11 resultados para Ornstein-Uhlenbeck, Maximal Sobolev regularity, infinite dimension, Wiener spaces

em ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha


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The present thesis is concerned with certain aspects of differential and pseudodifferential operators on infinite dimensional spaces. We aim to generalize classical operator theoretical concepts of pseudodifferential operators on finite dimensional spaces to the infinite dimensional case. At first we summarize some facts about the canonical Gaussian measures on infinite dimensional Hilbert space riggings. Considering the naturally unitary group actions in $L^2(H_-,gamma)$ given by weighted shifts and multiplication with $e^{iSkp{t}{cdot}_0}$ we obtain an unitary equivalence $F$ between them. In this sense $F$ can be considered as an abstract Fourier transform. We show that $F$ coincides with the Fourier-Wiener transform. Using the Fourier-Wiener transform we define pseudodifferential operators in Weyl- and Kohn-Nirenberg form on our Hilbert space rigging. In the case of this Gaussian measure $gamma$ we discuss several possible Laplacians, at first the Ornstein-Uhlenbeck operator and then pseudo-differential operators with negative definite symbol. In the second case, these operators are generators of $L^2_gamma$-sub-Markovian semi-groups and $L^2_gamma$-Dirichlet-forms. In 1992 Gramsch, Ueberberg and Wagner described a construction of generalized Hörmander classes by commutator methods. Following this concept and the classical finite dimensional description of $Psi_{ro,delta}^0$ ($0leqdeltaleqroleq 1$, $delta< 1$) in the $C^*$-algebra $L(L^2)$ by Beals and Cordes we construct in both cases generalized Hörmander classes, which are $Psi^*$-algebras. These classes act on a scale of Sobolev spaces, generated by our Laplacian. In the case of the Ornstein-Uhlenbeck operator, we prove that a large class of continuous pseudodifferential operators considered by Albeverio and Dalecky in 1998 is contained in our generalized Hörmander class. Furthermore, in the case of a Laplacian with negative definite symbol, we develop a symbolic calculus for our operators. We show some Fredholm-criteria for them and prove that these Fredholm-operators are hypoelliptic. Moreover, in the finite dimensional case, using the Gaussian-measure instead of the Lebesgue-measure the index of these Fredholm operators is still given by Fedosov's formula. Considering an infinite dimensional Heisenberg group rigging we discuss the connection of some representations of the Heisenberg group to pseudo-differential operators on infinite dimensional spaces. We use this connections to calculate the spectrum of pseudodifferential operators and to construct generalized Hörmander classes given by smooth elements which are spectrally invariant in $L^2(H_-,gamma)$. Finally, given a topological space $X$ with Borel measure $mu$, a locally compact group $G$ and a representation $B$ of $G$ in the group of all homeomorphisms of $X$, we construct a Borel measure $mu_s$ on $X$ which is invariant under $B(G)$.

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Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

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A field of computational neuroscience develops mathematical models to describe neuronal systems. The aim is to better understand the nervous system. Historically, the integrate-and-fire model, developed by Lapique in 1907, was the first model describing a neuron. In 1952 Hodgkin and Huxley [8] described the so called Hodgkin-Huxley model in the article “A Quantitative Description of Membrane Current and Its Application to Conduction and Excitation in Nerve”. The Hodgkin-Huxley model is one of the most successful and widely-used biological neuron models. Based on experimental data from the squid giant axon, Hodgkin and Huxley developed their mathematical model as a four-dimensional system of first-order ordinary differential equations. One of these equations characterizes the membrane potential as a process in time, whereas the other three equations depict the opening and closing state of sodium and potassium ion channels. The membrane potential is proportional to the sum of ionic current flowing across the membrane and an externally applied current. For various types of external input the membrane potential behaves differently. This thesis considers the following three types of input: (i) Rinzel and Miller [15] calculated an interval of amplitudes for a constant applied current, where the membrane potential is repetitively spiking; (ii) Aihara, Matsumoto and Ikegaya [1] said that dependent on the amplitude and the frequency of a periodic applied current the membrane potential responds periodically; (iii) Izhikevich [12] stated that brief pulses of positive and negative current with different amplitudes and frequencies can lead to a periodic response of the membrane potential. In chapter 1 the Hodgkin-Huxley model is introduced according to Izhikevich [12]. Besides the definition of the model, several biological and physiological notes are made, and further concepts are described by examples. Moreover, the numerical methods to solve the equations of the Hodgkin-Huxley model are presented which were used for the computer simulations in chapter 2 and chapter 3. In chapter 2 the statements for the three different inputs (i), (ii) and (iii) will be verified, and periodic behavior for the inputs (ii) and (iii) will be investigated. In chapter 3 the inputs are embedded in an Ornstein-Uhlenbeck process to see the influence of noise on the results of chapter 2.

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The present thesis is a contribution to the multi-variable theory of Bergman and Hardy Toeplitz operators on spaces of holomorphic functions over finite and infinite dimensional domains. In particular, we focus on certain spectral invariant Frechet operator algebras F closely related to the local symbol behavior of Toeplitz operators in F. We summarize results due to B. Gramsch et.al. on the construction of Psi_0- and Psi^*-algebras in operator algebras and corresponding scales of generalized Sobolev spaces using commutator methods, generalized Laplacians and strongly continuous group actions. In the case of the Segal-Bargmann space H^2(C^n,m) of Gaussian square integrable entire functions on C^n we determine a class of vector-fields Y(C^n) supported in complex cones K. Further, we require that for any finite subset V of Y(C^n) the Toeplitz projection P is a smooth element in the Psi_0-algebra constructed by commutator methods with respect to V. As a result we obtain Psi_0- and Psi^*-operator algebras F localized in cones K. It is an immediate consequence that F contains all Toeplitz operators T_f with a symbol f of certain regularity in an open neighborhood of K. There is a natural unitary group action on H^2(C^n,m) which is induced by weighted shifts and unitary groups on C^n. We examine the corresponding Psi^*-algebra A of smooth elements in Toeplitz-C^*-algebras. Among other results sufficient conditions on the symbol f for T_f to belong to A are given in terms of estimates on its Berezin-transform. Local aspects of the Szegö projection P_s on the Heisenbeg group and the corresponding Toeplitz operators T_f with symbol f are studied. In this connection we apply a result due to Nagel and Stein which states that for any strictly pseudo-convex domain U the projection P_s is a pseudodifferential operator of exotic type (1/2, 1/2). The second part of this thesis is devoted to the infinite dimensional theory of Bergman and Hardy spaces and the corresponding Toeplitz operators. We give a new proof of a result observed by Boland and Waelbroeck. Namely, that the space of all holomorphic functions H(U) on an open subset U of a DFN-space (dual Frechet nuclear space) is a FN-space (Frechet nuclear space) equipped with the compact open topology. Using the nuclearity of H(U) we obtain Cauchy-Weil-type integral formulas for closed subalgebras A in H_b(U), the space of all bounded holomorphic functions on U, where A separates points. Further, we prove the existence of Hardy spaces of holomorphic functions on U corresponding to the abstract Shilov boundary S_A of A and with respect to a suitable boundary measure on S_A. Finally, for a domain U in a DFN-space or a polish spaces we consider the symmetrizations m_s of measures m on U by suitable representations of a group G in the group of homeomorphisms on U. In particular,in the case where m leads to Bergman spaces of holomorphic functions on U, the group G is compact and the representation is continuous we show that m_s defines a Bergman space of holomorphic functions on U as well. This leads to unitary group representations of G on L^p- and Bergman spaces inducing operator algebras of smooth elements related to the symmetries of U.

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The present thesis is a contribution to the theory of algebras of pseudodifferential operators on singular settings. In particular, we focus on the $b$-calculus and the calculus on conformally compact spaces in the sense of Mazzeo and Melrose in connection with the notion of spectral invariant transmission operator algebras. We summarize results given by Gramsch et. al. on the construction of $Psi_0$-and $Psi*$-algebras and the corresponding scales of generalized Sobolev spaces using commutators of certain closed operators and derivations. In the case of a manifold with corners $Z$ we construct a $Psi*$-completion $A_b(Z,{}^bOmega^{1/2})$ of the algebra of zero order $b$-pseudodifferential operators $Psi_{b,cl}(Z, {}^bOmega^{1/2})$ in the corresponding $C*$-closure $B(Z,{}^bOmega^{12})hookrightarrow L(L^2(Z,{}^bOmega^{1/2}))$. The construction will also provide that localised to the (smooth) interior of Z the operators in the $A_b(Z, {}^bOmega^{1/2})$ can be represented as ordinary pseudodifferential operators. In connection with the notion of solvable $C*$-algebras - introduced by Dynin - we calculate the length of the $C*$-closure of $Psi_{b,cl}^0(F,{}^bOmega^{1/2},R^{E(F)})$ in $B(F,{}^bOmega^{1/2}),R^{E(F)})$ by localizing $B(Z, {}^bOmega^{1/2})$ along the boundary face $F$ using the (extended) indical familiy $I^B_{FZ}$. Moreover, we discuss how one can localise a certain solving ideal chain of $B(Z, {}^bOmega^{1/2})$ in neighbourhoods $U_p$ of arbitrary points $pin Z$. This localisation process will recover the singular structure of $U_p$; further, the induced length function $l_p$ is shown to be upper semi-continuous. We give construction methods for $Psi*$- and $C*$-algebras admitting only infinite long solving ideal chains. These algebras will first be realized as unconnected direct sums of (solvable) $C*$-algebras and then refined such that the resulting algebras have arcwise connected spaces of one dimensional representations. In addition, we recall the notion of transmission algebras on manifolds with corners $(Z_i)_{iin N}$ following an idea of Ali Mehmeti, Gramsch et. al. Thereby, we connect the underlying $C^infty$-function spaces using point evaluations in the smooth parts of the $Z_i$ and use generalized Laplacians to generate an appropriate scale of Sobolev spaces. Moreover, it is possible to associate generalized (solving) ideal chains to these algebras, such that to every $ninN$ there exists an ideal chain of length $n$ within the algebra. Finally, we discuss the $K$-theory for algebras of pseudodifferential operators on conformally compact manifolds $X$ and give an index theorem for these operators. In addition, we prove that the Dirac-operator associated to the metric of a conformally compact manifold $X$ is not a Fredholm operator.

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My work concerns two different systems of equations used in the mathematical modeling of semiconductors and plasmas: the Euler-Poisson system and the quantum drift-diffusion system. The first is given by the Euler equations for the conservation of mass and momentum, with a Poisson equation for the electrostatic potential. The second one takes into account the physical effects due to the smallness of the devices (quantum effects). It is a simple extension of the classical drift-diffusion model which consists of two continuity equations for the charge densities, with a Poisson equation for the electrostatic potential. Using an asymptotic expansion method, we study (in the steady-state case for a potential flow) the limit to zero of the three physical parameters which arise in the Euler-Poisson system: the electron mass, the relaxation time and the Debye length. For each limit, we prove the existence and uniqueness of profiles to the asymptotic expansion and some error estimates. For a vanishing electron mass or a vanishing relaxation time, this method gives us a new approach in the convergence of the Euler-Poisson system to the incompressible Euler equations. For a vanishing Debye length (also called quasineutral limit), we obtain a new approach in the existence of solutions when boundary layers can appear (i.e. when no compatibility condition is assumed). Moreover, using an iterative method, and a finite volume scheme or a penalized mixed finite volume scheme, we numerically show the smallness condition on the electron mass needed in the existence of solutions to the system, condition which has already been shown in the literature. In the quantum drift-diffusion model for the transient bipolar case in one-space dimension, we show, by using a time discretization and energy estimates, the existence of solutions (for a general doping profile). We also prove rigorously the quasineutral limit (for a vanishing doping profile). Finally, using a new time discretization and an algorithmic construction of entropies, we prove some regularity properties for the solutions of the equation obtained in the quasineutral limit (for a vanishing pressure). This new regularity permits us to prove the positivity of solutions to this equation for at least times large enough.

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The purpose of this doctoral thesis is to prove existence for a mutually catalytic random walk with infinite branching rate on countably many sites. The process is defined as a weak limit of an approximating family of processes. An approximating process is constructed by adding jumps to a deterministic migration on an equidistant time grid. As law of jumps we need to choose the invariant probability measure of the mutually catalytic random walk with a finite branching rate in the recurrent regime. This model was introduced by Dawson and Perkins (1998) and this thesis relies heavily on their work. Due to the properties of this invariant distribution, which is in fact the exit distribution of planar Brownian motion from the first quadrant, it is possible to establish a martingale problem for the weak limit of any convergent sequence of approximating processes. We can prove a duality relation for the solution to the mentioned martingale problem, which goes back to Mytnik (1996) in the case of finite rate branching, and this duality gives rise to weak uniqueness for the solution to the martingale problem. Using standard arguments we can show that this solution is in fact a Feller process and it has the strong Markov property. For the case of only one site we prove that the model we have constructed is the limit of finite rate mutually catalytic branching processes as the branching rate approaches infinity. Therefore, it seems naturalto refer to the above model as an infinite rate branching process. However, a result for convergence on infinitely many sites remains open.

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Wir untersuchen die Mathematik endlicher, an ein Wärmebad gekoppelter Teilchensysteme. Das Standard-Modell der Quantenelektrodynamik für Temperatur Null liefert einen Hamilton-Operator H, der die Energie von Teilchen beschreibt, welche mit Photonen wechselwirken. Im Heisenbergbild ist die Zeitevolution des physikalischen Systems durch die Wirkung einer Ein-Parameter-Gruppe auf eine Menge von Observablen A gegeben: Diese steht im Zusammenhang mit der Lösung der Schrödinger-Gleichung für H. Um Zustände von A, welche das physikalische System in der Nähe des thermischen Gleichgewichts zur Temperatur T darstellen, zu beschreiben, folgen wir dem Ansatz von Jaksic und Pillet, eine Darstellung von A zu konstruieren. Die Vektoren in dieser Darstellung definieren die Zustände, die Zeitentwicklung wird mit Hilfe des Standard Liouville-Operators L beschrieben. In dieser Doktorarbeit werden folgende Resultate bewiesen bzw. hergeleitet: - die Konstuktion einer Darstellung - die Selbstadjungiertheit des Standard Liouville-Operators - die Existenz eines Gleichgewichtszustandes in dieser Darstellung - der Limes des physikalischen Systems für große Zeiten.

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Diese Arbeit besch"aftigt sich mit algebraischen Zyklen auf komplexen abelschen Variet"aten der Dimension 4. Ziel der Arbeit ist ein nicht-triviales Element in $Griff^{3,2}(A^4)$ zu konstruieren. Hier bezeichnet $A^4$ die emph{generische} abelsche Variet"at der Dimension 4 mit Polarisierung von Typ $(1,2,2,2)$. Die ersten drei Kapitel sind eine Wiederholung von elementaren Definitionen und Begriffen und daher eine Festlegung der Notation. In diesen erinnern wir an elementare Eigenschaften der von Saito definierten Filtrierungen $F_S$ und $Z$ auf den Chowgruppen (vgl. cite{Sa0} und cite{Sa}). Wir wiederholen auch eine Beziehung zwischen der $F_S$-Filtrierung und der Zerlegung von Beauville der Chowgruppen (vgl. cite{Be2} und cite{DeMu}), welche aus cite{Mu} stammt. Die wichtigsten Begriffe in diesem Teil sind die emph{h"ohere Griffiths' Gruppen} und die emph{infinitesimalen Invarianten h"oherer Ordnung}. Dann besch"aftigen wir uns mit emph{verallgemeinerten Prym-Variet"aten} bez"uglich $(2:1)$ "Uberlagerungen von Kurven. Wir geben ihre Konstruktion und wichtige geometrische Eigenschaften und berechnen den Typ ihrer Polarisierung. Kapitel ref{p-moduli} enth"alt ein Resultat aus cite{BCV} "uber die Dominanz der Abbildung $p(3,2):mathcal R(3,2)longrightarrow mathcal A_4(1,2,2,2)$. Dieses Resultat ist von Relevanz f"ur uns, weil es besagt, dass die generische abelsche Variet"at der Dimension 4 mit Polarisierung von Typ $(1,2,2,2)$ eine verallgemeinerte Prym-Variet"at bez"uglich eine $(2:1)$ "Uberlagerung einer Kurve vom Geschlecht $7$ "uber eine Kurve vom Geschlecht $3$ ist. Der zweite Teil der Dissertation ist die eigentliche Arbeit und ist auf folgende Weise strukturiert: Kapitel ref{Deg} enth"alt die Konstruktion der Degeneration von $A^4$. Das bedeutet, dass wir in diesem Kapitel eine Familie $Xlongrightarrow S$ von verallgemeinerten Prym-Variet"aten konstruieren, sodass die klassifizierende Abbildung $Slongrightarrow mathcal A_4(1,2,2,2)$ dominant ist. Desweiteren wird ein relativer Zykel $Y/S$ auf $X/S$ konstruiert zusammen mit einer Untervariet"at $Tsubset S$, sodass wir eine explizite Beschreibung der Einbettung $Yvert _Thookrightarrow Xvert _T$ angeben k"onnen. Das letzte und wichtigste Kapitel enth"ahlt Folgendes: Wir beweisen dass, die emph{ infinitesimale Invariante zweiter Ordnung} $delta _2(alpha)$ von $alpha$ nicht trivial ist. Hier bezeichnet $alpha$ die Komponente von $Y$ in $Ch^3_{(2)}(X/S)$ unter der Beauville-Zerlegung. Damit und mit Hilfe der Ergebnissen aus Kapitel ref{Cohm} k"onnen wir zeigen, dass [ 0neq [alpha ] in Griff ^{3,2}(X/S) . ] Wir k"onnen diese Aussage verfeinern und zeigen (vgl. Theorem ref{a4}) begin{theorem}label{maintheorem} F"ur $sin S$ generisch gilt [ 0neq [alpha _s ]in Griff ^{3,2}(A^4) , ] wobei $A^4$ die generische abelsche Variet"at der Dimension $4$ mit Polarisierung vom Typ $(1,2,2,2)$ ist. end{theorem}

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In this thesis, the influence of composition changes on the glass transition behavior of binary liquids in two and three spatial dimensions (2D/3D) is studied in the framework of mode-coupling theory (MCT).The well-established MCT equations are generalized to isotropic and homogeneous multicomponent liquids in arbitrary spatial dimensions. Furthermore, a new method is introduced which allows a fast and precise determination of special properties of glass transition lines. The new equations are then applied to the following model systems: binary mixtures of hard disks/spheres in 2D/3D, binary mixtures of dipolar point particles in 2D, and binary mixtures of dipolar hard disks in 2D. Some general features of the glass transition lines are also discussed. The direct comparison of the binary hard disk/sphere models in 2D/3D shows similar qualitative behavior. Particularly, for binary mixtures of hard disks in 2D the same four so-called mixing effects are identified as have been found before by Götze and Voigtmann for binary hard spheres in 3D [Phys. Rev. E 67, 021502 (2003)]. For instance, depending on the size disparity, adding a second component to a one-component liquid may lead to a stabilization of either the liquid or the glassy state. The MCT results for the 2D system are on a qualitative level in agreement with available computer simulation data. Furthermore, the glass transition diagram found for binary hard disks in 2D strongly resembles the corresponding random close packing diagram. Concerning dipolar systems, it is demonstrated that the experimental system of König et al. [Eur. Phys. J. E 18, 287 (2005)] is well described by binary point dipoles in 2D through a comparison between the experimental partial structure factors and those from computer simulations. For such mixtures of point particles it is demonstrated that MCT predicts always a plasticization effect, i.e. a stabilization of the liquid state due to mixing, in contrast to binary hard disks in 2D or binary hard spheres in 3D. It is demonstrated that the predicted plasticization effect is in qualitative agreement with experimental results. Finally, a glass transition diagram for binary mixtures of dipolar hard disks in 2D is calculated. These results demonstrate that at higher packing fractions there is a competition between the mixing effects occurring for binary hard disks in 2D and those for binary point dipoles in 2D.