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Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set . We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.
Nonlinear data assimilation
(2015)
This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters.
The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.
In 2015 the second conference „Cloud Storage Deployment in Academics“ took place. Interest regarding this issue was again high and topics established in 2014 like data security and scalability were complemented by new ones like federations or technical integration in existing infrastructures. This is caused by the advances in the establishment of cloud-based storage systems. This publication contains the contributions of the conference „Cloud Storage Deployment in Academics 2015“, which took place in may 2015 at TU Berlin.
This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Levy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is foliated in the sense that its trajectories stay on the leaf of their initial value for all times almost surely. Under a generic ergodicity assumption for each leaf, we determine the effective behaviour of the system subject to a small smooth perturbation of order epsilon > 0, which acts transversal to the leaves. The main result states that, on average, the transversal component of the perturbed SDE converges uniformly to the solution of a deterministic ODE as e tends to zero. This transversal ODE is generated by the average of the perturbing vector field with respect to the invariant measures of the unperturbed system and varies with the transversal height of the leaves. We give upper bounds for the rates of convergence and illustrate these results for the random rotations on the circle. This article complements the results by Gonzales and Ruffino for SDEs of Stratonovich type to general Levy driven SDEs of Marcus type.
Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2-4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC). The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.
Certain curvature conditions for the stability of Einstein manifolds with respect to the Einstein-Hilbert action are given. These conditions are given in terms of quantities involving the Weyl tensor and the Bochner tensor. In dimension six, a stability criterion involving the Euler characteristic is given.
We study the possibility of obtaining a computational turbulence model by means of non-dissipative regularisation of the compressible atmospheric equations for climate-type applications. We use an -regularisation (Lagrangian averaging) of the atmospheric equations. For the hydrostatic and compressible atmospheric equations discretised using a finite volume method on unstructured grids, deterministic and non-deterministic numerical experiments are conducted to compare the individual solutions and the statistics of the regularised equations to those of the original model. The impact of the regularisation parameter is investigated. Our results confirm the principal compatibility of -regularisation with atmospheric dynamics and encourage further investigations within atmospheric model including complex physical parametrisations.
We find necessary conditions for a second order ordinary differential equation to be equivalent to the Painleve III equation under a general point transformation. Their sufficiency is established by reduction to known results for the equations of the form y ' = f (x, y). We consider separately the generic case and the case of reducibility to an autonomous equation. The results are illustrated by the primary resonance equation.
We study the global theory of linear wave equations for sections of vector bundles over globally hyperbolic Lorentz manifolds. We introduce spaces of finite energy sections and show well-posedness of the Cauchy problem in those spaces. These spaces depend in general on the choice of a time function but it turns out that certain spaces of finite energy solutions are independent of this choice and hence invariantly defined. We also show existence and uniqueness of solutions for the Goursat problem where one prescribes initial data on a characteristic partial Cauchy hypersurface. This extends classical results due to Hormander.
We compute explicitly, and without any extra regularity assumptions, the large time limit of the fibrewise heat operator for Bismut-Lott type superconnections in the L-2-setting. This is motivated by index theory on certain non-compact spaces (families of manifolds with cocompact group action) where the convergence of the heat operator at large time implies refined L-2-index formulas.
As applications, we prove a local L-2-index theorem for families of signature operators and an L-2-Bismut-Lott theorem, expressing the Becker-Gottlieb transfer of flat bundles in terms of Kamber-Tondeur classes. With slightly stronger regularity we obtain the respective refined versions: we construct L-2-eta forms and L-2-torsion forms as transgression forms.
The primary motivation for systematic bases in first principles electronic structure simulations is to derive physical and chemical properties of molecules and solids with predetermined accuracy. This requires a detailed understanding of the asymptotic behaviour of many-particle Coulomb systems near coalescence points of particles. Singular analysis provides a convenient framework to study the asymptotic behaviour of wavefunctions near these singularities. In the present work, we want to introduce the mathematical framework of singular analysis and discuss a novel asymptotic parametrix construction for Hamiltonians of many-particle Coulomb systems. This corresponds to the construction of an approximate inverse of a Hamiltonian operator with remainder given by a so-called Green operator. The Green operator encodes essential asymptotic information and we present as our main result an explicit asymptotic formula for this operator. First applications to many-particle models in quantum chemistry are presented in order to demonstrate the feasibility of our approach. The focus is on the asymptotic behaviour of ladder diagrams, which provide the dominant contribution to short-range correlation in coupled cluster theory. Furthermore, we discuss possible consequences of our asymptotic analysis with respect to adaptive wavelet approximation.
We consider the signal detection problem in the Gaussian design trace regression model with low rank alternative hypotheses. We derive the precise (Ingster-type) detection boundary for the Frobenius and the nuclear norm. We then apply these results to show that honest confidence sets for the unknown matrix parameter that adapt to all low rank sub-models in nuclear norm do not exist. This shows that recently obtained positive results in [5] for confidence sets in low rank recovery problems are essentially optimal.
For an irreducible continuous time Markov chain, we derive the distribution of the first passage time from a given state i to another given state j and the reversed passage time from j to i, each under the condition of no return to the starting point. When these two distributions are identical, we say that i and j are in time duality. We introduce a new condition called permuted balance that generalizes the concept of reversibility and provides sufficient criteria, based on the structure of the transition graph of the Markov chain. Illustrative examples are provided.
Stress drop is a key factor in earthquake mechanics and engineering seismology. However, stress drop calculations based on fault slip can be significantly biased, particularly due to subjectively determined smoothing conditions in the traditional least-square slip inversion. In this study, we introduce a mechanically constrained Bayesian approach to simultaneously invert for fault slip and stress drop based on geodetic measurements. A Gaussian distribution for stress drop is implemented in the inversion as a prior. We have done several synthetic tests to evaluate the stability and reliability of the inversion approach, considering different fault discretization, fault geometries, utilized datasets, and variability of the slip direction, respectively. We finally apply the approach to the 2010 M8.8 Maule earthquake and invert for the coseismic slip and stress drop simultaneously. Two fault geometries from the literature are tested. Our results indicate that the derived slip models based on both fault geometries are similar, showing major slip north of the hypocenter and relatively weak slip in the south, as indicated in the slip models of other studies. The derived mean stress drop is 5-6 MPa, which is close to the stress drop of similar to 7 MPa that was independently determined according to force balance in this region Luttrell et al. (J Geophys Res, 2011). These findings indicate that stress drop values can be consistently extracted from geodetic data.
Green-hyperbolic operators are linear differential operators acting on sections of a vector bundle over a Lorentzian manifold which possess advanced and retarded Green's operators. The most prominent examples are wave operators and Dirac-type operators. This paper is devoted to a systematic study of this class of differential operators. For instance, we show that this class is closed under taking restrictions to suitable subregions of the manifold, under composition, under taking "square roots", and under the direct sum construction. Symmetric hyperbolic systems are studied in detail.
We study infinitesimal Einstein deformations on compact flat manifolds and on product manifolds. Moreover, we prove refinements of results by Koiso and Bourguignon which yield obstructions on the existence of infinitesimal Einstein deformations under certain curvature conditions. (C) 2014 Elsevier B.V. All rights reserved.