510 Mathematik
Refine
Has Fulltext
- yes (517) (remove)
Year of publication
Document Type
- Preprint (372)
- Doctoral Thesis (61)
- Postprint (45)
- Article (19)
- Monograph/Edited Volume (7)
- Master's Thesis (7)
- Bachelor Thesis (2)
- Conference Proceeding (2)
- Course Material (1)
- Report (1)
Language
- English (486)
- German (27)
- French (3)
- Multiple languages (1)
Keywords
- random point processes (18)
- statistical mechanics (18)
- stochastic analysis (18)
- index (12)
- boundary value problems (11)
- elliptic operators (9)
- Fredholm property (8)
- cluster expansion (8)
- K-theory (7)
- manifolds with singularities (7)
Institute
- Institut für Mathematik (492)
- Extern (13)
- Mathematisch-Naturwissenschaftliche Fakultät (13)
- Institut für Informatik und Computational Science (3)
- Institut für Biochemie und Biologie (2)
- Institut für Physik und Astronomie (2)
- Interdisziplinäres Zentrum für Dynamik komplexer Systeme (2)
- Department Grundschulpädagogik (1)
- Fachgruppe Volkswirtschaftslehre (1)
- Hasso-Plattner-Institut für Digital Engineering GmbH (1)
The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node.
This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a Lévy process exhibiting a heavy tail behavior. We propose an easily implementable procedure to estimate efficiently the statistical difference between the noisy behavior of the data and a given reference jump measure in terms of so-called coupling distances. After a short introduction to Lévy processes and coupling distances we recall basic statistical approximation results and derive rates of convergence. In the sequel the procedure is elaborated in detail in an abstract setting and eventually applied in a case study to simulated and paleoclimate data. It indicates the dominant presence of a non-stable heavy-tailed jump Lévy component for some tail index greater than 2.
This thesis deals with Einstein metrics and the Ricci flow on compact mani- folds. We study the second variation of the Einstein-Hilbert functional on Ein- stein metrics. In the first part of the work, we find curvature conditions which ensure the stability of Einstein manifolds with respect to the Einstein-Hilbert functional, i.e. that the second variation of the Einstein-Hilbert functional at the metric is nonpositive in the direction of transverse-traceless tensors. The second part of the work is devoted to the study of the Ricci flow and how its behaviour close to Einstein metrics is influenced by the variational be- haviour of the Einstein-Hilbert functional. We find conditions which imply that Einstein metrics are dynamically stable or unstable with respect to the Ricci flow and we express these conditions in terms of stability properties of the metric with respect to the Einstein-Hilbert functional and properties of the Laplacian spectrum.
We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'.
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.
We introduce the notion of coupling distances on the space of Lévy measures in order to quantify rates of convergence towards a limiting Lévy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Lévy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two Lévy diffusions in terms of the couping distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data.