Lecture notes for the lecture "representation theory" WS 2019/2020

Synapses are connections between different nerve cells that form an essential link in neural signal transmission. It is generally distinguished between electrical and chemical synapses, where chemical synapses are more common in the human brain and are also the type we deal with in this work. In chemical synapses, small container-like objects called vesicles fill with neurotransmitter and expel them from the cell during synaptic transmission. This process is vital for communication between neurons. However, to the best of our knowledge no mathematical models that take different filling states of the vesicles into account have been developed before this thesis was written. In this thesis we propose a novel mathematical model for modeling synaptic transmission at chemical synapses which includes the description of vesicles of different filling states. The model consists of a transport equation (for the vesicle growth process) plus three ordinary differential equations (ODEs) and focuses on the presynapse and synaptic cleft. The well-posedness is proved in detail for this partial differential equation (PDE) system. We also propose a few different variations and related models. In particular, an ODE system is derived and a delay differential equation (DDE) system is formulated. We then use nonlinear optimization methods for data fitting to test some of the models on data made available to us by the Animal Physiology group at TU Kaiserslautern.

In a recent paper, G. Malle and G. Robinson proposed a modular anologue to Brauer's famous \( k(B) \)-conjecture. If \( B \) is a \( p \)-block of a finite group with defect group \( D \), then they conjecture that \( l(B) \leq p^r \), where \( r \) is the sectional \( p \)-rank of \( D \). Since this conjecture is relatively new, there is obviously still a lot of work to do. This thesis is concerned with proving their conjecture for the finite groups of exceptional Lie type.

LinTim is a scientific software toolbox that has been under development since 2007, giving the possibility to solve the various planning steps in public transportation. Although the name originally derives from "Lineplanning and Timetabling", the available functions have grown far beyond this scope. This document is the documentation for version 2020.02. For more information, see https://www.lintim.net

In this thesis we study a variant of the quadrature problem for stochastic differential equations (SDEs), namely the approximation of expectations \(\mathrm{E}(f(X))\), where \(X = (X(t))_{t \in [0,1]}\) is the solution of an SDE and \(f \colon C([0,1],\mathbb{R}^r) \to \mathbb{R}\) is a functional, mapping each realization of \(X\) into the real numbers. The distinctive feature in this work is that we consider randomized (Monte Carlo) algorithms with random bits as their only source of randomness, whereas the algorithms commonly studied in the literature are allowed to sample from the uniform distribution on the unit interval, i.e., they do have access to random numbers from \([0,1]\). By assumption, all further operations like, e.g., arithmetic operations, evaluations of elementary functions, and oracle calls to evaluate \(f\) are considered within the real number model of computation, i.e., they are carried out exactly. In the following, we provide a detailed description of the quadrature problem, namely we are interested in the approximation of \begin{align*} S(f) = \mathrm{E}(f(X)) \end{align*} for \(X\) being the \(r\)-dimensional solution of an autonomous SDE of the form \begin{align*} \mathrm{d}X(t) = a(X(t)) \, \mathrm{d}t + b(X(t)) \, \mathrm{d}W(t), \quad t \in [0,1], \end{align*} with deterministic initial value \begin{align*} X(0) = x_0 \in \mathbb{R}^r, \end{align*} and driven by a \(d\)-dimensional standard Brownian motion \(W\). Furthermore, the drift coefficient \(a \colon \mathbb{R}^r \to \mathbb{R}^r\) and the diffusion coefficient \(b \colon \mathbb{R}^r \to \mathbb{R}^{r \times d}\) are assumed to be globally Lipschitz continuous. For the function classes \begin{align*} F_{\infty} = \bigl\{f \colon C([0,1],\mathbb{R}^r) \to \mathbb{R} \colon |f(x) - f(y)| \leq \|x-y\|_{\sup}\bigr\} \end{align*} and \begin{align*} F_p = \bigl\{f \colon C([0,1],\mathbb{R}^r) \to \mathbb{R} \colon |f(x) - f(y)| \leq \|x-y\|_{L_p}\bigr\}, \quad 1 \leq p < \infty. \end{align*} we have established the following. \[\] \(\textit{Theorem 1.}\) There exists a random bit multilevel Monte Carlo (MLMC) algorithm \(M\) using \[ L = L(\varepsilon,F) = \begin{cases}\lceil{\log_2(\varepsilon^{-2}}\rceil, &\text{if} \ F = F_p,\\ \lceil{\log_2(\varepsilon^{-2} + \log_2(\log_2(\varepsilon^{-1}))}\rceil, &\text{if} \ F = F_\infty \end{cases} \] and replication numbers \[ N_\ell = N_\ell(\varepsilon,F) = \begin{cases} \lceil{(L+1) \cdot 2^{-\ell} \cdot \varepsilon^{-2}}\rceil, & \text{if} \ F = F_p,\\ \lceil{(L+1) \cdot 2^{-\ell} \cdot \max(\ell,1) \cdot \varepsilon^{-2}}\rceil, & \text{if} \ F=f_\infty \end{cases} \] for \(\ell = 0,\ldots,L\), for which exists a positive constant \(c\) such that \begin{align*} \mathrm{error}(M,F) = \sup_{f \in F} \bigl(\mathrm{E}(S(f) - M(f))^2\bigr)^{1/2} \leq c \cdot \varepsilon \end{align*} and \begin{align*} \mathrm{cost}(M,F) = \sup_{f \in F} \mathrm{E}(\mathrm{cost}(M,f)) \leq c \cdot \varepsilon^{-2} \cdot \begin{cases} (\ln(\varepsilon^{-1}))^2, &\text{if} \ F=F_p,\\ (\ln(\varepsilon^{-1}))^3, &\text{if} \ F=F_\infty \end{cases} \end{align*} for every \(\varepsilon \in {]0,1/2[}\). \[\] Hence, in terms of the \(\varepsilon\)-complexity \begin{align*} \mathrm{comp}(\varepsilon,F) = \inf\bigl\{\mathrm{cost}(M,F) \colon M \ \text{is a random bit MC algorithm}, \mathrm{error}(M,F) \leq \varepsilon\bigr\} \end{align*} we have established the upper bound \begin{align*} \mathrm{comp}(\varepsilon,F) \leq c \cdot \varepsilon^{-2} \cdot \begin{cases} (\ln(\varepsilon^{-1}))^2, &\text{if} \ F=F_p,\\ (\ln(\varepsilon^{-1}))^3, &\text{if} \ F=F_\infty \end{cases} \end{align*} for some positive constant \(c\). That is, we have shown the same weak asymptotic upper bound as in the case of random numbers from \([0,1]\). Hence, in this sense, random bits are almost as powerful as random numbers for our computational problem. Moreover, we present numerical results for a non-analyzed adaptive random bit MLMC Euler algorithm, in the particular cases of the Brownian motion, the geometric Brownian motion, the Ornstein-Uhlenbeck SDE and the Cox-Ingersoll-Ross SDE. We also provide a numerical comparison to the corresponding adaptive random number MLMC Euler method. A key challenge in the analysis of the algorithm in Theorem 1 is the approximation of probability distributions by means of random bits. A problem very closely related to the quantization problem, i.e., the optimal approximation of a given probability measure (on a separable Hilbert space) by means of a probability measure with finite support size. Though we have shown that the random bit approximation of the standard normal distribution is 'harder' than the corresponding quantization problem (lower weak rate of convergence), we have been able to establish the same weak rate of convergence as for the corresponding quantization problem in the case of the distribution of a Brownian bridge on \(L_2([0,1])\), the distribution of the solution of a scalar SDE on \(L_2([0,1])\), and the distribution of a centered Gaussian random element in a separable Hilbert space.