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Nonlinear data assimilation
(2015)
This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters.
The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.
Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set . We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.
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.
We consider the volume- normalized Ricci flow close to compact shrinking Ricci solitons. We show that if a compact Ricci soliton (M, g) is a local maximum of Perelman's shrinker entropy, any normalized Ricci flowstarting close to it exists for all time and converges towards a Ricci soliton. If g is not a local maximum of the shrinker entropy, we showthat there exists a nontrivial normalized Ricci flow emerging from it. These theorems are analogues of results in the Ricci- flat and in the Einstein case (Haslhofer and Muller, arXiv:1301.3219, 2013; Kroncke, arXiv: 1312.2224, 2013).
Context. The theoretically studied impact of rapid rotation on stellar evolution needs to be compared with these results of high-resolution spectroscopy-velocimetry observations. Early-type stars present a perfect laboratory for these studies. The prototype A0 star Vega has been extensively monitored in recent years in spectropolarimetry. A weak surface magnetic field was detected, implying that there might be a (still undetected) structured surface. First indications of the presence of small amplitude stellar radial velocity variations have been reported recently, but the confirmation and in-depth study with the highly stabilized spectrograph SOPHIE/OHP was required.
Aims. The goal of this article is to present a thorough analysis of the line profile variations and associated estimators in the early-type standard star Vega (A0) in order to reveal potential activity tracers, exoplanet companions, and stellar oscillations.
Methods. Vega was monitored in quasi-continuous high-resolution echelle spectroscopy with the highly stabilized velocimeter SOPHIE/OHP. A total of 2588 high signal-to-noise spectra was obtained during 34.7 h on five nights (2 to 6 of August 2012) in high-resolution mode at R = 75 000 and covering the visible domain from 3895 6270 angstrom. For each reduced spectrum, least square deconvolved equivalent photospheric profiles were calculated with a T-eff = 9500 and log g = 4.0 spectral line mask. Several methods were applied to study the dynamic behaviour of the profile variations (evolution of radial velocity, bisectors, vspan, 2D profiles, amongst others).
Results. We present the discovery of a spotted stellar surface on an A-type standard star (Vega) with very faint spot amplitudes Delta F/Fc similar to 5 x 10(-4). A rotational modulation of spectral lines with a period of rotation P = 0.68 d has clearly been exhibited, unambiguously confirming the results of previous spectropolarimetric studies. Most of these brightness inhomogeneities seem to be located in lower equatorial latitudes. Either a very thin convective layer can be responsible for magnetic field generation at small amplitudes, or a new mechanism has to be invoked to explain the existence of activity tracing starspots. At this stage it is difficult to disentangle a rotational from a stellar pulsational origin for the existing higher frequency periodic variations.
Conclusions. This first strong evidence that standard A-type stars can show surface structures opens a new field of research and ask about a potential link with the recently discovered weak magnetic field discoveries in this category of stars.
A Riemannian manifold is called geometrically formal if the wedge product of any two harmonic forms is again harmonic. We classify geometrically formal compact 4-manifolds with nonnegative sectional curvature. If the sectional curvature is strictly positive, the manifold must be homeomorphic to S-4 or diffeomorphic to CP2.
This conclusion stills holds true if the sectional curvature is strictly positive and we relax the condition of geometric formality to the requirement that the length of harmonic 2-forms is not too nonconstant. In particular, the Hopf conjecture on S-2 x S-2 holds in this class of manifolds.
In this paper a technique to obtain a first approximation for singular inverse Sturm-Liouville problems with a symmetrical potential is introduced. The singularity, as a result of unbounded domain (-infinity, infinity), is treated by considering numerically the asymptotic limit of the associated problem on a finite interval (-L, L). In spite of this treatment, the problem has still an ill-conditioned structure unlike the classical regular ones and needs regularization techniques. Direct computation of eigenvalues in iterative solution procedure is made by means of pseudospectral methods. A fairly detailed description of the numerical algorithm and its applications to specific examples are presented to illustrate the accuracy and convergence behaviour of the proposed approach.
Boundary value problems on a manifold with smooth boundary are closely related to the edge calculus where the boundary plays the role of an edge. The problem of expressing parametrices of Shapiro-Lopatinskij elliptic boundary value problems for differential operators gives rise to pseudo-differential operators with the transmission property at the boundary. However, there are interesting pseudo-differential operators without the transmission property, for instance, the Dirichlet-to-Neumann operator. In this case the symbols become edge-degenerate under a suitable quantisation, cf. Chang et al. (J Pseudo-Differ Oper Appl 5(2014):69-155, 2014). If the boundary itself has singularities, e.g., conical points or edges, then the symbols are corner-degenerate. In the present paper we study elements of the corresponding corner pseudo-differential calculus.