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We introduce and study a family of lattice equations which may be viewed either as a strongly nonlinear discrete extension of the Gardner equation, or a non-convex variant of the Lotka-Volterra chain. Their deceptively simple form supports a very rich family of complex solitary patterns. Some of these patterns are also found in the quasi-continuum rendition, but the more intriguing ones, like interlaced pairs of solitary waves, or waves which may reverse their direction either spontaneously or due a collision, are an intrinsic feature of the discrete realm.
Transition path theory (TPT) for diffusion processes is a framework for analyzing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the construction of a Markov state model on a discretization of state space that approximates the underlying diffusion process. However, the assumption of Markovianity is difficult to verify in practice, and there are to date no known error bounds or convergence results for these methods. We propose a Monte Carlo method for approximating the forward committor, probability current, and streamlines from TPT for diffusion processes. Our method uses only sample trajectory data and partitions of state space based on Voronoi tessellations. It does not require the construction of a Markovian approximating process. We rigorously prove error bounds for the approximate TPT objects and use these bounds to show convergence to their exact counterparts in the limit of arbitrarily fine discretization. We illustrate some features of our method by application to a process that solves the Smoluchowski equation on a triple-well potential.
A theory for diffusivity estimation for spatially extended activator-inhibitor dynamics modeling the evolution of intracellular signaling networks is developed in the mathematical framework of stochastic reaction-diffusion systems. In order to account for model uncertainties, we extend the results for parameter estimation for semilinear stochastic partial differential equations, as developed in Pasemann and Stannat (Electron J Stat 14(1):547-579, 2020), to the problem of joint estimation of diffusivity and parametrized reaction terms. Our theoretical findings are applied to the estimation of effective diffusivity of signaling components contributing to intracellular dynamics of the actin cytoskeleton in the model organism Dictyostelium discoideum.
In this work, we present Raman lidar data (from a Nd:YAG operating at 355 nm, 532 nm and 1064 nm) from the international research village Ny-Alesund for the time period of January to April 2020 during the Arctic haze season of the MOSAiC winter. We present values of the aerosol backscatter, the lidar ratio and the backscatter Angstrom exponent, though the latter depends on wavelength. The aerosol polarization was generally below 2%, indicating mostly spherical particles. We observed that events with high backscatter and high lidar ratio did not coincide. In fact, the highest lidar ratios (LR > 75 sr at 532 nm) were already found by January and may have been caused by hygroscopic growth, rather than by advection of more continental aerosol. Further, we performed an inversion of the lidar data to retrieve a refractive index and a size distribution of the aerosol. Our results suggest that in the free troposphere (above approximate to 2500 m) the aerosol size distribution is quite constant in time, with dominance of small particles with a modal radius well below 100 nm. On the contrary, below approximate to 2000 m in altitude, we frequently found gradients in aerosol backscatter and even size distribution, sometimes in accordance with gradients of wind speed, humidity or elevated temperature inversions, as if the aerosol was strongly modified by vertical displacement in what we call the "mechanical boundary layer". Finally, we present an indication that additional meteorological soundings during MOSAiC campaign did not necessarily improve the fidelity of air backtrajectories.
We prove a homology vanishing theorem for graphs with positive Bakry-' Emery curvature, analogous to a classic result of Bochner on manifolds [3]. Specifically, we prove that if a graph has positive curvature at every vertex, then its first homology group is trivial, where the notion of homology that we use for graphs is the path homology developed by Grigor'yan, Lin, Muranov, and Yau [11]. We moreover prove that the fundamental group is finite for graphs with positive Bakry-' Emery curvature, analogous to a classic result of Myers on manifolds [22]. The proofs draw on several separate areas of graph theory, including graph coverings, gain graphs, and cycle spaces, in addition to the Bakry-Emery curvature, path homology, and graph homotopy. The main results follow as a consequence of several different relationships developed among these different areas. Specifically, we show that a graph with positive curvature cannot have a non-trivial infinite cover preserving 3-cycles and 4-cycles, and give a combinatorial interpretation of the first path homology in terms of the cycle space of a graph. Furthermore, we relate gain graphs to graph homotopy and the fundamental group developed by Grigor'yan, Lin, Muranov, and Yau [12], and obtain an alternative proof of their result that the abelianization of the fundamental group of a graph is isomorphic to the first path homology over the integers.
Variational bayesian inference for nonlinear hawkes process with gaussian process self-effects
(2022)
Traditionally, Hawkes processes are used to model time-continuous point processes with history dependence. Here, we propose an extended model where the self-effects are of both excitatory and inhibitory types and follow a Gaussian Process. Whereas previous work either relies on a less flexible parameterization of the model, or requires a large amount of data, our formulation allows for both a flexible model and learning when data are scarce. We continue the line of work of Bayesian inference for Hawkes processes, and derive an inference algorithm by performing inference on an aggregated sum of Gaussian Processes. Approximate Bayesian inference is achieved via data augmentation, and we describe a mean-field variational inference approach to learn the model parameters. To demonstrate the flexibility of the model we apply our methodology on data from different domains and compare it to previously reported results.
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 introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the key to a purely algebraic form of Lyons' extension theorem, the renormalization of rough paths following up on [Bruned et al.: A rough path perspective on renormalization, J. Funct. Anal. 277(11), 2019], as well as a related notion of "sum of rough paths". We first develop our ideas in a geometric rough path setting, as this best resonates with recent works on signature varieties, as well as with the renormalization of geometric rough paths. We then explore extensions to the quasi-geometric and the more general Hopf algebraic setting.
The evaluation of process-oriented cognitive theories through time-ordered observations is crucial for the advancement of cognitive science. The findings presented herein integrate insights from research on eye-movement control and sentence comprehension during reading, addressing challenges in modeling time-ordered data, statistical inference, and interindividual variability. Using kernel density estimation and a pseudo-marginal likelihood for fixation durations and locations, a likelihood implementation of the SWIFT model of eye-movement control during reading (Engbert et al., Psychological Review, 112, 2005, pp. 777–813) is proposed. Within the broader framework of data assimilation, Bayesian parameter inference with adaptive Markov Chain Monte Carlo techniques is facilitated for reliable model fitting. Across the different studies, this framework has shown to enable reliable parameter recovery from simulated data and prediction of experimental summary statistics. Despite its complexity, SWIFT can be fitted within a principled Bayesian workflow, capturing interindividual differences and modeling experimental effects on reading across different geometrical alterations of text. Based on these advancements, the integrated dynamical model SEAM is proposed, which combines eye-movement control, a traditionally psychological research area, and post-lexical language processing in the form of cue-based memory retrieval (Lewis & Vasishth, Cognitive Science, 29, 2005, pp. 375–419), typically the purview of psycholinguistics. This proof-of-concept integration marks a significant step forward in natural language comprehension during reading and suggests that the presented methodology can be useful to develop complex cognitive dynamical models that integrate processes at levels of perception, higher cognition, and (oculo-)motor control. These findings collectively advance process-oriented cognitive modeling and highlight the importance of Bayesian inference, individual differences, and interdisciplinary integration for a holistic understanding of reading processes. Implications for theory and methodology, including proposals for model comparison and hierarchical parameter inference, are briefly discussed.
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.
Let X be an infinite linearly ordered set and let Y be a nonempty subset of X. We calculate the relative rank of the semigroup OP(X,Y) of all orientation-preserving transformations on X with restricted range Y modulo the semigroup O(X,Y) of all order-preserving transformations on X with restricted range Y. For Y = X, we characterize the relative generating sets of minimal size.
In this paper we introduce a fractional variant of the characteristic function of a random variable. It exists on the whole real line, and is uniformly continuous. We show that fractional moments can be expressed in terms of Riemann-Liouville integrals and derivatives of the fractional characteristic function. The fractional moments are of interest in particular for distributions whose integer moments do not exist. Some illustrative examples for particular distributions are also presented.
Forecast verification
(2021)
The philosophy of forecast verification is rather different between deterministic and probabilistic verification metrics: generally speaking, deterministic metrics measure differences, whereas probabilistic metrics assess reliability and sharpness of predictive distributions. This article considers the root-mean-square error (RMSE), which can be seen as a deterministic metric, and the probabilistic metric Continuous Ranked Probability Score (CRPS), and demonstrates that under certain conditions, the CRPS can be mathematically expressed in terms of the RMSE when these metrics are aggregated. One of the required conditions is the normality of distributions. The other condition is that, while the forecast ensemble need not be calibrated, any bias or over/underdispersion cannot depend on the forecast distribution itself. Under these conditions, the CRPS is a fraction of the RMSE, and this fraction depends only on the heteroscedasticity of the ensemble spread and the measures of calibration. The derived CRPS-RMSE relationship for the case of perfect ensemble reliability is tested on simulations of idealised two-dimensional barotropic turbulence. Results suggest that the relationship holds approximately despite the normality condition not being met.
We study the diffusive motion of a particle in a subharmonic potential of the form U(x) = |x|( c ) (0 < c < 2) driven by long-range correlated, stationary fractional Gaussian noise xi ( alpha )(t) with 0 < alpha <= 2. In the absence of the potential the particle exhibits free fractional Brownian motion with anomalous diffusion exponent alpha. While for an harmonic external potential the dynamics converges to a Gaussian stationary state, from extensive numerical analysis we here demonstrate that stationary states for shallower than harmonic potentials exist only as long as the relation c > 2(1 - 1/alpha) holds. We analyse the motion in terms of the mean squared displacement and (when it exists) the stationary probability density function. Moreover we discuss analogies of non-stationarity of Levy flights in shallow external potentials.
In this paper, we present the convergence rate analysis of the modified Landweber method under logarithmic source condition for nonlinear ill-posed problems. The regularization parameter is chosen according to the discrepancy principle. The reconstructions of the shape of an unknown domain for an inverse potential problem by using the modified Landweber method are exhibited.
The rational Krylov subspace method (RKSM) and the low-rank alternating directions implicit (LR-ADI) iteration are established numerical tools for computing low-rank solution factors of large-scale Lyapunov equations. In order to generate the basis vectors for the RKSM, or extend the low-rank factors within the LR-ADI method, the repeated solution to a shifted linear system of equations is necessary. For very large systems this solve is usually implemented using iterative methods, leading to inexact solves within this inner iteration (and therefore to "inexact methods"). We will show that one can terminate this inner iteration before full precision has been reached and still obtain very good accuracy in the final solution to the Lyapunov equation. In particular, for both the RKSM and the LR-ADI method we derive theory for a relaxation strategy (e.g. increasing the solve tolerance of the inner iteration, as the outer iteration proceeds) within the iterative methods for solving the large linear systems. These theoretical choices involve unknown quantities, therefore practical criteria for relaxing the solution tolerance within the inner linear system are then provided. The theory is supported by several numerical examples, which show that the total amount of work for solving Lyapunov equations can be reduced significantly.
A rigorous construction of the supersymmetric path integral associated to a compact spin manifold
(2022)
We give a rigorous construction of the path integral in N = 1/2 supersymmetry as an integral map for differential forms on the loop space of a compact spin manifold. It is defined on the space of differential forms which can be represented by extended iterated integrals in the sense of Chen and Getzler-Jones-Petrack. Via the iterated integral map, we compare our path integral to the non-commutative loop space Chern character of Guneysu and the second author. Our theory provides a rigorous background to various formal proofs of the Atiyah-Singer index theorem for twisted Dirac operators using supersymmetric path integrals, as investigated by Alvarez-Gaume, Atiyah, Bismut and Witten.
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
(2021)
We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state 0, say, subject to a perturbation by a stochastic integral which is driven by an epsilon-small and (1/epsilon)-accelerated Levy process with exponentially light jumps. For this purpose, we derive a large deviations principle for the stochastically perturbed system using the weak convergence approach developed by Budhiraja, Dupuis, Maroulas and collaborators in recent years. In the sequel, we solve the associated asymptotic first escape problem from the bounded neighborhood of 0 in the limit as epsilon -> 0 which is also known as the Kramers problem in the literature.
Randomised one-step time integration methods for deterministic operator differential equations
(2022)
Uncertainty quantification plays an important role in problems that involve inferring a parameter of an initial value problem from observations of the solution. Conrad et al. (Stat Comput 27(4):1065-1082, 2017) proposed randomisation of deterministic time integration methods as a strategy for quantifying uncertainty due to the unknown time discretisation error. We consider this strategy for systems that are described by deterministic, possibly time-dependent operator differential equations defined on a Banach space or a Gelfand triple. Our main results are strong error bounds on the random trajectories measured in Orlicz norms, proven under a weaker assumption on the local truncation error of the underlying deterministic time integration method. Our analysis establishes the theoretical validity of randomised time integration for differential equations in infinite-dimensional settings.
Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For spatial-temporal models, the ensemble Kalman filter with proper localisation techniques is considered to be a state-of-the-art DA methodology. This article proposes and investigates a localised ensemble Kalman Bucy filter for nonlinear models with short-range interactions. We derive dimension-independent and component-wise error bounds and show the long time path-wise error only has logarithmic dependence on the time range. The theoretical results are verified through some simple numerical tests.
In this paper we prove a strengthening of a theorem of Chang, Weinberger and Yu on obstructions to the existence of positive scalar curvature metrics on compact manifolds with boundary. They construct a relative index for the Dirac operator, which lives in a relative K-theory group, measuring the difference between the fundamental group of the boundary and of the full manifold.
Whenever the Riemannian metric has product structure and positive scalar curvature near the boundary, one can define an absolute index of the Dirac operator taking value in the K-theory of the C*-algebra of fundamental group of the full manifold. This index depends on the metric near the boundary. We prove that (a slight variation of) the relative index of Chang, Weinberger and Yu is the image of this absolute index under the canonical map of K-theory groups.
This has the immediate corollary that positive scalar curvature on the whole manifold implies vanishing of the relative index, giving a conceptual and direct proof of the vanishing theorem of Chang, Weinberger and Yu (rather: a slight variation). To take the fundamental groups of the manifold and its boundary into account requires working with maximal C*-completions of the involved *-algebras. A significant part of this paper is devoted to foundational results regarding these completions. On the other hand, we introduce and propose a more conceptual and more geometric completion, which still has all the required functoriality.
In June 2018, after 4 years of cruise, the Japanese space probe Hayabusa2 [1-Watanabe S. et al.: Hayabusa2 Mission Overview. (2017)] reached the Near-Earth Asteroid (162173) Ryugu. Hayabusa2 carried a small Lander named MASCOT (Mobile Asteroid Surface Scout) [2-Ho T. M. et al.: MASCOT-The Mobile Asteroid Surface Scout onboard the Hayabusa2 mission. (2017)], jointly developed by the German Aerospace Center (DLR) and the French Space Agency (CNES), to investigate Ryugu's surface structure, composition and physical properties including its thermal behaviour and magnetization in-situ. The Microgravity User Support Centre (DLR-MUSC) in Cologne was in charge of providing all thermal conditions and constraints necessary for the selection of the final landing site and for the final operations of the Lander MASCOT on the surface of the asteroid Ryugu. This article provides a comprehensive assessment of these thermal conditions and constraints, based on predictions performed with the Thermal Mathematical Model (TMM) of MASCOT using different asteroid surface thermal models, ephemeris data for approach as well as descent and hopping trajectories, the related operation sequences and scenarios and the possible environmental conditions driven by the Hayabusa2 spacecraft. A comparison with the real telemetry data confirms the analysis and provides further information about the asteroid characteristics.
We discuss Neumann problems for self-adjoint Laplacians on (possibly infinite) graphs. Under the assumption that the heat semigroup is ultracontractive we discuss the unique solvability for non-empty subgraphs with respect to the vertex boundary and provide analytic and probabilistic representations for Neumann solutions. A second result deals with Neumann problems on canonically compactifiable graphs with respect to the Royden boundary and provides conditions for unique solvability and analytic and probabilistic representations.
We study boundary value problems for first-order elliptic differential operators on manifolds with compact boundary. The adapted boundary operator need not be selfadjoint and the boundary condition need not be pseudo-local.We show the equivalence of various characterisations of elliptic boundary conditions and demonstrate how the boundary conditions traditionally considered in the literature fit in our framework. The regularity of the solutions up to the boundary is proven. We show that imposing elliptic boundary conditions yields a Fredholm operator if the manifold is compact. We provide examples which are conveniently treated by our methods.
Point processes are a common methodology to model sets of events. From earthquakes to social media posts, from the arrival times of neuronal spikes to the timing of crimes, from stock prices to disease spreading -- these phenomena can be reduced to the occurrences of events concentrated in points. Often, these events happen one after the other defining a time--series.
Models of point processes can be used to deepen our understanding of such events and for classification and prediction. Such models include an underlying random process that generates the events. This work uses Bayesian methodology to infer the underlying generative process from observed data. Our contribution is twofold -- we develop new models and new inference methods for these processes.
We propose a model that extends the family of point processes where the occurrence of an event depends on the previous events. This family is known as Hawkes processes. Whereas in most existing models of such processes, past events are assumed to have only an excitatory effect on future events, we focus on the newly developed nonlinear Hawkes process, where past events could have excitatory and inhibitory effects. After defining the model, we present its inference method and apply it to data from different fields, among others, to neuronal activity.
The second model described in the thesis concerns a specific instance of point processes --- the decision process underlying human gaze control. This process results in a series of fixated locations in an image. We developed a new model to describe this process, motivated by the known Exploration--Exploitation dilemma. Alongside the model, we present a Bayesian inference algorithm to infer the model parameters.
Remaining in the realm of human scene viewing, we identify the lack of best practices for Bayesian inference in this field. We survey four popular algorithms and compare their performances for parameter inference in two scan path models.
The novel models and inference algorithms presented in this dissertation enrich the understanding of point process data and allow us to uncover meaningful insights.
For efficient and effective pedagogical interventions to address Uganda's alarmingly poor performance in Physics, it is vital to understand students' motivation patterns for Physics learning. Latent profile analysis (LPA)-a person-centred approach-can be used to investigate these motivation patterns. Using a three-step approach to LPA, we sought to answer the following research questions: RQ1, which profiles of secondary school students exist with regards to their motivation for Physics learning; RQ2, are there differences in students' cognitive learning strategies in the identified profiles; and RQ3, does students' gender, attitudes, and individual interest predict membership in these profiles? The sample comprised 934 Grade 9 students from eight secondary schools in Uganda. Data were collected using standardised questionnaires. Six motivational profiles were identified: (i) low-quantity motivation profile (101 students; 10.8%); (ii) moderate-quantity motivation profile (246 students; 26.3%); (iii) high-quantity motivation profile (365 students; 39.1%); (iv) primarily intrinsically motivated profile (60 students, 6.4%); (v) mostly extrinsically motivated profile (88 students, 9.4%); and (vi) grade-introjected profile (74 students, 7.9%). Low-quantity and grade-introjected motivated students mostly used surface learning strategies whilst the high-quantity and primarily intrinsically motivated students used deep learning strategies. Lastly, unlike gender, individual interest and students' attitudes towards Physics learning predicted profile membership. Teachers should provide an interesting autonomous Physics classroom climate and give students clear instructions in self-reliant behaviours that promote intrinsic motivation.
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker-Planck equation as a starting point for such embeddings and explore several interacting particle approximations. More specifically, we consider both deterministic and stochastic interacting particle systems and combine them with the idea of preconditioning by the empirical covariance matrix. In addition to leading to affine invariant formulations which asymptotically speed up convergence, preconditioning allows for gradient-free implementations in the spirit of the ensemble Kalman filter. While such gradient-free implementations have been demonstrated to work well for posterior measures that are nearly Gaussian, we extend their scope of applicability to multimodal measures by introducing localized gradient-free approximations. Numerical results demonstrate the effectiveness of the considered methodologies.
Amoeboid cell motility takes place in a variety of biomedical processes such as cancer metastasis, embryonic morphogenesis, and wound healing. In contrast to other forms of cell motility, it is mainly driven by substantial cell shape changes. Based on the interplay of explorative membrane protrusions at the front and a slower-acting membrane retraction at the rear, the cell moves in a crawling kind of way. Underlying these protrusions and retractions are multiple physiological processes resulting in changes of the cytoskeleton, a meshwork of different multi-functional proteins. The complexity and versatility of amoeboid cell motility raise the need for novel computational models based on a profound theoretical framework to analyze and simulate the dynamics of the cell shape.
The objective of this thesis is the development of (i) a mathematical framework to describe contour dynamics in time and space, (ii) a computational model to infer expansion and retraction characteristics of individual cell tracks and to produce realistic contour dynamics, (iii) and a complementing Open Science approach to make the above methods fully accessible and easy to use.
In this work, we mainly used single-cell recordings of the model organism Dictyostelium discoideum. Based on stacks of segmented microscopy images, we apply a Bayesian approach to obtain smooth representations of the cell membrane, so-called cell contours. We introduce a one-parameter family of regularized contour flows to track reference points on the contour (virtual markers) in time and space. This way, we define a coordinate system to visualize local geometric and dynamic quantities of individual contour dynamics in so-called kymograph plots. In particular, we introduce the local marker dispersion as a measure to identify membrane protrusions and retractions in a fully automated way.
This mathematical framework is the basis of a novel contour dynamics model, which consists of three biophysiologically motivated components: one stochastic term, accounting for membrane protrusions, and two deterministic terms to control the shape and area of the contour, which account for membrane retractions. Our model provides a fully automated approach to infer protrusion and retraction characteristics from experimental cell tracks while being also capable of simulating realistic and qualitatively different contour dynamics. Furthermore, the model is used to classify two different locomotion types: the amoeboid and a so-called fan-shaped type.
With the complementing Open Science approach, we ensure a high standard regarding the usability of our methods and the reproducibility of our research. In this context, we introduce our software publication named AmoePy, an open-source Python package to segment, analyze, and simulate amoeboid cell motility. Furthermore, we describe measures to improve its usability and extensibility, e.g., by detailed run instructions and an automatically generated source code documentation, and to ensure its functionality and stability, e.g., by automatic software tests, data validation, and a hierarchical package structure.
The mathematical approaches of this work provide substantial improvements regarding the modeling and analysis of amoeboid cell motility. We deem the above methods, due to their generalized nature, to be of greater value for other scientific applications, e.g., varying organisms and experimental setups or the transition from unicellular to multicellular movement. Furthermore, we enable other researchers from different fields, i.e., mathematics, biophysics, and medicine, to apply our mathematical methods. By following Open Science standards, this work is of greater value for the cell migration community and a potential role model for other Open Science contributions.
We consider an initial problem for the Navier-Stokes type equations associated with the de Rham complex over R-n x[0, T], n >= 3, with a positive time T. We prove that the problem induces an open injective mappings on the scales of specially constructed function spaces of Bochner-Sobolev type. In particular, the corresponding statement on the intersection of these classes gives an open mapping theorem for smooth solutions to the Navier-Stokes equations.
We describe a new, original approach to the modelling of the Earth's magnetic field. The overall objective of this study is to reliably render fast variations of the core field and its secular variation. This method combines a sequential modelling approach, a Kalman filter, and a correlation-based modelling step. Sources that most significantly contribute to the field measured at the surface of the Earth are modelled. Their separation is based on strong prior information on their spatial and temporal behaviours. We obtain a time series of model distributions which display behaviours similar to those of recent models based on more classic approaches, particularly at large temporal and spatial scales. Interesting new features and periodicities are visible in our models at smaller time and spatial scales. An important aspect of our method is to yield reliable error bars for all model parameters. These errors, however, are only as reliable as the description of the different sources and the prior information used are realistic. Finally, we used a slightly different version of our method to produce candidate models for the thirteenth edition of the International Geomagnetic Reference Field.
Various particle filters have been proposed over the last couple of decades with the common feature that the update step is governed by a type of control law. This feature makes them an attractive alternative to traditional sequential Monte Carlo which scales poorly with the state dimension due to weight degeneracy. This article proposes a unifying framework that allows us to systematically derive the McKean-Vlasov representations of these filters for the discrete time and continuous time observation case, taking inspiration from the smooth approximation of the data considered in [D. Crisan and J. Xiong, Stochastics, 82 (2010), pp. 53-68; J. M. Clark and D. Crisan, Probab. Theory Related Fields, 133 (2005), pp. 43-56]. We consider three filters that have been proposed in the literature and use this framework to derive Ito representations of their limiting forms as the approximation parameter delta -> 0. All filters require the solution of a Poisson equation defined on R-d, for which existence and uniqueness of solutions can be a nontrivial issue. We additionally establish conditions on the signal-observation system that ensures well-posedness of the weighted Poisson equation arising in one of the filters.
Androulidakis-Skandalis (2009) showed that every singular foliation has an associated topological groupoid, called holonomy groupoid. In this note, we exhibit some functorial properties of this assignment: if a foliated manifold (M, FM ) is the quotient of a foliated manifold (P, FP ) along a surjective submersion with connected fibers, then the same is true for the corresponding holonomy groupoids. For quotients by a Lie group action, an analogue statement holds under suitable assumptions, yielding a Lie 2-group action on the holonomy groupoid.
We elaborate on the possibilities and needs to integrate design thinking into requirements engineering, drawing from our research and project experiences. We suggest three approaches for tailoring and integrating design thinking and requirements engineering with complementary synergies and point at open challenges for research and practice.
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].
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a wide range of application areas. Nevertheless, this filter also has limitations due to its inherent assumptions of Gaussianity and linearity, which can manifest themselves in the form of dynamically inconsistent state estimates. This issue is investigated here for balanced, slowly evolving solutions to highly oscillatory Hamiltonian systems which are prototypical for applications in numerical weather prediction. It is demonstrated that the standard ensemble Kalman filter can lead to state estimates that do not satisfy the pertinent balance relations and ultimately lead to filter divergence. Two remedies are proposed, one in terms of blended asymptotically consistent time-stepping schemes, and one in terms of minimization-based postprocessing methods. The effects of these modifications to the standard ensemble Kalman filter are discussed and demonstrated numerically for balanced motions of two prototypical Hamiltonian reference systems.
Background
Cytochrome P450 (CYP) 3A contributes to the metabolism of many approved drugs. CYP3A perpetrator drugs can profoundly alter the exposure of CYP3A substrates. However, effects of such drug-drug interactions are usually reported as maximum effects rather than studied as time-dependent processes. Identification of the time course of CYP3A modulation can provide insight into when significant changes to CYP3A activity occurs, help better design drug-drug interaction studies, and manage drug-drug interactions in clinical practice.
Objective
We aimed to quantify the time course and extent of the in vivo modulation of different CYP3A perpetrator drugs on hepatic CYP3A activity and distinguish different modulatory mechanisms by their time of onset, using pharmacologically inactive intravenous microgram doses of the CYP3A-specific substrate midazolam, as a marker of CYP3A activity.
Methods
Twenty-four healthy individuals received an intravenous midazolam bolus followed by a continuous infusion for 10 or 36 h. Individuals were randomized into four arms: within each arm, two individuals served as a placebo control and, 2 h after start of the midazolam infusion, four individuals received the CYP3A perpetrator drug: voriconazole (inhibitor, orally or intravenously), rifampicin (inducer, orally), or efavirenz (activator, orally). After midazolam bolus administration, blood samples were taken every hour (rifampicin arm) or every 15 min (remaining study arms) until the end of midazolam infusion. A total of 1858 concentrations were equally divided between midazolam and its metabolite, 1'-hydroxymidazolam. A nonlinear mixed-effects population pharmacokinetic model of both compounds was developed using NONMEM (R). CYP3A activity modulation was quantified over time, as the relative change of midazolam clearance encountered by the perpetrator drug, compared to the corresponding clearance value in the placebo arm.
Results
Time course of CYP3A modulation and magnitude of maximum effect were identified for each perpetrator drug. While efavirenz CYP3A activation was relatively fast and short, reaching a maximum after approximately 2-3 h, the induction effect of rifampicin could only be observed after 22 h, with a maximum after approximately 28-30 h followed by a steep drop to almost baseline within 1-2 h. In contrast, the inhibitory impact of both oral and intravenous voriconazole was prolonged with a steady inhibition of CYP3A activity followed by a gradual increase in the inhibitory effect until the end of sampling at 8 h. Relative maximum clearance changes were +59.1%, +46.7%, -70.6%, and -61.1% for efavirenz, rifampicin, oral voriconazole, and intravenous voriconazole, respectively.
Conclusions
We could distinguish between different mechanisms of CYP3A modulation by the time of onset. Identification of the time at which clearance significantly changes, per perpetrator drug, can guide the design of an optimal sampling schedule for future drug-drug interaction studies. The impact of a short-term combination of different perpetrator drugs on the paradigm CYP3A substrate midazolam was characterized and can define combination intervals in which no relevant interaction is to be expected.
The purpose of this paper is to build an algebraic framework suited to regularize branched structures emanating from rooted forests and which encodes the locality principle. This is achieved by means of the universal properties in the locality framework of properly decorated rooted forests. These universal properties are then applied to derive the multivariate regularization of integrals indexed by rooted forests. We study their renormalization, along the lines of Kreimer's toy model for Feynman integrals.
The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, Levy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of Levy noise-driven escape from an almost rectangular, arctangent potential well restricted by two absorbing boundaries, mostly under the action of the Cauchy noise. We unveil analogies of the observed transient dynamics to the general properties of stationary states of Levy processes in single-well potentials. The first-escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness, and height of the arctangent potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.
Übungsbuch zur Stochastik
(2023)
Dieses Buch stellt Übungen zu den Grundbegriffen und Grundsätzen der Stochastik und ihre Lösungen zur Verfügung. So wie man Tonleitern in der Musik trainiert, so berechnet man Übungsaufgaben in der Mathematik. In diesem Sinne soll dieses Übungsbuch vor allem als Vorlage dienen für das eigenständige, eigenverantwortliche Lernen und Üben.
Die Schönheit und Einzigartigkeit der Wahrscheinlichkeitstheorie besteht darin, dass sie eine Vielzahl von realen Phänomenen modellieren kann. Daher findet man hier Aufgaben mit Verbindungen zur Geometrie, zu Glücksspielen, zur Versicherungsmathematik, zur Demographie und vielen anderen Themen.
We show that local deformations, near closed subsets, of solutions to open partial differential relations can be extended to global deformations, provided all but the highest derivatives stay constant along the subset. The applicability of this general result is illustrated by a number of examples, dealing with convex embeddings of hypersurfaces, differential forms, and lapse functions in Lorentzian geometry.
The main application is a general approximation result by sections that have very restrictive local properties on open dense subsets. This shows, for instance, that given any K is an element of Double-struck capital R every manifold of dimension at least 2 carries a complete C-1,C- 1-metric which, on a dense open subset, is smooth with constant sectional curvature K. Of course, this is impossible for C-2-metrics in general.
For a closed, connected direct product Riemannian manifold (M, g) = (M-1, g(1)) x ... x (M-l, g(l)), we define its multiconformal class [[g]] as the totality {integral(2)(1)g(1) circle plus center dot center dot center dot integral(2)(l)g(l)} of all Riemannian metrics obtained from multiplying the metric gi of each factor Mi by a positive function fi on the total space M. A multiconformal class [[ g]] contains not only all warped product type deformations of g but also the whole conformal class [(g) over tilde] of every (g) over tilde is an element of[[ g]]. In this article, we prove that [[g]] contains a metric of positive scalar curvature if and only if the conformal class of some factor (Mi, gi) does, under the technical assumption dim M-i = 2. We also show that, even in the case where every factor (M-i, g(i)) has positive scalar curvature, [[g]] contains a metric of scalar curvature constantly equal to -1 and with arbitrarily large volume, provided l = 2 and dim M = 3.
For the time stationary global geomagnetic field, a new modelling concept is presented. A Bayesian non-parametric approach provides realistic location dependent uncertainty estimates. Modelling related variabilities are dealt with systematically by making little subjective apriori assumptions. Rather than parametrizing the model by Gauss coefficients, a functional analytic approach is applied. The geomagnetic potential is assumed a Gaussian process to describe a distribution over functions. Apriori correlations are given by an explicit kernel function with non-informative dipole contribution. A refined modelling strategy is proposed that accommodates non-linearities of archeomagnetic observables: First, a rough field estimate is obtained considering only sites that provide full field vector records. Subsequently, this estimate supports the linearization that incorporates the remaining incomplete records. The comparison of results for the archeomagnetic field over the past 1000 yr is in general agreement with previous models while improved model uncertainty estimates are provided.
We provide an overview of the tools and techniques of resurgence theory used in the Borel-ecalle resummation method, which we then apply to the massless Wess-Zumino model. Starting from already known results on the anomalous dimension of the Wess-Zumino model, we solve its renormalisation group equation for the two-point function in a space of formal series. We show that this solution is 1-Gevrey and that its Borel transform is resurgent. The Schwinger-Dyson equation of the model is then used to prove an asymptotic exponential bound for the Borel transformed two-point function on a star-shaped domain of a suitable ramified complex plane. This proves that the two-point function of the Wess-Zumino model is Borel-ecalle summable.
Zahlen in den Fingern
(2023)
Die Debatte über den Einsatz von digitalen Werkzeugen in der mathematischen Frühförderung ist hoch aktuell. Lernspiele werden konstruiert, mit dem Ziel, mathematisches, informelles Wissen aufzubauen und so einen besseren Schulstart zu ermöglichen. Doch allein die digitale und spielerische Aufarbeitung führt nicht zwingend zu einem Lernerfolg. Daher ist es umso wichtiger, die konkrete Implementation der theoretischen Konstrukte und Interaktionsmöglichkeiten mit den Werkzeugen zu analysieren und passend aufzubereiten.
In dieser Masterarbeit wird dazu exemplarisch ein mathematisches Lernspiel namens „Fingu“ für den Einsatz im vorschulischen Bereich theoretisch und empirisch im Rahmen der Artifact-Centric Activity Theory (ACAT) untersucht. Dazu werden zunächst die theoretischen Hintergründe zum Zahlensinn, Zahlbegriffserwerb, Teil-Ganze-Verständnis, der Anzahlwahrnehmung und -bestimmung, den Anzahlvergleichen und der Anzahldarstellung mithilfe von Fingern gemäß der Embodied Cognition sowie der Verwendung von digitalen Werkzeugen und Multi-Touch-Geräten umfassend beschrieben. Anschließend wird die App Fingu erklärt und dann theoretisch entlang des ACAT-Review-Guides analysiert. Zuletzt wird die selbstständig durchgeführte Studie mit zehn Vorschulkindern erläutert und darauf aufbauend Verbesserungs- und Entwicklungsmöglichkeiten der App auf wissenschaftlicher Grundlage beigetragen. Für Fingu lässt sich abschließend festhalten, dass viele Prozesse wie die (Quasi-)Simultanerfassung oder das Zählen gefördert werden können, für andere wie das Teil-Ganze-Verständnis aber noch Anpassungen und/oder die Begleitung durch Erwachsene nötig ist.
In this paper, we bring together the worlds of model order reduction for stochastic linear systems and H-2-optimal model order reduction for deterministic systems. In particular, we supplement and complete the theory of error bounds for model order reduction of stochastic differential equations. With these error bounds, we establish a link between the output error for stochastic systems (with additive and multiplicative noise) and modified versions of the H-2-norm for both linear and bilinear deterministic systems. When deriving the respective optimality conditions for minimizing the error bounds, we see that model order reduction techniques related to iterative rational Krylov algorithms (IRKA) are very natural and effective methods for reducing the dimension of large-scale stochastic systems with additive and/or multiplicative noise. We apply modified versions of (linear and bilinear) IRKA to stochastic linear systems and show their efficiency in numerical experiments.
In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively.
In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively.