalytic super-Brownian motion on the real line, where the branching rate is controlled by a catalyst. D. A. Dawson, K. Fleischmann and S. Roelly showed, for a broad class of catalysts, that, as for constant branching, the processes are absolutely continuous measures. This paper considers a class of catalysts, called moderate, which must satisfy a uniform boundedness condition and a condition controlling the degree of singularity---essentially that the mass of catalyst in small balls should (uniformly) be of order r^a, where a>0. The main result of this paper shows that for this class of catalysts there is a continuous density field for the process. Moreover the density is the unique solution (in law) of an appropriate SPDE.
The author considers the heat equation in dimension one with singular drift and inhomogeneous space-time white noise. In particular, the quadratic variation measure of the white noise is not required to be absolutely continuous w.r.t. the Lebesgue measure, neither in space nor in time. Under some assumptions the author gives statements on strong and weak existence as well as strong and weak uniqueness of continuous solutions.
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.
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.
Convergence of the frequency-magnitude distribution of global earthquakes - maybe in 200 years
(2013)
I study the ability to estimate the tail of the frequency-magnitude distribution of global earthquakes. While power-law scaling for small earthquakes is accepted by support of data, the tail remains speculative. In a recent study, Bell et al. (2013) claim that the frequency-magnitude distribution of global earthquakes converges to a tapered Pareto distribution. I show that this finding results from data fitting errors, namely from the biased maximum likelihood estimation of the corner magnitude theta in strongly undersampled models. In particular, the estimation of theta depends solely on the few largest events in the catalog. Taking this into account, I compare various state-of-the-art models for the global frequency-magnitude distribution. After discarding undersampled models, the remaining ones, including the unbounded Gutenberg-Richter distribution, perform all equally well and are, therefore, indistinguishable. Convergence to a specific distribution, if it ever takes place, requires about 200 years homogeneous recording of global seismicity, at least.
We investigate spatio-temporal properties of earthquake patterns in the San Jacinto fault zone (SJFZ), California, between Cajon Pass and the Superstition Hill Fault, using a long record of simulated seismicity constrained by available seismological and geological data. The model provides an effective realization of a large segmented strike-slip fault zone in a 3D elastic half-space, with heterogeneous distribution of static friction chosen to represent several clear step-overs at the surface. The simulated synthetic catalog reproduces well the basic statistical features of the instrumental seismicity recorded at the SJFZ area since 1981. The model also produces events larger than those included in the short instrumental record, consistent with paleo-earthquakes documented at sites along the SJFZ for the last 1,400 years. The general agreement between the synthetic and observed data allows us to address with the long-simulated seismicity questions related to large earthquakes and expected seismic hazard. The interaction between m a parts per thousand yen 7 events on different sections of the SJFZ is found to be close to random. The hazard associated with m a parts per thousand yen 7 events on the SJFZ increases significantly if the long record of simulated seismicity is taken into account. The model simulations indicate that the recent increased number of observed intermediate SJFZ earthquakes is a robust statistical feature heralding the occurrence of m a parts per thousand yen 7 earthquakes. The hypocenters of the m a parts per thousand yen 5 events in the simulation results move progressively towards the hypocenter of the upcoming m a parts per thousand yen 7 earthquake.