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In this work we study reciprocal classes of Markov walks on graphs. Given a continuous time reference Markov chain on a graph, its reciprocal class is the set of all probability measures which can be represented as a mixture of the bridges of the reference walks. We characterize reciprocal classes with two different approaches. With the first approach we found it as the set of solutions to duality formulae on path space, where the differential operators have the interpretation of the addition of infinitesimal random loops to the paths of the canonical process. With the second approach we look at short time asymptotics of bridges. Both approaches allow an explicit computation of reciprocal characteristics, which are divided into two families, the loop characteristics and the arc characteristics. They are those specific functionals of the generator of the reference chain which determine its reciprocal class. We look at the specific examples such as Cayley graphs, the hypercube and planar graphs. Finally we establish the first concentration of measure results for the bridges of a continuous time Markov chain based on the reciprocal characteristics.
We study the mathematical structure underlying the concept of locality which lies at the heart of classical and quantum field theory, and develop a machinery used to preserve locality during the renormalisation procedure. Viewing renormalisation in the framework of Connes and Kreimer as the algebraic Birkhoff factorisation of characters on a Hopf algebra with values in a Rota-Baxter algebra, we build locality variants of these algebraic structures, leading to a locality variant of the algebraic Birkhoff factorisation. This provides an algebraic formulation of the conservation of locality while renormalising. As an application in the context of the Euler-Maclaurin formula on lattice cones, we renormalise the exponential generating function which sums over the lattice points in a lattice cone. As a consequence, for a suitable multivariate regularisation, renormalisation from the algebraic Birkhoff factorisation amounts to composition by a projection onto holomorphic multivariate germs.
Renormalisation and locality
(2020)
Arborified zeta values are defined as iterated series and integrals using the universal properties of rooted trees. This approach allows to study their convergence domain and to relate them to multiple zeta values. Generalisations to rooted trees of the stuffle and shuffle products are defined and studied. It is further shown that arborified zeta values are algebra morphisms for these new products on trees.
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.
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 paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case.
The study of the Cauchy problem for solutions of the heat equation in a cylindrical domain with data on the lateral surface by the Fourier method raises the problem of calculating the inverse Laplace transform of the entire function cos root z. This problem has no solution in the standard theory of the Laplace transform. We give an explicit formula for the inverse Laplace transform of cos root z using the theory of analytic functionals. This solution suits well to efficiently develop the regularization of solutions to Cauchy problems for parabolic equations with data on noncharacteristic surfaces.
In various biological systems and small scale technological applications particles transiently bind to a cylindrical surface. Upon unbinding the particles diffuse in the vicinal bulk before rebinding to the surface. Such bulk-mediated excursions give rise to an effective surface translation, for which we here derive and discuss the dynamic equations, including additional surface diffusion. We discuss the time evolution of the number of surface-bound particles, the effective surface mean squared displacement, and the surface propagator. In particular, we observe sub- and superdiffusive regimes. A plateau of the surface mean-squared displacement reflects a stalling of the surface diffusion at longer times. Finally, the corresponding first passage problem for the cylindrical geometry is analysed.
Large real-world networks typically follow a power-law degree distribution. To study such networks, numerous random graph models have been proposed. However, real-world networks are not drawn at random. Therefore, Brach et al. (27th symposium on discrete algorithms (SODA), pp 1306-1325, 2016) introduced two natural deterministic conditions: (1) a power-law upper bound on the degree distribution (PLB-U) and (2) power-law neighborhoods, that is, the degree distribution of neighbors of each vertex is also upper bounded by a power law (PLB-N). They showed that many real-world networks satisfy both properties and exploit them to design faster algorithms for a number of classical graph problems. We complement their work by showing that some well-studied random graph models exhibit both of the mentioned PLB properties. PLB-U and PLB-N hold with high probability for Chung-Lu Random Graphs and Geometric Inhomogeneous Random Graphs and almost surely for Hyperbolic Random Graphs. As a consequence, all results of Brach et al. also hold with high probability or almost surely for those random graph classes. In the second part we study three classical NP-hard optimization problems on PLB networks. It is known that on general graphs with maximum degree Delta, a greedy algorithm, which chooses nodes in the order of their degree, only achieves a Omega (ln Delta)-approximation forMinimum Vertex Cover and Minimum Dominating Set, and a Omega(Delta)-approximation forMaximum Independent Set. We prove that the PLB-U property with beta>2 suffices for the greedy approach to achieve a constant-factor approximation for all three problems. We also show that these problems are APX-hard even if PLB-U, PLB-N, and an additional power-law lower bound on the degree distribution hold. Hence, a PTAS cannot be expected unless P = NP. Furthermore, we prove that all three problems are in MAX SNP if the PLB-U property holds.
Manifolds with corners in the present investigation are non-smooth configurations - specific stratified spaces - with an incomplete metric such as cones, manifolds with edges, or corners of piecewise smooth domains in Euclidean space. We focus here on operators on such "corner manifolds" of singularity order <= 2, acting in weighted corner Sobolev spaces. The corresponding corner degenerate pseudo-differential operators are formulated via Mellin quantizations, and they also make sense on infinite singular cones.
We study corner-degenerate pseudo-differential operators of any singularity order and develop ellipticity based on the principal symbolic hierarchy, associated with the stratification of the underlying space. We construct parametrices within the calculus and discuss the aspect of additional trace and potential conditions along lower-dimensional strata.
We study the Volterra property of a class of anisotropic pseudo-differential operators on R x B for a manifold B with edge Y and time-variable t. This exposition belongs to a program for studying parabolicity in such a situation. In the present consideration we establish non-smoothing elements in a subalgebra with anisotropic operator-valued symbols of Mellin type with holomorphic symbols in the complex Mellin covariable from the cone theory, where the covariable t of t extends to symbolswith respect to t to the lower complex v half-plane. The resulting space ofVolterra operators enlarges an approach of Buchholz (Parabolische Pseudodifferentialoperatoren mit operatorwertigen Symbolen. Ph. D. thesis, Universitat Potsdam, 1996) by necessary elements to a new operator algebra containing Volterra parametrices under an appropriate condition of anisotropic ellipticity. Our approach avoids some difficulty in choosing Volterra quantizations in the edge case by generalizing specific achievements from the isotropic edge-calculus, obtained by Seiler (Pseudodifferential calculus on manifolds with non-compact edges, Ph. D. thesis, University of Potsdam, 1997), see also Gil et al. (in: Demuth et al (eds) Mathematical research, vol 100. Akademic Verlag, Berlin, pp 113-137, 1997; Osaka J Math 37: 221-260, 2000).
We establish a new approach of treating elliptic boundary value problems (BVPs) on manifolds with boundary and regular corners, up to singularity order 2. Ellipticity and parametrices are obtained in terms of symbols taking values in algebras of BVPs on manifolds of corresponding lower singularity orders. Those refer to Boutet de Monvel's calculus of operators with the transmission property, see Boutet de Monvel (Acta Math 126:11-51, 1971) for the case of smooth boundary. On corner configuration operators act in spaces with multiple weights. We mainly study the case of upper left entries in the respective 2 x 2 operator block-matrices of such a calculus. Green operators in the sense of Boutet de Monvel (Acta Math 126:11-51, 1971) analogously appear in singular cases, and they are complemented by contributions of Mellin type. We formulate a result on ellipticity and the Fredholm property in weighted corner spaces, with parametrices of analogous kind.
A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. Several results on the long time behavior of the conditioned mass process - the conditioned multitype Feller branching diffusion - are then proved. The general case is first considered, where the mutation matrix which models the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are analyzed too .
A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every nite time interval, its distribution law is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. The explicit form of the Laplace functional of the conditioned process is used to obtain several results on the long time behaviour of the mass of the conditioned and unconditioned processes. The general case is considered first, where the mutation matrix which modelizes the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are also analysed.
We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense.
In the present paper, we study the problem of existence of honest and adaptive confidence sets for matrix completion. We consider two statistical models: the trace regression model and the Bernoulli model. In the trace regression model, we show that honest confidence sets that adapt to the unknown rank of the matrix exist even when the error variance is unknown. Contrary to this, we prove that in the Bernoulli model, honest and adaptive confidence sets exist only when the error variance is known a priori. In the course of our proofs, we obtain bounds for the minimax rates of certain composite hypothesis testing problems arising in low rank inference.
We consider the problem of low rank matrix recovery in a stochastically noisy high-dimensional setting. We propose a new estimator for the low rank matrix, based on the iterative hard thresholding method, that is computationally efficient and simple. We prove that our estimator is optimal in terms of the Frobenius risk and in terms of the entry-wise risk uniformly over any change of orthonormal basis, allowing us to provide the limiting distribution of the estimator. When the design is Gaussian, we prove that the entry-wise bias of the limiting distribution of the estimator is small, which is of interest for constructing tests and confidence sets for low-dimensional subsets of entries of the low rank matrix.
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.
We study (pseudo-)differential operators on a manifold with edge Z, locally modelled on a wedge with model cone that has itself a base manifold W with smooth edge Y . The typical operators A are corner degenerate in a specific way. They are described (modulo ‘lower order terms’) by a principal symbolic hierarchy σ(A) = (σ ψ(A), σ ^(A), σ ^(A)), where σ ψ is the interior symbol and σ ^(A)(y, η), (y, η) 2 T*Y \ 0, the (operator-valued) edge symbol of ‘first generation’, cf. [15]. The novelty here is the edge symbol σ^ of ‘second generation’, parametrised by (z, Ϛ) 2 T*Z \ 0, acting on weighted Sobolev spaces on the infinite cone with base W. Since such a cone has edges with exit to infinity, the calculus has the problem to understand the behaviour of operators on a manifold of that kind. We show the continuity of corner-degenerate operators in weighted edge Sobolev spaces, and we investigate the ellipticity of edge symbols of second generation. Starting from parameter-dependent elliptic families of edge operators of first generation, we obtain the Fredholm property of higher edge symbols on the corresponding singular infinite model cone.
Operators on a manifold with (geometric) singularities are degenerate in a natural way. They have a principal symbolic structure with contributions from the different strata of the configuration. We study the calculus of such operators on the level of edge symbols of second generation, based on specific quantizations of the corner-degenerate interior symbols, and show that this structure is preserved under compositions.
In this article we study the geometry associated with the sub-elliptic operator ½ (X²1 +X²2), where X1 = ∂x and X2 = x²/2 ∂y are vector fields on R². We show that any point can be connected with the origin by at least one geodesic and we provide an approximate formula for the number of the geodesics between the origin and the points situated outside of the y-axis. We show there are in¯nitely many geodesics between the origin and the points on the y-axis.
In this thesis we introduce the concept of the degree of formality. It is directed against a dualistic point of view, which only distinguishes between formal and informal proofs. This dualistic attitude does not respect the differences between the argumentations classified as informal and it is unproductive because the individual potential of the respective argumentation styles cannot be appreciated and remains untapped.
This thesis has two parts. In the first of them we analyse the concept of the degree of formality (including a discussion about the respective benefits for each degree) while in the second we demonstrate its usefulness in three case studies. In the first case study we will repair Haskell B. Curry's view of mathematics, which incidentally is of great importance in the first part of this thesis, in light of the different degrees of formality. In the second case study we delineate how awareness of the different degrees of formality can be used to help students to learn how to prove. Third, we will show how the advantages of proofs of different degrees of formality can be combined by the development of so called tactics having a medium degree of formality. Together the three case studies show that the degrees of formality provide a convincing solution to the problem of untapped potential.
The ill-posed inversion of multiwavelength lidar data by a hybrid method of variable projection
(1999)
The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements.
We present a project combining lidar, photometer and particle counter data with a regularization software tool for a closure study of aerosol microphysical property retrieval. In a first step only lidar data are used to retrieve the particle size distribution (PSD). Secondly, photometer data are added, which results in a good consistency of the retrieved PSDs. Finally, those retrieved PSDs may be compared with the measured PSD from a particle counter. The data here were taken in Ny Alesund, Svalbard, as an example.
We show that the Dirac operator on a compact globally hyperbolic Lorentzian spacetime with spacelike Cauchy boundary is a Fredholm operator if appropriate boundary conditions are imposed. We prove that the index of this operator is given by the same expression as in the index formula of Atiyah-Patodi-Singer for Riemannian manifolds with boundary. The index is also shown to equal that of a certain operator constructed from the evolution operator and a spectral projection on the boundary. In case the metric is of product type near the boundary a Feynman parametrix is constructed.
This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.
The Rarita-Schwinger operator is the twisted Dirac operator restricted to 3/2-spinors. Rarita-Schwinger fields are solutions of this operator which are in addition divergence-free. This is an overdetermined problem and solutions are rare; it is even more unexpected for there to be large dimensional spaces of solutions. In this paper we prove the existence of a sequence of compact manifolds in any given dimension greater than or equal to 4 for which the dimension of the space of Rarita-Schwinger fields tends to infinity. These manifolds are either simply connected Kahler-Einstein spin with negative Einstein constant, or products of such spaces with flat tori. Moreover, we construct Calabi-Yau manifolds of even complex dimension with more linearly independent Rarita-Schwinger fields than flat tori of the same dimension.
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.
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.
We study boundary value problems for linear elliptic differential operators of order one. The underlying manifold may be noncompact, but the boundary is assumed to be compact. We require a symmetry property of the principal symbol of the operator along the boundary. This is satisfied by Dirac type operators, for instance. We provide a selfcontained introduction to (nonlocal) elliptic boundary conditions, boundary regularity of solutions, and index theory. In particular, we simplify and generalize the traditional theory of elliptic boundary value problems for Dirac type operators. We also prove a related decomposition theorem, a general version of Gromov and Lawson's relative index theorem and a generalization of the cobordism theorem.
We adapt the Faddeev-LeVerrier algorithm for the computation of characteristic polynomials to the computation of the Pfaffian of a skew-symmetric matrix. This yields a very simple, easy to implement and parallelize algorithm of computational cost O(n(beta+1)) where nis the size of the matrix and O(n(beta)) is the cost of multiplying n x n-matrices, beta is an element of [2, 2.37286). We compare its performance to that of other algorithms and show how it can be used to compute the Euler form of a Riemannian manifold using computer algebra.
We study the spectral properties of curl, a linear differential operator of first order acting on differential forms of appropriate degree on an odd-dimensional closed oriented Riemannian manifold. In three dimensions, its eigenvalues are the electromagnetic oscillation frequencies in vacuum without external sources. In general, the spectrum consists of the eigenvalue 0 with infinite multiplicity and further real discrete eigenvalues of finite multiplicity. We compute the Weyl asymptotics and study the zeta-function. We give a sharp lower eigenvalue bound for positively curved manifolds and analyze the equality case. Finally, we compute the spectrum for flat tori, round spheres, and 3-dimensional spherical space forms. Published under license by AIP Publishing.
We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path integral formula for the heat kernel of any self-adjoint generalized Laplace operator acting on sections of a vector bundle over a compact Riemannian manifold.
A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity theorem. In the case of constant coefficients we show that Liouville's theorem holds, any bounded solution must be constant and any L^p solution must vanish.
For a singularly perturbed parabolic - ODE system we construct the asymptotic expansion in the small parameter in the case, when the degenerate equation has a double root. Such systems, which are called partly dissipative reaction-diffusion systems, are used to model various natural processes, including the signal transmission along axons, solid combustion and the kinetics of some chemical reactions. It turns out that the algorithm of the construction of the boundary layer functions and the behavior of the solution in the boundary layers essentially differ from that ones in case of a simple root. The multizonal initial and boundary layers behaviour was stated.
Our work goes in two directions. At first we want to transfer definitions, concepts and results of the theory of hyperidentities and solid varieties from the total to the partial case. (1) We prove that the operators chi^A_RNF and chi^E_RNF are only monotone and additive and we show that the sets of all fixed points of these operators are characterized only by three instead of four equivalent conditions for the case of closure operators. (2) We prove that V is n − SF-solid iff clone^SF V is free with respect to itself, freely generated by the independent set {[fi(x_1, . . . , x_n)]Id^SF_n V | i \in I}. (3) We prove that if V is n-fluid and ~V |P(V ) =~V −iso |P(V ) then V is kunsolid for k >= n (where P(V ) is the set of all V -proper hypersubstitutions of type \tau ). (4) We prove that a strong M-hyperquasi-equational theory is characterized by four equivalent conditions. The second direction of our work is to follow ideas which are typical for the partial case. (1) We characterize all minimal partial clones which are strongly solidifyable. (2)We define the operator Chi^A_Ph where Ph is a monoid of regular partial hypersubstitutions.Using this concept, we define the concept of a Phyp_R(\tau )-solid strong regular variety of partial algebras and we prove that a PHyp_R(\tau )-solid strong regular variety satisfies four equivalent conditions.