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Many methods have been proposed for the simulation of constrained mechanical systems. The most obvious of these have mild instabilities and drift problems. Consequently, stabilization techniques have been proposed A popular stabilization method is Baumgarte's technique, but the choice of parameters to make it robust has been unclear in practice. Some of the simulation methods that have been proposed and used in computations are reviewed here, from a stability point of view. This involves concepts of differential-algebraic equation (DAE) and ordinary differential equation (ODE) invariants. An explanation of the difficulties that may be encountered using Baumgarte's method is given, and a discussion of why a further quest for better parameter values for this method will always remain frustrating is presented. It is then shown how Baumgarte's method can be improved. An efficient stabilization technique is proposed, which may employ explicit ODE solvers in case of nonstiff or highly oscillatory problems and which relates to coordinate projection methods. Examples of a two-link planar robotic arm and a squeezing mechanism illustrate the effectiveness of this new stabilization method.
Many methods have been proposed for the stabilization of higher index differential-algebraic equations (DAEs). Such methods often involve constraint differentiation and problem stabilization, thus obtaining a stabilized index reduction. A popular method is Baumgarte stabilization, but the choice of parameters to make it robust is unclear in practice. Here we explain why the Baumgarte method may run into trouble. We then show how to improve it. We further develop a unifying theory for stabilization methods which includes many of the various techniques proposed in the literature. Our approach is to (i) consider stabilization of ODEs with invariants, (ii) discretize the stabilizing term in a simple way, generally different from the ODE discretization, and (iii) use orthogonal projections whenever possible. The best methods thus obtained are related to methods of coordinate projection. We discuss them and make concrete algorithmic suggestions.
Integral Fourier operators
(2017)
This volume of contributions based on lectures delivered at a school on Fourier Integral Operators
held in Ouagadougou, Burkina Faso, 14–26 September 2015, provides an introduction to Fourier Integral Operators (FIO) for a readership of Master and PhD students as well as any interested layperson. Considering the wide
spectrum of their applications and the richness of the mathematical tools they involve, FIOs lie the cross-road of many a field. This volume offers
the necessary background, whether analytic or geometric, to get acquainted with FIOs, complemented by more advanced material presenting various aspects of active research in that area.
The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a maximum a posteriori (MAP) estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse problem, seen as minimisation of the Onsager-Machlup (OM) functional of the posterior measure. An open problem in the stability analysis of inverse problems is to establish a relationship between the convergence properties of solutions obtained by the variational approach and by the Bayesian approach. To address this problem, we propose a general convergence theory for modes that is based on the Gamma-convergence of OM functionals, and apply this theory to Bayesian inverse problems with Gaussian and edge-preserving Besov priors. Part II of this paper considers more general prior distributions.
We derive Onsager-Machlup functionals for countable product measures on weighted l(p) subspaces of the sequence space R-N. Each measure in the product is a shifted and scaled copy of a reference probability measure on R that admits a sufficiently regular Lebesgue density. We study the equicoercivity and Gamma-convergence of sequences of Onsager-Machlup functionals associated to convergent sequences of measures within this class. We use these results to establish analogous results for probability measures on separable Banach or Hilbert spaces, including Gaussian, Cauchy, and Besov measures with summability parameter 1 <= p <= 2. Together with part I of this paper, this provides a basis for analysis of the convergence of maximum a posteriori estimators in Bayesian inverse problems and most likely paths in transition path theory.
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 canonical trace and the Wodzicki residue on classical pseudo-differential operators on a closed manifold are characterised by their locality and shown to be preserved under lifting to the universal covering as a result of their local feature. As a consequence, we lift a class of spectral zeta-invariants using lifted defect formulae which express discrepancies of zeta-regularised traces in terms of Wodzicki residues. We derive Atiyah's L-2-index theorem as an instance of the Z(2)-graded generalisation of the canonical lift of spectral zeta-invariants and we show that certain lifted spectral zeta-invariants for geometric operators are integrals of Pontryagin and Chern forms.
We construct eta- and rho-invariants for Dirac operators, on the universal covering of a closed manifold, that are invariant under the projective action associated to a 2-cocycle of the fundamental group. We prove an Atiyah-Patodi-Singer index theorem in this setting, as well as its higher generalisation. Applications concern the classification of positive scalar curvature metrics on closed spin manifolds. We also investigate the properties of these twisted invariants for the signature operator and the relation to the higher invariants.
Recent work on mutation-selection models has revealed that, under specific assumptions on the fitness function and the mutation rates, asymptotic estimates for the leading eigenvalue of the mutation-reproduction matrix may be obtained through a low-dimensional maximum principle in the limit N --> infinity (where N, or N-d with d greater than or equal to 1, is proportional to the number of types). In order to extend this variational principle to a larger class of models, we consider here a family of reversible matrices of asymptotic dimension N-d and identify conditions under which the high-dimensional Rayleigh-Ritz variational problem may be reduced to a low-dimensional one that yields the leading eigenvalue up to an error term of order 1/N. For a large class of mutation-selection models, this implies estimates for the mean fitness, as well as a concentration result for the ancestral distribution of types
Uniformly valid confidence intervals post model selection in regression can be constructed based on Post-Selection Inference (PoSI) constants. PoSI constants are minimal for orthogonal design matrices, and can be upper bounded in function of the sparsity of the set of models under consideration, for generic design matrices. In order to improve on these generic sparse upper bounds, we consider design matrices satisfying a Restricted Isometry Property (RIP) condition. We provide a new upper bound on the PoSI constant in this setting. This upper bound is an explicit function of the RIP constant of the design matrix, thereby giving an interpolation between the orthogonal setting and the generic sparse setting. We show that this upper bound is asymptotically optimal in many settings by constructing a matching lower bound.
The inverse problem of determining the flow at the Earth's core-mantle boundary according to an outer core magnetic field and secular variation model has been investigated through a Bayesian formalism. To circumvent the issue arising from the truncated nature of the available fields, we combined two modeling methods. In the first step, we applied a filter on the magnetic field to isolate its large scales by reducing the energy contained in its small scales, we then derived the dynamical equation, referred as filtered frozen flux equation, describing the spatiotemporal evolution of the filtered part of the field. In the second step, we proposed a statistical parametrization of the filtered magnetic field in order to account for both its remaining unresolved scales and its large-scale uncertainties. These two modeling techniques were then included in the Bayesian formulation of the inverse problem. To explore the complex posterior distribution of the velocity field resulting from this development, we numerically implemented an algorithm based on Markov chain Monte Carlo methods. After evaluating our approach on synthetic data and comparing it to previously introduced methods, we applied it to a magnetic field model derived from satellite data for the single epoch 2005.0. We could confirm the existence of specific features already observed in previous studies. In particular, we retrieved the planetary scale eccentric gyre characteristic of flow evaluated under the compressible quasi-geostrophy assumption although this hypothesis was not considered in our study. In addition, through the sampling of the velocity field posterior distribution, we could evaluate the reliability, at any spatial location and at any scale, of the flow we calculated. The flow uncertainties we determined are nevertheless conditioned by the choice of the prior constraints we applied to the velocity field.
We present a new model of the geomagnetic field spanning the last 20 years and called Kalmag. Deriving from the assimilation of CHAMP and Swarm vector field measurements, it separates the different contributions to the observable field through parameterized prior covariance matrices. To make the inverse problem numerically feasible, it has been sequentialized in time through the combination of a Kalman filter and a smoothing algorithm. The model provides reliable estimates of past, present and future mean fields and associated uncertainties. The version presented here is an update of our IGRF candidates; the amount of assimilated data has been doubled and the considered time window has been extended from [2000.5, 2019.74] to [2000.5, 2020.33].
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 consider systems of Euler-Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie's infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples.
The two and k-sample tests of equality of the survival distributions against the alternatives including cross-effects of survival functions, proportional and monotone hazard ratios, are given for the right censored data. The asymptotic power against approaching alternatives is investigated. The tests are applied to the well known chemio and radio therapy data of the Gastrointestinal Tumor Study Group. The P-values for both proposed tests are much smaller then in the case of other known tests. Differently from the test of Stablein and Koutrouvelis the new tests can be applied not only for singly but also to randomly censored data.
P>We present a statistical analysis of focal mechanism orientations for nine California fault zones with the goal of quantifying variations of fault zone heterogeneity at seismogenic depths. The focal mechanism data are generated from first motion polarities for earthquakes in the time period 1983-2004, magnitude range 0-5, and depth range 0-15 km. Only mechanisms with good quality solutions are used. We define fault zones using 20 km wide rectangles and use summations of normalized potency tensors to describe the distribution of double-couple orientations for each fault zone. Focal mechanism heterogeneity is quantified using two measures computed from the tensors that relate to the scatter in orientations and rotational asymmetry or skewness of the distribution. We illustrate the use of these quantities by showing relative differences in the focal mechanism heterogeneity characteristics for different fault zones. These differences are shown to relate to properties of the fault zone surface traces such that increased scatter correlates with fault trace complexity and rotational asymmetry correlates with the dominant fault trace azimuth. These correlations indicate a link between the long-term evolution of a fault zone over many earthquake cycles and its seismic behaviour over a 20 yr time period. Analysis of the partitioning of San Jacinto fault zone focal mechanisms into different faulting styles further indicates that heterogeneity is dominantly controlled by structural properties of the fault zone, rather than time or magnitude related properties of the seismicity.
In this short survey article, we showcase a number of non-trivial geometric problems that have recently been resolved by marrying methods from functional calculus and real-variable harmonic analysis. We give a brief description of these methods as well as their interplay. This is a succinct survey that hopes to inspire geometers and analysts alike to study these methods so that they can be further developed to be potentially applied to a broader range of questions.
We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are Holder continuous locally in space and time. This is done via local parabolic Harnack estimates for weak solutions of operators in divergence form with bounded measurable coefficients in weighted Sobolev spaces.
We prove that the Atiyah–Singer Dirac operator in L2 depends Riesz continuously on L∞ perturbations of complete metrics g on a smooth manifold. The Lipschitz bound for the map depends on bounds on Ricci curvature and its first derivatives as well as a lower bound on injectivity radius. Our proof uses harmonic analysis techniques related to Calderón’s first commutator and the Kato square root problem. We also show perturbation results for more general functions of general Dirac-type operators on vector bundles.
On a smooth complete Riemannian spin manifold with smooth compact boundary, we demonstrate that Atiyah-Singer Dirac operator in depends Riesz continuously on perturbations of local boundary conditions The Lipschitz bound for the map depends on Lipschitz smoothness and ellipticity of and bounds on Ricci curvature and its first derivatives as well as a lower bound on injectivity radius away from a compact neighbourhood of the boundary. More generally, we prove perturbation estimates for functional calculi of elliptic operators on manifolds with local boundary conditions.
The spectral theory of the Friedrichs model on the positive half line with Hilbert-Schmidt perturbations, equipped with distinguished analytic properties, is presented. In general, the (separable) multiplicity Hilbert space is assumed to be infinite-dimensional. The results include a spectral characterization of its resonances and the association of so-called Gamov vectors. Sufficient conditions are presented such that all resonances are simple poles of the scattering matrix. The connection between their residual terms and the associated Gamov vectors is pointed out.
Superselection and constraints occur together in many gauge theories, and here we begin a study of such systems. Our main focus will be to analyze compatibility questions between constraining and superselection, and we will develop an example modelled on QED in which our framework is realized. We proceed from a generalization of Doplicher- Roberts superselection theory to the case of the nontrivial center, and a set of Dirac quantum constraints and find conditions under which the superselection structures will survive constraining in some form. This involves an analysis of the restriction and factorization of superselection structures. (c) 2005 American Institute of Physics
The resonances (poles of the scattering matrix) of quantum mechanical scattering by central-symmetric potentials with compact support and zero angular momentum are spectrally characterized directly in terms of the Hamiltonian by a (generalized) eigenvalue problem distinguished by an additional condition (called boundary condition). The connection between the (generalized) eigenspace of a resonance and corresponding Gamov vectors is pointed out. A condition is presented such that a relation between special transition probabilities and infinite sums of residual terms for all complex-conjugated pairs of resonances can be proved. In the case of the square well potential the condition is satisfied.
Generalized eigenvectors for resonances in the Friedrichs model and their associated Gamov vectors
(2006)
A Gelfand triplet for the Hamiltonian H of the Priedrichs model on R with multiplicity space K, dim K < infinity, is constructed such that exactly the resonances (poles of the inverse of the Livsic-matrix) are (generalized) eigenvalues of H. The corresponding eigen(anti)linear forms are calculated explicitly. Using the wave matrices for the wave (Moller) operators the corresponding eigen(anti)linear forms on the Schwartz space S for the unperturbed Hamiltonian Ho are also calculated. It turns out that they are of pure Dirac type and can be characterized by their corresponding Gamov vector lambda -> k/(zeta(0)-lambda)(-1), zeta(0) resonance, k epsilon K, which is uniquely determined by restriction of S to S boolean AND H-+(2), where H-+(2) denotes the Hardy space of the upper half-plane. Simultaneously this restriction yields a truncation of the generalized evolution to the well-known decay semigroup for t >= 0 of the Toeplitz type on H-+(2). That is: Exactly those pre-Gamov vectors a lambda -> k/(zeta-lambda)(-1), ( from the lower half-plane, k epsilon K., have an extension to a generalized eigenvector of H if zeta is a resonance and if k is from that subspace of K which is uniquely determined by its corresponding Dirac type antilinear form
Fourier transformation of Hilbert C*-systems, with compact groups, by their regular representation
(1995)
The paper presents a classification of the basic types of admissible solutions of the general Friedmann equation with non-vanishing cosmological constant and for the case that radiation and matter do not couple. There are four distinct types. The classification uses first the discriminant of a polynomial of the third degree, closely related to the right hand side of the Friedmann equation. The decisive term is then a critical radiation density which can be calculated explicitly.
In this paper we present duality theory for compact groups in the case when the C*-algebra A, the fixed point algebra of the corresponding Hilbert C*-system (F, 9), has a nontrivial center Z superset of C1 and the relative commutant satisfies the minimality condition A' boolean AND F = Z, as well as a technical condition called regularity. The abstract characterization of the mentioned Hilbert C*-system is expressed by means of an inclusion of C*- categories T-c < T, where T-c is a suitable DR-category and T a full subcategory of the category of endomorphisms of A. Both categories have the same objects and the arrows of T can be generated from the arrows of T-c and the center Z. A crucial new element that appears in the present analysis is an abelian group C(G), which we call the chain group of G, and that can be constructed from certain equivalence relation defined on (G) over cap, the dual object of G. The chain group, which is isomorphic to the character group of the center of g, determines the action of irreducible endomorphisms of A when restricted to Z. Moreover, C(g) encodes the possibility of defining a symmetry epsilon also for the larger category T of the previous inclusion