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- Cauchy problem (3)
- Fredholm property (3)
- index (3)
- reciprocal class (3)
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A numerical MHD model is developed to investigate acceleration and heating of both thermal and auroral plasma. This is done for magnetospheric flux tubes in which intensive field aligned currents flow. To give each of these tubes, the empirical Tsyganenko model of the magnetospheric field is used. The parameters of the background plasma outside the flux tube as well as the strength of the electric field of magnetospheric convection are given. Performing the numerical calculations, the distributions of the plasma densities, velocities, temperatures, parallel electric field and current, and of the coefficients of thermal conductivity are obtained in a self-consistent way. It is found that EIC turbulence develops effectively in the thermal plasma. The parallel electric field develops under the action of the anomalous resistivity. This electric field accelerates both the thermal and the auroral plasma. The thermal turbulent plasma is also subjected to an intensive heating. The increase of the plasma of the Earth's ionosphere. Besides, studying the growth and dispersion properties of oblique ion cyclotron waves excited in a drifting magnetized plasma, it is shown that under non-stationary conditions such waves may reveal the properties of bursts of polarized transverse electromagnetic waves at frequencies near the patron gyrofrequency.
We have used techniques of nonlinear dynamics to compare a special model for the reversals of the Earth's magnetic field with the observational data. Although this model is rather simple, there is no essential difference to the data by means of well-known characteristics, such as correlation function and probability distribution. Applying methods of symbolic dynamics we have found that the considered model is not able to describe the dynamical properties of the observed process. These significant differences are expressed by algorithmic complexity and Renyi information.
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.
Basing on recent solar models, the excitation of ion-acoustic turbulence in the weaklycollisional, fully and partially-ionized regions of the solar atmosphere is investigated. Within the frame of hydrodynamics, conditions are found under which the heating of the plasma by ion-acoustic type waves is more effective than the Joule heating. Taking into account wave and Joule heating effects, a nonlinear differential equation is derived, which describes the evolution of nonlinear ion-acoustic waves in the collisional plasma.
The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.
For a sequence of Hilbert spaces and continuous linear operators the curvature is defined to be the composition of any two consecutive operators. This is modeled on the de Rham resolution of a connection on a module over an algebra. Of particular interest are those sequences for which the curvature is "small" at each step, e.g., belongs to a fixed operator ideal. In this context we elaborate the theory of Fredholm sequences and show how to introduce the Lefschetz number.
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.
The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node.
We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed Hölder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fréchet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of Hölder spaces.
This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces.
On completeness of root functions of Sturm-Liouville problems with discontinuous boundary operators
(2012)
We consider a Sturm-Liouville boundary value problem in a bounded domain D of R^n. By this is meant that the differential equation is given by a second order elliptic operator of divergent form in D and the boundary conditions are of Robin type on bD. The first order term of the boundary operator is the oblique derivative whose coefficients bear discontinuities of the first kind. Applying the method of weak perturbation of compact self-adjoint operators and the method of rays of minimal growth, we prove the completeness of root functions related to the boundary value problem in Lebesgue and Sobolev spaces of various types.
A numerical bifurcation analysis of the electrically driven plane sheet pinch is presented. The electrical conductivity varies across the sheet such as to allow instability of the quiescent basic state at some critical Hartmann number. The most unstable perturbation is the two-dimensional tearing mode. Restricting the whole problem to two spatial dimensions, this mode is followed up to a time-asymptotic steady state, which proves to be sensitive to three-dimensional perturbations even close to the point where the primary instability sets in. A comprehensive three-dimensional stability analysis of the two-dimensional steady tearing-mode state is performed by varying parameters of the sheet pinch. The instability with respect to three-dimensional perturbations is suppressed by a sufficiently strong magnetic field in the invariant direction of the equilibrium. For a special choice of the system parameters, the unstably perturbed state is followed up in its nonlinear evolution and is found to approach a three-dimensional steady state.
The present paper is related to the problem of approximating the exact solution to the magnetohydrodynamic equations (MHD). The behaviour of a viscous, incompressible and resistive fluid is exemined for a long period of time. Contents: 1 The magnetohydrodynamic equations 2 Notations and precise functional setting of the problem 3 Existence, uniqueness and regularity results 4 Statement and Proof of the main theorem 5 The approximate inertial manifold 6 Summary
The dynamics of tail-like current sheets under the influence of small-scale plasma turbulence
(1999)
A 2D-magnetohydrodynamic model of current-sheet dynamics caused by anomalous electrical resistivity as result of small-scale plasma turbulence is proposed. The anomalous resistivity is assumed to be proportional to the square of the gradient of the magnetic pressure as may be valid for instance in the case of lower-hybrid-drift turbulence. The initial resistivity pulse is given. Then the temporal and spatial evolution of the magnetic and electric fields, plasma density, pressure, convection and resistivity are considered. The motion of the induced electric field is discussed as indicator of the plasma disturbances. The obtained results found using much improved numerical methods show a magnetic field evolution with x-line formation and plasma acceleration. Besides, in the current sheet, three types of magnetohydrodynamic waves occur, fast magnetoacoustic waves of compression and rarefaction as well as slow magnetoacoustic waves.
Convoluted Brownian motion
(2016)
In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical
example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither
Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement
of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion.
We consider a system of infinitely many hard balls in R<sup>d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.
This paper examines and develops matrix methods to approximate the eigenvalues of a fourth order Sturm-Liouville problem subjected to a kind of fixed boundary conditions, furthermore, it extends the matrix methods for a kind of general boundary conditions. The idea of the methods comes from finite difference and Numerov's method as well as boundary value methods for second order regular Sturm-Liouville problems. Moreover, the determination of the correction term formulas of the matrix methods are investigated in order to obtain better approximations of the problem with fixed boundary conditions since the exact eigenvalues for q = 0 are known in this case. Finally, some numerical examples are illustrated.
The Ginibre gas is a Poisson point process defined on a space of loops related to the Feynman-Kac representation of the ideal Bose gas. Here we study thermodynamic limits of different ensembles via Martin-Dynkin boundary technique and show, in which way infinitely long loops occur. This effect is the so-called Bose-Einstein condensation.
This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under Hölder-type source-wise condition if the Fréchet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt and Radau methods.
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 demonstrate the occurrence of regimes with singular continuous (fractal) Fourier spectra in autonomous dissipative dynamical systems. The particular example in an ODE system at the accumulation points of bifurcation sequences associated to the creation of complicated homoclinic orbits. Two different machanisms responsible for the appearance of such spectra are proposed. In the first case when the geometry of the attractor is symbolically represented by the Thue-Morse sequence, both the continuous-time process and its descrete Poincaré map have singular power spectra. The other mechanism owes to the logarithmic divergence of the first return times near the saddle point; here the Poincaré map possesses the discrete spectrum, while the continuous-time process displays the singular one. A method is presented for computing the multifractal characteristics of the singular continuous spectra with the help of the usual Fourier analysis technique.
Strange nonchaotic attractors typically appear in quasiperiodically driven nonlinear systems. Two methods of their characterization are proposed. The first one is based on the bifurcation analysis of the systems, resulting from periodic approximations of the quasiperiodic forcing. Secondly, we propose th characterize their strangeness by calculating a phase sensitivity exponent, that measures the sensitivity with respect to changes of the phase of the external force. It is shown, that phase sensitivity appears if there is a non-zero probability for positive local Lyapunov exponents to occur.
We consider compact Riemannian spin manifolds without boundary equipped with orthogonal connections. We investigate the induced Dirac operators and the associated commutative spectral triples. In case of dimension four and totally anti-symmetric torsion we compute the Chamseddine-Connes spectral action, deduce the equations of motions and discuss critical points.
We consider orthogonal connections with arbitrary torsion on compact Riemannian manifolds. For the induced Dirac operators, twisted Dirac operators and Dirac operators of Chamseddine-Connes type we compute the spectral action. In addition to the Einstein-Hilbert action and the bosonic part of the Standard Model Lagrangian we find the Holst term from Loop Quantum Gravity, a coupling of the Holst term to the scalar curvature and a prediction for the value of the Barbero-Immirzi parameter.
We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses.
We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the evolution of cells (or parasites) of two types living in these individuals. The ecological parameters of the individual dynamics depend on the number of cells of each type contained by the individual and the cell dynamics depends on the trait of the invaded individual. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We look for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. The study of the long time behavior of these processes seems very hard and we only develop some simple cases enlightening the difficulties involved.
In this work we are concerned with the characterization of certain classes of stochastic processes via duality formulae. First, we introduce a new formulation of a characterization of processes with independent increments, which is based on an integration by parts formula satisfied by infinitely divisible random vectors. Then we focus on the study of the reciprocal classes of Markov processes. These classes contain all stochastic processes having the same bridges, and thus similar dynamics, as a reference Markov process. We start with a resume of some existing results concerning the reciprocal classes of Brownian diffusions as solutions of duality formulae. As a new contribution, we show that the duality formula satisfied by elements of the reciprocal class of a Brownian diffusion has a physical interpretation as a stochastic Newton equation of motion. In the context of pure jump processes we derive the following new results. We will analyze the reciprocal classes of Markov counting processes and characterize them as a group of stochastic processes satisfying a duality formula. This result is applied to time-reversal of counting processes. We are able to extend some of these results to pure jump processes with different jump-sizes, in particular we are able to compare the reciprocal classes of Markov pure jump processes through a functional equation between the jump-intensities.
When trying to extend the Hodge theory for elliptic complexes on compact closed manifolds to the case of compact manifolds with boundary one is led to a boundary value problem for
the Laplacian of the complex which is usually referred to as Neumann problem. We study the Neumann problem for a larger class of sequences of differential operators on
a compact manifold with boundary. These are sequences of small curvature, i.e., bearing the property that the composition of any two neighbouring operators has order less than two.
We continue our study of invariant forms of the classical equations of mathematical physics,
such as the Maxwell equations or the Lamé system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded
in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations.
This paper deals with the Mie scattering kernels for multi-spectral data. The kernels may be represented in form of power series. Furthermore, the singular-value spectrum and the degree of ill-posedness in dependence on the refractive index of the particles are numerically approximated. A special hybrid regularization technique allows us to determine via inversion the particle distributions of different types.
In this paper an analysis of the excitation conditions of mirror waves is done, which propagate parallel to an external magnetic field. There are found analytical expressions for the dispersion relations of the waves in case of different plasma conditions. These relations may be used in future to develop the nonlinear theory of mirror waves. In comparison with former analytical works, in the study the inuence of the magnetic field and nite temperatures of the ions parallel to the magnetic field are taken into account. Application is done for the earth's magnetosheath.
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.
Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling.
We give the explicit solution for the minimax linear estimate. For scale dependent models an empirical minimax linear estimates is de¯ned and we prove that these estimates are Stein's estimates.
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.
A model of the generation of pulses of local electric fields with characteristic time scales of 1–10 minutes is considered for atmospheric conditions above fracture regions of earthquakes. In the model, it is proposed that aerosols, increased ionization velocity and upstreaming air flows occur at night-time conditions. The pulses of local electric fields cause respective pulses of infrared emissions. But infrared emissions with time scales of 1–10 minutes were not observed up to now experimentally. The authors think, that the considered non-stationary field and radiation effects might be a new-type of applicable earthquake indicators and ask to perform special earth-based and satellite observations of the night-time atmosphere in seismoactive fracture regions.
The statistical analysis of the variations of the dayly-mean frequency of the maximum ionospheric electron density foF2 is performed in connection with the occurrence of (more than 60) earthquakes with magnitudes M > 6.0, depths h < 80 km and distances from the vertical sounding station R < 1000 km. For the study, data of the Tokyo sounding station are used, which were registered every hour in the years 1957-1990. It is shown that, on the average, foF2 decreases before the earthquakes. One day before the shock the decrease amounts to about 5 %. The statistical reliability of this phenomenon is obtained to be better than 0.95. Further, the variations of the occurrence probability of the turbulization of the F-layer (F spread) are investigated for (more than 260) earthquakes with M > 5.5, h < 80 km, R < 1000 km. For the analysis, data of the Japanese station Akita from 1969-1990 are used, which were obtained every hour. It is found that before the earthquakes the occurrence probability of F spread decreases. In the week before the event, the decrease has values of more than 10 %. The statistical reliability of this phenomenon is also larger than 0.95. Examining the seismo-ionospheric effects, here periods of time with weak heliogeomagnetic disturbances are considered, the Wolf number is less than 100 and the index ∑ Kp is smaller than 30.
In the present work, phenomena in the ionosphere are studied, which are connected with earthquakes (16 events) having a depth of less than 50 km and a magnitude M larger than 4. Analysed are night-time Es-spread effects using data of the vertical sounding station Petropavlovsk- Kanchatsky (φ=53.0°, λ=158.7°) from May 2004 until August 2004 registered every 15 minutes. It is found that the maximum distance of the earthquake from the sounding station, where pre-seismic phenomena are yet observable, depends on the magnitude of the earthquake. Further it is shown that 1-2 days before the earthquakes, in the premidnight hours, the appearance of Es-spread increases. The reliability of this increase amounts to 0.95.
In the modern industrialized countries every year several hundred thousands of people die due to the sudden cardiac death. The individual risk for this sudden cardiac death cannot be defined precisely by common available, non-invasive diagnostic tools like Holter-monitoring, highly amplified ECG and traditional linear analysis of heart rate variability (HRV). Therefore, we apply some rather unconventional methods of nonlinear dynamics to analyse the HRV. Especially, some complexity measures that are basing on symbolic dynamics as well as a new measure, the renormalized entropy, detect some abnormalities in the HRV of several patients who have been classified in the low risk group by traditional methods. A combination of these complexity measures with the parameters in the frequency domain seems to be a promising way to get a more precise definition of the individual risk. These findings have to be validated by a representative number of patients.
Two deterministic processes leading to roughening interfaces are considered. It is shown that the dynamics of linear perturbations of turbulent regimes in coupled map lattices is governed by a discrete version of the Kardar-Parisi-Zhang equation. The asymptotic scaling behavior of the perturbation field is investigated in the case of large lattices. Secondly, the dynamics of an order-disorder interface is modelled with a simple two-dimensional coupled map lattice, possesing a turbulent and a laminar state. It is demonstrated, that in some range of parameters the spreading of the turbulent state is accompanied by kinetic roughening of the interface.
We study maximal subsemigroups of the monoid T(X) of all full transformations on the set X = N of natural numbers containing a given subsemigroup W of T(X), where each element of a given set U is a generator of T(X) modulo W. This note continues the study of maximal subsemigroups of the monoid of all full transformations on an infinite set.
We study resonances for the generator of a diffusion with small noise in R(d) : L = -∈∆ + ∇F * ∇, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F grows fast is well known, and under suitable conditions one can show that there exists a family of exponentially small eigenvalues, related to the wells of F. We show that, for an F with a slow growth, the spectrum is R+, but we can find a family of resonances whose real parts behave as the eigenvalues of the "quick growth" case, and whose imaginary parts are small.
We analyze a general class of difference operators containing a multi-well potential and a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we treat the eigenvalue problem as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix similar to the analysis for the Schrödinger operator, and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix.
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.
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.
We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case.
We consider an SDE driven by a Lévy noise on a foliated manifold, whose trajectories stay on compact leaves. We determine the effective behavior of the system subject to a small smooth transversal perturbation of positive order epsilon. More precisely, we show that the average of the transversal component of the SDE converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to the invariant measures on the leaves (of the unpertubed system) as epsilon goes to 0. In particular we give upper bounds for the rates of convergence. The main results which are proved for pure jump Lévy processes complement the result by Gargate and Ruffino for Stratonovich SDEs to Lévy driven SDEs of Marcus type.
We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure, which includes in particular the class of Morse–Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavytailed Lévy type noise of small intensity ε > 0. Specifically we consider perturbations leading to a Itô, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions in case of inward pointing vector fields in the limit of ε-> 0 has been investigated by the authors. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique ε-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures. As examples we consider α-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior.
Contents: 1 Introduction 2 Experiment 3 Data 4 Symbolic dynamics 4.1 Symbolic dynamics as a tool for data analysis 4.2 2-symbols coding 4.3 3-symbols coding 5 Measures of complexity 5.1 Word statistics 5.2 Shannon entropy 6 Testing for stationarity 6.1 Stationarity 6.2 Time series of cycle durations 6.3 Chi-square test 7 Control parameters in the production of rhythms 8 Analysis of relative phases 9 Discussion 10 Outlook
We consider the Dirichlet, Neumann and Zaremba problems for harmonic functions in a bounded plane domain with nonsmooth boundary. The boundary curve belongs to one of the following three classes: sectorial curves, logarithmic spirals and spirals of power type. To study the problem we apply a familiar method of Vekua-Muskhelishvili which consists in using a conformal mapping of the unit disk onto the domain to pull back the problem to a boundary problem for harmonic functions in the disk. This latter is reduced in turn to a Toeplitz operator equation on the unit circle with symbol bearing discontinuities of second kind. We develop a constructive invertibility theory for Toeplitz operators and thus derive solvability conditions as well as explicit formulas for solutions.
In today’s life, embedded systems are ubiquitous. But they differ from traditional desktop systems in many aspects – these include predictable timing behavior (real-time), the management of scarce resources (memory, network), reliable communication protocols, energy management, special purpose user-interfaces (headless operation), system configuration, programming languages (to support software/hardware co-design), and modeling techniques. Within this technical report, authors present results from the lecture “Operating Systems for Embedded Computing” that has been offered by the “Operating Systems and Middleware” group at HPI in Winter term 2013/14. Focus of the lecture and accompanying projects was on principles of real-time computing. Students had the chance to gather practical experience with a number of different OSes and applications and present experiences with near-hardware programming. Projects address the entire spectrum, from bare-metal programming to harnessing a real-time OS to exercising the full software/hardware co-design cycle. Three outstanding projects are at the heart of this technical report. Project 1 focuses on the development of a bare-metal operating system for LEGO Mindstorms EV3. While still a toy, it comes with a powerful ARM processor, 64 MB of main memory, standard interfaces, such as Bluetooth and network protocol stacks. EV3 runs a version of 1 1 Introduction Linux. Sources are available from Lego’s web site. However, many devices and their driver software are proprietary and not well documented. Developing a new, bare-metal OS for the EV3 requires an understanding of the EV3 boot process. Since no standard input/output devices are available, initial debugging steps are tedious. After managing these initial steps, the project was able to adapt device drivers for a few Lego devices to an extent that a demonstrator (the Segway application) could be successfully run on the new OS. Project 2 looks at the EV3 from a different angle. The EV3 is running a pretty decent version of Linux- in principle, the RT_PREEMPT patch can turn any Linux system into a real-time OS by modifying the behavior of a number of synchronization constructs at the heart of the OS. Priority inversion is a problem that is solved by protocols such as priority inheritance or priority ceiling. Real-time OSes implement at least one of the protocols. The central idea of the project was the comparison of non-real-time and real-time variants of Linux on the EV3 hardware. A task set that showed effects of priority inversion on standard EV3 Linux would operate flawlessly on the Linux version with the RT_PREEMPT-patch applied. If only patching Lego’s version of Linux was that easy... Project 3 takes the notion of real-time computing more seriously. The application scenario was centered around our Carrera Digital 132 racetrack. Obtaining position information from the track, controlling individual cars, detecting and modifying the Carrera Digital protocol required design and implementation of custom controller hardware. What to implement in hardware, firmware, and what to implement in application software – this was the central question addressed by the project.
In this paper we study the convergence of continuous Newton method for solving nonlinear equations with holomorphic mappings in complex Banach spaces. Our contribution is based on a recent progress in the geometric theory of spirallike functions. We prove convergence theorems and illustrate them by numerical simulations.
We introduce the notion of coupling distances on the space of Lévy measures in order to quantify rates of convergence towards a limiting Lévy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Lévy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two Lévy diffusions in terms of the couping distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data.
This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a Lévy process exhibiting a heavy tail behavior. We propose an easily implementable procedure to estimate efficiently the statistical difference between the noisy behavior of the data and a given reference jump measure in terms of so-called coupling distances. After a short introduction to Lévy processes and coupling distances we recall basic statistical approximation results and derive rates of convergence. In the sequel the procedure is elaborated in detail in an abstract setting and eventually applied in a case study to simulated and paleoclimate data. It indicates the dominant presence of a non-stable heavy-tailed jump Lévy component for some tail index greater than 2.
This article assesses the distance between the laws of stochastic differential equations with multiplicative Lévy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Lévy kernels introduced by Kosenkova and Kulik yields a natural and statistically tractable upper bound on the noise sensitivity. This extends recent results for the additive case in terms of coupling distances to the multiplicative case. The strength of this notion is shown in a statistical implementation for simulations and the example of a benchmark time series in paleoclimate.
We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a pair potential with infinite range and quasi polynomial decay. It is modelized by an infinite-dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with deterministic initial condition. We also show that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential.
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.
We report on bifurcation studies for the incompressible magnetohydrodynamic equations in three space dimensions with periodic boundary conditions and a temporally constant external forcing. Fourier reprsentations of velocity, pressure and magnetic field have been used to transform the original partial differential equations into systems of ordinary differential equations (ODE), to which then special numerical methods for the qualitative analysis of systems of ODE have been applied, supplemented by the simulative calculation of solutions for selected initial conditions. In a part of the calculations, in order to reduce the number of modes to be retained, the concept of approximate inertial manifolds has been applied. For varying (incereasing from zero) strength of the imposed forcing, or varying Reynolds number, respectively, time-asymptotic states, notably stable stationary solutions, have been traced. A primary non-magnetic steady state loses, in a Hopf bifurcation, stability to a periodic state with a non-vanishing magnetic field, showing the appearance of a generic dynamo effect. From now on the magnetic field is present for all values of the forcing. The Hopf bifurcation is followed by furhter, symmetry-breaking, bifurcations, leading finally to chaos. We pay particular attention to kinetic and magnetic helicities. The dynamo effect is observed only if the forcing is chosen such that a mean kinetic helicity is generated; otherwise the magnetic field diffuses away, and the time-asymptotic states are non-magnetic, in accordance with traditional kinematic dynamo theory.
The bifurcation behaviour of the 3D magnetohydrodynamic equations has been studied for external forcings of varying degree of helicity. With increasing strength of the forcing a primary non-magnetic steady state loses stability to a magnetic periodic state if the helicity exceeds a threshold value and to different non-magnetic states otherwise.
We report on bifurcation studies for the incompressible Navier-Stokes equations in two space dimensions with periodic boundary conditions and an external forcing of the Kolmogorov type. Fourier representations of velocity and pressure have been used to approximate the original partial differential equations by a finite-dimensional system of ordinary differential equations, which then has been studied by means of bifurcation-analysis techniques. A special route into chaos observed for increasing Reynolds number or strength of the imposed forcing is described. It includes several steady states, traveling waves, modulated traveling waves, periodic and torus solutions, as well as a period-doubling cascade for a torus solution. Lyapunov exponents and Kaplan-Yorke dimensions have been calculated to characterize the chaotic branch. While studying the dynamics of the system in Fourier space, we also have transformed solutions to real space and examined the relation between the different bifurcations in Fourier space and toplogical changes of the streamline portrait. In particular, the time-dependent solutions, such as, e.g., traveling waves, torus, and chaotic solutions, have been characterized by the associated fluid-particle motion (Lagrangian dynamics).
We have studied bifurcation phenomena for the incompressable Navier-Stokes equations in two space dimensions with periodic boundary conditions. Fourier representations of velocity and pressure have been used to transform the original partial differential equations into systems of ordinary differential equations (ODE), to which then numerical methods for the qualitative analysis of systems of ODE have been applied, supplemented by the simulative calculation of solutions for selected initial conditions. Invariant sets, notably steady states, have been traced for varying Reynolds number or strength of the imposed forcing, respectively. A complete bifurcation sequence leading to chaos is described in detail, including the calculation of the Lyapunov exponents that characterize the resulting chaotic branch in the bifurcation diagram.
We describe a natural construction of deformation quantisation on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator.
The aim of this paper is to bring together two areas which are of great importance for the study of overdetermined boundary value problems. The first area is homological algebra which is the main tool in constructing the formal theory of overdetermined problems. And the second area is the global calculus of pseudodifferential operators which allows one to develop explicit analysis.
Postcolonial Justice
(2016)
Introduction
(2013)
Luhmann in da Contact Zone
(2016)
Our aim in this contribution is to productively engage with the abstractions and complexities of Luhmann’s conceptions of society from a postcolonial perspective, with a particular focus on the explanatory powers of his sociological systems theory when it leaves the realms of Europe and ventures to describe regions of the global South. In view of its more recent global reception beyond Europe, our aim is to thus – following the lead of Dipesh Chakrabarty – provincialize Luhmann’s system theory especially with regard to its underlying assumptions about a global “world society”. For these purposes, we intend to revisit Luhmann in the post/colonial contact zone: We wish to reread Luhmann in the context of spaces of transcultural encounter where “global designs and local histories” (Mignolo), where inclusion into and exclusion from “world society” (Luhmann) clash and interact in intricate ways. The title of our contribution, ‘Luhmann in da Contact Zone’ is deliberately ambiguous: On the one hand, we of course use ‘Luhmann’ metonymically, as representative of a highly complex theoretical design. We shall cursorily outline this design with a special focus on the notion of a singular, modern “world society”, only to confront it with the epistemic challenges of the contact zone. On the other hand, this critique will also involve the close observation of Niklas Luhman as a human observer (a category which within the logic of systems theory actually does not exist) who increasingly transpires in his late writings on exclusion in the global South. By following this dual strategy, we wish to trace an increasing fracture between one Luhmann and the other, between abstract theoretical design and personalized testimony. It is by exploring and measuring this fracture that we hope to eventually be able to map out the potential of a possibly more productive encounter between systems theory and specific strands of postcolonial theory for a pluritopic reading of global modernity.
Remembering German-Australian Colonial Entanglements emphatically promotes a critical and nuanced understanding of the complex entanglement of German colonial actors and activities within Australian colonial institutions and different imperial ideologies. Case studies ranging from the German reception of James Cook’s voyages through to the legacies of 19th- and 20th-century settler colonialism foreground the highly ambiguous roles played by explorers, missionaries, intellectuals and other individuals, as well as by objects and things that travelled between worlds – ancestral human remains, rare animal skins, songs, and even military tanks. The chapters foreground the complex relationship between science, religion, art and exploitation, displacement and annihilation.
Bridehood revisited
(2008)
Think local sell global
(2010)
Filming illegals
(2013)
Recollecting Bones
(2016)
In the same “guarded, roundabout and reticent way” which Lindsay Barrett invokes for Australian conversations about imperial injustice, Germans, too, must begin to more systematically explore, in Paul Gilroy’s words, “the connections and the differences between anti-semitism and anti-black and other racisms and asses[s] the issues that arise when it can no longer be denied that they interacted over a long time in what might be seen as Fascism’s intellectual, ethical and scientific pre-history” (Gilroy 1996: 26). In the meantime, we need to care for the dead. We need to return them, first, from the status of scientific objects to the status of ancestral human beings, and then progressively, and proactively, as close as possible to the care of those communities from whom they were stolen.
Reflections of Lusáni Cissé
(2016)
Postcolonial Piracy
(2016)
Media piracy is a contested term in the academic as much as the public debate. It is used by the corporate industries as a synonym for the theft of protected media content with disastrous economic consequences. It is celebrated by technophile elites as an expression of freedom that ensures creativity as much as free market competition. Marxist critics and activists promote flapiracy as a subversive practice that undermines the capitalist world system and its structural injustices. Artists and entrepreneurs across the globe curse it as a threat to their existence, while many use pirate infrastructures and networks fundamentally for the production and dissemination of their art. For large sections of the population across the global South, piracy is simply the only means of accessing the medial flows of a progressively globalising planet.
This essay reads Sam Selvon’s novel The Lonely Londoners (1956) as a milestone in the decolonisation of British fiction. After an introduction to Selvon and the core composition of the novel, it discusses the ways in which the narrative takes on issues of race and racism, how it in the tradition of the Trinidadian carnival confronts audiences with sexual profanation and black masculine swagger, and not least how the novel, especially through its elaborate use of creole Englishes, reimagines London as a West Indian metropolis. The essay then turns more systematically to the ways in which Selvon translates Western literary models and their isolated subject positions into collective modes of narrative performance taken from Caribbean orature and the calypsonian tradition. The Lonely Londoners breathes entirely new life into the ossified conventions of the English novel, and imbues it with unforeseen aesthetic, ethical, political and epistemological possibilities.
We study the Dirichlet problem in a bounded plane domain for the heat equation with small parameter multiplying the derivative in t. The behaviour of solution at characteristic points of the boundary is of special interest. The behaviour is well understood if a characteristic line is tangent to the boundary with contact degree at least 2. We allow the boundary to not only have contact of degree less than 2 with a characteristic line but also a cuspidal singularity at a characteristic point. We construct an asymptotic solution of the problem near the characteristic point to describe how the boundary layer degenerates.
We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'.
Projection methods based on wavelet functions combine optimal convergence rates with algorithmic efficiency. The proofs in this paper utilize the approximation properties of wavelets and results from the general theory of regularization methods. Moreover, adaptive strategies can be incorporated still leading to optimal convergence rates for the resulting algorithms. The so-called wavelet-vaguelette decompositions enable the realization of especially fast algorithms for certain operators.
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.
Using an algorithm based on a retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical difficulty due to the presence of two jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift.