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- Institut für Mathematik (519) (remove)
We prove a general theorem on the behavior of the relative index under surgery 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.
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.
On null quadrature domains
(2006)
The characterization of null quadrature domains in Rn (n ≥ 3) has been an open problem throughout the past two and a half decades. A substantial contribution was done by Friedman and Sakai [10]; they showed that if the complement is bounded, then null quadrature domains are exactly the complement of ellip- soids. The first result with unbounded complements appeared in [15], there it is assumed the complement is contained in an infinitely cylinder. The aim of this paper is to show the relation between null quadrature domains and Newton's theorem on the gravitational force induced by homogeneous homoeoidal ellipsoids. We also succeed to make progress in the classification problem and we show that if the boundary of null quadrature domain is contained in a strip and the complement satisfies a certain capacity condition at infinity, then it must be a half-space or a complement of a strip. In addition, we present a Phragm¶en-Lindelöf type theorem which seems to be forgotten in the literature.
We prove the existence of Hp(D)-limit of iterations of double layer potentials constructed with the use of Hodge parametrix on a smooth compact manifold X, D being an open connected subset of X. This limit gives us an orthogonal projection from Sobolev space Hp(D) to a closed subspace of Hp(D)-solutions of an elliptic operator P of order p ≥ 1. Using this result we obtain formulae for Sobolev solutions to the equation Pu = f in D whenever these solutions exist. This representation involves the sum of a series whose terms are iterations of double layer potentials. Similar regularization is constructed also for a P-Neumann problem in D.
We consider compact Riemannian spin manifolds without boundary equipped with orthogonal connections. We investigate the induced Dirac operators and the associated commutative spectral triples. In case of dimension four and totally anti-symmetric torsion we compute the Chamseddine-Connes spectral action, deduce the equations of motions and discuss critical points.
The authors analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the d-dimensional lattice. In the first part of the paper, these processes are characterized as Gibbs states on path spaces. In the second part of the paper, they study the Gibbsian character on R^{Z^d} of the law at time t of the infinite-dimensional diffusion X(t), when the initial law is Gibbsian. AMS Classifications: 60G15 , 60G60 , 60H10 , 60J60
We analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the lattice $Z^{d} : X = (X_{i}(t), i ∈ Z^{d}, t ∈ [0, T], 0 < T < +∞)$. In a first part, these processes are characterized as Gibbs states on path spaces of the form $C([0, T],R)Z^{d}$. In a second part, we study the Gibbsian character on $R^{Z}^{d}$ of $v^{t}$, the law at time t of the infinite-dimensional diffusion X(t), when the initial law $v = v^{0}$ is Gibbsian.
We construct a theory of general boundary value problems for differential operators whose symbols do not necessarily satisfy the Atiyah-Bott condition [3] of vanishing of the corresponding obstruction. A condition for these problems to be Fredholm is introduced and the corresponding finiteness theorems are proved.
On completeness of root functions of Sturm-Liouville problems with discontinuous boundary operators
(2012)
We consider a Sturm-Liouville boundary value problem in a bounded domain D of R^n. By this is meant that the differential equation is given by a second order elliptic operator of divergent form in D and the boundary conditions are of Robin type on bD. The first order term of the boundary operator is the oblique derivative whose coefficients bear discontinuities of the first kind. Applying the method of weak perturbation of compact self-adjoint operators and the method of rays of minimal growth, we prove the completeness of root functions related to the boundary value problem in Lebesgue and Sobolev spaces of various types.
In this paper, we discuss the global existence of solutions for Chemotaxis models with saturation growth. If the coe±cients of the equations are all positive smooth T-periodic functions, then the problem has a positive T-periodic solution, and meanwhile we discuss here the stability problems for the T-periodic solutions.
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.
An existence and uniqueness theory is developed for general nonlinear and nonautonomous differential-algebraic equations (DAEs) by exploiting their underlying differential-geometric structure. A DAE is called regular if there is a unique nonautonomous vector field such that the solutions of the DAE and the solutions of the vector field are in one-to-one correspondence. Sufficient conditions for regularity of a DAE are derived in terms of constrained manifolds. Based on this differential-geometric characterization, existence and uniqueness results are stated for regular DAEs. Furthermore, our not ons are compared with techniques frequently used in the literature such as index and solvability. The results are illustrated in detail by means of a simple circuit example.
We give a construction of an eigenstate for a non-critical level of the Hamiltonian function, and investigate the contribution of Morse critical points to the spectral decomposition. We compare the rigorous result with the series obtained by a perturbation theory. As an example the relation to the spectral asymptotics is discussed.
Contents: 1 Introduction 2 Statement of the problem and definitions 3 The main results 4 Proof of theorem 2 4.1 Reduction of problem (2) to functional - integral equations 4.2 The uniqueness of a solution of equation (2) 4.3 The existence of a solution of equation (2) 5 Proof of theorem 1 6 Proof of theorem 3 7 First boundary problem for hyperbolic differential equations 7.1 Statement of the problem 7.2 The formulation of the result and a sketch of the proof
On a method for solution of the ordinary differential equations connected with Huygens' equations
(2010)
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]).
The subject of this paper is the relation of differential-algebraic equations (DAEs) to vector fields on manifolds. For that reason, we introduce the notion of a regular DAE as a DAE to which a vector field uniquely corresponds. Furthermore, a technique is described which yields a family of manifolds for a given DAE. This socalled family of constraint manifolds allows in turn the formulation of sufficient conditions for the regularity of a DAE. and the definition of the index of a regular DAE. We also state a method for the reduction of higher-index DAEs to lowsr-index ones that can be solved without introducing additional constants of integration. Finally, the notion of realizability of a given vector field by a regular DAE is introduced, and it is shown that any vector field can be realized by a regular DAE. Throughout this paper the problem of path-tracing is discussed as an illustration of the mathematical phenomena.
We study a boundary value problem for an overdetermined elliptic system of nonlinear first order differential equations with linear boundary operators. Such a problem is solvable for a small set of data, and so we pass to its variational formulation which consists in minimising the discrepancy. The Euler-Lagrange equations for the variational problem are far-reaching analogues of the classical Laplace equation. Within the framework of Euler-Lagrange equations we specify an operator on the boundary whose zero set consists precisely of those boundary data for which the initial problem is solvable. The construction of such operator has much in common with that of the familiar Dirichlet to Neumann operator. In the case of linear problems we establish complete results.
The aim of this paper is to demonstrate that nonparametric smoothing methods for estimating functions can be an useful tool in the analysis of life time data. After stating some basic notations we will present a data example. Applying standard parametric methods to these data we will see that this approach fails - basic features of the underlying functions are not reflected by their estimates. Our proposal is to use nonparametric estimation methods. These methods are explained in section 2. Nonparametric approaches are better in the sense that they are more flexible, and misspecifications of the model are avoided. But, parametric models have the advantage that the parameters can be interpreted. So, finally, we will formulate a test procedure to check whether a parametric or a nonparametric model is appropriate.
Non-local boundary conditions for the spin Dirac operator on spacetimes with timelike boundary
(2023)
Non-local boundary conditions – for example the Atiyah–Patodi–Singer (APS) conditions – for Dirac operators on Riemannian manifolds are rather well-understood, while not much is known for such operators on Lorentzian manifolds. Recently, Bär and Strohmaier [15] and Drago, Große, and Murro [27] introduced APS-like conditions for the spin Dirac operator on Lorentzian manifolds with spacelike and timelike boundary, respectively. While Bär and Strohmaier [15] showed the Fredholmness of the Dirac operator with these boundary conditions, Drago, Große, and Murro [27] proved the well-posedness of the corresponding initial boundary value problem under certain geometric assumptions.
In this thesis, we will follow the footsteps of the latter authors and discuss whether the APS-like conditions for Dirac operators on Lorentzian manifolds with timelike boundary can be replaced by more general conditions such that the associated initial boundary value problems are still wellposed.
We consider boundary conditions that are local in time and non-local in the spatial directions. More precisely, we use the spacetime foliation arising from the Cauchy temporal function and split the Dirac operator along this foliation. This gives rise to a family of elliptic operators each acting on spinors of the spin bundle over the corresponding timeslice. The theory of elliptic operators then ensures that we can find families of non-local boundary conditions with respect to this family of operators. Proceeding, we use such a family of boundary conditions to define a Lorentzian boundary condition on the whole timelike boundary. By analyzing the properties of the Lorentzian boundary conditions, we then find sufficient conditions on the family of non-local boundary conditions that lead to the well-posedness of the corresponding Cauchy problems. The well-posedness itself will then be proven by using classical tools including energy estimates and approximation by solutions of the regularized problems.
Moreover, we use this theory to construct explicit boundary conditions for the Lorentzian Dirac operator. More precisely, we will discuss two examples of boundary conditions – the analogue of the Atiyah–Patodi–Singer and the chirality conditions, respectively, in our setting. For doing this, we will have a closer look at the theory of non-local boundary conditions for elliptic operators and analyze the requirements on the family of non-local boundary conditions for these specific examples.
We consider a G-invariant star-product algebra A on a symplectic manifold (M,ω) obtained by a canonical construction of deformation quantization. Under assumptions of the classical Marsden-Weinstein theorem we define a reduction of the algebra A with respect to the G-action. The reduced algebra turns out to be isomorphic to a canonical star-product algebra on the reduced phase space B. In other words, we show that the reduction commutes with the canonical G-invariant deformation quantization. A similar statement in the framework of geometric quantization is known as the Guillemin-Sternberg conjecture (by now completely proved).
Die Vielfältigkeit des Winkelbegriffs ist gleichermaßen spannend wie herausfordernd in Hinblick auf seine Zugänge im Mathematikunterricht der Schule. Ausgehend von verschiedenen Vorstellungen zum Winkelbegriff wird in dieser Arbeit ein Lehrgang zur Vermittlung des Winkelbegriffs entwickelt und letztlich in konkrete Umsetzungen für den Schulunterricht überführt.
Dabei erfolgt zunächst eine stoffdidaktische Auseinandersetzung mit dem Winkelbegriff, die von einer informationstheoretischen Winkeldefinition begleitet wird. In dieser wird eine Definition für den Winkelbegriff unter der Fragestellung entwickelt, welche Informationen man über einen Winkel benötigt, um ihn beschreiben zu können. So können die in der fachdidaktischen Literatur auftretenden Winkelvorstellungen aus fachmathematischer Perspektive erneut abgeleitet und validiert werden. Parallel dazu wird ein Verfahren beschrieben, wie Winkel – auch unter dynamischen Aspekten – informationstechnisch verarbeitet werden können, so dass Schlussfolgerungen aus der informationstheoretischen Winkeldefinition beispielsweise in dynamischen Geometriesystemen zur Verfügung stehen.
Unter dem Gesichtspunkt, wie eine Abstraktion des Winkelbegriffs im Mathematikunterricht vonstatten gehen kann, werden die Grundvorstellungsidee sowie die Lehrstrategie des Aufsteigens vom Abstrakten zum Konkreten miteinander in Beziehung gesetzt. Aus der Verknüpfung der beiden Theorien wird ein grundsätzlicher Weg abgeleitet, wie im Rahmen der Lehrstrategie eine Ausgangsabstraktion zu einzelnen Winkelaspekten aufgebaut werden kann, was die Generierung von Grundvorstellungen zu den Bestandteilen des jeweiligen Winkelaspekts und zum Operieren mit diesen Begriffsbestandteilen ermöglichen soll. Hierfür wird die Lehrstrategie angepasst, um insbesondere den Übergang von Winkelsituationen zu Winkelkontexten zu realisieren. Explizit für den Aspekt des Winkelfeldes werden, anhand der Untersuchung der Sichtfelder von Tieren, Lernhandlungen und Forderungen an ein Lernmodell beschrieben, die Schülerinnen und Schüler bei der Begriffsaneignung unterstützen.
Die Tätigkeitstheorie, der die genannte Lehrstrategie zuzuordnen ist, zieht sich als roter Faden durch die weitere Arbeit, wenn nun theoriebasiert Designprinzipien generiert werden, die in die Entwicklung einer interaktiven Lernumgebung münden. Hierzu wird u. a. das Modell der Artifact-Centric Activity Theory genutzt, das das Beziehungsgefüge aus Schülerinnen und Schülern, dem mathematischen Gegenstand und einer zu entwickelnden App als vermittelndes Medium beschreibt, wobei der Einsatz der App im Unterrichtskontext sowie deren regelgeleitete Entwicklung Bestandteil des Modells sind. Gemäß dem Ansatz der Fachdidaktischen Entwicklungsforschung wird die Lernumgebung anschließend in mehreren Zyklen erprobt, evaluiert und überarbeitet. Dabei wird ein qualitatives Setting angewandt, das sich der Semiotischen Vermittlung bedient und untersucht, inwiefern sich die Qualität der von den Schülerinnen und Schülern gezeigten Lernhandlungen durch die Designprinzipien und deren Umsetzung erklären lässt. Am Ende der Arbeit stehen eine finale Version der Designprinzipien und eine sich daraus ergebende Lernumgebung zur Einführung des Winkelfeldbegriffs in der vierten Klassenstufe.
We continue our study of invariant forms of the classical equations of mathematical physics,
such as the Maxwell equations or the Lamé system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded
in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations.
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.
In this paper, we show that symplectic partitioned Runge-Kutta methods conserve momentum maps corresponding to linear symmetry groups acting on the phase space of Hamiltonian differential equations by extended point transformation. We also generalize this result to constrained systems and show how this conservation property relates to the symplectic integration of Lie-Poisson systems on certain submanifolds of the general matrix group GL(n).
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.
This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under Hölder-type source-wise condition if the Fréchet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt and Radau methods.
In many statistical applications, the aim is to model the relationship between covariates and some outcomes. A choice of the appropriate model depends on the outcome and the research objectives, such as linear models for continuous outcomes, logistic models for binary outcomes and the Cox model for time-to-event data. In epidemiological, medical, biological, societal and economic studies, the logistic regression is widely used to describe the relationship between a response variable as binary outcome and explanatory variables as a set of covariates. However, epidemiologic cohort studies are quite expensive regarding data management since following up a large number of individuals takes long time. Therefore, the case-cohort design is applied to reduce cost and time for data collection. The case-cohort sampling collects a small random sample from the entire cohort, which is called subcohort. The advantage of this design is that the covariate and follow-up data are recorded only on the subcohort and all cases (all members of the cohort who develop the event of interest during the follow-up process).
In this thesis, we investigate the estimation in the logistic model for case-cohort design. First, a model with a binary response and a binary covariate is considered. The maximum likelihood estimator (MLE) is described and its asymptotic properties are established. An estimator for the asymptotic variance of the estimator based on the maximum likelihood approach is proposed; this estimator differs slightly from the estimator introduced by Prentice (1986). Simulation results for several proportions of the subcohort show that the proposed estimator gives lower empirical bias and empirical variance than Prentice's estimator.
Then the MLE in the logistic regression with discrete covariate under case-cohort design is studied. Here the approach of the binary covariate model is extended. Proving asymptotic normality of estimators, standard errors for the estimators can be derived. The simulation study demonstrates the estimation procedure of the logistic regression model with a one-dimensional discrete covariate. Simulation results for several proportions of the subcohort and different choices of the underlying parameters indicate that the estimator developed here performs reasonably well. Moreover, the comparison between theoretical values and simulation results of the asymptotic variance of estimator is presented.
Clearly, the logistic regression is sufficient for the binary outcome refers to be available for all subjects and for a fixed time interval. Nevertheless, in practice, the observations in clinical trials are frequently collected for different time periods and subjects may drop out or relapse from other causes during follow-up. Hence, the logistic regression is not appropriate for incomplete follow-up data; for example, an individual drops out of the study before the end of data collection or an individual has not occurred the event of interest for the duration of the study. These observations are called censored observations. The survival analysis is necessary to solve these problems. Moreover, the time to the occurence of the event of interest is taken into account. The Cox model has been widely used in survival analysis, which can effectively handle the censored data. Cox (1972) proposed the model which is focused on the hazard function. The Cox model is assumed to be
λ(t|x) = λ0(t) exp(β^Tx)
where λ0(t) is an unspecified baseline hazard at time t and X is the vector of covariates, β is a p-dimensional vector of coefficient.
In this thesis, the Cox model is considered under the view point of experimental design. The estimability of the parameter β0 in the Cox model, where β0 denotes the true value of β, and the choice of optimal covariates are investigated. We give new representations of the observed information matrix In(β) and extend results for the Cox model of Andersen and Gill (1982). In this way conditions for the estimability of β0 are formulated. Under some regularity conditions, ∑ is the inverse of the asymptotic variance matrix of the MPLE of β0 in the Cox model and then some properties of the asymptotic variance matrix of the MPLE are highlighted. Based on the results of asymptotic estimability, the calculation of local optimal covariates is considered and shown in examples. In a sensitivity analysis, the efficiency of given covariates is calculated. For neighborhoods of the exponential models, the efficiencies have then been found. It is appeared that for fixed parameters β0, the efficiencies do not change very much for different baseline hazard functions. Some proposals for applicable optimal covariates and a calculation procedure for finding optimal covariates are discussed.
Furthermore, the extension of the Cox model where time-dependent coefficient are allowed, is investigated. In this situation, the maximum local partial likelihood estimator for estimating the coefficient function β(·) is described. Based on this estimator, we formulate a new test procedure for testing, whether a one-dimensional coefficient function β(·) has a prespecified parametric form, say β(·; ϑ). The score function derived from the local constant partial likelihood function at d distinct grid points is considered. It is shown that the distribution of the properly standardized quadratic form of this d-dimensional vector under the null hypothesis tends to a Chi-squared distribution. Moreover, the limit statement remains true when replacing the unknown ϑ0 by the MPLE in the hypothetical model and an asymptotic α-test is given by the quantiles or p-values of the limiting Chi-squared distribution. Finally, we propose a bootstrap version of this test. The bootstrap test is only defined for the special case of testing whether the coefficient function is constant. A simulation study illustrates the behavior of the bootstrap test under the null hypothesis and a special alternative. It gives quite good results for the chosen underlying model.
References
P. K. Andersen and R. D. Gill. Cox's regression model for counting processes: a large samplestudy. Ann. Statist., 10(4):1100{1120, 1982.
D. R. Cox. Regression models and life-tables. J. Roy. Statist. Soc. Ser. B, 34:187{220, 1972.
R. L. Prentice. A case-cohort design for epidemiologic cohort studies and disease prevention trials. Biometrika, 73(1):1{11, 1986.
This thesis discusses theoretical and practical aspects of modelling of light propagation in non-aged and aged step-index polymer optical fibres (POFs). Special attention has been paid in describing optical characteristics of non-ideal fibres, scattering and attenuation, and in combining application-oriented and theoretical approaches. The precedence has been given to practical issues, but much effort has been also spent on the theoretical analysis of basic mechanisms governing light propagation in cylindrical waveguides.As a result a practically usable general POF model based on the raytracing approach has been developed and implemented. A systematic numerical optimisation of its parameters has been performed to obtain the best fit between simulated and measured optical characteristics of numerous non-aged and aged fibre samples. The model was verified by providing good agreement, especially for the non-aged fibres. The relations found between aging time and optimal values of model parameters contribute to a better understanding of the aging mechanisms of POFs.
Modelling and simulation of light propagation in non-aged and aged step-index polymer optical fibres
(2004)
This thesis discusses theoretical and practical aspects of modelling of light propagation in non-aged and aged step-index polymer optical fibres (POFs). Special attention has been paid in describing optical characteristics of non-ideal fibres, scattering and attenuation, and in combining application-oriented and theoretical approaches. The precedence has been given to practical issues, but much effort has been also spent on the theoretical analysis of basic mechanisms governing light propagation in cylindrical waveguides. As a result a practically usable general POF model based on the raytracing approach has been developed and implemented. A systematic numerical optimisation of its parameters has been performed to obtain the best fit between simulated and measured optical characteristics of numerous non-aged and aged fibre samples. The model was verified by providing good agreement, especially for the non-aged fibres. The relations found between aging time and optimal values of model parameters contribute to a better understanding of the aging mechanisms of POFs.
Aus dem Inhalt: Einleitung und Zusammenfassung 1 Grundlagen der Lebensdaueranalyse 2 Systemzuverlässigkeit 3 Zensierung 4 Schätzen in nichtparametrischen Modellen 5 Schätzen in parametrischen Modellen 6 Konfidenzintervalle für Parameterschätzungen 7 Verteilung einer gemischten Population 8 Kurze Einführung: Lebensdauer und Belastung 9 Ausblick A R-Quellcode B Symbole und Abkürzungen
Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling.
Continuous insight into biological processes has led to the development of large-scale, mechanistic systems biology models of pharmacologically relevant networks. While these models are typically designed to study the impact of diverse stimuli or perturbations on multiple system variables, the focus in pharmacological research is often on a specific input, e.g., the dose of a drug, and a specific output related to the drug effect or response in terms of some surrogate marker.
To study a chosen input-output pair, the complexity of the interactions as well as the size of the models hinders easy access and understanding of the details of the input-output relationship.
The objective of this thesis is the development of a mathematical approach, in specific a model reduction technique, that allows (i) to quantify the importance of the different state variables for a given input-output relationship, and (ii) to reduce the dynamics to its essential features -- allowing for a physiological interpretation of state variables as well as parameter estimation in the statistical analysis of clinical data. We develop a model reduction technique using a control theoretic setting by first defining a novel type of time-limited controllability and observability gramians for nonlinear systems. We then show the superiority of the time-limited generalised gramians for nonlinear systems in the context of balanced truncation for a benchmark system from control theory.
The concept of time-limited controllability and observability gramians is subsequently used to introduce a state and time-dependent quantity called the input-response (ir) index that quantifies the importance of state variables for a given input-response relationship at a particular time.
We subsequently link our approach to sensitivity analysis, thus, enabling for the first time the use of sensitivity coefficients for state space reduction. The sensitivity based ir-indices are given as a product of two sensitivity coefficients. This allows not only for a computational more efficient calculation but also for a clear distinction of the extent to which the input impacts a state variable and the extent to which a state variable impacts the output.
The ir-indices give insight into the coordinated action of specific state variables for a chosen input-response relationship.
Our developed model reduction technique results in reduced models that still allow for a mechanistic interpretation in terms of the quantities/state variables of the original system, which is a key requirement in the field of systems pharmacology and systems biology and distinguished the reduced models from so-called empirical drug effect models. The ir-indices are explicitly defined with respect to a reference trajectory and thereby dependent on the initial state (this is an important feature of the measure). This is demonstrated for an example from the field of systems pharmacology, showing that the reduced models are very informative in their ability to detect (genetic) deficiencies in certain physiological entities. Comparing our novel model reduction technique to the already existing techniques shows its superiority.
The novel input-response index as a measure of the importance of state variables provides a powerful tool for understanding the complex dynamics of large-scale systems in the context of a specific drug-response relationship. Furthermore, the indices provide a means for a very efficient model order reduction and, thus, an important step towards translating insight from biological processes incorporated in detailed systems pharmacology models into the population analysis of clinical data.
Let X be a smooth n -dimensional manifold and D be an open connected set in X with smooth boundary ∂D. Perturbing the Cauchy problem for an elliptic system Au = f in D with data on a closed set Γ ⊂ ∂D we obtain a family of mixed problems depending on a small parameter ε > 0. Although the mixed problems are subject to a non-coercive boundary condition on ∂D\Γ in general, each of them is uniquely solvable in an appropriate Hilbert space DT and the corresponding family {uε} of solutions approximates the solution of the Cauchy problem in DT whenever the solution exists. We also prove that the existence of a solution to the Cauchy problem in DT is equivalent to the boundedness of the family {uε}. We thus derive a solvability condition for the Cauchy problem and an effective method of constructing its solution. Examples for Dirac operators in the Euclidean space Rn are considered. In the latter case we obtain a family of mixed boundary problems for the Helmholtz equation.
The Willmore functional is a function that maps an immersed Riemannian manifold to its total mean curvature. Finding closed surfaces that minimizes the Willmore energy, or more generally finding critical surfaces, is a classic problem of differential geometry.
In this thesis we will develop the concept of generalized Willmore functionals for surfaces in Riemannian manifolds. We are guided by models in mathematical physics, such as the Hawking energy of general relativity and the bending energies for thin membranes.
We prove the existence of minimizers under area constraint for these generalized Willmore functionals in a suitable class of generalized surfaces. In particular, we construct minimizers of the bending energy mentioned above for prescribed area and enclosed volume.
Furthermore, we prove that critical surfaces of generalized Willmore functionals with prescribed area are smooth, away from finitely many points. These results and the following are based on the existing theory for the Willmore functional.
This general discussion is succeeded by a detailed analysis of the Hawking energy. In the context of general relativity the surrounding manifold describes the space at a given time, hence we strive to understand the interplay between the Hawking energy and the ambient space. We characterize points in the surrounding manifold for which there are small critical spheres with prescribed area in any neighborhood. These points are interpreted as concentration points of the Hawking energy.
Additionally, we calculate an expansion of the Hawking energy on small, round spheres. This allows us to identify a kind of energy density of the Hawking energy.
It needs to be mentioned that our results stand in contrast to previous expansions of the Hawking energy. However, these expansions are obtained on spheres along the light cone at a given point. At this point it is not clear how to explain the discrepancy.
Finally, we consider asymptotically Schwarzschild manifolds. They are a special case of asymptotically flat manifolds, which serf as models for isolated systems. The Schwarzschild spacetime itself is a classical solution to the Einstein equations and yields a simple description of a black hole.
In these asymptotically Schwarzschild manifolds we construct a foliation of the exterior region by critical spheres of the Hawking energy with prescribed large area. This foliation can be seen as a generalized notion of the center of mass of the isolated system. Additionally, the Hawking energy of grows along the foliation as the area of the surfaces grows.
Microsaccades
(2015)
The first thing we do upon waking is open our eyes. Rotating them in our eye sockets, we scan our surroundings and collect the information into a picture in our head. Eye movements can be split into saccades and fixational eye movements, which occur when we attempt to fixate our gaze. The latter consists of microsaccades, drift and tremor. Before we even lift our eye lids, eye movements – such as saccades and microsaccades that let the eyes jump from one to another position – have partially been prepared in the brain stem. Saccades and microsaccades are often assumed to be generated by the same mechanisms. But how saccades and microsaccades can be classified according to shape has not yet been reported in a statistical manner. Research has put more effort into the investigations of microsaccades’ properties and generation only since the last decade. Consequently, we are only beginning to understand the dynamic processes governing microsaccadic eye movements. Within this thesis, the dynamics governing the generation of microsaccades is assessed and the development of a model for the underlying processes. Eye movement trajectories from different experiments are used, recorded with a video-based eye tracking technique, and a novel method is proposed for the scale-invariant detection of saccades (events of large amplitude) and microsaccades (events of small amplitude). Using a time-frequency approach, the method is examined with different experiments and validated against simulated data. A shape model is suggested that allows for a simple estimation of saccade- and microsaccade related properties. For sequences of microsaccades, in this thesis a time-dynamic Markov model is proposed, with a memory horizon that changes over time and which can best describe sequences of microsaccades.