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The usage of nonlinear Galerkin methods for the numerical solution of partial differential equations is demonstrated by treating an example. We desribe the implementation of a nonlinear Galerkin method based on an approximate inertial manifold for the 3D magnetohydrodynamic equations and compare its efficiency with the linear Galerkin approximation. Special bifurcation points, time-averaged values of energy and enstrophy as well as Kaplan-Yorke dimensions are calculated for both schemes in order to estimate the number of modes necessary to correctly describe the behavior of the exact solutions.
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
Three-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at the top and bottom and periodic boundary conditions in the horizontal directions is investigated by means of numerical simulation and bifurcation-analysis techniques. The aspect ratio is fixed to a value of 2√2 and the Prandtl number to a value of 6.8. Two-dimensional convection rolls are found to be stable up to a Rayleigh number of 17 950, where a Hopf bifurcation leads to traveling waves. These are stable up to a Rayleigh number of 30 000, where a secondary Hopf bifurcation generates modulated traveling waves. We pay particular attention to the symmetries of the solutions and symmetry breaking by the bifurcations.
The topological significance of the spectral Atiyah-Patodi-Singer η-invariant is investigated. We show that twice the fractional part of the invariant is computed by the linking pairing in K-theory with the orientation bundle of the manifold. The Pontrjagin duality implies the nondegeneracy of the linking form. An example of a nontrivial fractional part for an even-order operator is presented.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
The aim of this paper is to explain the notion of subspace defined by means of pseudodifferential projection and give its applications in elliptic theory. Such subspaces are indispensable in the theory of well-posed boundary value problems for an arbitrary elliptic operator, including the Dirac operator, which has no classical boundary value problems. Pseudodifferential subspaces can be used to compute the fractional part of the spectral Atiyah–Patodi–Singer eta invariant, when it defines a homotopy invariant (Gilkey’s problem). Finally, we explain how pseudodifferential subspaces can be used to give an analytic realization of the topological K-group with finite coefficients in terms of elliptic operators. It turns out that all three applications are based on a theory of elliptic operators on closed manifolds acting in subspaces.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
The paper deals with elliptic theory on manifolds with boundary represented as a covering space. We compute the index for a class of nonlocal boundary value problems. For a nontrivial covering, the index defect of the Atiyah-Patodi-Singer boundary value problem is computed. We obtain the Poincaré duality in the K-theory of the corresponding manifolds with singularities.
In the paper we study the possibility to represent the index formula for spectral boundary value problems as a sum of two terms, the first one being homotopy invariant of the principal symbol, while the second depends on the conormal symbol of the problem only. The answer is given in analytical, as well as in topological terms.
We study the approach to the theory of hypergeometric functions in several variables via a generalization of the Horn system of differential equations. A formula for the dimension of its solution space is given. Using this formula we construct an explicit basis in the space of holomorphic solutions to the generalized Horn system under some assumptions on its parameters. These results are applied to the problem of describing the complement of the amoeba of a rational function, which was posed in [12].
The bifurcations in a three-dimensional incompressible, electrically conducting fluid with an external forcing of the Roberts type have been studied numerically. The corresponding flow can serve as a model for the convection in the outer core of the Earth and is realized in an ongoing laboratory experiment aimed at demonstrating a dynamo effect. The symmetry group of the problem has been determined and special attention has been paid to symmetry breaking by the bifurcations. The nonmagnetic, steady Roberts flow loses stability to a steady magnetic state, which in turn is subject to secondary bifurcations. The secondary solution branches have been traced until they end up in chaotic states.
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.
Aus dem Inhalt: Einleitung und Zusammenfassung 1 Grundlagen der Lebensdaueranalyse 2 Systemzuverlässigkeit 3 Zensierung 4 Schätzen in nichtparametrischen Modellen 5 Schätzen in parametrischen Modellen 6 Konfidenzintervalle für Parameterschätzungen 7 Verteilung einer gemischten Population 8 Kurze Einführung: Lebensdauer und Belastung 9 Ausblick A R-Quellcode B Symbole und Abkürzungen
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 infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.
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.
Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard.
We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finiterange uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t0 > 0 such that the distribution at time t = t0 is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.
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.
Zufällige Punktprozesse beschreiben eine (zufällige) zeitliche Abfolge von Ereignissen oder eine (zufällige) räumliche Anordnung von Objekten. Deren wichtigster Vertreter ist der Poissonprozess. Der Poissonprozess zum Intensitätsmaß, das Lebesgue-Maß ordnet jedem Gebiet sein Volumen zu, erzeugt lokal, d.h in einem beschränkten Gebiet B, gerade eine mit dem Volumen von B poissonverteilte Anzahl von Punkten, die identisch und unabhängig voneinander in B plaziert werden; im Mittel ist diese Anzahl (B). Ersetzt man durch ein Vielfaches a, so wird diese Anzahl mit dem a-fachen Mittelwert erzeugt. Poissonprozesse, die im gesamten Raum unendlich viele Punkte realisieren, enthalten bereits in einer einzigen Stichprobe genügend Informationen, um Statistik betreiben zu können: Bedingt man lokal bzgl. der Anzahl der Teilchen einer Stichprobe, so fragt man nach allen Punktprozessen, die eine solche Beobachtung hätten liefern können. Diese sind Limespunktprozesse zu dieser Beobachtung. Kommt mehr als einer in Frage, spricht man von einem Phasenübergang. Da die Menge dieser Limespunktprozesse konvex ist, fragt man nach deren Extremalpunkten, dem Rand. Im ersten Teil wird ein Poissonprozess für ein physikalisches Teilchenmodell für Bosonen konstruiert. Dieses erzeugt sogenannte Loops, das sind geschlossene Polygonzüge, die dadurch charakterisiert sind, dass man an einem Ort mit einem Punkt startet, den mit einem normalverteilten Schritt läuft und dabei nach einer gegebenen, aber zufälligen Anzahl von Schritten zum Ausgangspunkt zurückkehrt. Für verschiedene Beobachtungen von Stichproben werden zugehörige Limespunktprozesse diskutiert. Diese Beobachtungen umfassen etwa das Zählen der Loops gemäaß ihrer Länge, das Zählen der Loops insgesamt, oder das Zählen der von den Loops gemachten Schritte. Jede Wahl zieht eine charakteristische Struktur der invarianten Punktprozesse nach sich. In allen hiesigen Fällen wird ein charakteristischer Phasenübergang gezeigt und Extremalpunkte werden als spezielle Poissonprozesse identifiziert. Insbesondere wird gezeigt, wie die Wahl der Beobachtung die Länge der Loops beeinflusst. Geometrische Eigenschaften dieser Poissonprozesse sind der Gegenstand des zweiten Teils der Arbeit. Die Technik der Palmschen Verteilungen eines Punktprozesses erlaubt es, unter den unendlich vielen Loops einer Realisierung den typischen Loop herauszupicken, dessen Geometrie dann untersucht wird. Eigenschaften sind unter anderem die euklidische Länge eines Schrittes oder, nimmt man mehrere aufeinander folgende Schritte, das Volumen des von ihnen definierten Simplex. Weiterhin wird gezeigt, dass der Schwerpunkt eines typischen Loops normalverteilt ist mit einer festen Varianz. Der dritte und letzte Teil befasst sich mit der Konstruktion, den Eigenschaften und der Statistik eines neuartigen Punktprozesses, der Polyascher Summenprozess genannt wird. Seine Konstruktion verallgemeinert das Prinzip der Polyaschen Urne: Im Gegensatz zum Poissonprozess, der alle Punkte unabhängig und vor allem identisch verteilt, werden hier die Punkte nacheinander derart verteilt, dass der Ort, an dem ein Punkt plaziert wird, eine Belohnung auf die Wahrscheinlichkeit bekommt, nach der nachfolgende Punkte verteilt werden. Auf diese Weise baut der Polyasche Summenprozess "Türmchen", indem sich verschiedene Punkte am selben Ort stapeln. Es wird gezeigt, dass dennoch grundlegende Eigenschaften mit denjenigen des Poissonprozesses übereinstimmen, dazu gehören unendliche Teilbarkeit sowie Unabhängigkeit der Zuwächse. Zudem werden sein Laplace-Funktional sowie seine Palmsche Verteilung bestimmt. Letztere zeigt, dass die Höhe der Türmchen gerade geometrisch verteilt ist. Abschließend werden wiederum Statistiken, nun für den Summenprozess, diskutiert. Je nach Art der Beobachtung von der Stichprobe, etwa Anzahl, Gesamthöhe der Türmchen oder beides, gibt es in jedem der drei Fälle charakteristische Limespunktprozesse und es stellt sich heraus, dass die zugehörigen Extremalverteilungen wiederum Polyasche Summenprozesse sind.
The paper is devoted to pseudodifferential boundary value problems in domains with cuspidal wedges. Concerning the geometry we even admit a more general behaviour, namely oscillating cuspidal wedges. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to edges.
For a domain D subset of IRn with singular points on the boundary and a weight function ω infinitely differentiable away from the singularpoints in D, we consider a C*-algebra G (D; ω) of operators acting in the weighted space L² (D, ω). It is generated by the operators XD F-¹ σ F XD where σ is a homogeneous function. We show that the techniques of limit operators apply to define a symbol algebra for G (D; ω). When combined with the local principle, this leads to describing the Fredholm operators in G (D; ω).
The paper is devoted to pseudodifferential boundary value problems in domains with singular points on the boundary. The tangent cone at a singular point is allowed to degenerate. In particular, the boundary may rotate and oscillate in a neighbourhood of such a point. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to singular points.
The aim of this paper is to build and compare estimators of the infection parameter in the different phases of an epidemic (growth and extinction phases). The epidemic is modeled by a Markovian process of order d > 1 (allowing non-Markovian life spans), and can be written as a multitype branching process. We propose three estimators suitable for the different classes of criticality of the process, in particular for the subcritical case corresponding to the extinction phase. We prove their consistency and asymptotic normality for two asymptotics, when the number of ancestors (resp. number of generations) tends to infinity. We illustrate the asymptotic properties with simulated examples, and finally use our estimators to study the infection intensity in the extinction phase of the BSE epidemic in Great-Britain.
This thesis is concerned with the issue of extinction of populations composed of different types of individuals, and their behavior before extinction and in case of a very late extinction. We approach this question firstly from a strictly probabilistic viewpoint, and secondly from the standpoint of risk analysis related to the extinction of a particular model of population dynamics. In this context we propose several statistical tools. The population size is modeled by a branching process, which is either a continuous-time multitype Bienaymé-Galton-Watson process (BGWc), or its continuous-state counterpart, the multitype Feller diffsion process. We are interested in different kinds of conditioning on nonextinction, and in the associated equilibrium states. These ways of conditioning have been widely studied in the monotype case. However the literature on multitype processes is much less extensive, and there is no systematic work establishing connections between the results for BGWc processes and those for Feller diffusion processes. In the first part of this thesis, we investigate the behavior of the population before its extinction by conditioning the associated branching process Xt on non-extinction (Xt 6= 0), or more generally on non-extinction in a near future 0 < 1 (Xt+ 0 = 0), and by letting t tend to infinity. We prove the result, new in the multitype framework and for 0 > 0, that this limit exists and is nondegenerate. This re ects a stationary behavior for the dynamics of the population conditioned on non-extinction, and provides a generalization of the so-called Yaglom limit, corresponding to the case 0 = 0. In a second step we study the behavior of the population in case of a very late extinction, obtained as the limit when 0 tends to infinity of the process conditioned by Xt+ 0 = 0. The resulting conditioned process is a known object in the monotype case (sometimes referred to as Q-process), and has also been studied when Xt is a multitype Feller diffusion process. We investigate the not yet considered case where Xt is a multitype BGWc process and prove the existence of the associated Q-process. In addition, we examine its properties, including the asymptotic ones, and propose several interpretations of the process. Finally, we are interested in interchanging the limits in t and 0, as well as in the not yet studied commutativity of these limits with respect to the high-density-type relationship between BGWc processes and Feller processes. We prove an original and exhaustive list of all possible exchanges of limit (long-time limit in t, increasing delay of extinction 0, diffusion limit). The second part of this work is devoted to the risk analysis related both to the extinction of a population and to its very late extinction. We consider a branching population model (arising notably in the epidemiological context) for which a parameter related to the first moments of the offspring distribution is unknown. We build several estimators adapted to different stages of evolution of the population (phase growth, decay phase, and decay phase when extinction is expected very late), and prove moreover their asymptotic properties (consistency, normality). In particular, we build a least squares estimator adapted to the Q-process, allowing a prediction of the population development in the case of a very late extinction. This would correspond to the best or to the worst-case scenario, depending on whether the population is threatened or invasive. These tools enable us to study the extinction phase of the Bovine Spongiform Encephalopathy epidemic in Great Britain, for which we estimate the infection parameter corresponding to a possible source of horizontal infection persisting after the removal in 1988 of the major route of infection (meat and bone meal). This allows us to predict the evolution of the spread of the disease, including the year of extinction, the number of future cases and the number of infected animals. In particular, we produce a very fine analysis of the evolution of the epidemic in the unlikely event of a very late extinction.
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Function spaces with asymptotics is a usual tool in the analysis on manifolds with singularities. The asymptotics are singular ingredients of the kernels of pseudodifferential operators in the calculus. They correspond to potentials supported by the singularities of the manifold, and in this form asymptotics can be treated already on smooth configurations. This paper is aimed at describing refined asymptotics in the Dirichlet problem in a ball. The beauty of explicit formulas highlights the structure of asymptotic expansions in the calculi on singular varieties.
In order to evade detection by network-traffic analysis, a growing proportion of malware uses the encrypted HTTPS protocol. We explore the problem of detecting malware on client computers based on HTTPS traffic analysis. In this setting, malware has to be detected based on the host IP address, ports, timestamp, and data volume information of TCP/IP packets that are sent and received by all the applications on the client. We develop a scalable protocol that allows us to collect network flows of known malicious and benign applications as training data and derive a malware-detection method based on a neural networks and sequence classification. We study the method's ability to detect known and new, unknown malware in a large-scale empirical study.
We formalize and analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuoustime but not in discrete-time.
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.
Contents: 1 Introduction. Denfitions and Discussions 2 Solvability of the Cauchy Type Functional Equations 2.1 The Case of a P-configuration 2.2 The Case of a Z-configuration 2.3 Multiplicative Cauchy type functional equations 3 Problems in Analysis Reducing to Cauchy Type Functional Equations 3.1 Some problems in Integral Geometry and Cauchy Functional Equations 3.2 First Boundary Problem for Hyperbolic Differential Equations and Cauchy Type Functional Equations 4 Functional Equations Determining Polynomials
Contents: 1 Introduction 2 Statement of the problem and definitions 3 The main results 4 Proof of theorem 2 4.1 Reduction of problem (2) to functional - integral equations 4.2 The uniqueness of a solution of equation (2) 4.3 The existence of a solution of equation (2) 5 Proof of theorem 1 6 Proof of theorem 3 7 First boundary problem for hyperbolic differential equations 7.1 Statement of the problem 7.2 The formulation of the result and a sketch of the proof
Contents: 1 The main notations and definitions. 2 Statement of the problems and main results. 2.1 The case of a Z-configuration. 2.2 The case of a P-configuration. 3 Proofs of Theorems 1-7. 4 Applications. 4.1 Multiplicative Cauchy type functional equation. 4.2 On some integral equations relating to a geometric problem 4.3 On the solvability of boundary problem for hyperbolic differential equations.
As is known from Kondratyev's work, boundary value problems for elliptic operators on a manifold with conical singularities and boundary are controlled by a principal symbolic hierarchy, where the conormal symbols belong to the typical new components, compared with the smooth case, with interior and boundary symbols. A similar picture may be expected on manifolds with corners when the base of the cone itself is a manifold with conical or edge singularities. This is a natural situation in a number of applications, though with essential new difficulties. We investigate here corresponding conormal symbols in terms of a calculus of holomorphic parameter-dependent edge boundary value problems on the base. We show that a certain kernel cut-off procedure generates all such holomorphic families, modulo smoothing elements, and we establish conormal symbols as an algebra as is necessary for a parametrix constructions in the elliptic case.
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].
By means of the cluster expansion method we show that a recent result of Poghosyan and Ueltschi (2009) combined with a result of Nehring (2012) yields a construction of point processes of classical statistical mechanics as well as processes related to the Ginibre Bose gas of Brownian loops and to the dissolution in R^d of Ginibre's Fermi-Dirac gas of such loops. The latter will be identified as a Gibbs perturbation of the ideal Fermi gas. On generalizing these considerations we will obtain the existence of a large class of Gibbs perturbations of the so-called KMM-processes as they were introduced by Nehring (2012). Moreover, it is shown that certain "limiting Gibbs processes" are Gibbs in the sense of Dobrushin, Lanford and Ruelle if the underlying potential is positive. And finally, Gibbs modifications of infinitely divisible point processes are shown to solve a new integration by parts formula if the underlying potential is positive.
We prove a general theorem on the behavior of the relative index under surgery for a wide class of Fredholm operators, including relative index theorems for elliptic operators due to Gromov-Lawson, Anghel, Teleman, Booß-Bavnbek-Wojciechowski, et al. as special cases. In conjunction with additional conditions (like symmetry conditions), this theorem permits one to compute the analytical index of a given operator. In particular, we obtain new index formulas for elliptic pseudodifferential operators and quantized canonical transformations on manifolds with conical singularities.
Relative elliptic theory
(2002)
This paper is a survey of relative elliptic theory (i.e. elliptic theory in the category of smooth embeddings), closely related to the Sobolev problem, first studied by Sternin in the 1960s. We consider both analytic aspects to the theory (the structure of the algebra of morphismus, ellipticity, Fredholm property) and topological aspects (index formulas and Riemann-Roch theorems). We also study the algebra of Green operators arising as a subalgebra of the algebra of morphisms.
We prove a theorem describing the behaviour of the relative index of families of Fredholm operators under surgery performed on spaces where the operators act. In connection with additional conditions (like symmetry conditions) this theorem results in index formulas for given operator families. By way of an example, we give an application to index theory of families of boundary value problems.
Content: 0.1 Preliminary Remarks Chapter 1: Noncommutative Analysis: Main Ideas, Definitions, and Theorems 1.1 Functions of One Operator (Functional Calculi) 1.2 Functions of Several Operators 1.3 Main Formulas of Operator Calculus 1.4 Main Tools of Noncommutative Analysis 1.5 Composition Laws and Ordered Representations
This is a survey of recent results concerning the general index locality principle, associated surgery, and their applications to elliptic operators on smooth manifolds and manifolds with singularities as well as boundary value problems. The full version of the paper is submitted for publication in Russian Mathematical Surveys.
Contents: Chapter 3: Eta Invariant and the Spectral Flow 3.1. Introduction 3.2. The Classical Spectral Flow 3.2.1. Definition and main properties 3.2.2. The spectral flow formula for periodic families 3.3. The Atiyah–Patodi–Singer Eta Invariant 3.3.1. Definition of the eta invariant 3.3.2. Variation under deformations of the operator 3.3.3. Homotopy invariance. Examples 3.4. The Eta Invariant of Families with Parameter (Melrose’s Theory) 3.4.1. A trace on the algebra of parameter-dependent operators 3.4.2. Definition of the Melrose eta invariant 3.4.3. Relationship with the Atiyah–Patodi–Singer eta invariant 3.4.4. Locality of the derivative of the eta invariant. Examples 3.5. The Spectral Flow of Families of Parameter-Dependent Operators 3.5.1. Meromorphic operator functions. Multiplicities of singular points 3.5.2. Definition of the spectral flow 3.6. Higher Spectral Flows 3.6.1. Spectral sections 3.6.2. Spectral flow of homotopies of families of self-adjoint operators 3.6.3. Spectral flow of homotopies of families of parameter-dependent operators 3.7. Bibliographical Remarks
Contents: Chapter 4: Pseudodifferential Operators 4.1. Preliminary Remarks 4.1.1. Why are pseudodifferential operators needed? 4.1.2. What is a pseudodifferential operator? 4.1.3. What properties should the pseudodifferential calculus possess? 4.2. Classical Pseudodifferential Operators on Smooth Manifolds 4.2.1. Definition of pseudodifferential operators on a manifold 4.2.2. Hörmander’s definition of pseudodifferential operators 4.2.3. Basic properties of pseudodifferential operators 4.3. Pseudodifferential Operators in Sections of Hilbert Bundles 4.3.1. Hilbert bundles 4.3.2. Operator-valued symbols. Specific features of the infinite-dimensional case 4.3.3. Symbols of compact fiber variation 4.3.4. Definition of pseudodifferential operators 4.3.5. The composition theorem 4.3.6. Ellipticity 4.3.7. The finiteness theorem 4.4. The Index Theorem 4.4.1. The Atiyah–Singer index theorem 4.4.2. The index theorem for pseudodifferential operators in sections of Hilbert bundles 4.4.3. Proof of the index theorem 4.5. Bibliographical Remarks
Contents: Chapter 6: Elliptic Theory on Manifolds with Edges Introduction 6.1. Motivation and Main Constructions 6.1.1. Manifolds with edges 6.1.2. Edge-degenerate differential operators 6.1.3. Symbols 6.1.4. Elliptic problems 6.2. Pseudodifferential Operators 6.2.1. Edge symbols 6.2.2. Pseudodifferential operators 6.2.3. Quantization 6.3. Elliptic Morphisms and the Finiteness Theorem 6.3.1. Matrix Green operators 6.3.2. General morphisms 6.3.3. Ellipticity, Fredholm property, and smoothness Appendix A. Fiber Bundles and Direct Integrals A.1. Local theory A.2. Globalization A.3. Versions of the Definition of the Norm
For elliptic problems on manifolds with edges, we construct index formulas in form of a sum of homotopy invariant contributions of the strata (the interior of the manifold and the edge). Both terms are the indices of elliptic operators, one of which acts in spaces of sections of finite-dimensional vector bundles on a compact closed manifold and the other in spaces of sections of infinite-dimensional vector bundles over the edge.
Contents: Chapter 1: Localization (Surgery) in Elliptic Theory 1.1. The Index Locality Principle 1.1.1. What is locality? 1.1.2. A pilot example 1.1.3. Collar spaces 1.1.4. Elliptic operators 1.1.5. Surgery and the relative index theorem 1.2. Surgery in Index Theory on Smooth Manifolds 1.2.1. The Booß–Wojciechowski theorem 1.2.2. The Gromov–Lawson theorem 1.3. Surgery for Boundary Value Problems 1.3.1. Notation 1.3.2. General boundary value problems 1.3.3. A model boundary value problem on a cylinder 1.3.4. The Agranovich–Dynin theorem 1.3.5. The Agranovich theorem 1.3.6. Bojarski’s theorem and its generalizations 1.4. (Micro)localization in Lefschetz theory 1.4.1. The Lefschetz number 1.4.2. Localization and the contributions of singular points 1.4.3. The semiclassical method and microlocalization 1.4.4. The classical Atiyah–Bott–Lefschetz theorem
When studyind elliptic operators on manifolds with nonisolated singularities one naturally encounters families of conormal symbols (i.e. operators elliptic with parameter p ∈ IR in the sense of Agranovich-Vishik) parametrized by the set of singular points. For homotopies of such families we define the notion of spectral flow, which in this case is an element of the K-group of the parameter space. We prove that the spectral flow is equal to the index of some family of operators on the infinite cone.
Contents: Chapter 5: Manifolds with Isolated Singularities 5.1. Differential Operators and the Geometry of Singularities 5.1.1. How do isolated singularities arise? Examples 5.1.2. Definition and methods for the description of manifolds with isolated singularities 5.1.3. Bundles. The cotangent bundle 5.2. Asymptotics of Solutions, Function Spaces,Conormal Symbols 5.2.1. Conical singularities 5.2.2. Cuspidal singularities 5.3. A Universal Representation of Degenerate Operators and the Finiteness Theorem 5.3.1. The cylindrical representation 5.3.2. Continuity and compactness 5.3.3. Ellipticity and the finiteness theorem 5.4. Calculus of ΨDO 5.4.1. General ΨDO 5.4.2. The subalgebra of stabilizing ΨDO 5.4.3. Ellipticity and the finiteness theorem
Contents: Chapter 7: The Index Problemon Manifolds with Singularities Preface 7.1. The Simplest Index Formulas 7.1.1. General properties of the index 7.1.2. The index of invariant operators on the cylinder 7.1.3. Relative index formulas 7.1.4. The index of general operators on the cylinder 7.1.5. The index of operators of the form 1 + G with a Green operator G 7.1.6. The index of operators of the form 1 + G on manifolds with edges 7.1.7. The index on bundles with smooth base and fiber having conical points 7.2. The Index Problem for Manifolds with Isolated Singularities 7.2.1. Statement of the index splitting problem 7.2.2. The obstruction to the index splitting 7.2.3. Computation of the obstruction in topological terms 7.2.4. Examples. Operators with symmetries 7.3. The Index Problem for Manifolds with Edges 7.3.1. The index excision property 7.3.2. The obstruction to the index splitting 7.4. Bibliographical Remarks
We prove a general theorem on the local property of the relative index for a wide class of Fredholm operators, including relative index theorems for elliptic operators due to Gromov-Lawson, Anghel, Teleman, Booß-Bavnbek-Wojciechowski, et al. as special cases. In conjunction with additional conditions (like symmetry conditions) this theorem permits one to compute the analytical index of a given operator. In particular, we obtain new index formulas for elliptic pseudodifferential operators and quantized canonical transformations on manifolds with conical singularities as well as for elliptic boundary value problems with a symmetry condition for the conormal symbol.
Quantization methods in differential equations : Chapter 2: Quantization of Lagrangian modules
(1999)
In this chapter we use the wave packet transform described in Chapter 1 to quantize extended classical states represented by so-called Lagrangian sumbanifolds of the phase space. Functions on a Lagrangian manifold form a module over the ring of classical Hamiltonian functions on the phase space (with respect to pointwise multiplication). The quantization procedure intertwines this multiplication with the action of the corresponding quantum Hamiltonians; hence we speak of quantization of Lagrangian modules. The semiclassical states obtained by this quantization procedure provide asymptotic solutions to differential equations with a small parameter. Locally, such solutions can be represented by WKB elements. Global solutions are given by Maslov's canonical operator [2]; also see, e.g., [3] and the references therein. Here the canonical operator is obtained in the framework of the universal quantization procedure provided by the wave packet transform. This procedure was suggested in [4] (see also the references there) and further developed in [5]; our exposition is in the spirit of these papers. Some further bibliographical remarks can be found in the beginning of Chapter 1.
We discuss the Cauchy problem for the Dolbeault cohomology in a domain of C n with data on a part of the boundary. In this setting we introduce the concept of a Carleman function which proves useful in the study of uniqueness. Apart from an abstract framework we show explicit Carleman formulas for the Dolbeault cohomology.
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.
Aus dem Inhalt: 0.1 Danksagung 0.2 Einleitung 1 Allgemeines und Grundlagen 1.1 Die Brownsche Bewegung 2 Die Dualitätsformel des Wienermaßes 2.1 Wienermaß erfüllt Dualitätsformel 2.2 Dualitätsformel charakterisiert Wienermaß 3 Die diskrete Dualitätsformel der Irrfahrt 3.1 Verallgemeinerte symmetrische Irrfahrt erfüllt diskrete Dualitätsformel 3.2 Diskrete Dualitätsformel charakterisiert verallgemeinerte symmetrische Irrfahrt 4 Donskers Theorem und die Dualitätsformeln 4.1 Straffheit der renormierten stetigen Irrfahrt 4.2 Konvergenz der Irrfahrt 5 Anhang
Processes with independent increments are characterized via a duality formula, including Malliavin derivative and difference operators. This result is based on a characterization of infinitely divisible random vectors by a functional equation. A construction of the difference operator by a variational method is introduced and compared to approaches used by other authors for L´evy processes involving the chaos decomposition. Finally we extend our method to characterize infinitely divisible random measures.
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.
We consider the norm closure A of the algebra of all operators of order and class zero in Boutet de Monvel's calculus on a manifold X with boundary ∂X. We first describe the image and the kernel of the continuous extension of the boundary principal symbol homomorphism to A. If X is connected and ∂X is not empty, we then show that the K-groups of A are topologically determined. In case the manifold, its boundary, and the cotangent space of its interior have torsion free K-theory, we get Ki(A,k) congruent Ki(C(X))⊕Ksub(1-i)(Csub(0)(T*X)),i = 0,1, with k denoting the compact ideal, and T*X denoting the cotangent bundle of the interior. Using Boutet de Monvel's index theorem, we also prove that the above formula holds for i = 1 even without this torsion-free hypothesis. For the case of orientable, two-dimensional X, Ksub(0)(A) congruent Z up(2g+m) and Ksub(1)(A) congruent Z up(2g+m-1), where g is the genus of X and m is the number of connected components of ∂X. We also obtain a composition sequence 0 ⊂ k ⊂ G ⊂ A, with A/G commutative and G/k isomorphic to the algebra of all continuous functions on the cosphere bundle of ∂X with values in compact operators on L²(R+).
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.
Operators on manifolds with corners that have base configurations with geometric singularities can be analysed in the frame of a conormal symbolic structure which is in spirit similar to the one for conical singularities of Kondrat'ev's work. Solvability of elliptic equations and asymptotics of solutions are determined by meromorphic conormal symbols. We study the case when the base has edge singularities which is a natural assumption in a number of applications. There are new phenomena, caused by a specific kind of higher degeneracy of the underlying symbols. We introduce an algebra of meromorphic edge operators that depend on complex parameters and investigate meromorphic inverses in the parameter-dependent elliptic case. Among the examples are resolvents of elliptic differential operators on manifolds with edges.
We study the Cauchy problem for the oscillation equation of the couple-stress theory of elasticity in a bounded domain in R3. Both the displacement and stress are given on a part S of the boundary of the domain. This problem is densely solvable while data of compact support in the interior of S fail to belong to the range of the problem. Hence the problem is ill-posed which makes the standard calculi of Fourier integral operators inapplicable. If S is real analytic the Cauchy-Kovalevskaya theorem applies to guarantee the existence of a local solution. We invoke the special structure of the oscillation equation to derive explicit conditions of global solvability and an approximation solution.