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Based on an analysis of continuous monitoring of farm animal behavior in the region of the 2016 M6.6 Norcia earthquake in Italy, Wikelski et al., 2020; (Seismol Res Lett, 89, 2020, 1238) conclude that animal activity can be anticipated with subsequent seismic activity and that this finding might help to design a "short-term earthquake forecasting method." We show that this result is based on an incomplete analysis and misleading interpretations. Applying state-of-the-art methods of statistics, we demonstrate that the proposed anticipatory patterns cannot be distinguished from random patterns, and consequently, the observed anomalies in animal activity do not have any forecasting power.
Paleoearthquakes and historic earthquakes are the most important source of information for the estimation of long-term earthquake recurrence intervals in fault zones, because corresponding sequences cover more than one seismic cycle. However, these events are often rare, dating uncertainties are enormous, and missing or misinterpreted events lead to additional problems. In the present study, I assume that the time to the next major earthquake depends on the rate of small and intermediate events between the large ones in terms of a clock change model. Mathematically, this leads to a Brownian passage time distribution for recurrence intervals. I take advantage of an earlier finding that under certain assumptions the aperiodicity of this distribution can be related to the Gutenberg-Richter b value, which can be estimated easily from instrumental seismicity in the region under consideration. In this way, both parameters of the Brownian passage time distribution can be attributed with accessible seismological quantities. This allows to reduce the uncertainties in the estimation of the mean recurrence interval, especially for short paleoearthquake sequences and high dating errors. Using a Bayesian framework for parameter estimation results in a statistical model for earthquake recurrence intervals that assimilates in a simple way paleoearthquake sequences and instrumental data. I present illustrative case studies from Southern California and compare the method with the commonly used approach of exponentially distributed recurrence times based on a stationary Poisson process.
Geometric electroelasticity
(2014)
In this work a diffential geometric formulation of the theory of electroelasticity is developed which also includes thermal and magnetic influences. We study the motion of bodies consisting of an elastic material that are deformed by the influence of mechanical forces, heat and an external electromagnetic field. To this end physical balance laws (conservation of mass, balance of momentum, angular momentum and energy) are established. These provide an equation that describes the motion of the body during the deformation. Here the body and the surrounding space are modeled as Riemannian manifolds, and we allow that the body has a lower dimension than the surrounding space. In this way one is not (as usual) restricted to the description of the deformation of three-dimensional bodies in a three-dimensional space, but one can also describe the deformation of membranes and the deformation in a curved space. Moreover, we formulate so-called constitutive relations that encode the properties of the used material. Balance of energy as a scalar law can easily be formulated on a Riemannian manifold. The remaining balance laws are then obtained by demanding that balance of energy is invariant under the action of arbitrary diffeomorphisms on the surrounding space. This generalizes a result by Marsden and Hughes that pertains to bodies that have the same dimension as the surrounding space and does not allow the presence of electromagnetic fields. Usually, in works on electroelasticity the entropy inequality is used to decide which otherwise allowed deformations are physically admissible and which are not. It is alsoemployed to derive restrictions to the possible forms of constitutive relations describing the material. Unfortunately, the opinions on the physically correct statement of the entropy inequality diverge when electromagnetic fields are present. Moreover, it is unclear how to formulate the entropy inequality in the case of a membrane that is subjected to an electromagnetic field. Thus, we show that one can replace the use of the entropy inequality by the demand that for a given process balance of energy is invariant under the action of arbitrary diffeomorphisms on the surrounding space and under linear rescalings of the temperature. On the one hand, this demand also yields the desired restrictions to the form of the constitutive relations. On the other hand, it needs much weaker assumptions than the arguments in physics literature that are employing the entropy inequality. Again, our result generalizes a theorem of Marsden and Hughes. This time, our result is, like theirs, only valid for bodies that have the same dimension as the surrounding space.
A doppelalgebra is an algebra defined on a vector space with two binary linear associative operations. Doppelalgebras play a prominent role in algebraic K-theory. We consider doppelsemigroups, that is, sets with two binary associative operations satisfying the axioms of a doppelalgebra. Doppelsemigroups are a generalization of semigroups and they have relationships with such algebraic structures as interassociative semigroups, restrictive bisemigroups, dimonoids, and trioids.
In the lecture notes numerous examples of doppelsemigroups and of strong doppelsemigroups are given. The independence of axioms of a strong doppelsemigroup is established. A free product in the variety of doppelsemigroups is presented. We also construct a free (strong) doppelsemigroup, a free commutative (strong) doppelsemigroup, a free n-nilpotent (strong) doppelsemigroup, a free n-dinilpotent (strong) doppelsemigroup, and a free left n-dinilpotent doppelsemigroup. Moreover, the least commutative congruence, the least n-nilpotent congruence, the least n-dinilpotent congruence on a free (strong) doppelsemigroup and the least left n-dinilpotent congruence on a free doppelsemigroup are characterized.
The book addresses graduate students, post-graduate students, researchers in algebra and interested readers.
Aus dem Inhalt: 1 Abraham Wald (1902-1950) 2 Einführung der Grundbegriffe. Einige technische bekannte Ergebnisse 2.1 Martingal und Doob-Ungleichung 2.2 Brownsche Bewegung und spezielle Martingale 2.3 Gleichgradige Integrierbarkeit von Prozessen 2.4 Gestopptes Martingal 2.5 Optionaler Stoppsatz von Doob 2.6 Lokales Martingal 2.7 Quadratische Variation 2.8 Die Dichte der ersten einseitigen Überschreitungszeit der Brown- schen Bewegung 2.9 Waldidentitäten für die Überschreitungszeiten der Brownschen Bewegung 3 Erste Waldidentität 3.1 Burkholder, Gundy und Davis Ungleichungen der gestoppten Brown- schen Bewegung 3.2 Erste Waldidentität für die Brownsche Bewegung 3.3 Verfeinerungen der ersten Waldidentität 3.4 Stärkere Verfeinerung der ersten Waldidentität für die Brown- schen Bewegung 3.5 Verfeinerung der ersten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 3.6 Beispiele für lokale Martingale für die Verfeinerung der ersten Waldidentität 3.7 Überschreitungszeiten der Brownschen Bewegung für nichtlineare Schranken 4 Zweite Waldidentität 4.1 Zweite Waldidentität für die Brownsche Bewegung 4.2 Anwendungen der ersten und zweitenWaldidentität für die Brown- schen Bewegung 5 Dritte Waldidentität 5.1 Dritte Waldidentität für die Brownsche Bewegung 5.2 Verfeinerung der dritten Waldidentität 5.3 Eine wichtige Voraussetzung für die Verfeinerung der drittenWal- didentität 5.4 Verfeinerung der dritten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 6 Waldidentitäten im Mehrdimensionalen 6.1 Erste Waldidentität im Mehrdimensionalen 6.2 Zweite Waldidentität im Mehrdimensionalen 6.3 Dritte Waldidentität im Mehrdimensionalen 7 Appendix
The XI international conference Stochastic and Analytic Methods in Mathematical Physics was held in Yerevan 2 – 7 September 2019 and was dedicated to the memory of the great mathematician Robert Adol’fovich Minlos, who passed away in January 2018.
The present volume collects a large majority of the contributions presented at the conference on the following domains of contemporary interest: classical and quantum statistical physics, mathematical methods in quantum mechanics, stochastic analysis, applications of point processes in statistical mechanics. The authors are specialists from Armenia, Czech Republic, Denmark, France, Germany, Italy, Japan, Lithuania, Russia, UK and Uzbekistan.
A particular aim of this volume is to offer young scientists basic material in order to inspire their future research in the wide fields presented here.
This thesis focuses on the study of marked Gibbs point processes, in particular presenting some results on their existence and uniqueness, with ideas and techniques drawn from different areas of statistical mechanics: the entropy method from large deviations theory, cluster expansion and the Kirkwood--Salsburg equations, the Dobrushin contraction principle and disagreement percolation.
We first present an existence result for infinite-volume marked Gibbs point processes. More precisely, we use the so-called entropy method (and large-deviation tools) to construct marked Gibbs point processes in R^d under quite general assumptions. In particular, the random marks belong to a general normed space S and are not bounded. Moreover, we allow for interaction functionals that may be unbounded and whose range is finite but random. The entropy method relies on showing that a family of finite-volume Gibbs point processes belongs to sequentially compact entropy level sets, and is therefore tight.
We then present infinite-dimensional Langevin diffusions, that we put in interaction via a Gibbsian description. In this setting, we are able to adapt the general result above to show the existence of the associated infinite-volume measure. We also study its correlation functions via cluster expansion techniques, and obtain the uniqueness of the Gibbs process for all inverse temperatures β and activities z below a certain threshold. This method relies in first showing that the correlation functions of the process satisfy a so-called Ruelle bound, and then using it to solve a fixed point problem in an appropriate Banach space. The uniqueness domain we obtain consists then of the model parameters z and β for which such a problem has exactly one solution.
Finally, we explore further the question of uniqueness of infinite-volume Gibbs point processes on R^d, in the unmarked setting. We present, in the context of repulsive interactions with a hard-core component, a novel approach to uniqueness by applying the discrete Dobrushin criterion to the continuum framework. We first fix a discretisation parameter a>0 and then study the behaviour of the uniqueness domain as a goes to 0. With this technique we are able to obtain explicit thresholds for the parameters z and β, which we then compare to existing results coming from the different methods of cluster expansion and disagreement percolation.
Throughout this thesis, we illustrate our theoretical results with various examples both from classical statistical mechanics and stochastic geometry.
We present general existence and uniqueness results for marked models with pair interactions, exemplified through Gibbs point processes on path space.
More precisely, we study a class of infinite-dimensional diffusions under Gibbsian interactions, in the context of marked point configurations: the starting points belong to R-d, and the marks are the paths of Langevin diffusions.
We use the entropy method to prove existence of an infinite-volume Gibbs point process and use cluster expansion tools to provide an explicit activity domain in which uniqueness holds.
Contributions to the theoretical analysis of the algorithms with adversarial and dependent data
(2021)
In this work I present the concentration inequalities of Bernstein's type for the norms of Banach-valued random sums under a general functional weak-dependency assumption (the so-called $\cC-$mixing). The latter is then used to prove, in the asymptotic framework, excess risk upper bounds of the regularised Hilbert valued statistical learning rules under the τ-mixing assumption on the underlying training sample. These results (of the batch statistical setting) are then supplemented with the regret analysis over the classes of Sobolev balls of the type of kernel ridge regression algorithm in the setting of online nonparametric regression with arbitrary data sequences. Here, in particular, a question of robustness of the kernel-based forecaster is investigated. Afterwards, in the framework of sequential learning, the multi-armed bandit problem under $\cC-$mixing assumption on the arm's outputs is considered and the complete regret analysis of a version of Improved UCB algorithm is given. Lastly, probabilistic inequalities of the first part are extended to the case of deviations (both of Azuma-Hoeffding's and of Burkholder's type) to the partial sums of real-valued weakly dependent random fields (under the type of projective dependence condition).
Diffusion maps is a manifold learning algorithm widely used for dimensionality reduction. Using a sample from a distribution, it approximates the eigenvalues and eigenfunctions of associated Laplace-Beltrami operators. Theoretical bounds on the approximation error are, however, generally much weaker than the rates that are seen in practice. This paper uses new approaches to improve the error bounds in the model case where the distribution is supported on a hypertorus. For the data sampling (variance) component of the error we make spatially localized compact embedding estimates on certain Hardy spaces; we study the deterministic (bias) component as a perturbation of the Laplace-Beltrami operator's associated PDE and apply relevant spectral stability results. Using these approaches, we match long-standing pointwise error bounds for both the spectral data and the norm convergence of the operator discretization. We also introduce an alternative normalization for diffusion maps based on Sinkhorn weights. This normalization approximates a Langevin diffusion on the sample and yields a symmetric operator approximation. We prove that it has better convergence compared with the standard normalization on flat domains, and we present a highly efficient rigorous algorithm to compute the Sinkhorn weights.
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.
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 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.
Broad-spectrum antibiotic combination therapy is frequently applied due to increasing resistance development of infective pathogens. The objective of the present study was to evaluate two common empiric broad-spectrum combination therapies consisting of either linezolid (LZD) or vancomycin (VAN) combined with meropenem (MER) against Staphylococcus aureus (S. aureus) as the most frequent causative pathogen of severe infections. A semimechanistic pharmacokinetic-pharmacodynamic (PK-PD) model mimicking a simplified bacterial life-cycle of S. aureus was developed upon time-kill curve data to describe the effects of LZD, VAN, and MER alone and in dual combinations. The PK-PD model was successfully (i) evaluated with external data from two clinical S. aureus isolates and further drug combinations and (ii) challenged to predict common clinical PK-PD indices and breakpoints. Finally, clinical trial simulations were performed that revealed that the combination of VAN-MER might be favorable over LZD-MER due to an unfavorable antagonistic interaction between LZD and MER.
As a potentially toxic agent on nervous system and bone, the safety of aluminium exposure from adjuvants in vaccines and subcutaneous immune therapy (SCIT) products has to be continuously reevaluated, especially regarding concomitant administrations. For this purpose, knowledge on absorption and disposition of aluminium in plasma and tissues is essential. Pharmacokinetic data after vaccination in humans, however, are not available, and for methodological and ethical reasons difficult to obtain. To overcome these limitations, we discuss the possibility of an in vitro-in silico approach combining a toxicokinetic model for aluminium disposition with biorelevant kinetic absorption parameters from adjuvants. We critically review available kinetic aluminium-26 data for model building and, on the basis of a reparameterized toxicokinetic model (Nolte et al., 2001), we identify main modelling gaps. The potential of in vitro dissolution experiments for the prediction of intramuscular absorption kinetics of aluminium after vaccination is explored. It becomes apparent that there is need for detailed in vitro dissolution and in vivo absorption data to establish an in vitro-in vivo correlation (IVIVC) for aluminium adjuvants. We conclude that a combination of new experimental data and further refinement of the Nolte model has the potential to fill a gap in aluminium risk assessment. (C) 2017 Elsevier Inc. All rights reserved.
In a recent paper, the Lefschetz number for endomorphisms (modulo trace class operators) of sequences of trace class curvature was introduced. We show that this is a well defined, canonical extension of the classical Lefschetz number and establish the homotopy invariance of this number. Moreover, we apply the results to show that the Lefschetz fixed point formula holds for geometric quasiendomorphisms of elliptic quasicomplexes.
By perturbing the differential of a (cochain-)complex by "small" operators, one obtains what is referred to as quasicomplexes, i.e. a sequence whose curvature is not equal to zero in general. In this situation the cohomology is no longer defined. Note that it depends on the structure of the underlying spaces whether or not an operator is "small." This leads to a magical mix of perturbation and regularisation theory. In the general setting of Hilbert spaces compact operators are "small." In order to develop this theory, many elements of diverse mathematical disciplines, such as functional analysis, differential geometry, partial differential equation, homological algebra and topology have to be combined. All essential basics are summarised in the first chapter of this thesis. This contains classical elements of index theory, such as Fredholm operators, elliptic pseudodifferential operators and characteristic classes. Moreover we study the de Rham complex and introduce Sobolev spaces of arbitrary order as well as the concept of operator ideals. In the second chapter, the abstract theory of (Fredholm) quasicomplexes of Hilbert spaces will be developed. From the very beginning we will consider quasicomplexes with curvature in an ideal class. We introduce the Euler characteristic, the cone of a quasiendomorphism and the Lefschetz number. In particular, we generalise Euler's identity, which will allow us to develop the Lefschetz theory on nonseparable Hilbert spaces. Finally, in the third chapter the abstract theory will be applied to elliptic quasicomplexes with pseudodifferential operators of arbitrary order. We will show that the Atiyah-Singer index formula holds true for those objects and, as an example, we will compute the Euler characteristic of the connection quasicomplex. In addition to this we introduce geometric quasiendomorphisms and prove a generalisation of the Lefschetz fixed point theorem of Atiyah and Bott.
In a recent paper with N. Tarkhanov, the Lefschetz number for endomorphisms (modulo trace class operators) of sequences of trace class curvature was introduced. We show that this is a well defined, canonical extension of the classical Lefschetz number and establish the homotopy invariance of this number. Moreover, we apply the results to show that the Lefschetz fixed point formula holds for geometric quasiendomorphisms of elliptic quasicomplexes.
The International Project for the Evaluation of Educational Achievement (IEA) was formed in the 1950s (Postlethwaite, 1967). Since that time, the IEA has conducted many studies in the area of mathematics, such as the First International Mathematics Study (FIMS) in 1964, the Second International Mathematics Study (SIMS) in 1980-1982, and a series of studies beginning with the Third International Mathematics and Science Study (TIMSS) which has been conducted every 4 years since 1995. According to Stigler et al. (1999), in the FIMS and the SIMS, U.S. students achieved low scores in comparison with students in other countries (p. 1). The TIMSS 1995 “Videotape Classroom Study” was therefore a complement to the earlier studies conducted to learn “more about the instructional and cultural processes that are associated with achievement” (Stigler et al., 1999, p. 1). The TIMSS Videotape Classroom Study is known today as the TIMSS Video Study. From the findings of the TIMSS 1995 Video Study, Stigler and Hiebert (1999) likened teaching to “mountain ranges poking above the surface of the water,” whereby they implied that we might see the mountaintops, but we do not see the hidden parts underneath these mountain ranges (pp. 73-78). By watching the videotaped lessons from Germany, Japan, and the United States again and again, they discovered that “the systems of teaching within each country look similar from lesson to lesson. At least, there are certain recurring features [or patterns] that typify many of the lessons within a country and distinguish the lessons among countries” (pp. 77-78). They also discovered that “teaching is a cultural activity,” so the systems of teaching “must be understood in relation to the cultural beliefs and assumptions that surround them” (pp. 85, 88). From this viewpoint, one of the purposes of this dissertation was to study some cultural aspects of mathematics teaching and relate the results to mathematics teaching and learning in Vietnam. Another research purpose was to carry out a video study in Vietnam to find out the characteristics of Vietnamese mathematics teaching and compare these characteristics with those of other countries. In particular, this dissertation carried out the following research tasks: - Studying the characteristics of teaching and learning in different cultures and relating the results to mathematics teaching and learning in Vietnam - Introducing the TIMSS, the TIMSS Video Study and the advantages of using video study in investigating mathematics teaching and learning - Carrying out the video study in Vietnam to identify the image, scripts and patterns, and the lesson signature of eighth-grade mathematics teaching in Vietnam - Comparing some aspects of mathematics teaching in Vietnam and other countries and identifying the similarities and differences across countries - Studying the demands and challenges of innovating mathematics teaching methods in Vietnam – lessons from the video studies Hopefully, this dissertation will be a useful reference material for pre-service teachers at education universities to understand the nature of teaching and develop their teaching career.
Harness-Prozesse
(2010)
Harness-Prozesse finden in der Forschung immer mehr Anwendung. Vor allem gewinnen Harness-Prozesse in stetiger Zeit an Bedeutung. Grundlegende Literatur zu diesem Thema ist allerdings wenig vorhanden. In der vorliegenden Arbeit wird die vorhandene Grundlagenliteratur zu Harness-Prozessen in diskreter und stetiger Zeit aufgearbeitet und Beweise ausgeführt, die bisher nur skizziert waren. Ziel dessen ist die Existenz einer Zerlegung von Harness-Prozessen über Z beziehungsweise R+ nachzuweisen.
ShapeRotator
(2018)
The quantification of complex morphological patterns typically involves comprehensive shape and size analyses, usually obtained by gathering morphological data from all the structures that capture the phenotypic diversity of an organism or object. Articulated structures are a critical component of overall phenotypic diversity, but data gathered from these structures are difficult to incorporate into modern analyses because of the complexities associated with jointly quantifying 3D shape in multiple structures. While there are existing methods for analyzing shape variation in articulated structures in two-dimensional (2D) space, these methods do not work in 3D, a rapidly growing area of capability and research. Here, we describe a simple geometric rigid rotation approach that removes the effect of random translation and rotation, enabling the morphological analysis of 3D articulated structures. Our method is based on Cartesian coordinates in 3D space, so it can be applied to any morphometric problem that also uses 3D coordinates (e.g., spherical harmonics). We demonstrate the method by applying it to a landmark-based dataset for analyzing shape variation using geometric morphometrics. We have developed an R tool (ShapeRotator) so that the method can be easily implemented in the commonly used R package geomorph and MorphoJ software. This method will be a valuable tool for 3D morphological analyses in articulated structures by allowing an exhaustive examination of shape and size diversity.
Nonlinear data assimilation
(2015)
This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters.
The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.
The interdisciplinary workshop STOCHASTIC PROCESSES WITH APPLICATIONS IN THE NATURAL SCIENCES was held in Bogotá, at Universidad de los Andes from December 5 to December 9, 2016. It brought together researchers from Colombia, Germany, France, Italy, Ukraine, who communicated recent progress in the mathematical research related to stochastic processes with application in biophysics.
The present volume collects three of the four courses held at this meeting by Angelo Valleriani, Sylvie Rœlly and Alexei Kulik.
A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.
Angelo Valleriani, PhD in high energy physics, is group leader of the team "Stochastic processes in complex and biological systems" from the Max-Planck-Institute of Colloids and Interfaces, Potsdam.
Sylvie Rœlly, Docteur en Mathématiques, is the head of the chair of Probability at the University of Potsdam.
Alexei Kulik, Doctor of Sciences, is a Leading researcher at the Institute of Mathematics of Ukrainian National Academy of Sciences.
The overall program "arborescent numbers" is to similarly perform the constructions from the natural numbers (N) to the positive fractional numbers (Q+) to positive real numbers (R+) beginning with (specific) binary trees instead of natural numbers. N can be regarded as the associative binary trees. The binary trees B and the left-commutative binary trees P allow the hassle-free definition of arbitrary high arithmetic operations (hyper ... hyperpowers). To construct the division trees the algebraic structure "coppice" is introduced which is a group with an addition over which the multiplication is right-distributive. Q+ is the initial associative coppice. The present work accomplishes one step in the program "arborescent numbers". That is the construction of the arborescent equivalent(s) of the positive fractional numbers. These equivalents are the "division binary trees" and the "fractional trees". A representation with decidable word problem for each of them is given. The set of functions f:R1->R1 generated from identity by taking powers is isomorphic to P and can be embedded into a coppice by taking inverses.
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.
We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the possibility of measurement noise in both models. We find that for trajectories of a few hundred time points the procedure is able to resolve well the true model and parameters. Using the prior of the synthetic data generation process also for the inference, the approach is optimal based on decision theory. We include a comparison with inference using a prior different from the data generating one.
For a sequence of Hilbert spaces and continuous linear operators the curvature is defined to be the composition of any two consecutive operators. This is modeled on the de Rham resolution of a connection on a module over an algebra. Of particular interest are those sequences for which the curvature is "small" at each step, e.g., belongs to a fixed operator ideal. In this context we elaborate the theory of Fredholm sequences and show how to introduce the Lefschetz number.
The Riemann hypothesis is equivalent to the fact the the reciprocal function 1/zeta (s) extends from the interval (1/2,1) to an analytic function in the quarter-strip 1/2 < Re s < 1 and Im s > 0. Function theory allows one to rewrite the condition of analytic continuability in an elegant form amenable to numerical experiments.
This paper is concerned with the filtering problem in continuous time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter, which provides an exact solution for the linear Gaussian problem; (ii) the ensemble Kalman-Bucy filter (EnKBF), which is an approximate filter and represents an extension of the Kalman-Bucy filter to nonlinear problems; and (iii) the feedback particle filter (FPF), which represents an extension of the EnKBF and furthermore provides for a consistent solution in the general nonlinear, non-Gaussian case. The common feature of the three algorithms is the gain times error formula to implement the update step (to account for conditioning due to the observations) in the filter. In contrast to the commonly used sequential Monte Carlo methods, the EnKBF and FPF avoid the resampling of the particles in the importance sampling update step. Moreover, the feedback control structure provides for error correction potentially leading to smaller simulation variance and improved stability properties. The paper also discusses the issue of nonuniqueness of the filter update formula and formulates a novel approximation algorithm based on ideas from optimal transport and coupling of measures. Performance of this and other algorithms is illustrated for a numerical example.
The present work will introduce a Finite State Machine (FSM) that processes any Collatz Sequence; further, we will endeavor to investigate its behavior in relationship to transformations of a special infinite input. Moreover, we will prove that the machine’s word transformation is equivalent to the standard Collatz number transformation and subsequently discuss the possibilities for use of this approach at solving similar problems. The benefit of this approach is that the investigation of the word transformation performed by the Finite State Machine is less complicated than the traditional number-theoretical transformation.
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.
We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially homogeneous state. We deal with the flows periodic in space that may have arbitrary time dependence. We propose a discrete in time model, where reaction, advection, and diffusion act as successive operators, and show that a mixing advection can lead to a pattern-forming instability in a two-component system where only one of the species is advected. Physically, this can be explained as crossing a threshold of Turing instability due to effective increase of one of the diffusion constants.
S-test results for the USGS and RELM forecasts. The differences between the simulated log-likelihoods and the observed log-likelihood are labelled on the horizontal axes, with scaling adjustments for the 40year.retro experiment. The horizontal lines represent the confidence intervals, within the 0.05 significance level, for each forecast and experiment. If this range contains a log-likelihood difference of zero, the forecasted log-likelihoods are consistent with the observed, and the forecast passes the S-test (denoted by thin lines). If the minimum difference within this range does not contain zero, the forecast fails the S-test for that particular experiment, denoted by thick lines. Colours distinguish between experiments (see Table 2 for explanation of experiment durations). Due to anomalously large likelihood differences, S-test results for Wiemer-Schorlemmer.ALM during the 10year.retro and 40year.retro experiments are not displayed. The range of log-likelihoods for the Holliday-et-al.PI forecast is lower than for the other forecasts due to relatively homogeneous forecasted seismicity rates and use of a small fraction of the RELM testing region.
The past three decades of policy process studies have seen the emergence of a clear intellectual lineage with regard to complexity. Implicitly or explicitly, scholars have employed complexity theory to examine the intricate dynamics of collective action in political contexts. However, the methodological counterparts to complexity theory, such as computational methods, are rarely used and, even if they are, they are often detached from established policy process theory. Building on a critical review of the application of complexity theory to policy process studies, we present and implement a baseline model of policy processes using the logic of coevolving networks. Our model suggests that an actor's influence depends on their environment and on exogenous events facilitating dialogue and consensus-building. Our results validate previous opinion dynamics models and generate novel patterns. Our discussion provides ground for further research and outlines the path for the field to achieve a computational turn.
A time-staggered semi-Lagrangian discretization of the rotating shallow-water equations is proposed and analysed. Application of regularization to the geopotential field used in the momentum equations leads to an unconditionally stable scheme. The analysis, together with a fully nonlinear example application, suggests that this approach is a promising, efficient, and accurate alternative to traditional schemes.
Congenital adrenal hyperplasia (CAH) is the most common form of adrenal insufficiency in childhood; it requires cortisol replacement therapy with hydrocortisone (HC, synthetic cortisol) from birth and therapy monitoring for successful treatment. In children, the less invasive dried blood spot (DBS) sampling with whole blood including red blood cells (RBCs) provides an advantageous alternative to plasma sampling.
Potential differences in binding/association processes between plasma and DBS however need to be considered to correctly interpret DBS measurements for therapy monitoring. While capillary DBS samples would be used in clinical practice, venous cortisol DBS samples from children with adrenal insufficiency were analyzed due to data availability and to directly compare and thus understand potential differences between venous DBS and plasma. A previously published HC plasma pharmacokinetic (PK) model was extended by leveraging these DBS concentrations.
In addition to previously characterized binding of cortisol to albumin (linear process) and corticosteroid-binding globulin (CBG; saturable process), DBS data enabled the characterization of a linear cortisol association with RBCs, and thereby providing a quantitative link between DBS and plasma cortisol concentrations. The ratio between the observed cortisol plasma and DBS concentrations varies highly from 2 to 8. Deterministic simulations of the different cortisol binding/association fractions demonstrated that with higher blood cortisol concentrations, saturation of cortisol binding to CBG was observed, leading to an increase in all other cortisol binding fractions.
In conclusion, a mathematical PK model was developed which links DBS measurements to plasma exposure and thus allows for quantitative interpretation of measurements of DBS samples.
Classic inversion methods adjust a model with a predefined number of parameters to the observed data. With transdimensional inversion algorithms such as the reversible-jump Markov chain Monte Carlo (rjMCMC), it is possible to vary this number during the inversion and to interpret the observations in a more flexible way. Geoscience imaging applications use this behaviour to automatically adjust model resolution to the inhomogeneities of the investigated system, while keeping the model parameters on an optimal level. The rjMCMC algorithm produces an ensemble as result, a set of model realizations, which together represent the posterior probability distribution of the investigated problem. The realizations are evolved via sequential updates from a randomly chosen initial solution and converge toward the target posterior distribution of the inverse problem. Up to a point in the chain, the realizations may be strongly biased by the initial model, and must be discarded from the final ensemble. With convergence assessment techniques, this point in the chain can be identified. Transdimensional MCMC methods produce ensembles that are not suitable for classic convergence assessment techniques because of the changes in parameter numbers. To overcome this hurdle, three solutions are introduced to convert model realizations to a common dimensionality while maintaining the statistical characteristics of the ensemble. A scalar, a vector and a matrix representation for models is presented, inferred from tomographic subsurface investigations, and three classic convergence assessment techniques are applied on them. It is shown that appropriately chosen scalar conversions of the models could retain similar statistical ensemble properties as geologic projections created by rasterization.
During the drug discovery & development process, several phases encompassing a number of preclinical and clinical studies have to be successfully passed to demonstrate safety and efficacy of a new drug candidate. As part of these studies, the characterization of the drug's pharmacokinetics (PK) is an important aspect, since the PK is assumed to strongly impact safety and efficacy. To this end, drug concentrations are measured repeatedly over time in a study population. The objectives of such studies are to describe the typical PK time-course and the associated variability between subjects. Furthermore, underlying sources significantly contributing to this variability, e.g. the use of comedication, should be identified. The most commonly used statistical framework to analyse repeated measurement data is the nonlinear mixed effect (NLME) approach. At the same time, ample knowledge about the drug's properties already exists and has been accumulating during the discovery & development process: Before any drug is tested in humans, detailed knowledge about the PK in different animal species has to be collected. This drug-specific knowledge and general knowledge about the species' physiology is exploited in mechanistic physiological based PK (PBPK) modeling approaches -it is, however, ignored in the classical NLME modeling approach.
Mechanistic physiological based models aim to incorporate relevant and known physiological processes which contribute to the overlying process of interest. In comparison to data--driven models they are usually more complex from a mathematical perspective. For example, in many situations, the number of model parameters outrange the number of measurements and thus reliable parameter estimation becomes more complex and partly impossible. As a consequence, the integration of powerful mathematical estimation approaches like the NLME modeling approach -which is widely used in data-driven modeling -and the mechanistic modeling approach is not well established; the observed data is rather used as a confirming instead of a model informing and building input.
Another aggravating circumstance of an integrated approach is the inaccessibility to the details of the NLME methodology so that these approaches can be adapted to the specifics and needs of mechanistic modeling. Despite the fact that the NLME modeling approach exists for several decades, details of the mathematical methodology is scattered around a wide range of literature and a comprehensive, rigorous derivation is lacking. Available literature usually only covers selected parts of the mathematical methodology. Sometimes, important steps are not described or are only heuristically motivated, e.g. the iterative algorithm to finally determine the parameter estimates.
Thus, in the present thesis the mathematical methodology of NLME modeling is systemically described and complemented to a comprehensive description,
comprising the common theme from ideas and motivation to the final parameter estimation. Therein, new insights for the interpretation of different approximation methods used in the context of the NLME modeling approach are given and illustrated; furthermore, similarities and differences between them are outlined. Based on these findings, an expectation-maximization (EM) algorithm to determine estimates of a NLME model is described.
Using the EM algorithm and the lumping methodology by Pilari2010, a new approach on how PBPK and NLME modeling can be combined is presented and exemplified for the antibiotic levofloxacin. Therein, the lumping identifies which processes are informed by the available data and the respective model reduction improves the robustness in parameter estimation. Furthermore, it is shown how apriori known factors influencing the variability and apriori known unexplained variability is incorporated to further mechanistically drive the model development. Concludingly, correlation between parameters and between covariates is automatically accounted for due to the mechanistic derivation of the lumping and the covariate relationships.
A useful feature of PBPK models compared to classical data-driven PK models is in the possibility to predict drug concentration within all organs and tissue in the body. Thus, the resulting PBPK model for levofloxacin is used to predict drug concentrations and their variability within soft tissues which are the site of action for levofloxacin. These predictions are compared with data of muscle and adipose tissue obtained by microdialysis, which is an invasive technique to measure a proportion of drug in the tissue, allowing to approximate the concentrations in the interstitial fluid of tissues. Because, so far, comparing human in vivo tissue PK and PBPK predictions are not established, a new conceptual framework is derived. The comparison of PBPK model predictions and microdialysis measurements shows an adequate agreement and reveals further strengths of the presented new approach.
We demonstrated how mechanistic PBPK models, which are usually developed in the early stage of drug development, can be used as basis for model building in the analysis of later stages, i.e. in clinical studies. As a consequence, the extensively collected and accumulated knowledge about species and drug are utilized and updated with specific volunteer or patient data. The NLME approach combined with mechanistic modeling reveals new insights for the mechanistic model, for example identification and quantification of variability in mechanistic processes. This represents a further contribution to the learn & confirm paradigm across different stages of drug development.
Finally, the applicability of mechanism--driven model development is demonstrated on an example from the field of Quantitative Psycholinguistics to analyse repeated eye movement data. Our approach gives new insight into the interpretation of these experiments and the processes behind.
We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed Hölder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fréchet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of Hölder spaces.
This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces.
This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces.
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.
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.
The majority of earthquakes occur unexpectedly and can trigger subsequent sequences of events that can culminate in more powerful earthquakes. This self-exciting nature of seismicity generates complex clustering of earthquakes in space and time. Therefore, the problem of constraining the magnitude of the largest expected earthquake during a future time interval is of critical importance in mitigating earthquake hazard. We address this problem by developing a methodology to compute the probabilities for such extreme earthquakes to be above certain magnitudes. We combine the Bayesian methods with the extreme value theory and assume that the occurrence of earthquakes can be described by the Epidemic Type Aftershock Sequence process. We analyze in detail the application of this methodology to the 2016 Kumamoto, Japan, earthquake sequence. We are able to estimate retrospectively the probabilities of having large subsequent earthquakes during several stages of the evolution of this sequence.
The Coulomb failure stress (CFS) criterion is the most commonly used method for predicting spatial distributions of aftershocks following large earthquakes. However, large uncertainties are always associated with the calculation of Coulomb stress change. The uncertainties mainly arise due to nonunique slip inversions and unknown receiver faults; especially for the latter, results are highly dependent on the choice of the assumed receiver mechanism. Based on binary tests (aftershocks yes/no), recent studies suggest that alternative stress quantities, a distance-slip probabilistic model as well as deep neural network (DNN) approaches, all are superior to CFS with predefined receiver mechanism. To challenge this conclusion, which might have large implications, we use 289 slip inversions from SRCMOD database to calculate more realistic CFS values for a layered half-space and variable receiver mechanisms. We also analyze the effect of the magnitude cutoff, grid size variation, and aftershock duration to verify the use of receiver operating characteristic (ROC) analysis for the ranking of stress metrics. The observations suggest that introducing a layered half-space does not improve the stress maps and ROC curves. However, results significantly improve for larger aftershocks and shorter time periods but without changing the ranking. We also go beyond binary testing and apply alternative statistics to test the ability to estimate aftershock numbers, which confirm that simple stress metrics perform better than the classic Coulomb failure stress calculations and are also better than the distance-slip probabilistic model.
Mental arithmetic is characterised by a tendency to overestimate addition and to underestimate subtraction results: the operational momentum (OM) effect. Here, motivated by contentious explanations of this effect, we developed and tested an arithmetic heuristics and biases model that predicts reverse OM due to cognitive anchoring effects. Participants produced bi-directional lines with lengths corresponding to the results of arithmetic problems. In two experiments, we found regular OM with zero problems (e.g., 3+0, 3-0) but reverse OM with non-zero problems (e.g., 2+1, 4-1). In a third experiment, we tested the prediction of our model. Our results suggest the presence of at least three competing biases in mental arithmetic: a more-or-less heuristic, a sign-space association and an anchoring bias. We conclude that mental arithmetic exhibits shortcuts for decision-making similar to traditional domains of reasoning and problem-solving.
In this paper, we define a variant of Roe algebras for spaces with cylindrical ends and use this to study questions regarding existence and classification of metrics of positive scalar curvature on such manifolds which are collared on the cylindrical end.
We discuss how our constructions are related to relative higher index theory as developed by Chang, Weinberger, and Yu and use this relationship to define higher rho-invariants for positive scalar curvature metrics on manifolds with boundary.
This paves the way for the classification of these metrics.
Finally, we use the machinery developed here to give a concise proof of a result of Schick and the author, which relates the relative higher index with indices defined in the presence of positive scalar curvature on the boundary.
The objective of this thesis is to provide new space compaction techniques for testing or concurrent checking of digital circuits. In particular, the work focuses on the design of space compactors that achieve high compaction ratio and minimal loss of testability of the circuits. In the first part, the compactors are designed for combinational circuits based on the knowledge of the circuit structure. Several algorithms for analyzing circuit structures are introduced and discussed for the first time. The complexity of each design procedure is linear with respect to the number of gates of the circuit. Thus, the procedures are applicable to large circuits. In the second part, the first structural approach for output compaction for sequential circuits is introduced. Essentially, it enhances the first part. For the approach introduced in the third part it is assumed that the structure of the circuit and the underlying fault model are unknown. The space compaction approach requires only the knowledge of the fault-free test responses for a precomputed test set. The proposed compactor design guarantees zero-aliasing with respect to the precomputed test set.
E-commerce marketplaces are highly dynamic with constant competition. While this competition is challenging for many merchants, it also provides plenty of opportunities, e.g., by allowing them to automatically adjust prices in order to react to changing market situations. For practitioners however, testing automated pricing strategies is time-consuming and potentially hazardously when done in production. Researchers, on the other side, struggle to study how pricing strategies interact under heavy competition. As a consequence, we built an open continuous time framework to simulate dynamic pricing competition called Price Wars. The microservice-based architecture provides a scalable platform for large competitions with dozens of merchants and a large random stream of consumers. Our platform stores each event in a distributed log. This allows to provide different performance measures enabling users to compare profit and revenue of various repricing strategies in real-time. For researchers, price trajectories are shown which ease evaluating mutual price reactions of competing strategies. Furthermore, merchants can access historical marketplace data and apply machine learning. By providing a set of customizable, artificial merchants, users can easily simulate both simple rule-based strategies as well as sophisticated data-driven strategies using demand learning to optimize their pricing strategies.
The space missions Voyager and Cassini together with earthbound observations re-vealed a wealth of structures in Saturn’s rings. There are, for example, waves being excited at ring positions which are in orbital resonance with Saturn’s moons. Other structures can be assigned to embedded moons like empty gaps, moon induced wakes or S-shaped propeller features. Further-more, irregular radial structures are observed in the range from 10 meters until kilometers. Here some of these structures will be discussed in the frame of hydrodynamical modeling of Saturn’s dense rings. For this purpose we will characterize the physical properties of the ring particle ensemble by mean field quantities and point to the special behavior of the transport coefficients. We show that unperturbed rings can become unstable and how diffusion acts in the rings. Additionally, the alternative streamline formalism is introduced to describe perturbed regions of dense rings with applications to the wake damping and the dispersion relation of the density waves.
Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of fixation positions and fixation durations during natural reading of single sentences. First, we develop and test an approximate likelihood function of the model, which is a combination of a spatial, pseudo-marginal likelihood and a temporal likelihood obtained by probability density approximation Second, we implement a Bayesian approach to parameter inference using an adaptive Markov chain Monte Carlo procedure. Our results indicate that model parameters can be estimated reliably for individual subjects. We conclude that approximative Bayesian inference represents a considerable step forward for computational models of eye-movement control, where modeling of individual data on the basis of process-based dynamic models has not been possible so far.
We show that elliptic complexes of (pseudo) differential operators on smooth compact manifolds with boundary can always be complemented to a Fredholm problem by boundary conditions involving global pseudodifferential projections on the boundary (similarly as the spectral boundary conditions of Atiyah, Patodi, and Singer for a single operator). We prove that boundary conditions without projections can be chosen if, and only if, the topological Atiyah-Bott obstruction vanishes. These results make use of a Fredholm theory for complexes of operators in algebras of generalized pseudodifferential operators of Toeplitz type which we also develop in the present paper.
Die vorliegende Diplomarbeit beschäftigt sich mit zwei Aspekten der statistischen Eigenschaften von Clusterverfahren. Zum einen geht die Arbeit auf die Frage der Existenz von unterschiedlichen Clusteranalysemethoden zur Strukturfindung und deren unterschiedlichen Vorgehensweisen ein. Die Methode des Abstandes zwischen Mannigfaltigkeiten und die K-means Methode liefern ausgehend von gleichen Daten unterschiedliche Endclusterungen. Der zweite Teil dieser Arbeit beschäftigt sich näher mit den asymptotischen Eigenschaften des K-means Verfahrens. Hierbei ist die Menge der optimalen Clusterzentren konsistent. Bei Vergrößerung des Stichprobenumfangs gegen Unendlich konvergiert diese in Wahrscheinlichkeit gegen die Menge der Clusterzentren, die das Varianzkriterium minimiert. Ebenfalls konvergiert die Menge der optimalen Clusterzentren für n gegen Unendlich gegen eine Normalverteilung. Es hat sich dabei ergeben, dass die einzelnen Clusterzentren voneinander abhängen.
Flood loss modeling is a central component of flood risk analysis. Conventionally, this involves univariable and deterministic stage-damage functions. Recent advancements in the field promote the use of multivariable and probabilistic loss models, which consider variables beyond inundation depth and account for prediction uncertainty. Although companies contribute significantly to total loss figures, novel modeling approaches for companies are lacking. Scarce data and the heterogeneity among companies impede the development of company flood loss models. We present three multivariable flood loss models for companies from the manufacturing, commercial, financial, and service sector that intrinsically quantify prediction uncertainty. Based on object-level loss data (n = 1,306), we comparatively evaluate the predictive capacity of Bayesian networks, Bayesian regression, and random forest in relation to deterministic and probabilistic stage-damage functions, serving as benchmarks. The company loss data stem from four postevent surveys in Germany between 2002 and 2013 and include information on flood intensity, company characteristics, emergency response, private precaution, and resulting loss to building, equipment, and goods and stock. We find that the multivariable probabilistic models successfully identify and reproduce essential relationships of flood damage processes in the data. The assessment of model skill focuses on the precision of the probabilistic predictions and reveals that the candidate models outperform the stage-damage functions, while differences among the proposed models are negligible. Although the combination of multivariable and probabilistic loss estimation improves predictive accuracy over the entire data set, wide predictive distributions stress the necessity for the quantification of uncertainty.
In dynamic decision problems, it is challenging to find the right balance between maximizing expected rewards and minimizing risks. In this paper, we consider NP-hard mean-variance (MV) optimization problems in Markov decision processes with a finite time horizon. We present a heuristic approach to solve MV problems, which is based on state-dependent risk aversion and efficient dynamic programming techniques. Our approach can also be applied to mean-semivariance (MSV) problems, which particularly focus on the downside risk. We demonstrate the applicability and the effectiveness of our heuristic for dynamic pricing applications. Using reproducible examples, we show that our approach outperforms existing state-of-the-art benchmark models for MV and MSV problems while also providing competitive runtimes. Further, compared to models based on constant risk levels, we find that state-dependent risk aversion allows to more effectively intervene in case sales processes deviate from their planned paths. Our concepts are domain independent, easy to implement and of low computational complexity.
Matching dependencies (MDs) are data profiling results that are often used for data integration, data cleaning, and entity matching. They are a generalization of functional dependencies (FDs) matching similar rather than same elements. As their discovery is very difficult, existing profiling algorithms find either only small subsets of all MDs or their scope is limited to only small datasets.
We focus on the efficient discovery of all interesting MDs in real-world datasets. For this purpose, we propose HyMD, a novel MD discovery algorithm that finds all minimal, non-trivial MDs within given similarity boundaries. The algorithm extracts the exact similarity thresholds for the individual MDs from the data instead of using predefined similarity thresholds. For this reason, it is the first approach to solve the MD discovery problem in an exact and truly complete way. If needed, the algorithm can, however, enforce certain properties on the reported MDs, such as disjointness and minimum support, to focus the discovery on such results that are actually required by downstream use cases. HyMD is technically a hybrid approach that combines the two most popular dependency discovery strategies in related work: lattice traversal and inference from record pairs. Despite the additional effort of finding exact similarity thresholds for all MD candidates, the algorithm is still able to efficiently process large datasets, e.g., datasets larger than 3 GB.
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.
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.
The main results of this thesis are formulated in a class of surfaces (varifolds) generalizing closed and connected smooth submanifolds of Euclidean space which allows singularities. Given an indecomposable varifold with dimension at least two in some Euclidean space such that the first variation is locally bounded, the total variation is absolutely continuous with respect to the weight measure, the density of the weight measure is at least one outside a set of weight measure zero and the generalized mean curvature is locally summable to a natural power (dimension of the varifold minus one) with respect to the weight measure. The thesis presents an improved estimate of the set where the lower density is small in terms of the one dimensional Hausdorff measure. Moreover, if the support of the weight measure is compact, then the intrinsic diameter with respect to the support of the weight measure is estimated in terms of the generalized mean curvature. This estimate is in analogy to the diameter control for closed connected manifolds smoothly immersed in some Euclidean space of Peter Topping. Previously, it was not known whether the hypothesis in this thesis implies that two points in the support of the weight measure have finite geodesic distance.
The geomagnetic main field is vital for live on Earth, as it shields our habitat against the solar wind and cosmic rays. It is generated by the geodynamo in the Earth’s outer core and has a rich dynamic on various timescales. Global models of the field are used to study the interaction of the field and incoming charged particles, but also to infer core dynamics and to feed numerical simulations of the geodynamo. Modern satellite missions, such as the SWARM or the CHAMP mission, support high resolution reconstructions of the global field. From the 19 th century on, a global network of magnetic observatories has been established. It is growing ever since and global models can be constructed from the data it provides. Geomagnetic field models that extend further back in time rely on indirect observations of the field, i.e. thermoremanent records such as burnt clay or volcanic rocks and sediment records from lakes and seas. These indirect records come with (partially very large) uncertainties, introduced by the complex measurement methods and the dating procedure.
Focusing on thermoremanent records only, the aim of this thesis is the development of a new modeling strategy for the global geomagnetic field during the Holocene, which takes the uncertainties into account and produces realistic estimates of the reliability of the model. This aim is approached by first considering snapshot models, in order to address the irregular spatial distribution of the records and the non-linear relation of the indirect observations to the field itself. In a Bayesian setting, a modeling algorithm based on Gaussian process regression is developed and applied to binned data. The modeling algorithm is then extended to the temporal domain and expanded to incorporate dating uncertainties. Finally, the algorithm is sequentialized to deal with numerical challenges arising from the size of the Holocene dataset.
The central result of this thesis, including all of the aspects mentioned, is a new global geomagnetic field model. It covers the whole Holocene, back until 12000 BCE, and we call it ArchKalmag14k. When considering the uncertainties that are produced together with the model, it is evident that before 6000 BCE the thermoremanent database is not sufficient to support global models. For times more recent, ArchKalmag14k can be used to analyze features of the field under consideration of posterior uncertainties. The algorithm for generating ArchKalmag14k can be applied to different datasets and is provided to the community as an open source python package.
The first main goal of this thesis is to develop a concept of approximate differentiability of higher order for subsets of the Euclidean space that allows to characterize higher order rectifiable sets, extending somehow well known facts for functions. We emphasize that for every subset A of the Euclidean space and for every integer k ≥ 2 we introduce the approximate differential of order k of A and we prove it is a Borel map whose domain is a (possibly empty) Borel set. This concept could be helpful to deal with higher order rectifiable sets in applications.
The other goal is to extend to general closed sets a well known theorem of Alberti on the second order rectifiability properties of the boundary of convex bodies. The Alberti theorem provides a stratification of second order rectifiable subsets of the boundary of a convex body based on the dimension of the (convex) normal cone. Considering a suitable generalization of this normal cone for general closed subsets of the Euclidean space and employing some results from the first part we can prove that the same stratification exists for every closed set.
The IGRF offers an important incentive for testing algorithms predicting the Earth's magnetic field changes, known as secular variation (SV), in a 5-year range. Here, we present a SV candidate model for the 13th IGRF that stems from a sequential ensemble data assimilation approach (EnKF). The ensemble consists of a number of parallel-running 3D-dynamo simulations. The assimilated data are geomagnetic field snapshots covering the years 1840 to 2000 from the COV-OBS.x1 model and for 2001 to 2020 from the Kalmag model. A spectral covariance localization method, considering the couplings between spherical harmonics of the same equatorial symmetry and same azimuthal wave number, allows decreasing the ensemble size to about a 100 while maintaining the stability of the assimilation. The quality of 5-year predictions is tested for the past two decades. These tests show that the assimilation scheme is able to reconstruct the overall SV evolution. They also suggest that a better 5-year forecast is obtained keeping the SV constant compared to the dynamically evolving SV. However, the quality of the dynamical forecast steadily improves over the full assimilation window (180 years). We therefore propose the instantaneous SV estimate for 2020 from our assimilation as a candidate model for the IGRF-13. The ensemble approach provides uncertainty estimates, which closely match the residual differences with respect to the IGRF-13. Longer term predictions for the evolution of the main magnetic field features over a 50-year range are also presented. We observe the further decrease of the axial dipole at a mean rate of 8 nT/year as well as a deepening and broadening of the South Atlantic Anomaly. The magnetic dip poles are seen to approach an eccentric dipole configuration.
Numerous reports of relatively rapid climate changes over the past century make a clear case of the impact of aerosols and clouds, identified as sources of largest uncertainty in climate projections. Earth’s radiation balance is altered by aerosols depending on their size, morphology and chemical composition. Competing effects in the atmosphere can be further studied by investigating the evolution of aerosol microphysical properties, which are the focus of the present work.
The aerosol size distribution, the refractive index, and the single scattering albedo are commonly used such properties linked to aerosol type, and radiative forcing. Highly advanced lidars (light detection and ranging) have reduced aerosol monitoring and optical profiling into a routine process. Lidar data have been widely used to retrieve the size distribution through the inversion of the so-called Lorenz-Mie model (LMM). This model offers a reasonable treatment for spherically approximated particles, it no longer provides, though, a viable description for other naturally occurring arbitrarily shaped particles, such as dust particles. On the other hand, non-spherical geometries as simple as spheroids reproduce certain optical properties with enhanced accuracy. Motivated by this, we adapt the LMM to accommodate the spheroid-particle approximation introducing the notion of a two-dimensional (2D) shape-size distribution.
Inverting only a few optical data points to retrieve the shape-size distribution is classified as a non-linear ill-posed problem. A brief mathematical analysis is presented which reveals the inherent tendency towards highly oscillatory solutions, explores the available options for a generalized solution through regularization methods and quantifies the ill-posedness. The latter will improve our understanding on the main cause fomenting instability in the produced solution spaces. The new approach facilitates the exploitation of additional lidar data points from depolarization measurements, associated with particle non-sphericity. However, the generalization of LMM vastly increases the complexity of the problem. The underlying theory for the calculation of the involved optical cross sections (T-matrix theory) is computationally so costly, that would limit a retrieval analysis to an unpractical point. Moreover the discretization of the model equation by a 2D collocation method, proposed in this work, involves double integrations which are further time consuming. We overcome these difficulties by using precalculated databases and a sophisticated retrieval software (SphInX: Spheroidal Inversion eXperiments) especially developed for our purposes, capable of performing multiple-dataset inversions and producing a wide range of microphysical retrieval outputs.
Hybrid regularization in conjunction with minimization processes is used as a basis for our algorithms. Synthetic data retrievals are performed simulating various atmospheric scenarios in order to test the efficiency of different regularization methods. The gap in contemporary literature in providing full sets of uncertainties in a wide variety of numerical instances is of major concern here. For this, the most appropriate methods are identified through a thorough analysis on an overall-behavior basis regarding accuracy and stability. The general trend of the initial size distributions is captured in our numerical experiments and the reconstruction quality depends on data error level. Moreover, the need for more or less depolarization points is explored for the first time from the point of view of the microphysical retrieval. Finally, our approach is tested in various measurement cases giving further insight for future algorithm improvements.
One of the crucial components in seismic hazard analysis is the estimation of the maximum earthquake magnitude and associated uncertainty. In the present study, the uncertainty related to the maximum expected magnitude mu is determined in terms of confidence intervals for an imposed level of confidence. Previous work by Salamat et al. (Pure Appl Geophys 174:763-777, 2017) shows the divergence of the confidence interval of the maximum possible magnitude m(max) for high levels of confidence in six seismotectonic zones of Iran. In this work, the maximum expected earthquake magnitude mu is calculated in a predefined finite time interval and imposed level of confidence. For this, we use a conceptual model based on a doubly truncated Gutenberg-Richter law for magnitudes with constant b-value and calculate the posterior distribution of mu for the time interval T-f in future. We assume a stationary Poisson process in time and a Gutenberg-Richter relation for magnitudes. The upper bound of the magnitude confidence interval is calculated for different time intervals of 30, 50, and 100 years and imposed levels of confidence alpha = 0.5, 0.1, 0.05, and 0.01. The posterior distribution of waiting times T-f to the next earthquake with a given magnitude equal to 6.5, 7.0, and7.5 are calculated in each zone. In order to find the influence of declustering, we use the original and declustered version of the catalog. The earthquake catalog of the territory of Iran and surroundings are subdivided into six seismotectonic zones Alborz, Azerbaijan, Central Iran, Zagros, Kopet Dagh, and Makran. We assume the maximum possible magnitude m(max) = 8.5 and calculate the upper bound of the confidence interval of mu in each zone. The results indicate that for short time intervals equal to 30 and 50 years and imposed levels of confidence 1 - alpha = 0.95 and 0.90, the probability distribution of mu is around mu = 7.16-8.23 in all seismic zones.
Inferring causal relations from observational time series data is a key problem across science and engineering whenever experimental interventions are infeasible or unethical. Increasing data availability over the past few decades has spurred the development of a plethora of causal discovery methods, each addressing particular challenges of this difficult task. In this paper, we focus on an important challenge that is at the core of time series causal discovery: regime-dependent causal relations. Often dynamical systems feature transitions depending on some, often persistent, unobserved background regime, and different regimes may exhibit different causal relations. Here, we assume a persistent and discrete regime variable leading to a finite number of regimes within which we may assume stationary causal relations. To detect regime-dependent causal relations, we combine the conditional independence-based PCMCI method [based on a condition-selection step (PC) followed by the momentary conditional independence (MCI) test] with a regime learning optimization approach. PCMCI allows for causal discovery from high-dimensional and highly correlated time series. Our method, Regime-PCMCI, is evaluated on a number of numerical experiments demonstrating that it can distinguish regimes with different causal directions, time lags, and sign of causal links, as well as changes in the variables' autocorrelation. Furthermore, Regime-PCMCI is employed to observations of El Nino Southern Oscillation and Indian rainfall, demonstrating skill also in real-world datasets.
We construct marked Gibbs point processes in R-d under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical interaction admits an a.s. finite but random range. Secondly, the random marks-attached to the locations in R-d-belong to a general normed space G. They are not bounded, but their law should admit a super-exponential moment. The approach used here relies on the so-called entropy method and large-deviation tools in order to prove tightness of a family of finite-volume Gibbs point processes. An application to infinite-dimensional interacting diffusions is also presented.
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
We analyze the asymptotic behavior in the limit epsilon to zero for a wide class of difference operators H_epsilon = T_epsilon + V_epsilon with underlying multi-well potential. They act on the square summable functions on the lattice (epsilon Z)^d. We start showing the validity of an harmonic approximation and construct WKB-solutions at the wells. Then we construct a Finslerian distance d induced by H and show that short integral curves are geodesics and d gives the rate for the exponential decay of Dirichlet eigenfunctions. In terms of this distance, we give sharp estimates for the interaction between the wells and construct the interaction matrix.
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.
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.
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.
Let (M-i, g(i))(i is an element of N) be a sequence of spin manifolds with uniform bounded curvature and diameter that converges to a lower-dimensional Riemannian manifold (B, h) in the Gromov-Hausdorff topology. Then, it happens that the spectrum of the Dirac operator converges to the spectrum of a certain first-order elliptic differential operator D-B on B. We give an explicit description of D-B and characterize the special case where D-B equals the Dirac operator on B.
Convoluted Brownian motion
(2016)
In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical
example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither
Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement
of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion.
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an integration by parts formula on the space of continuous paths C[0; 1]; R-d) Our techniques provide a characterization of gradient diffusions by a duality formula and, in case of reversibility, a generalization of a result of Kolmogorov.
We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.
We consider a system of infinitely many hard balls in R<sup>d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.
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 prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm ||.||∞ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by space-time cluster expansions in the small coupling parameter.
Fractures serve as highly conductive preferential flow paths for fluids in rocks, which are difficult to exactly reconstruct in numerical models. Especially, in low-conductive rocks, fractures are often the only pathways for advection of solutes and heat. The presented study compares the results from hydraulic and tracer tomography applied to invert a theoretical discrete fracture network (DFN) that is based on data from synthetic cross-well testing. For hydraulic tomography, pressure pulses in various injection intervals are induced and the pressure responses in the monitoring intervals of a nearby observation well are recorded. For tracer tomography, a conservative tracer is injected in different well levels and the depth-dependent breakthrough of the tracer is monitored. A recently introduced transdimensional Bayesian inversion procedure is applied for both tomographical methods, which adjusts the fracture positions, orientations, and numbers based on given geometrical fracture statistics. The used Metropolis-Hastings-Green algorithm is refined by the simultaneous estimation of the measurement error’s variance, that is, the measurement noise. Based on the presented application to invert the two-dimensional cross-section between source and the receiver well, the hydraulic tomography reveals itself to be more suitable for reconstructing the original DFN. This is based on a probabilistic representation of the inverted results by means of fracture probabilities.
State space models enjoy wide popularity in mathematical and statistical modelling across disciplines and research fields. Frequent solutions to problems of estimation and forecasting of a latent signal such as the celebrated Kalman filter hereby rely on a set of strong assumptions such as linearity of system dynamics and Gaussianity of noise terms.
We investigate fallacy in mis-specification of the noise terms, that is signal noise
and observation noise, regarding heavy tailedness in that the true dynamic frequently produces observation outliers or abrupt jumps of the signal state due to realizations of these heavy tails not considered by the model. We propose a formalisation of observation noise mis-specification in terms of Huber’s ε-contamination as well as a computationally cheap solution via generalised Bayesian posteriors with a diffusion Stein divergence loss resulting in the diffusion score matching Kalman filter - a modified algorithm akin in complexity to the regular Kalman filter. For this new filter interpretations of novel terms, stability and an ensemble variant are discussed. Regarding signal noise mis-specification, we propose a formalisation in the frame work of change point detection and join ideas from the popular CUSUM algo-
rithm with ideas from Bayesian online change point detection to combine frequent reliability constraints and online inference resulting in a Gaussian mixture model variant of multiple Kalman filters. We hereby exploit open-end sequential probability ratio tests on the evidence of Kalman filters on observation sub-sequences for aggregated inference under notions of plausibility.
Both proposed methods are combined to investigate the double mis-specification problem and discussed regarding their capabilities in reliable and well-tuned uncertainty quantification. Each section provides an introduction to required terminology and tools as well as simulation experiments on the popular target tracking task and the non-linear, chaotic Lorenz-63 system to showcase practical performance of theoretical considerations.
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.
The efficient time integration of the dynamic core equations for numerical weather prediction (NWP) remains a key challenge. One of the most popular methods is currently provided by implementations of the semi-implicit semi-Lagrangian (SISL) method, originally proposed by Robert (J. Meteorol. Soc. Jpn., 1982). Practical implementations of the SISL method are, however, not without certain shortcomings with regard to accuracy, conservation properties and stability. Based on recent work by Gottwald, Frank and Reich (LNCSE, Springer, 2002), Frank, Reich, Staniforth, White and Wood (Atm. Sci. Lett., 2005) and Wood, Staniforth and Reich (Atm. Sci. Lett., 2006) we propose an alternative semi-Lagrangian implementation based on a set of regularized equations and the popular Stormer-Verlet time stepping method in the context of the shallow-water equations (SWEs). Ultimately, the goal is to develop practical implementations for the 3D Euler equations that overcome some or all shortcomings of current SISL implementations.
Data assimilation
(2019)
Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using probabilistic particle-based algorithms. In addition to surveying recent developments for discrete- and continuous-time data assimilation, both in terms of mathematical foundations and algorithmic implementations, we also provide a unifying framework from the perspective of coupling of measures, and Schrödinger’s boundary value problem for stochastic processes in particular.
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.
This paper examines and develops matrix methods to approximate the eigenvalues of a fourth order Sturm-Liouville problem subjected to a kind of fixed boundary conditions, furthermore, it extends the matrix methods for a kind of general boundary conditions. The idea of the methods comes from finite difference and Numerov's method as well as boundary value methods for second order regular Sturm-Liouville problems. Moreover, the determination of the correction term formulas of the matrix methods are investigated in order to obtain better approximations of the problem with fixed boundary conditions since the exact eigenvalues for q = 0 are known in this case. Finally, some numerical examples are illustrated.
Tikhonov regularization with oversmoothing penalty for nonlinear statistical inverse problems
(2020)
In this paper, we consider the nonlinear ill-posed inverse problem with noisy data in the statistical learning setting. The Tikhonov regularization scheme in Hilbert scales is considered to reconstruct the estimator from the random noisy data. In this statistical learning setting, we derive the rates of convergence for the regularized solution under certain assumptions on the nonlinear forward operator and the prior assumptions. We discuss estimates of the reconstruction error using the approach of reproducing kernel Hilbert spaces.