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Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables.
Asymptotic exit times
(2013)
Asymptotic transition times
(2013)
Any clones on arbitrary set A can be written of the form Pol (A)Q for some set Q of relations on A. We consider clones of the form Pal (A)Q where Q is a set of unary relations on a finite set A. A clone Pol (A)Q is said to be a clone on a set of the smallest cardinality with respect to category equivalence if vertical bar A vertical bar <= vertical bar S vertical bar for all finite sets S and all clones C on S that category equivalent to Pol (A)Q. We characterize the clones on a set of the smallest cardinality with respect to category equivalent and show how we can find a clone on a set of the smallest cardinality that category equivalent to a given clone.
Processes with independent increments are proven to be the unique solutions of duality formulas. This result is based on a simple characterization of infinitely divisible random vectors by a functional equation in which a difference operator appears. This operator is constructed by a variational method and compared to approaches involving chaos decompositions. We also obtain a related characterization of infinitely divisible random measures.
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.
Time-dependent probabilistic seismic hazard assessment requires a stochastic description of earthquake occurrences. While short-term seismicity models are well-constrained by observations, the recurrences of characteristic on-fault earthquakes are only derived from theoretical considerations, uncertain palaeo-events or proxy data. Despite the involved uncertainties and complexity, simple statistical models for a quasi-period recurrence of on-fault events are implemented in seismic hazard assessments. To test the applicability of statistical models, such as the Brownian relaxation oscillator or the stress release model, we perform a systematic comparison with deterministic simulations based on rate- and state-dependent friction, high-resolution representations of fault systems and quasi-dynamic rupture propagation. For the specific fault network of the Lower Rhine Embayment, Germany, we run both stochastic and deterministic model simulations based on the same fault geometries and stress interactions. Our results indicate that the stochastic simulators are able to reproduce the first-order characteristics of the major earthquakes on isolated faults as well as for coupled faults with moderate stress interactions. However, we find that all tested statistical models fail to reproduce the characteristics of strongly coupled faults, because multisegment rupturing resulting from a spatiotemporally correlated stress field is underestimated in the stochastic simulators. Our results suggest that stochastic models have to be extended by multirupture probability distributions to provide more reliable results.
We propose a construction of point processes via the method of cluster expansion. The important role of the class of infinitely divisible point processes is noted. Examples are permanental and determinantal processes as well as the classical Gibbs point processes, where the interaction is given by a stable and regular pair potential.
Convergence of the frequency-magnitude distribution of global earthquakes - maybe in 200 years
(2013)
I study the ability to estimate the tail of the frequency-magnitude distribution of global earthquakes. While power-law scaling for small earthquakes is accepted by support of data, the tail remains speculative. In a recent study, Bell et al. (2013) claim that the frequency-magnitude distribution of global earthquakes converges to a tapered Pareto distribution. I show that this finding results from data fitting errors, namely from the biased maximum likelihood estimation of the corner magnitude theta in strongly undersampled models. In particular, the estimation of theta depends solely on the few largest events in the catalog. Taking this into account, I compare various state-of-the-art models for the global frequency-magnitude distribution. After discarding undersampled models, the remaining ones, including the unbounded Gutenberg-Richter distribution, perform all equally well and are, therefore, indistinguishable. Convergence to a specific distribution, if it ever takes place, requires about 200 years homogeneous recording of global seismicity, at least.
In this Letter we give some general considerations about circularly symmetric, static space-times in 2 + 1 dimensions, focusing first on the surprising (at the time) existence of the BTZ black hole solution. We show that BTZ black holes and Schwarzschild black holes in 3 + 1 dimensions originate from different definitions of a black hole. There are two by-products of this general discussion: (i) we give a new and simple derivation of (2 + 1)-dimensional Anti-de Sitter (AdS) space-time; (ii) we present an exact solution to (2 + 1)-dimensional gravity coupled to a self-interacting real scalar field. The spatial part of the metric of this solution is flat but the temporal part behaves asymptotically like AdS space-time. The scalar field has logarithmic behavior as one would expect for a massless scalar field in flat space-time. The solution can be compared to gravitating scalar field solutions in 3 + 1 dimensions but with certain oddities connected with the (2 + 1)-dimensional character of the space-time. The solution is unique to 2 + 1 dimensions; it does not carry over to 3 + 1 dimensions.
In this paper we give some general considerations about circularly symmetric, static space-times in 2+1 dimensions, focusing first on the surprising (at the time) existence of the BTZ black hole solution. We show that BTZ black holes and Schwarzschild black holes in 3+1 dimensions originate from different definitions of a black hole. There are two by-products of this general discussion: (i) we give a new and simple derivation of 2+1 dimensional Anti-de Sitter (AdS) space-time; (ii) we present an exact solution to 2+1 dimensional gravity coupled to a self-interacting real scalar field. The spatial part of the metric of this solution is flat but the temporal part behaves asymptotically like AdS space-time. The scalar field has logarithmic behavior as one would expect for a massless scalar field in flat space- time. The solution can be compared to gravitating scalar field solutions in 3+1 dimensions but with certain oddities connected with the 2+1 dimensional character of the space-time. The solution is unique to 2+1 dimensions; it does not carry over to 3+1 dimensions.
We explore fluctuations of the horizontal component of the Earth's magnetic field to identify scaling behaviour of the temporal variability in geomagnetic data recorded by the Intermagnet observatories during the solar cycle 23 (years 1996 to 2005). In this work, we use the remarkable ability of scaling wavelet exponents to highlight the singularities associated with discontinuities present in the magnetograms obtained at two magnetic observatories for six intense magnetic storms, including the sudden storm commencements of 14 July 2000, 29-31 October and 20-21 November 2003. In the active intervals that occurred during geomagnetic storms, we observe a rapid and unidirectional change in the spectral scaling exponent at the time of storm onset. The corresponding fractal features suggest that the dynamics of the whole time series is similar to that of a fractional Brownian motion. Our findings point to an evident relatively sudden change related to the emergence of persistency of the fractal power exponent fluctuations precedes an intense magnetic storm. These first results could be useful in the framework of extreme events prediction studies.
We study a class of isotropic cosmologies in the fourth-order gravity with Lagrangians of the form L = f(R) + k(G) where R and G are the Ricci and Gauss-Bonnet scalars, respectively. A general discussion is given on the conditions under which this gravitational Lagrangian is scale-invariant or almost scale-invariant. We then apply this general background to the specific case L = alpha R-2 + beta Gln G with constants alpha, beta. We find closed form cosmological solutions for this case. One interesting feature of this choice of f(R) and k(G) is that for very small negative value of the parameter beta, the Lagrangian L = R-2/3 + beta Gln G leads to the replacement of the exact de Sitter solution coming from L = R-2 (which is a local attractor) to an exact, power-law inflation solution a(t) = t(p) = t(-3/beta) which is also a local attractor. This shows how one can modify the dynamics from de Sitter to power-law inflation by the addition of a Gln G-term.
We study a broad class of isotropic vacuum cosmologies in fourth-order gravity under the condition that the gravitational Lagrangian be scale-invariant or almost scale-invariant. The gravitational Lagrangians considered will be of the form L = f(R) + k(G) where R and G are the Ricci and Gauss-Bonnet scalars respectively. Specifically we take f(R) = R^2n and k(G) = G^n or k(G) = G ln G. We find solutions in closed form for a spatially flat Friedmann space-time and interpret their asymptotic early-time and late-time behaviour as well as their inflationary stages. One unique example which we discuss is the case of a very small negative value of the parameter b in the Lagrangian L = R^2 + b G ln G which leads to the replacement of the exact de Sitter solution from L = R^2 (being a local attractor) to a power-law inflation exact solution also representing a local attractor. This shows how one can modify the dynamics from de Sitter to power-law inflation by the addition of the G ln G-term.
We study the isoperimetric structure of asymptotically flat Riemannian 3-manifolds (M, g) that are C-0-asymptotic to Schwarzschild of mass m > 0. Refining an argument due to H. Bray, we obtain an effective volume comparison theorem in Schwarzschild. We use it to show that isoperimetric regions exist in (M, g) for all sufficiently large volumes, and that they are close to centered coordinate spheres. This implies that the volume-preserving stable constant mean curvature spheres constructed by G. Huisken and S.-T. Yau as well as R. Ye as perturbations of large centered coordinate spheres minimize area among all competing surfaces that enclose the same volume. This confirms a conjecture of H. Bray. Our results are consistent with the uniqueness results for volume-preserving stable constant mean curvature surfaces in initial data sets obtained by G. Huisken and S.-T. Yau and strengthened by J. Qing and G. Tian. The additional hypotheses that the surfaces be spherical and far out in the asymptotic region in their results are not necessary in our work.
In this chapter, equipped with our previously obtained knowledge of exit and transition times in the limit of small noise amplitude ??0 , we shall investigate the global asymptotic behavior of our jump diffusion process in the time scale in which transitions occur, i.e. in the scale given by ?0(?)=?(1?Bc?(0)),?,?>0 . It turns out that in this time scale, the switching of the diffusion between neighborhoods of the stable solutions ? ± can be well described by a Markov chain jumping back and forth between two states with a characteristic Q-matrix determined by the quantities ?((D±0)c)?(Bc?(0)) as jumping rates.
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 methods 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 is 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.
We show the existence of a smooth spherical surface minimizing the Willmore functional subject to an area constraint in a compact Riemannian three-manifold, provided the area is small enough. Moreover, we partially classify complete surfaces of Willmore type with positive mean curvature in Riemannian three-manifolds.
We consider Dyson-Schwinger Equations (DSEs) in the context of Connes-Kreimer renormalization Hopf algebra of Feynman diagrams and Connes-Marcolli universal Tannakian formalism. This study leads us to formulate a family of Picard-Fuchs equations and a category of Feynman motivic sheaves with respect to each combinatorial DSE.