Zobrazeno 1 - 10
of 146
pro vyhledávání: '"Lehmann, Tobias"'
Autor:
Lehmann, Tobias
The present work is about measure-valued diffusion processes, which are aligned with two distinct geometries on the set of probability measures. In the first part we focus on a stochastic partial differential equation, the Dean-Kawasaki equation, whi
Externí odkaz:
https://ul.qucosa.de/id/qucosa%3A80671
https://ul.qucosa.de/api/qucosa%3A80671/attachment/ATT-0/
https://ul.qucosa.de/api/qucosa%3A80671/attachment/ATT-0/
We derive an a priori parameter range for overrelaxation of the Sinkhorn algorithm, which guarantees global convergence and a strictly faster asymptotic local convergence. Guided by the spectral analysis of the linearized problem we pursue a zero cos
Externí odkaz:
http://arxiv.org/abs/2012.12562
Autor:
Lehmann, Tobias
We prove that stochastic replicator dynamics can be interpreted as intrinsic Brownian motion on the simplex equipped the Aitchison geometry. As an immediate consequence we derive three approximation results in the spirit of Wong-Zakai approximation,
Externí odkaz:
http://arxiv.org/abs/2008.05410
Publikováno v:
J. Stat. Phys. Volume 178, Number 3 (2020), 666-681
We consider the Dean-Kawasaki equation with smooth drift interaction potential and show that measure valued solutions exist only in certain parameter regimes in which case they are given by finite Langevin particle systems with mean field interaction
Externí odkaz:
http://arxiv.org/abs/1812.11068
We prove that the Dean-Kawasaki SPDE admits a solution only in integer parameter regimes, in which case the solution is given in terms of non-interacting particles.
Externí odkaz:
http://arxiv.org/abs/1806.05018
Autor:
Lehmann, Tobias a, ∗, Melzer, Roland R. a, b, c
Publikováno v:
In Arthropod Structure and Development January 2021 60
Autor:
Lehmann, Tobias
Zugl.: München, Univ. der Bundeswehr, Diss., 2008
Externí odkaz:
http://d-nb.info/992644860/04
Autor:
Lehmann, Tobias a, ∗, Melzer, Roland R. a, b, c
Publikováno v:
In Arthropod Structure and Development July 2019 51:23-31