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The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case.
The paper is devoted to pseudodifferential boundary value problems in domains with cuspidal wedges. Concerning the geometry we even admit a more general behaviour, namely oscillating cuspidal wedges. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to edges.
The nonlinear interaction of waves excited by the modified two-stream instability (Farley-Buneman instability) is considered. It is found that, during the linear stage of wave growth, the enhanced pressure of the high-frequency part of the waves locally generates a ponderomotive force. This force acts on the plasma particles and redistributes them. Thus an additional electrostatic polarization field occurs, which influences the low-frequency part of the waves. Then, the low-frequency waves also cause a redistribution of the high-frequency waves. In the paper, a self-consistent system of equations is obtained, which describes the nonlinear interaction of the waves. It is shown that the considered mechanism of wave interaction causes a nonlinear stabilization of the high-frequency waves’ growth and a formation of local density structures of the charged particles. The density modifications of the charged particles during the non-linear stage of wave growth and the possible interval of aspect angles of the high-frequency waves are estimated.
We have numerically studied the bifurcations and transition to chaos in a two-dimensional fluid for varying values of the Reynolds number. These investigations have been motivated by experiments in fluids, where an array of vortices was driven by an electromotive force. In these experiments, successive changes leading to a complex motion of the vortices, due to increased forcing, have been explored [Tabeling, Perrin, and Fauve, J. Fluid Mech. 213, 511 (1990)]. We model this experiment by means of two-dimensional Navier-Stokes equations with a special external forcing, driving a linear chain of eight counter-rotating vortices, imposing stress-free boundary conditions in the vertical direction and periodic boundary conditions in the horizontal direction. As the strength of the forcing or the Reynolds number is raised, the original stationary vortex array becomes unstable and a complex sequence of bifurcations is observed. Several steady states and periodic branches and a period doubling cascade appear on the route to chaos. For increasing values of the Reynolds number, shear flow develops, for which the spatial scale is large compared to the scale of the forcing. Furthermore, we have investigated the influence of the aspect ratio of the container as well as the effect of no-slip boundary conditions at the top and bottom, on the bifurcation scenario.
This paper deals with the electrical conductivity problem in geophysics. It is formulated as an elliptic boundary value problem of second order for a large class of bounded and unbounded domains. A special boundary condition, the so called "Complete Electrode Model", is used. Poincaré inequalities are formulated and proved in the context of weighted Sobolev spaces, leading to existence and uniqueness statements for the boundary value problem. In addition, a parameter-to-solution operator arising from the inverse conductivity problem in medicine (EIT) and geophysics is investigated mathematically and is shown to be smooth and analytic.
The determination of the atmospheric aerosol size distribution is an inverse illposed problem. The shape and the material composition of the air-carried particles are two substantial model parameters. Present evaluation algorithms only used an approximation with spherical homogeneous particles. In this paper we propose a new numerically efficient recursive algorithm for inhomogeneous multilayered coated and absorbing particles. Numerical results of real existing particles show that the influence of the two parameters on the model is very important and therefore cannot be ignored.
Contents: 1 Introduction 2 Formation and destruction of sporadic E-layers 3 Temporal variations of parameters of sporadic E-layers during earthquake preparation 3.1 Temporal variations of fbEs with time-scales of a few hours 3.2 Study of fbEs variations with characteristic time-scales of 0.5-3 hours 3.3 Variations of the parameters of sporadic E-layers with characteristic time-scales of 15-45 minutes 3.4 Sporadic E-layer variations with characteristic time-scales of 2-15 minutes 4 On the spatial scales of sporadic E-layer disturbances related to seismic activity 5 Complex experimental researches of the ionosphere, electromagnetic noise and the geomagnetic field 5.1 Ionospheric and electromagnetic phenomena of the Kayraccum earthquake in 1985 5.2 Comparison of anomalies with characteristic time-scales of 2-3 hours for ionospheric E- and F-layers, and temporal behaviour of electromagnetic noise emission intensity 5.3 Night airglow emissions in the E-region before earthquakes and sporadic E-layer variations 6 Physical models of lithosphere-ionosphere links 6.1 Lithosphere-ionosphere links due to AGW 6.2 Electromagnetic models for the lithosphere-ionosphere coupling 6.3 Sporadic E-layers as current generators 7 Discussion and conclusion
In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.
The aim of this paper is to describe an efficient strategy for descritizing ill-posed linear operator equations of the first kind: we consider Tikhonov-Phillips-regularization χ^δ α = (a * a + α I)^-1 A * y ^δ with a finite dimensional approximation A n instead of A. We propose a sparse matrix structure which still leads to optimal convergences rates but requires substantially less scalar products for computing A n compared with standard methods.
The index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points contains the Atiyah-Singer integral as well as two additional terms. One of the two is the 'eta' invariant defined by the conormal symbol, and the other term is explicitly expressed via the principal and subprincipal symbols of the operator at conical points. In the preceding paper we clarified the meaning of the additional terms for first-order differential operators. The aim of this paper is an explicit description of the contribution of a conical point for higher-order differential operators. We show that changing the origin in the complex plane reduces the entire contribution of the conical point to the shifted 'eta' invariant. In turn this latter is expressed in terms of the monodromy matrix for an ordinary differential equation defined by the conormal symbol.
We introduce a natural symmetry condition for a pseudodifferential operator on a manifold with cylindrical ends ensuring that the operator admits a doubling across the boundary. For such operators we prove an explicit index formula containing, apart from the Atiyah-Singer integral, a finite number of residues of the logarithmic derivative of the conormal symbol.
We discuss the Cauchy problem for the Dolbeault cohomology in a domain of C n with data on a part of the boundary. In this setting we introduce the concept of a Carleman function which proves useful in the study of uniqueness. Apart from an abstract framework we show explicit Carleman formulas for the Dolbeault cohomology.
Parabolic equations on manifolds with singularities require a new calculus of anisotropic pseudo-differential operators with operator-valued symbols. The paper develops this theory along the lines of sn abstract wedge calculus with strongly continuous groups of isomorphisms on the involved Banach spaces. The corresponding pseodo-diferential operators are continuous in anisotropic wedge Sobolev spaces, and they form an alegbra. There is then introduced the concept of anisotropic parameter-dependent ellipticity, based on an order reduction variant of the pseudo-differential calculus. The theory is appled to a class of parabolic differential operators, and it is proved the invertibility in Sobolev spaces with exponential weights at infinity in time direction.
The stability of the quiescent ground state of an incompressible, viscous and electrically conducting fluid sheet, bounded by stress-free parallel planes and driven by an external electric field tangential to the boundaries, is studied numerically. The electrical conductivity varies as cosh–2(x1/a), where x1 is the cross-sheet coordinate and a is the half width of a current layer centered about the midplane of the sheet. For a <~ 0.4L, where L is the distance between the boundary planes, the ground state is unstable to disturbances whose wavelengths parallel to the sheet lie between lower and upper bounds depending on the value of a and on the Hartmann number. Asymmetry of the configuration with respect to the midplane of the sheet, modelled by the addition of an externally imposed constant magnetic field to a symmetric equilibrium field, acts as a stabilizing factor.
The bifurcations in a three-dimensional incompressible, electrically conducting fluid with an external forcing of the Roberts type have been studied numerically. The corresponding flow can serve as a model for the convection in the outer core of the Earth and is realized in an ongoing laboratory experiment aimed at demonstrating a dynamo effect. The symmetry group of the problem has been determined and special attention has been paid to symmetry breaking by the bifurcations. The nonmagnetic, steady Roberts flow loses stability to a steady magnetic state, which in turn is subject to secondary bifurcations. The secondary solution branches have been traced until they end up in chaotic states.
Linear and non-linear analogues of the Black-Scholes equation are derived when shocks can be described by a truncated Lévy process. A linear equation is derived under the perfect correlation assumption on returns for a derivative security and a stock, and its solutions for European put and call options are obtained. It is also shown that the solution violates the perfect correlation assumption unless a process is gaussian. Thus, for a family of truncated Lévy distributions, the perfect hedging is impossible even in the continuous time limit. A second linear analogue of the Black-Scholes equation is obtained by constructing a portfolio which eliminates fluctuations of the first order and assuming that the portfolio is risk-free; it is shown that this assumption fails unless a process is gaussian. It is shown that the di erence between solutions to the linear analogues of the Black-Scholes equations and solutions to the Black-Scholes equations are sizable. The equations and solutions can be written in a discretized approximate form which uses an observed probability distribution only. Non-linear analogues for the Black-Scholes equation are derived from the non-arbitrage condition, and approximate formulas for solutions of these equations are suggested. Assuming that a linear generalization of the Black-Scholes equation holds, we derive an explicit pricing formula for the perpetual American put option and produce numerical results which show that the difference between our result and the classical Merton's formula obtained for gaussian processes can be substantial. Our formula uses an observed distribution density, under very weak assumptions on the latter.
We construct a deformation quantization on an infinite-dimensional symplectic space of regular connections on an SU(2)-bundle over a Riemannian surface of genus g ≥ 2. The construction is based on the normal form thoerem representing the space of connections as a fibration over a finite-dimensional moduli space of flat connections whose fibre is a cotangent bundle of the infinite-dimensional gauge group. We study the reduction with respect to the gauge groupe both for classical and quantum cases and show that our quantization commutes with reduction.
On a compact closed manifold with edges live pseudodifferential operators which are block matrices of operators with additional edge conditions like boundary conditions in boundary value problems. They include Green, trace and potential operators along the edges, act in a kind of Sobolev spaces and form an algebra with a wealthy symbolic structure. We consider complexes of Fréchet spaces whose differentials are given by operators in this algebra. Since the algebra in question is a microlocalization of the Lie algebra of typical vector fields on a manifold with edges, such complexes are of great geometric interest. In particular, the de Rham and Dolbeault complexes on manifolds with edges fit into this framework. To each complex there correspond two sequences of symbols, one of the two controls the interior ellipticity while the other sequence controls the ellipticity at the edges. The elliptic complexes prove to be Fredholm, i.e., have a finite-dimensional cohomology. Using specific tools in the algebra of pseudodifferential operators we develop a Hodge theory for elliptic complexes and outline a few applications thereof.
We consider a homogeneous pseudodifferential equation on a cylinder C = IR x X over a smooth compact closed manifold X whose symbol extends to a meromorphic function on the complex plane with values in the algebra of pseudodifferential operators over X. When assuming the symbol to be independent on the variable t element IR, we show an explicit formula for solutions of the equation. Namely, to each non-bijectivity point of the symbol in the complex plane there corresponds a finite-dimensional space of solutions, every solution being the residue of a meromorphic form manufactured from the inverse symbol. In particular, for differential equations we recover Euler's theorem on the exponential solutions. Our setting is model for the analysis on manifolds with conical points since C can be thought of as a 'stretched' manifold with conical points at t = -infinite and t = infinite.
Generalizing an idea of I. Vekua [1] who, in order to construct theory of plates and shells, fields of displacements, strains and stresses of threedimensional theory of linear elasticity expands into the orthogonal Fourier-series by Legendre Polynomials with respect to the variable along thickness, and then leaves only first N + 1, N = 0, 1, ..., terms, in the bar model under consideration all above quantities have been expanded into orthogonal double Fourier-series by Legendre Polynomials with respect to the variables along thickness, and width of the bar, and then first (Nsub(3) + 1)(Nsub(2) + 1), Nsub(3), Nsub(2) = 0, 1,..., terms have been left. This case will be called (Nsub(3), Nsub(2)) approximation. Both in general (Nsub(3), Nsub(2)) and in particular (0,0) (1,0) cases of approximation, the question of wellposedness of initial and boundary value problems, existence and uniqueness of solutions have been investigated. The cases when variable cross-section turns into segments of straight line, and points have been also considered. Such bars will be called cusped bars (see also [2]).
Soit (A, H, F) un module de Fredholm p-sommable, où l'algèbre A = CT est engendrée par un groupe discret Gamma d'éléments unitaires de L(H) qui est de croissance polynomiale r. On construit alors un triplet spectral (A, H, D) sommabilité q pour tout q > p + r + 1 avec F = signD. Dans le cas où (A, H, F) est (p, infini)-sommable on obtient la (q, infini)-sommabilité de (A, H, D)pour tout q > p + r + 1.
Pseudodifferential analysis on manifolds with boundary - a comparison of b-calculus and cone algebra
(1999)
We establish a relation between two different approaches to a complete pseudodifferential analysis of totally characteristic or Fuchs type operators on compact manifolds with boundary respectively conical singularities: Melrose's (overblown) b-calculus and Schulze's cone algebra. Though quite different in their definition, we show that these two pseudodifferential calculi basically contain the same operators.
We prove a theorem on analytic representation of integrable CR functions on hypersurfaces with singular points. Moreover, the behaviour of representing analytic functions near singular points is investigated. We are aimed at explaining the new effect caused by the presence of a singularity rather than at treating the problem in full generality.
The ill-posed inversion of multiwavelength lidar data by a hybrid method of variable projection
(1999)
The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements.
The dynamics of tail-like current sheets under the influence of small-scale plasma turbulence
(1999)
A 2D-magnetohydrodynamic model of current-sheet dynamics caused by anomalous electrical resistivity as result of small-scale plasma turbulence is proposed. The anomalous resistivity is assumed to be proportional to the square of the gradient of the magnetic pressure as may be valid for instance in the case of lower-hybrid-drift turbulence. The initial resistivity pulse is given. Then the temporal and spatial evolution of the magnetic and electric fields, plasma density, pressure, convection and resistivity are considered. The motion of the induced electric field is discussed as indicator of the plasma disturbances. The obtained results found using much improved numerical methods show a magnetic field evolution with x-line formation and plasma acceleration. Besides, in the current sheet, three types of magnetohydrodynamic waves occur, fast magnetoacoustic waves of compression and rarefaction as well as slow magnetoacoustic waves.
The paper deals with the calculation of the fractional part of the η-invariant for elliptic self-adjoint operators in topological terms. The method used to obtain the corresponding formula is based on the index theorem for elliptic operators in subspaces obtained in [1], [2]. It also utilizes K-theory with coefficients Zsub(n). In particular, it is shown that the group K(T*M,Zsub(n)) is realized by elliptic operators (symbols) acting in appropriate subspaces.
The homotopy classification and the index of boundary value problems for general elliptic operators
(1999)
We give the homotopy classification and compute the index of boundary value problems for elliptic equations. The classical case of operators that satisfy the Atiyah-Bott condition is studied first. We also consider the general case of boundary value problems for operators that do not necessarily satisfy the Atiyah-Bott condition.
Let Hsub(0), Hsub(1) be Hilbert spaces and L : Hsub(0) -> Hsub(1) be a linear bounded operator with ||L|| ≤ 1. Then L*L is a bounded linear self-adjoint non-negative operator in the Hilbert space Hsub(0) and one can use the Neumann series ∑∞sub(v=0)(I - L*L)v L*f in order to study solvability of the operator equation Lu = f. In particular, applying this method to the ill-posed Cauchy problem for solutions to an elliptic system Pu = 0 of linear PDE's of order p with smooth coefficients we obtain solvability conditions and representation formulae for solutions of the problem in Hardy spaces whenever these solutions exist. For the Cauchy-Riemann system in C the summands of the Neumann series are iterations of the Cauchy type integral. We also obtain similar results 1) for the equation Pu = f in Sobolev spaces, 2) for the Dirichlet problem and 3) for the Neumann problem related to operator P*P if P is a homogeneous first order operator and its coefficients are constant. In these cases the representations involve sums of series whose terms are iterations of integro-differential operators, while the solvability conditions consist of convergence of the series together with trivial necessary conditions.
We consider edge-degenerate families of pseudodifferential boundary value problems on a semi-infinite cylinder and study the behavior of their push-forwards as the cylinder is blown up to a cone near infinity. We show that the transformed symbols belong to a particularly convenient symbol class. This result has applications in the Fredholm theory of boundary value problems on manifolds with edges.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
Given a manifold B with conical singularities, we consider the cone algebra with discrete asymptotics, introduced by Schulze, on a suitable scale of Lp-Sobolev spaces. Ellipticity is proven to be equivalent to the Fredholm property in these spaces, it turns out to be independent of the choice of p. We then show that the cone algebra is closed under inversion: whenever an operator is invertible between the associated Sobolev spaces, its inverse belongs to the calculus. We use these results to analyze the behaviour of these operators on Lp(B).
Using the Riemannian connection on a compact manifold X, we show that the algebra of classical pseudo-differential operators on X generates a canonical deformation quantization on the cotangent manifold T*X. The corresponding Abelian connection is calculated explicitly in terms of the of the exponential mapping. We prove also that the index theorem for elliptic operators may be obtained as a consequence of the index theorem for deformation quantization.
We study the approach to the theory of hypergeometric functions in several variables via a generalization of the Horn system of differential equations. A formula for the dimension of its solution space is given. Using this formula we construct an explicit basis in the space of holomorphic solutions to the generalized Horn system under some assumptions on its parameters. These results are applied to the problem of describing the complement of the amoeba of a rational function, which was posed in [12].
We investigate numerically the appearance of heteroclinic behavior in a three-dimensional, buoyancy-driven fluid layer with stress-free top and bottom boundaries, a square horizontal periodicity with a small aspect ratio, and rotation at low to moderate rates about a vertical axis. The Prandtl number is 6.8. If the rotation is not too slow, the skewed-varicose instability leads from stationary rolls to a stationary mixed-mode solution, which in turn loses stability to a heteroclinic cycle formed by unstable roll states and connections between them. The unstable eigenvectors of these roll states are also of the skewed-varicose or mixed-mode type and in some parameter regions skewed-varicose like shearing oscillations as well as square patterns are involved in the cycle. Always present weak noise leads to irregular horizontal translations of the convection pattern and makes the dynamics chaotic, which is verified by calculating Lyapunov exponents. In the nonrotating case, the primary rolls lose, depending on the aspect ratio, stability to traveling waves or a stationary square pattern. We also study the symmetries of the solutions at the intermittent fixed points in the heteroclinic cycle.
A numerical bifurcation analysis of the electrically driven plane sheet pinch is presented. The electrical conductivity varies across the sheet such as to allow instability of the quiescent basic state at some critical Hartmann number. The most unstable perturbation is the two-dimensional tearing mode. Restricting the whole problem to two spatial dimensions, this mode is followed up to a time-asymptotic steady state, which proves to be sensitive to three-dimensional perturbations even close to the point where the primary instability sets in. A comprehensive three-dimensional stability analysis of the two-dimensional steady tearing-mode state is performed by varying parameters of the sheet pinch. The instability with respect to three-dimensional perturbations is suppressed by a sufficiently strong magnetic field in the invariant direction of the equilibrium. For a special choice of the system parameters, the unstably perturbed state is followed up in its nonlinear evolution and is found to approach a three-dimensional steady state.
We prove a general theorem on the local property of the relative index for a wide class of Fredholm operators, including relative index theorems for elliptic operators due to Gromov-Lawson, Anghel, Teleman, Booß-Bavnbek-Wojciechowski, et al. as special cases. In conjunction with additional conditions (like symmetry conditions) this theorem permits one to compute the analytical index of a given operator. In particular, we obtain new index formulas for elliptic pseudodifferential operators and quantized canonical transformations on manifolds with conical singularities as well as for elliptic boundary value problems with a symmetry condition for the conormal symbol.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.