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By adapting the Cheeger-Simons approach to differential cohomology, we establish a notion of differential cohomology with compact support. We show that it is functorial with respect to open embeddings and that it fits into a natural diagram of exact sequences which compare it to compactly supported singular cohomology and differential forms with compact support, in full analogy to ordinary differential cohomology. We prove an excision theorem for differential cohomology using a suitable relative version. Furthermore, we use our model to give an independent proof of Pontryagin duality for differential cohomology recovering a result of [Harvey, Lawson, Zweck - Amer. J. Math. 125 (2003), 791]: On any oriented manifold, ordinary differential cohomology is isomorphic to the smooth Pontryagin dual of compactly supported differential cohomology. For manifolds of finite-type, a similar result is obtained interchanging ordinary with compactly supported differential cohomology.
Fractures serve as highly conductive preferential flow paths for fluids in rocks, which are difficult to exactly reconstruct in numerical models. Especially, in low-conductive rocks, fractures are often the only pathways for advection of solutes and heat. The presented study compares the results from hydraulic and tracer tomography applied to invert a theoretical discrete fracture network (DFN) that is based on data from synthetic cross-well testing. For hydraulic tomography, pressure pulses in various injection intervals are induced and the pressure responses in the monitoring intervals of a nearby observation well are recorded. For tracer tomography, a conservative tracer is injected in different well levels and the depth-dependent breakthrough of the tracer is monitored. A recently introduced transdimensional Bayesian inversion procedure is applied for both tomographical methods, which adjusts the fracture positions, orientations, and numbers based on given geometrical fracture statistics. The used Metropolis-Hastings-Green algorithm is refined by the simultaneous estimation of the measurement error’s variance, that is, the measurement noise. Based on the presented application to invert the two-dimensional cross-section between source and the receiver well, the hydraulic tomography reveals itself to be more suitable for reconstructing the original DFN. This is based on a probabilistic representation of the inverted results by means of fracture probabilities.
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order to investigate in the asymptotical regime the error upper bounds for the broad family of spectral regularization methods for reproducing kernel decision rules, when trained on a sample coming from a tau-mixing process.
Our first result concerns a characterization by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalized version of Mecke’s formula. En passant, it also allows us to gain quantitative results about stochastic domination for Poisson point processes under linear constraints. Since bridges of a pure jump Lévy process in Rd with a height a can be interpreted as a Poisson point process on space–time conditioned by pinning its first moment to a, our approach allows us to characterize bridges of Lévy processes by means of a functional equation. The latter result has two direct applications: First, we obtain a constructive and simple way to sample Lévy bridge dynamics; second, it allows us to estimate the number of jumps for such bridges. We finally show that our method remains valid for linearly perturbed Lévy processes like periodic Ornstein–Uhlenbeck processes driven by Lévy noise.
In this paper we develop a general framework for constructing and analyzing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance criteria of interest, including the asymptotic variance, the task of finding efficient couplings can be phrased in terms of problems related to optimal transport theory. We investigate general structural properties, proving a singularity theorem that has both geometric and probabilistic interpretations. Moreover, we show that those problems can often be solved approximately and support our findings with numerical experiments. For the particular objective of estimating the variance of a Bayesian posterior, our analysis suggests using novel techniques in the spirit of antithetic variates. Addressing the convergence to equilibrium of coupled processes we furthermore derive a modified Poincare inequality.
We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw, and Glicksberg with a purely algebraic result about positive group representations. Thus, we obtain convergence theorems not only for one-parameter semigroups but also for a much larger class of semigroup representations. Our results allow for a unified treatment of various theorems from the literature that, under technical assumptions, a bounded positive C-0-semigroup containing or dominating a kernel operator converges strongly as t ->infinity. We gain new insights into the structure theoretical background of those theorems and generalize them in several respects; especially we drop any kind of continuity or regularity assumption with respect to the time parameter.
Data assimilation
(2019)
Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using probabilistic particle-based algorithms. In addition to surveying recent developments for discrete- and continuous-time data assimilation, both in terms of mathematical foundations and algorithmic implementations, we also provide a unifying framework from the perspective of coupling of measures, and Schrödinger’s boundary value problem for stochastic processes in particular.
Many machine learning problems can be characterized by mutual contamination models. In these problems, one observes several random samples from different convex combinations of a set of unknown base distributions and the goal is to infer these base distributions. This paper considers the general setting where the base distributions are defined on arbitrary probability spaces. We examine three popular machine learning problems that arise in this general setting: multiclass classification with label noise, demixing of mixed membership models, and classification with partial labels. In each case, we give sufficient conditions for identifiability and present algorithms for the infinite and finite sample settings, with associated performance guarantees.
One method of embedding groups into skew fields was introduced by A. I. Mal'tsev and B. H. Neumann (cf. [18, 19]). If G is an ordered group and F is a skew field, the set F((G)) of formal power series over F in G with well-ordered support forms a skew field into which the group ring F[G] can be embedded. Unfortunately it is not suficient that G is left-ordered since F((G)) is only an F-vector space in this case as there is no natural way to define a multiplication on F((G)). One way to extend the original idea onto left-ordered groups is to examine the endomorphism ring of F((G)) as explored by N. I. Dubrovin (cf. [5, 6]). It is possible to embed any crossed product ring F[G; η, σ] into the endomorphism ring of F((G)) such that each non-zero element of F[G; η, σ] defines an automorphism of F((G)) (cf. [5, 10]). Thus, the rational closure of F[G; η, σ] in the endomorphism ring of F((G)), which we will call the Dubrovin-ring of F[G; η, σ], is a potential candidate for a skew field of fractions of F[G; η, σ]. The methods of N. I. Dubrovin allowed to show that specific classes of groups can be embedded into a skew field. For example, N. I. Dubrovin contrived some special criteria, which are applicable on the universal covering group of SL(2, R). These methods have also been explored by J. Gräter and R. P. Sperner (cf. [10]) as well as N.H. Halimi and T. Ito (cf. [11]). Furthermore, it is of interest to know if skew fields of fractions are unique. For example, left and right Ore domains have unique skew fields of fractions (cf. [2]). This is not the general case as for example the free group with 2 generators can be embedded into non-isomorphic skew fields of fractions (cf. [12]). It seems likely that Ore domains are the most general case for which unique skew fields of fractions exist. One approach to gain uniqueness is to restrict the search to skew fields of fractions with additional properties. I. Hughes has defined skew fields of fractions of crossed product rings F[G; η, σ] with locally indicable G which fulfill a special condition. These are called Hughes-free skew fields of fractions and I. Hughes has proven that they are unique if they exist [13, 14]. This thesis will connect the ideas of N. I. Dubrovin and I. Hughes. The first chapter contains the basic terminology and concepts used in this thesis. We present methods provided by N. I. Dubrovin such as the complexity of elements in rational closures and special properties of endomorphisms of the vector space of formal power series F((G)). To combine the ideas of N.I. Dubrovin and I. Hughes we introduce Conradian left-ordered groups of maximal rank and examine their connection to locally indicable groups. Furthermore we provide notations for crossed product rings, skew fields of fractions as well as Dubrovin-rings and prove some technical statements which are used in later parts. The second chapter focuses on Hughes-free skew fields of fractions and their connection to Dubrovin-rings. For that purpose we introduce series representations to interpret elements of Hughes-free skew fields of fractions as skew formal Laurent series. This 1 Introduction allows us to prove that for Conradian left-ordered groups G of maximal rank the statement "F[G; η, σ] has a Hughes-free skew field of fractions" implies "The Dubrovin ring of F [G; η, σ] is a skew field". We will also prove the reverse and apply the results to give a new prove of Theorem 1 in [13]. Furthermore we will show how to extend injective ring homomorphisms of some crossed product rings onto their Hughes-free skew fields of fractions. At last we will be able to answer the open question whether Hughes--free skew fields are strongly Hughes-free (cf. [17, page 53]).
We develop a technique for the multivariate data analysis of perturbed self-sustained oscillators. The approach is based on the reconstruction of the phase dynamics model from observations and on a subsequent exploration of this model. For the system, driven by several inputs, we suggest a dynamical disentanglement procedure, allowing us to reconstruct the variability of the system's output that is due to a particular observed input, or, alternatively, to reconstruct the variability which is caused by all the inputs except for the observed one. We focus on the application of the method to the vagal component of the heart rate variability caused by a respiratory influence. We develop an algorithm that extracts purely respiratory-related variability, using a respiratory trace and times of R-peaks in the electrocardiogram. The algorithm can be applied to other systems where the observed bivariate data can be represented as a point process and a slow continuous signal, e.g. for the analysis of neuronal spiking. This article is part of the theme issue 'Coupling functions: dynamical interaction mechanisms in the physical, biological and social sciences'.
We show that elliptic complexes of (pseudo) differential operators on smooth compact manifolds with boundary can always be complemented to a Fredholm problem by boundary conditions involving global pseudodifferential projections on the boundary (similarly as the spectral boundary conditions of Atiyah, Patodi, and Singer for a single operator). We prove that boundary conditions without projections can be chosen if, and only if, the topological Atiyah-Bott obstruction vanishes. These results make use of a Fredholm theory for complexes of operators in algebras of generalized pseudodifferential operators of Toeplitz type which we also develop in the present paper.
The majority of earthquakes occur unexpectedly and can trigger subsequent sequences of events that can culminate in more powerful earthquakes. This self-exciting nature of seismicity generates complex clustering of earthquakes in space and time. Therefore, the problem of constraining the magnitude of the largest expected earthquake during a future time interval is of critical importance in mitigating earthquake hazard. We address this problem by developing a methodology to compute the probabilities for such extreme earthquakes to be above certain magnitudes. We combine the Bayesian methods with the extreme value theory and assume that the occurrence of earthquakes can be described by the Epidemic Type Aftershock Sequence process. We analyze in detail the application of this methodology to the 2016 Kumamoto, Japan, earthquake sequence. We are able to estimate retrospectively the probabilities of having large subsequent earthquakes during several stages of the evolution of this sequence.
We prove the Fréchet differentiability with respect to the drift of Perron–Frobenius and Koopman operators associated to time-inhomogeneous ordinary stochastic differential equations. This result relies on a similar differentiability result for pathwise expectations of path functionals of the solution of the stochastic differential equation, which we establish using Girsanov's formula. We demonstrate the significance of our result in the context of dynamical systems and operator theory, by proving continuously differentiable drift dependence of the simple eigen- and singular values and the corresponding eigen- and singular functions of the stochastic Perron–Frobenius and Koopman operators.
Quantum field theory on curved spacetimes is understood as a semiclassical approximation of some quantum theory of gravitation, which models a quantum field under the influence of a classical gravitational field, that is, a curved spacetime. The most remarkable effect predicted by this approach is the creation of particles by the spacetime itself, represented, for instance, by Hawking's evaporation of black holes or the Unruh effect. On the other hand, these aspects already suggest that certain cornerstones of Minkowski quantum field theory, more precisely a preferred vacuum state and, consequently, the concept of particles, do not have sensible counterparts within a theory on general curved spacetimes. Likewise, the implementation of covariance in the model has to be reconsidered, as curved spacetimes usually lack any non-trivial global symmetry. Whereas this latter issue has been resolved by introducing the paradigm of locally covariant quantum field theory (LCQFT), the absence of a reasonable concept for distinct vacuum and particle states on general curved spacetimes has become manifest even in the form of no-go-theorems.
Within the framework of algebraic quantum field theory, one first introduces observables, while states enter the game only afterwards by assigning expectation values to them. Even though the construction of observables is based on physically motivated concepts, there is still a vast number of possible states, and many of them are not reasonable from a physical point of view. We infer that this notion is still too general, that is, further physical constraints are required. For instance, when dealing with a free quantum field theory driven by a linear field equation, it is natural to focus on so-called quasifree states. Furthermore, a suitable renormalization procedure for products of field operators is vitally important. This particularly concerns the expectation values of the energy momentum tensor, which correspond to distributional bisolutions of the field equation on the curved spacetime. J. Hadamard's theory of hyperbolic equations provides a certain class of bisolutions with fixed singular part, which therefore allow for an appropriate renormalization scheme.
By now, this specification of the singularity structure is known as the Hadamard condition and widely accepted as the natural generalization of the spectral condition of flat quantum field theory. Moreover, due to Radzikowski's celebrated results, it is equivalent to a local condition, namely on the wave front set of the bisolution. This formulation made the powerful tools of microlocal analysis, developed by Duistermaat and Hörmander, available for the verification of the Hadamard property as well as the construction of corresponding Hadamard states, which initiated much progress in this field. However, although indispensable for the investigation in the characteristics of operators and their parametrices, microlocal analyis is not practicable for the study of their non-singular features and central results are typically stated only up to smooth objects. Consequently, Radzikowski's work almost directly led to existence results and, moreover, a concrete pattern for the construction of Hadamard bidistributions via a Hadamard series. Nevertheless, the remaining properties (bisolution, causality, positivity) are ensured only modulo smooth functions.
It is the subject of this thesis to complete this construction for linear and formally self-adjoint wave operators acting on sections in a vector bundle over a globally hyperbolic Lorentzian manifold. Based on Wightman's solution of d'Alembert's equation on Minkowski space and the construction for the advanced and retarded fundamental solution, we set up a Hadamard series for local parametrices and derive global bisolutions from them. These are of Hadamard form and we show existence of smooth bisections such that the sum also satisfies the remaining properties exactly.