510 Mathematik
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Neuronal calcium signals propagating by simple diffusion and reaction with mobile and stationary buffers are limited to cellular microdomains. The distance intracellular calcium signals can travel may be significantly increased by means of calcium-induced calcium release from internal calcium stores, notably the endoplasmic reticulum. The organelle, which can be thought of as a cell-within-a-cell, is able to sequester large amounts of cytosolic calcium ions via SERCA pumps and selectively release them into the cytosol through ryanodine receptor channels leading to the formation of calcium waves. In this study, we set out to investigate the basic properties of such dendritic calcium waves and how they depend on the three parameters dendrite radius, ER radius and ryanodine receptor density in the endoplasmic membrane. We demonstrate that there are stable and abortive regimes for calcium waves, depending on the above morphological and physiological parameters. In stable regimes, calcium waves can travel across long dendritic distances, similar to electrical action potentials. We further observe that abortive regimes exist, which could be relevant for spike-timing dependent plasticity, as travel distances and wave velocities vary with changing intracellular architecture. For some of these regimes, analytic functions could be derived that fit the simulation data. In parameter spaces, that are non-trivially influenced by the three-dimensional calcium concentration profile, we were not able to derive such a functional description, demonstrating the mathematical requirement to model and simulate biochemical signaling in three-dimensional space.
Volatility is a widely recognized measure of market risk. As volatility is not observed it has to be estimated from market prices, i.e., as the implied volatility from option prices. The volatility index VIX making volatility a tradeable asset in its own right is computed from near- and next-term put and call options on the S&P 500 with more than 23 days and less than 37 days to expiration and non-vanishing bid. In the present paper we quantify the information content of the constituents of the VIX about the volatility of the S&P 500 in terms of the Fisher information matrix. Assuming that observed option prices are centered on the theoretical price provided by Heston's model perturbed by additive Gaussian noise we relate their Fisher information matrix to the Greeks in the Heston model. We find that the prices of options contained in the VIX basket allow for reliable estimates of the volatility of the S&P 500 with negligible uncertainty as long as volatility is large enough. Interestingly, if volatility drops below a critical value of roughly 3%, inferences from option prices become imprecise because Vega, the derivative of a European option w.r.t. volatility, and thereby the Fisher information nearly vanishes.
Die vorliegende Arbeit beschäftigt sich mit dem Thema Stemmatologie, d.h. primär der Rekonstruktion der Kopiergeschichte handschriftlich fixierter Dokumente. Zentrales Objekt der Stemmatologie ist das Stemma, eine visuelle Darstellung der Kopiergeschichte, welche i.d.R. graphtheoretisch als Baum bzw. gerichteter azyklischer Graph vorliegt, wobei die Knoten Textzeugen (d.s. die Textvarianten) darstellen während die Kanten für einzelne Kopierprozesse stehen. Im Mittelpunkt des Wissenschaftszweiges steht die Frage des Autorenoriginals (falls ein einziges solches existiert haben sollte) und die Frage der Rekonstruktion seines Textes. Das Stemma selbst ist ein Mittel zu diesem Hauptzweck (Cameron 1987). Der durch für manuelle Kopierprozesse kennzeichnende Abweichungen zunehmend abgewandelte Originaltext ist meist nicht direkt überliefert. Ziel der Arbeit ist es, die semi-automatische Stemmatologie umfassend zu beschreiben und durch Tools und analytische Verfahren weiterzuentwickeln. Der erste Teil der Arbeit beschreibt die Geschichte der computer-assistierten Stemmatologie inkl. ihrer klassischen Vorläufer und mündet in der Vorstellung eines einfachen Tools zur dynamischen graphischen Darstellung von Stemmata. Ein Exkurs zum philologischen Leitphänomen Lectio difficilior erörtert dessen mögliche psycholinguistische Ursachen im schnelleren lexikalischen Zugriff auf hochfrequente Lexeme. Im zweiten Teil wird daraufhin die existenziellste aller stemmatologischen Debatten, initiiert durch Joseph Bédier, mit mathematischen Argumenten auf Basis eines von Paul Maas 1937 vorgeschlagenen stemmatischen Models beleuchtet. Des Weiteren simuliert der Autor in diesem Kapitel Stemmata, um den potenziellen Einfluss der Distribution an Kopierhäufigkeiten pro Manuskript abzuschätzen.
Im nächsten Teil stellt der Autor ein eigens erstelltes Korpus in persischer Sprache vor, welches ebenso wie 3 der bekannten artifiziellen Korpora (Parzival, Notre Besoin, Heinrichi) qualitativ untersucht wird. Schließlich wird mit der Multi Modal Distance eine Methode zur Stemmagenerierung angewandt, welche auf externen Daten psycholinguistisch determinierter Buchstabenverwechslungswahrscheinlichkeiten beruht. Im letzten Teil arbeitet der Autor mit minimalen Spannbäumen zur Stemmaerzeugung, wobei eine vergleichende Studie zu 4 Methoden der Distanzmatrixgenerierung mit 4 Methoden zur Stemmaerzeugung durchgeführt, evaluiert und diskutiert wird.
The results of this thesis lie in the area of convex algebraic geometry, which is the intersection of real algebraic geometry, convex geometry, and optimization.
We study sums of nonnegative circuit polynomials (SONC) and their related cone, both geometrically and in application to polynomial optimization. SONC polynomials are certain sparse polynomials having a special structure in terms of their Newton polytopes and supports, and serve as a certificate of nonnegativity for real polynomials, which is independent of sums of squares.
The first part of this thesis is dedicated to the convex geometric study of the SONC cone. As main results we show that the SONC cone is full-dimensional in the cone of nonnegative polynomials, we exactly determine the number of zeros of a nonnegative circuit polynomial, and we give a complete and explicit characterization of the number of zeros of SONC polynomials and forms. Moreover, we provide a first approach to the study of the exposed faces of the SONC cone and their dimensions.
In the second part of the thesis we use SONC polynomials to tackle constrained polynomial optimization problems (CPOPs).
As a first step, we derive a lower bound for the optimal value of CPOP based on SONC polynomials by using a single convex optimization program, which is a geometric program (GP) under certain assumptions. GPs are a special type of convex optimization problems and can be solved in polynomial time. We test the new method experimentally and provide examples comparing our new SONC/GP approach with Lasserre's relaxation, a common approach for tackling CPOPs, which approximates nonnegative polynomials via sums of squares and semidefinite programming (SDP). The new approach comes with the benefit that in practice GPs can be solved significantly faster than SDPs. Furthermore, increasing the degree of a given problem has almost no effect on the runtime of the new program, which is in sharp contrast to SDPs.
As a second step, we establish a hierarchy of efficiently computable lower bounds converging to the optimal value of CPOP based on SONC polynomials. For a given degree each bound is computable by a relative entropy program. This program is also a convex optimization program, which is more general than a geometric program, but still efficiently solvable via interior point methods.
Strong convergence rates for numerical approximations of stochastic partial differential equations
(2018)
In this thesis and in the research articles which this thesis consists of, respectively, we focus on strong convergence rates for numerical approximations of stochastic partial differential equations (SPDEs). In Part I of this thesis, i.e., Chapter 2 and Chapter 3, we study higher order numerical schemes for SPDEs with multiplicative trace class noise based on suitable Taylor expansions of the Lipschitz continuous coefficients of the SPDEs under consideration. More precisely, Chapter 2 proves strong convergence rates for a linear implicit Euler-Milstein scheme for SPDEs and is based on an unpublished manuscript written by the author of this thesis. This chapter extends an earlier result1 by slightly lowering the assumptions posed on the diffusion coefficient and a different approximation of the semigroup. In Chapter 3 we introduce an exponential Wagner-Platen type numerical scheme for SPDEs and prove that this numerical approximation method converges in the strong sense with oder up to 3/2−. Moreover, we illustrate how the (mixed) iterated stochastic-deterministic integrals, that are part of our numerical scheme, can be simulated exactly under suitable assumptions.
The second part of this thesis, i.e. Chapter 4 and Chapter 5, is devoted to strong convergence rates for numerical approximations of SPDEs with superlinearly growing nonlinearities driven by additive space-time white noise. More specifically, in Chapter 4, we prove strong convergence with rate in the time variable for a class of nonlinearity-truncated numerical approximation schemes for SPDEs and provide examples that fit into our abstract setting like stochastic Allen-Cahn equations. Finally, in Chapter 5, we extend this result with spatial approximations and establish strong convergence rates for a class of full-discrete nonlinearity truncated numerical approximation schemes for SPDEs. Moreover, we apply our strong convergence result to stochastic Allen-Cahn equations and provide lower and upper bounds which show that our strong convergence result can, in general, not essentially be improved.
The thesis deals with the analysis and modeling of point processes emerging from different experiments in neuroscience. In particular, the description and detection of different types of variability changes in point processes is of interest.
A non-stationary rate or variance of life times is a well-known problem in the description of point processes like neuronal spike trains and can affect the results of further analyses requiring stationarity. Moreover, non-stationary parameters might also contain important information themselves. The goal of the first part of the thesis is the (further) development of a technique to detect both rate and variance changes that may occur in multiple time scales separately or simultaneously. A two-step procedure building on the multiple filter test (Messer et al., 2014) is used that first tests the null hypothesis of rate homogeneity allowing for an inhomogeneous variance and that estimates change points in the rate if the null hypothesis is rejected. In the second step, the null hypothesis of variance homogeneity is tested and variance change points are estimated. Rate change points are used as input. The main idea is the comparison of estimated variances in adjacent windows of different sizes sliding over the process. To determine the rejection threshold functionals of the Brownian motion are identified as limit processes under the null of variance homogeneity. The non-parametric procedure is not restricted to the case of at most one change point. It is shown in simulation studies that the corresponding test keeps the asymptotic significance level for a wide range of parameters and that the test power is remarkable. The practical applicability of the procedure is underlined by the analysis of neuronal spike trains.
Point processes resulting from experiments on bistable perception are analyzed in the second part of the thesis. Visual illusions allowing for than more possible perception lead to unpredictable changes of perception. In the thesis data from (Schmack et al., 2015) are used. A rotating sphere with switching perceived rotation direction was presented to the participants of the study. The stimulus was presented continuously and intermittently, i.e., with short periods of „blank display“ between the presentation periods. There are remarkable differences in the response patterns between the two types of presentation. During continuous presentation the distribution of dominance times, i.e., the intervals of constant perception, is a right-skewed and unimodal distribution with a mean of about five seconds. In contrast, during intermittent presentation one observes very long, stable dominance times of more than one minute interchanging with very short, unstable dominance times of less than five seconds, i.e., an increase of variability.
The main goal of the second part is to develop a model for the response patterns to bistable perception that builds a bridge between empirical data analysis and mechanistic modeling. Thus, the model should be able to describe both the response patterns to continuous presentation and to intermittent presentation. Moreover, the model should be fittable to typically short experimental data, and the model should allow for neuronal correlates. Current approaches often use detailed assumptions and large parameter sets, which complicate parameter estimation.
First, a Hidden Markov Model is applied. Second, to allow for neuronal correlates, a Hierarchical Brownian Model (HBM) is introduced, where perception is modeled by the competition of two neuronal populations. The activity difference between these two populations is described by a Brownian motion with drift fluctuating between two borders, where each first hitting time causes a perceptual change. To model the response patterns to intermittent presentation a second layer with competing neuronal populations (coding a stable and an unstable state) is assumed. Again, the data are described very well, and the hypothesis that the relative time in the stable state is identical in a group of patients with schizophrenia and a control group is rejected. To sum up, the HBM intends to link empirical data analysis and mechanistic modeling and provides interesting new hypotheses on potential neuronal mechanisms of cognitive phenomena.
Powerful environment perception systems are a fundamental prerequisite for the successful deployment of intelligent vehicles, from advanced driver assistance systems to self-driving cars. Arguably the most essential task of such systems is the reliable detection and localization of obstacles in order to avoid collisions. Two particularly challenging scenarios in this context are represented by small, unexpected obstacles on the road ahead, and by potentially dynamic objects observed from a large distance. Both scenarios become exceedingly critical when the ego-vehicle is traveling at high speed. As a consequence, two major requirements placed on environment perception systems are the capability of (a) high-sensitivity generic object detection and (b) high-accuracy obstacle distance estimation. The present thesis addresses both requirements by proposing novel approaches based on stereo vision for spatial perception.
First, this work presents a novel method for the detection of small, generic obstacles and objects at long range directly from stereo imagery. The detection is based on sound statistical tests using local geometric criteria which are applicable to both static and moving objects. The approach is not limited to predefined sets of semantic object classes and does not rely on restrictive assumptions on the environment, such as oversimplified global ground surface models. Free-space and obstacle hypotheses are evaluated based on a statistical model of the input image data in order to avoid a loss of sensitivity through intermediate processing steps. In addition to the detection result, the algorithm simultaneously yields refined estimates of object distances, originating from an implicit optimization of the geometric obstacle hypothesis models. The proposed detection system provides multiple flexible output representations, ranging from 3D obstacle point clouds to compact mid-level obstacle segments to bounding box representations of object instances suitable for model-based tracking. The core algorithm concept lends itself to massive parallelization and can be implemented efficiently on dedicated hardware. Real-time execution is demonstrated on a test vehicle in real-world traffic. For a thorough quantitative evaluation of the detection performance, two dedicated datasets are employed, covering small and hard-to-detect obstacles in urban environments as well as distant dynamic objects in highway driving scenarios. The proposed system is shown to significantly outperform current general purpose obstacle detection approaches in both setups, providing a considerable increase in detection range while reducing the false positive rate at the same time.
Second, this work considers the high-accuracy estimation of object distances from stereo vision, particularly at long range. Several new methods for optimizing the stereo-based distance estimates of detected objects are proposed and compared to state-of-the-art concepts. A comprehensive statistical evaluation is performed on an extensive dedicated dataset, establishing reference values for the accuracy limits actually achievable in practice. Notably, the refined distance estimates implicitly provided by the proposed obstacle detection system are shown to yield highly accurate results, on par with the top-performing dedicated stereo matching algorithms considered in the analysis.
In this thesis we introduce the imaginary projection of (multivariate) polynomials as the projection of their variety onto its imaginary part, I(f) = { Im(z_1, ... , z_n) : f(z_1, ... , z_n) = 0 }. This induces a geometric viewpoint to stability, since a polynomial f is stable if and only if its imaginary projection does not intersect the positive orthant. Accordingly, the thesis is mainly motivated by the theory of stable polynomials.
Interested in the number and structure of components of the complement of imaginary projections, we show as a key result that there are only finitely many components which are all convex. This offers a connection to the theory of amoebas and coamoebas as well as to the theory of hyperbolic polynomials.
For hyperbolic polynomials, we show that hyperbolicity cones coincide with components of the complement of imaginary projections, which provides a strong structural relationship between these two sets. Based on this, we prove a tight upper bound for the number of hyperbolicity cones and, respectively, for the number of components of the complement in the case of homogeneous polynomials. Beside this, we investigate various aspects of imaginary projections and compute imaginary projections of several classes explicitly.
Finally, we initiate the study of a conic generalization of stability by considering polynomials whose roots have no imaginary part in the interior of a given real, n-dimensional, proper cone K. This appears to be very natural, since many statements known for univariate and multivariate stable polynomials can be transferred to the conic situation, like the Hermite-Biehler Theorem and the Hermite-Kakeya-Obreschkoff Theorem. When considering K to be the cone of positive semidefinite matrices, we prove a criterion for conic stability of determinantal polynomials.
Precise timing of spikes between different neurons has been found to convey reliable information beyond the spike count. In contrast, the role of small phase delays with high temporal variability, as reported for example in oscillatory activity in the visual cortex, remains largely unclear. This issue becomes particularly important considering the high speed of neuronal information processing, which is assumed to be based on only a few milliseconds, or oscillation cycles within each processing step.
We investigate the role of small and imprecise phase delays with a stochastic spiking model that is strongly motivated by experimental observations. Within individual oscillation cycles the model contains only two signal parameters describing directly the rate and the phase. We specifically investigate two quantities, the probability of correct stimulus detection and the probability of correct change point detection, as a function of these signal parameters and within short periods of time such as individual oscillation cycles.
Optimal combinations of the signal parameters are derived that maximize these probabilities and enable comparison of pure rate, pure phase and combined codes. In particular, the gain in detection probability when adding imprecise phases to pure rate coding increases with the number of stimuli. More interestingly, imprecise phase delays can considerably improve the process of detecting changes in the stimulus, while also decreasing the probability of false alarms and thus, increasing robustness and speed of change point detection.
The results are applied to parameters extracted from empirical spike train recordings of neurons in the visual cortex in response to a number of visual stimuli. The results suggest that near-optimal combinations of rate and phase parameters can be implemented in the brain, and that phase parameters could particularly increase the quality of change point detection in cases of highly similar stimuli.