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Institute
- Institut für Mathematik (60) (remove)
This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.
In the eighties, the analysis of satellite altimetry data leads to the major discovery of gravity lineations in the oceans, with wavelengths between 200 and 1400 km. While the existence of the 200 km scale undulations is widely accepted, undulations at scales larger than 400 km are still a matter of debate. In this paper, we revisit the topic of the large-scale geoid undulations over the oceans in the light of the satellite gravity data provided by the GRACE mission, considerably more precise than the altimetry data at wavelengths larger than 400 km. First, we develop a dedicated method of directional Poisson wavelet analysis on the sphere with significance testing, in order to detect and characterize directional structures in geophysical data on the sphere at different spatial scales. This method is particularly well suited for potential field analysis. We validate it on a series of synthetic tests, and then apply it to analyze recent gravity models, as well as a bathymetry data set independent from gravity. Our analysis confirms the existence of gravity undulations at large scale in the oceans, with characteristic scales between 600 and 2000 km. Their direction correlates well with present-day plate motion over the Pacific ocean, where they are particularly clear, and associated with a conjugate direction at 1500 km scale. A major finding is that the 2000 km scale geoid undulations dominate and had never been so clearly observed previously. This is due to the great precision of GRACE data at those wavelengths. Given the large scale of these undulations, they are most likely related to mantle processes. Taking into account observations and models from other geophysical information, as seismological tomography, convection and geochemical models and electrical conductivity in the mantle, we conceive that all these inputs indicate a directional fabric of the mantle flows at depth, reflecting how the history of subduction influences the organization of lower mantle upwellings.
We analyze a general class of difference operators on where is a multi-well potential and is a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we shall treat the eigenvalue problem for as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix, similar to the analysis for the Schrodinger operator [see Helffer and Sjostrand in Commun Partial Differ Equ 9:337-408, 1984], and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix.
We analyze a general class of difference operators containing a multi-well potential and a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we treat the eigenvalue problem as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix similar to the analysis for the Schrödinger operator, and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix.
We develop the method of Fischer-Riesz equations for general boundary value problems elliptic in the sense of Douglis-Nirenberg. To this end we reduce them to a boundary problem for a (possibly overdetermined) first order system whose classical symbol has a left inverse. For such a problem there is a uniquely determined boundary value problem which is adjoint to the given one with respect to the Green formula. On using a well elaborated theory of approximation by solutions of the adjoint problem, we find the Cauchy data of solutions of our problem.
The study of the semigroups OPn, of all orientation-preserving transformations on an n-element chain, and ORn, of all orientation-preserving or orientation-reversing transformations on an n-element chain, has began in [17] and [5]. In order to bring more insight into the subsemigroup structure of OPn and ORn, we characterize their maximal subsemigroups.
For a sequence of Hilbert spaces and continuous linear operators the curvature is defined to be the composition of any two consecutive operators. This is modeled on the de Rham resolution of a connection on a module over an algebra. Of particular interest are those sequences for which the curvature is "small" at each step, e.g., belongs to a fixed operator ideal. In this context we elaborate the theory of Fredholm sequences and show how to introduce the Lefschetz number.
This thesis investigates the gradient flow of Dirac-harmonic maps. Dirac-harmonic maps are critical points of an energy functional that is motivated from supersymmetric field theories. The critical points of this energy functional couple the equation for harmonic maps with spinor fields. At present, many analytical properties of Dirac-harmonic maps are known, but a general existence result is still missing. In this thesis the existence question is studied using the evolution equations for a regularized version of Dirac-harmonic maps. Since the energy functional for Dirac-harmonic maps is unbounded from below the method of the gradient flow cannot be applied directly. Thus, we first of all consider a regularization prescription for Dirac-harmonic maps and then study the gradient flow. Chapter 1 gives some background material on harmonic maps/harmonic spinors and summarizes the current known results about Dirac-harmonic maps. Chapter 2 introduces the notion of Dirac-harmonic maps in detail and presents a regularization prescription for Dirac-harmonic maps. In Chapter 3 the evolution equations for regularized Dirac-harmonic maps are introduced. In addition, the evolution of certain energies is discussed. Moreover, the existence of a short-time solution to the evolution equations is established. Chapter 4 analyzes the evolution equations in the case that the domain manifold is a closed curve. Here, the existence of a smooth long-time solution is proven. Moreover, for the regularization being large enough, it is shown that the evolution equations converge to a regularized Dirac-harmonic map. Finally, it is discussed in which sense the regularization can be removed. In Chapter 5 the evolution equations are studied when the domain manifold is a closed Riemmannian spin surface. For the regularization being large enough, the existence of a global weak solution, which is smooth away from finitely many singularities is proven. It is shown that the evolution equations converge weakly to a regularized Dirac-harmonic map. In addition, it is discussed if the regularization can be removed in this case.
We introduce a theoretical framework for performing statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses. This extends the standard statistical setting for multiple hypotheses testing, which is restricted to a finite set. This work is motivated by numerous modern applications where the observed signal is modeled by a stochastic process over a continuum. As a measure of type I error, we extend the concept of false discovery rate (FDR) to this setting. The FDR is defined as the average ratio of the measure of two random sets, so that its study presents some challenge and is of some intrinsic mathematical interest. Our main result shows how to use the p-value process to control the FDR at a nominal level, either under arbitrary dependence of p-values, or under the assumption that the finite dimensional distributions of the p-value process have positive correlations of a specific type (weak PRDS). Both cases generalize existing results established in the finite setting, the latter one leading to a less conservative procedure. The interest of this approach is demonstrated in several non-parametric examples: testing the mean/signal in a Gaussian white noise model, testing the intensity of a Poisson process and testing the c.d.f. of i.i.d. random variables. Conceptually, an interesting feature of the setting advocated here is that it focuses directly on the intrinsic hypothesis space associated with a testing model on a random process, without referring to an arbitrary discretization.
Both aftershocks and geodetically measured postseismic displacements are important markers of the stress relaxation process following large earthquakes. Postseismic displacements can be related to creep-like relaxation in the vicinity of the coseismic rupture by means of inversion methods. However, the results of slip inversions are typically non-unique and subject to large uncertainties. Therefore, we explore the possibility to improve inversions by mechanical constraints. In particular, we take into account the physical understanding that postseismic deformation is stress-driven, and occurs in the coseismically stressed zone. We do joint inversions for coseismic and postseismic slip in a Bayesian framework in the case of the 2004 M6.0 Parkfield earthquake. We perform a number of inversions with different constraints, and calculate their statistical significance. According to information criteria, the best result is preferably related to a physically reasonable model constrained by the stress-condition (namely postseismic creep is driven by coseismic stress) and the condition that coseismic slip and large aftershocks are disjunct. This model explains 97% of the coseismic displacements and 91% of the postseismic displacements during day 1-5 following the Parkfield event, respectively. It indicates that the major postseismic deformation can be generally explained by a stress relaxation process for the Parkfield case. This result also indicates that the data to constrain the coseismic slip model could be enriched postseismically. For the 2004 Parkfield event, we additionally observe asymmetric relaxation process at the two sides of the fault, which can be explained by material contrast ratio across the fault of similar to 1.15 in seismic velocity.
A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity theorem. In the case of constant coefficients we show that Liouville's theorem holds, any bounded solution must be constant and any L^p solution must vanish.
In this work, we consider the reversible reaction between reactants of species A and B to form the product C. We consider this reaction as a prototype of many pseudobiomolecular reactions in biology, such as for instance molecular motors. We derive the exact probability density for the stochastic waiting time that a molecule of species A needs until the reaction with a molecule of species B takes place. We perform this computation taking fully into account the stochastic fluctuations in the number of molecules of species B. We show that at low numbers of participating molecules, the exact probability density differs from the exponential density derived by assuming the law of mass action. Finally, we discuss the condition of detailed balance in the exact stochastic and in the approximate treatment.
A discrete analogue of the Witten Laplacian on the n-dimensional integer lattice is considered. After rescaling of the operator and the lattice size we analyze the tunnel effect between different wells, providing sharp asymptotics of the low-lying spectrum. Our proof, inspired by work of B. Helffer, M. Klein and F. Nier in continuous setting, is based on the construction of a discrete Witten complex and a semiclassical analysis of the corresponding discrete Witten Laplacian on 1-forms. The result can be reformulated in terms of metastable Markov processes on the lattice.
Retrieval of aerosol extinction coefficient profiles from Raman lidar data by inversion method
(2012)
We regard the problem of differentiation occurring in the retrieval of aerosol extinction coefficient profiles from inelastic Raman lidar signals by searching for a stable solution of the resulting Volterra integral equation. An algorithm based on a projection method and iterative regularization together with the L-curve method has been performed on synthetic and measured lidar signals. A strategy to choose a suitable range for the integration within the framework of the retrieval of optical properties is proposed here for the first time to our knowledge. The Monte Carlo procedure has been adapted to treat the uncertainty in the retrieval of extinction coefficients.
We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path integral formula for the heat kernel of any self-adjoint generalized Laplace operator acting on sections of a vector bundle over a compact Riemannian manifold.
In this work, a closure experiment for tropospheric aerosol is presented. Aerosol size distributions and single scattering albedo from remote sensing data are compared to those measured in-situ. An aerosol pollution event on 4 April 2009 was observed by ground based and airborne lidar and photometer in and around Ny-Alesund, Spitsbergen, as well as by DMPS, nephelometer and particle soot absorption photometer at the nearby Zeppelin Mountain Research Station.
The presented measurements were conducted in an area of 40 x 20 km around Ny-Alesund as part of the 2009 Polar Airborne Measurements and Arctic Regional Climate Model Simulation Project (PAMARCMiP). Aerosol mainly in the accumulation mode was found in the lower troposphere, however, enhanced backscattering was observed up to the tropopause altitude. A comparison of meteorological data available at different locations reveals a stable multi-layer-structure of the lower troposphere. It is followed by the retrieval of optical and microphysical aerosol parameters. Extinction values have been derived using two different methods, and it was found that extinction (especially in the UV) derived from Raman lidar data significantly surpasses the extinction derived from photometer AOD profiles. Airborne lidar data shows volume depolarization values to be less than 2.5% between 500 m and 2.5 km altitude, hence, particles in this range can be assumed to be of spherical shape. In-situ particle number concentrations measured at the Zeppelin Mountain Research Station at 474 m altitude peak at about 0.18 mu m diameter, which was also found for the microphysical inversion calculations performed at 850 m and 1500 m altitude. Number concentrations depend on the assumed extinction values, and slightly decrease with altitude as well as the effective particle diameter. A low imaginary part in the derived refractive index suggests weakly absorbing aerosols, which is confirmed by low black carbon concentrations, measured at the Zeppelin Mountain as well as on board the Polar 5 aircraft.