7 resultados para INTEGRALS

em Helda - Digital Repository of University of Helsinki


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The topic of this dissertation lies in the intersection of harmonic analysis and fractal geometry. We particulary consider singular integrals in Euclidean spaces with respect to general measures, and we study how the geometric structure of the measures affects certain analytic properties of the operators. The thesis consists of three research articles and an overview. In the first article we construct singular integral operators on lower dimensional Sierpinski gaskets associated with homogeneous Calderón-Zygmund kernels. While these operators are bounded their principal values fail to exist almost everywhere. Conformal iterated function systems generate a broad range of fractal sets. In the second article we prove that many of these limit sets are porous in a very strong sense, by showing that they contain holes spread in every direction. In the following we connect these results with singular integrals. We exploit the fractal structure of these limit sets, in order to establish that singular integrals associated with very general kernels converge weakly. Boundedness questions consist a central topic of investigation in the theory of singular integrals. In the third article we study singular integrals of different measures. We prove a very general boundedness result in the case where the two underlying measures are separated by a Lipshitz graph. As a consequence we show that a certain weak convergence holds for a large class of singular integrals.

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The monograph dissertation deals with kernel integral operators and their mapping properties on Euclidean domains. The associated kernels are weakly singular and examples of such are given by Green functions of certain elliptic partial differential equations. It is well known that mapping properties of the corresponding Green operators can be used to deduce a priori estimates for the solutions of these equations. In the dissertation, natural size- and cancellation conditions are quantified for kernels defined in domains. These kernels induce integral operators which are then composed with any partial differential operator of prescribed order, depending on the size of the kernel. The main object of study in this dissertation being the boundedness properties of such compositions, the main result is the characterization of their Lp-boundedness on suitably regular domains. In case the aforementioned kernels are defined in the whole Euclidean space, their partial derivatives of prescribed order turn out to be so called standard kernels that arise in connection with singular integral operators. The Lp-boundedness of singular integrals is characterized by the T1 theorem, which is originally due to David and Journé and was published in 1984 (Ann. of Math. 120). The main result in the dissertation can be interpreted as a T1 theorem for weakly singular integral operators. The dissertation deals also with special convolution type weakly singular integral operators that are defined on Euclidean spaces.

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Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

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The module of a quadrilateral is a positive real number which divides quadrilaterals into conformal equivalence classes. This is an introductory text to the module of a quadrilateral with some historical background and some numerical aspects. This work discusses the following topics: 1. Preliminaries 2. The module of a quadrilateral 3. The Schwarz-Christoffel Mapping 4. Symmetry properties of the module 5. Computational results 6. Other numerical methods Appendices include: Numerical evaluation of the elliptic integrals of the first kind. Matlab programs and scripts and possible topics for future research. Numerical results section covers additive quadrilaterals and the module of a quadrilateral under the movement of one of its vertex.

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Background: The incidence of all forms of congenital heart defects is 0.75%. For patients with congenital heart defects, life-expectancy has improved with new treatment modalities. Structural heart defects may require surgical or catheter treatment which may be corrective or palliative. Even those with corrective therapy need regular follow-up due to residual lesions, late sequelae, and possible complications after interventions. Aims: The aim of this thesis was to evaluate cardiac function before and after treatment for volume overload of the right ventricle (RV) caused by atrial septal defect (ASD), volume overload of the left ventricle (LV) caused by patent ductus arteriosus (PDA), and pressure overload of the LV caused by coarctation of the aorta (CoA), and to evaluate cardiac function in patients with Mulibrey nanism. Methods: In Study I, of the 24 children with ASD, 7 underwent surgical correction and 17 percutaneous occlusion of ASD. Study II had 33 patients with PDA undergoing percutaneous occlusion. In Study III, 28 patients with CoA underwent either surgical correction or percutaneous balloon dilatation of CoA. Study IV comprised 26 children with Mulibrey nanism. A total of 76 healthy voluntary children were examined as a control group. In each study, controls were matched to patients. All patients and controls underwent clinical cardiovascular examinations, two-dimensional (2D) and three-dimensional (3D) echocardiographic examinations, and blood sampling for measurement of natriuretic peptides prior to the intervention and twice or three times thereafter. Control children were examined once by 2D and 3D echocardiography. M-mode echocardiography was performed from the parasternal long axis view directed by 2D echocardiography. The left atrium-to-aorta (LA/Ao) ratio was calculated as an index of LA size. The end-diastolic and end-systolic dimensions of LV as well as the end-diastolic thicknesses of the interventricular septum and LV posterior wall were measured. LV volumes, and the fractional shortening (FS) and ejection fraction (EF) as indices of contractility were then calculated, and the z scores of LV dimensions determined. Diastolic function of LV was estimated from the mitral inflow signal obtained by Doppler echocardiography. In three-dimensional echocardiography, time-volume curves were used to determine end-diastolic and end-systolic volumes, stroke volume, and EF. Diastolic and systolic function of LV was estimated from the calculated first derivatives of these curves. Results: (I): In all children with ASD, during the one-year follow-up, the z score of the RV end-diastolic diameter decreased and that of LV increased. However, dilatation of RV did not resolve entirely during the follow-up in either treatment group. In addition, the size of LV increased more slowly in the surgical subgroup but reached control levels in both groups. Concentrations of natriuretic peptides in patients treated percutaneously increased during the first month after ASD closure and normalized thereafter, but in patients treated surgically, they remained higher than in controls. (II): In the PDA group, at baseline, the end-diastolic diameter of LV measured over 2SD in 5 of 33 patients. The median N-terminal pro-brain natriuretic peptide (proBNP) concentration before closure measured 72 ng/l in the control group and 141 ng/l in the PDA group (P = 0.001) and 6 months after closure measured 78.5 ng/l (P = NS). Patients differed from control subjects in indices of LV diastolic and systolic function at baseline, but by the end of follow-up, all these differences had disappeared. Even in the subgroup of patients with normal-sized LV at baseline, the LV end-diastolic volume decreased significantly during follow-up. (III): Before repair, the size and wall thickness of LV were higher in patients with CoA than in controls. Systolic blood pressure measured a median 123 mm Hg in patients before repair (P < 0.001) and 103 mm Hg one year thereafter, and 101 mm Hg in controls. The diameter of the coarctation segment measured a median 3.0 mm at baseline, and 7.9 at the 12-month (P = 0.006) follow-up. Thicknesses of the interventricular septum and posterior wall of the LV decreased after repair but increased to the initial level one year thereafter. The velocity time integrals of mitral inflow increased, but no changes were evident in LV dimensions or contractility. During follow-up, serum levels of natriuretic peptides decreased correlating with diastolic and systolic indices of LV function in 2D and 3D echocardiography. (IV): In 2D echocardiography, the interventricular septum and LV posterior wall were thicker, and velocity time integrals of mitral inflow shorter in patients with Mulibrey nanism than in controls. In 3D echocardiography, LV end-diastolic volume measured a median 51.9 (range 33.3 to 73.4) ml/m² in patients and 59.7 (range 37.6 to 87.6) ml/m² in controls (P = 0.040), and serum levels of ANPN and proBNP a median 0.54 (range 0.04 to 4.7) nmol/l and 289 (range 18 to 9170) ng/l, in patients and 0.28 (range 0.09 to 0.72) nmol/l (P < 0.001) and 54 (range 26 to 139) ng/l (P < 0.001) in controls. They correlated with several indices of diastolic LV function. Conclusions (I): During the one-year follow-up after the ASD closure, RV size decreased but did not normalize in all patients. The size of the LV normalized after ASD closure but the increase in LV size was slower in patients treated surgically than in those treated with the percutaneous technique. Serum levels of ANPN and proBNP were elevated prior to ASD closure but decreased thereafter to control levels in patients treated with the percutaneous technique but not in those treated surgically. (II): Changes in LV volume and function caused by PDA disappeared by 6 months after percutaneous closure. Even the children with normal-sized LV benefited from the procedure. (III): After repair of CoA, the RV size and the velocity time integrals of mitral inflow increased, and serum levels of natriuretic peptides decreased. Patients need close follow-up, despite cessation of LV pressure overload, since LV hypertrophy persisted even in normotensive patients with normal growth of the coarctation segment. (IV): In children with Mulibrey nanism, the LV wall was hypertrophied, with myocardial restriction and impairment of LV function. Significant correlations appeared between indices of LV function, size of the left atrium, and levels of natriuretic peptides, indicating that measurement of serum levels of natriuretic peptides can be used in the clinical follow-up of this patient group despite its dependence on loading conditions.

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We reformulate and extend our recently introduced quantum kinetic theory for interacting fermion and scalar fields. Our formalism is based on the coherent quasiparticle approximation (cQPA) where nonlocal coherence information is encoded in new spectral solutions at off-shell momenta. We derive explicit forms for the cQPA propagators in the homogeneous background and show that the collision integrals involving the new coherence propagators need to be resummed to all orders in gradient expansion. We perform this resummation and derive generalized momentum space Feynman rules including coherent propagators and modified vertex rules for a Yukawa interaction. As a result we are able to set up self-consistent quantum Boltzmann equations for both fermion and scalar fields. We present several examples of diagrammatic calculations and numerical applications including a simple toy model for coherent baryogenesis.

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This thesis is concerned with the area of vector-valued Harmonic Analysis, where the central theme is to determine how results from classical Harmonic Analysis generalize to functions with values in an infinite dimensional Banach space. The work consists of three articles and an introduction. The first article studies the Rademacher maximal function that was originally defined by T. Hytönen, A. McIntosh and P. Portal in 2008 in order to prove a vector-valued version of Carleson's embedding theorem. The boundedness of the corresponding maximal operator on Lebesgue-(Bochner) -spaces defines the RMF-property of the range space. It is shown that the RMF-property is equivalent to a weak type inequality, which does not depend for instance on the integrability exponent, hence providing more flexibility for the RMF-property. The second article, which is written in collaboration with T. Hytönen, studies a vector-valued Carleson's embedding theorem with respect to filtrations. An earlier proof of the dyadic version assumed that the range space satisfies a certain geometric type condition, which this article shows to be also necessary. The third article deals with a vector-valued generalizations of tent spaces, originally defined by R. R. Coifman, Y. Meyer and E. M. Stein in the 80's, and concerns especially the ones related to square functions. A natural assumption on the range space is then the UMD-property. The main result is an atomic decomposition for tent spaces with integrability exponent one. In order to suit the stochastic integrals appearing in the vector-valued formulation, the proof is based on a geometric lemma for cones and differs essentially from the classical proof. Vector-valued tent spaces have also found applications in functional calculi for bisectorial operators. In the introduction these three themes come together when studying paraproduct operators for vector-valued functions. The Rademacher maximal function and Carleson's embedding theorem were applied already by Hytönen, McIntosh and Portal in order to prove boundedness for the dyadic paraproduct operator on Lebesgue-Bochner -spaces assuming that the range space satisfies both UMD- and RMF-properties. Whether UMD implies RMF is thus an interesting question. Tent spaces, on the other hand, provide a method to study continuous time paraproduct operators, although the RMF-property is not yet understood in the framework of tent spaces.