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- Institut für Mathematik (38) (remove)
Gilles Blanchards Vortrag gewährt Einblicke in seine Arbeiten zur Entwicklung und Analyse statistischer Eigenschaften von Lernalgorithmen. In vielen modernen Anwendungen, beispielsweise bei der Schrifterkennung oder dem Spam- Filtering, kann ein Computerprogramm auf der Basis vorgegebener Beispiele automatisch lernen, relevante Vorhersagen für weitere Fälle zu treffen. Mit der mathematischen Analyse der Eigenschaften solcher Methoden beschäftigt sich die Lerntheorie, die mit der Statistik eng zusammenhängt. Dabei spielt der Begriff der Komplexität der erlernten Vorhersageregel eine wichtige Rolle. Ist die Regel zu einfach, wird sie wichtige Einzelheiten ignorieren. Ist sie zu komplex, wird sie die vorgegebenen Beispiele "auswendig" lernen und keine Verallgemeinerungskraft haben. Blanchard wird erläutern, wie Mathematische Werkzeuge dabei helfen, den richtigen Kompromiss zwischen diesen beiden Extremen zu finden.
In this paper, we propose a derivative-free method for recovering symmetric and non-symmetric potential functions of inverse Sturm-Liouville problems from the knowledge of eigenvalues. A class of boundary value methods obtained as an extension of Numerov's method is the major tool for approximating the eigenvalues in each Broyden iteration step. Numerical examples demonstrate that the method is able to reduce the number of iteration steps, in particular for non-symmetric potentials, without accuracy loss.
Asymptotic first exit times of the chafee-infante equation with small heavy-tailed levy noise
(2011)
This article studies the behavior of stochastic reaction-diffusion equations driven by additive regularly varying pure jump Levy noise in the limit of small noise intensity. It is shown that the law of the suitably renormalized first exit times from the domain of attraction of a stable state converges to an exponential law of parameter 1 in a strong sense of Laplace transforms, including exponential moments. As a consequence, the expected exit times increase polynomially in the inverse intensity, in contrast to Gaussian perturbations, where this growth is known to be of exponential rate.
We prove a theorem on separation of boundary null points for generators of continuous semigroups of holomorphic self-mappings of the unit disk in the complex plane. Our construction demonstrates rather strikingly the particular role of the binary operation au broken vertical bar given by 1/ f au broken vertical bar g = 1/f + 1/g on generators.
We define several notions of singular set for Type-I Ricci flows and show that they all coincide. In order to do this, we prove that blow-ups around singular points converge to nontrivial gradient shrinking solitons, thus extending work of Naber [15]. As a by-product we conclude that the volume of a finite-volume singular set vanishes at the singular time.
We also define a notion of density for Type-I Ricci flows and use it to prove a regularity theorem reminiscent of White's partial regularity result for mean curvature flow [22].
We study a new approach to determine the asymptotic behaviour of quantum many-particle systems near coalescence points of particles which interact via singular Coulomb potentials. This problem is of fundamental interest in electronic structure theory in order to establish accurate and efficient models for numerical simulations. Within our approach, coalescence points of particles are treated as embedded geometric singularities in the configuration space of electrons. Based on a general singular pseudo-differential calculus, we provide a recursive scheme for the calculation of the parametrix and corresponding Green operator of a nonrelativistic Hamiltonian. In our singular calculus, the Green operator encodes all the asymptotic information of the eigenfunctions. Explicit calculations and an asymptotic representation for the Green operator of the hydrogen atom and isoelectronic ions are presented.
The thermospheric crosswind velocities at an altitude of 400 km measured by an accelerometer on board of the CHAMP satellite are compared with the results of model calculations performed using the Upper Atmosphere Model (UAM). The results of measurements averaged over the year in 2003 reveal a two-vortex structure of high-latitude winds corresponding to magnetospheric-ionospheric convection of ions in the F2 ionosphere region. A similar picture with similar speed values was obtained in model calculations. A comparison of the crosswind speed obtained in individual measurements on October 28, 2003 with the corresponding model values revealed close agreement between them in some flights and differences in others. Taking into account the dependence of convection electric field on the B (y) component of interplanetary magnetic field sometimes improved agreement between thermospheric crosswind speeds obtained in model calculations and measured using the satellite.
Borehole logs provide in situ information about the fluctuations of petrophysical properties with depth and thus allow the characterization of the crustal heterogeneities. A detailed investigation of these measurements may lead to extract features of the geological media. In this study, we suggest a regularity analysis based on the continuous wavelet transform to examine sonic logs data. The description of the local behavior of the logs at each depth is carried out using the local Hurst exponent estimated by two (02) approaches: the local wavelet approach and the average-local wavelet approach. Firstly, a synthetic log, generated using the random midpoints displacement algorithm, is processed by the regularity analysis. The obtained Hurst curves allowed the discernment of the different layers composing the simulated geological model. Next, this analysis is extended to real sonic logs data recorded at the Kontinentales Tiefbohrprogramm (KTB) pilot borehole (Continental Deep Drilling Program, Germany). The results show a significant correlation between the estimated Hurst exponents and the lithological discontinuities crossed by the well. Hence, the Hurst exponent can be used as a tool to characterize underground heterogeneities.
We consider a resonantly perturbed system of coupled nonlinear oscillators with small dissipation and outer periodic perturbation. We show that for the large time t similar to s(-2) one component of the system is described for the most part by the inhomogeneous Mathieu equation while the other component represents pulsation of large amplitude. A Hamiltonian system is obtained which describes for the most part the behavior of the envelope in a special case. The analytic results agree with numerical simulations.
The problem of an ensemble Kalman filter when only partial observations are available is considered. In particular, the situation is investigated where the observational space consists of variables that are directly observable with known observational error, and of variables of which only their climatic variance and mean are given. To limit the variance of the latter poorly resolved variables a variance-limiting Kalman filter (VLKF) is derived in a variational setting. The VLKF for a simple linear toy model is analyzed and its range of optimal performance is determined. The VLKF is explored in an ensemble transform setting for the Lorenz-96 system, and it is shown that incorporating the information of the variance of some unobservable variables can improve the skill and also increase the stability of the data assimilation procedure.
In this thesis, we discuss the formulation of variational problems on supermanifolds. Supermanifolds incorporate bosonic as well as fermionic degrees of freedom. Fermionic fields take values in the odd part of an appropriate Grassmann algebra and are thus showing an anticommutative behaviour. However, a systematic treatment of these Grassmann parameters requires a description of spaces as functors, e.g. from the category of Grassmann algberas into the category of sets (or topological spaces, manifolds). After an introduction to the general ideas of this approach, we use it to give a description of the resulting supermanifolds of fields/maps. We show that each map is uniquely characterized by a family of differential operators of appropriate order. Moreover, we demonstrate that each of this maps is uniquely characterized by its component fields, i.e. by the coefficients in a Taylor expansion w.r.t. the odd coordinates. In general, the component fields are only locally defined. We present a way how to circumvent this limitation. In fact, by enlarging the supermanifold in question, we show that it is possible to work with globally defined components. We eventually use this formalism to study variational problems. More precisely, we study a super version of the geodesic and a generalization of harmonic maps to supermanifolds. Equations of motion are derived from an energy functional and we show how to decompose them into components. Finally, in special cases, we can prove the existence of critical points by reducing the problem to equations from ordinary geometric analysis. After solving these component equations, it is possible to show that their solutions give rise to critical points in the functor spaces of fields.
We discuss to what extent a given earthquake catalog and the assumption of a doubly truncated Gutenberg-Richter distribution for the earthquake magnitudes allow for the calculation of confidence intervals for the maximum possible magnitude M. We show that, without further assumptions such as the existence of an upper bound of M, only very limited information may be obtained. In a frequentist formulation, for each confidence level alpha the confidence interval diverges with finite probability. In a Bayesian formulation, the posterior distribution of the upper magnitude is not normalizable. We conclude that the common approach to derive confidence intervals from the variance of a point estimator fails. Technically, this problem can be overcome by introducing an upper bound (M) over tilde for the maximum magnitude. Then the Bayesian posterior distribution can be normalized, and its variance decreases with the number of observed events. However, because the posterior depends significantly on the choice of the unknown value of (M) over tilde, the resulting confidence intervals are essentially meaningless. The use of an informative prior distribution accounting for pre-knowledge of M is also of little use, because the prior is only modified in the case of the occurrence of an extreme event. Our results suggest that the maximum possible magnitude M should be better replaced by M(T), the maximum expected magnitude in a given time interval T, for which the calculation of exact confidence intervals becomes straightforward. From a physical point of view, numerical models of the earthquake process adjusted to specific fault regions may be a powerful alternative to overcome the shortcomings of purely statistical inference.
We analyze a general class of difference operators H(epsilon) = T(epsilon) + V(epsilon) on l(2)((epsilon Z)(d)), where V(epsilon) is a one-well potential and epsilon is a small parameter. We construct formal asymptotic expansions of WKB-type for eigenfunctions associated with the low lying eigenvalues of H(epsilon). These are obtained from eigenfunctions or quasimodes for the operator H(epsilon), acting on L(2)(R(d)), via restriction to the lattice (epsilon Z)(d).
The goal of this paper is to establish the existence of a foliation of the asymptotic region of an asymptotically flat manifold with positive mass by surfaces which are critical points of the Willmore functional subject to an area constraint. Equivalently these surfaces are critical points of the Geroch-Hawking mass. Thus our result has applications in the theory of general relativity.
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.
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.