Boundedness and convergence of singular integrals on fractal type sets

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.

Locality and order-invariant logics

Malli on logiikassa käytetty abstraktio monille matemaattisille objekteille. Esimerkiksi verkot, ryhmät ja metriset avaruudet ovat malleja. Äärellisten mallien teoria on logiikan osa-alue, jossa tarkastellaan logiikkojen, formaalien kielten, ilmaisuvoimaa malleissa, joiden alkioiden lukumäärä on äärellinen. Rajoittuminen äärellisiin malleihin mahdollistaa tulosten soveltamisen teoreettisessa tietojenkäsittelytieteessä, jonka näkökulmasta logiikan kaavoja voidaan ajatella ohjelmina ja äärellisiä malleja niiden syötteinä. Lokaalisuus tarkoittaa logiikan kyvyttömyyttä erottaa toisistaan malleja, joiden paikalliset piirteet vastaavat toisiaan. Väitöskirjassa tarkastellaan useita lokaalisuuden muotoja ja niiden säilymistä logiikkoja yhdistellessä. Kehitettyjä työkaluja apuna käyttäen osoitetaan, että Gaifman- ja Hanf-lokaalisuudeksi kutsuttujen varianttien välissä on lokaalisuuskäsitteiden hierarkia, jonka eri tasot voidaan erottaa toisistaan kasvavaa dimensiota olevissa hiloissa. Toisaalta osoitetaan, että lokaalisuuskäsitteet eivät eroa toisistaan, kun rajoitutaan tarkastelemaan äärellisiä puita. Järjestysinvariantit logiikat ovat kieliä, joissa on käytössä sisäänrakennettu järjestysrelaatio, mutta sitä on käytettävä siten, etteivät kaavojen ilmaisemat asiat riipu valitusta järjestyksestä. Määritelmää voi motivoida tietojenkäsittelyn näkökulmasta: vaikka ohjelman syötteen tietojen järjestyksellä ei olisi odotetun tuloksen kannalta merkitystä, on syöte tietokoneen muistissa aina jossakin järjestyksessä, jota ohjelma voi laskennassaan hyödyntää. Väitöskirjassa tutkitaan minkälaisia lokaalisuuden muotoja järjestysinvariantit ensimmäisen kertaluvun predikaattilogiikan laajennukset yksipaikkaisilla kvanttoreilla voivat toteuttaa. Tuloksia sovelletaan tarkastelemalla, milloin sisäänrakennettu järjestys lisää logiikan ilmaisuvoimaa äärellisissä puissa.

Visual completion in an illusory figure

The visual systems of humans and animals represent physical reality in a modified way, depending on the specific demands that the species in question has for survival. The ability to perceive visual illusions is found in independently evolved visual systems, from honeybees to humans. In humans, the ability emerges early, at the age of four months. Thus the perception of illusion is likely to reflect visual processes of fundamental importance for object perception in natural vision. The experiments reported in this thesis employed various modifications of the Kanizsa triangle, a drawn configuration composed of three black disks with missing sectors on a white background. The sectors appear to form the tips of a triangle. The visual system completes the physically empty area between the disks, generally called inducers, with giving the perception of an illusory triangle. The illusory triangle consists of an illusory surface bounded by illusory contours; the triangle appears brighter than and to lie above the background. If the sectors are coloured, the colour fills the illusory area, a phenomenon known as neon colour spreading . We investigated spatial limitations on the perception of Kanizsa-type illusions and how other stimuli and viewing parameters affected these limitations. We also studied complex configurations thick, bent, mobile and chromatic inducers - to determine whether illusions combining several attributes can be perceived. The results suggest that the visual system is highly effective in completing a percept. The perception of an illusory figure is spatially scale invariant when perceived at threshold. The processing time and the number of fixations modify the percept, making the perception of the illusion more probable in various viewing conditions. Furthermore, the fact that the illusion can be perceived when only one inducer is physically present at any given moment indicates the potential of single inducers. Apparently, modelling illusory figure perception will require a combination of low-level, local processes and higher-level integrative processes. Our studies with stimuli combining several attributes relevant to object perception demonstrate that the perception of an illusory figure is flexible and is maintained also when it contains colour and volume and when shown in movement. All in all, the results confirm the assumed importance of the visual processes related with the perception of illusory figures in everyday viewing. This is indicated by the variety of inducer modifications that can be made without destroying the percept. Furthermore, the illusion can acquire additional attributes from such modifications. Due to individual differences in the perception of illusory figures, universal values for absolute performance are not always meaningful, but stable trends and general relations do exist.

Cortical processing of speech and non-speech sounds in autism and Asperger syndrome

Autism and Asperger syndrome (AS) are neurodevelopmental disorders characterised by deficient social and communication skills, as well as restricted, repetitive patterns of behaviour. The language development in individuals with autism is significantly delayed and deficient, whereas in individuals with AS, the structural aspects of language develop quite normally. Both groups, however, have semantic-pragmatic language deficits. The present thesis investigated auditory processing in individuals with autism and AS. In particular, the discrimination of and orienting to speech and non-speech sounds was studied, as well as the abstraction of invariant sound features from speech-sound input. Altogether five studies were conducted with auditory event-related brain potentials (ERP); two studies also included a behavioural sound-identification task. In three studies, the subjects were children with autism, in one study children with AS, and in one study adults with AS. In children with autism, even the early stages of sound encoding were deficient. In addition, these children had altered sound-discrimination processes characterised by enhanced spectral but deficient temporal discrimination. The enhanced pitch discrimination may partly explain the auditory hypersensitivity common in autism, and it may compromise the filtering of relevant auditory information from irrelevant information. Indeed, it was found that when sound discrimination required abstracting invariant features from varying input, children with autism maintained their superiority in pitch processing, but lost it in vowel processing. Finally, involuntary orienting to sound changes was deficient in children with autism in particular with respect to speech sounds. This finding is in agreement with previous studies on autism suggesting deficits in orienting to socially relevant stimuli. In contrast to children with autism, the early stages of sound encoding were fairly unimpaired in children with AS. However, sound discrimination and orienting were rather similarly altered in these children as in those with autism, suggesting correspondences in the auditory phenotype in these two disorders which belong to the same continuum. Unlike children with AS, adults with AS showed enhanced processing of duration changes, suggesting developmental changes in auditory processing in this disorder.

Visual search and eye movements: Studies of perceptual span

In visual search one tries to find the currently relevant item among other, irrelevant items. In the present study, visual search performance for complex objects (characters, faces, computer icons and words) was investigated, and the contribution of different stimulus properties, such as luminance contrast between characters and background, set size, stimulus size, colour contrast, spatial frequency, and stimulus layout were investigated. Subjects were required to search for a target object among distracter objects in two-dimensional stimulus arrays. The outcome measure was threshold search time, that is, the presentation duration of the stimulus array required by the subject to find the target with a certain probability. It reflects the time used for visual processing separated from the time used for decision making and manual reactions. The duration of stimulus presentation was controlled by an adaptive staircase method. The number and duration of eye fixations, saccade amplitude, and perceptual span, i.e., the number of items that can be processed during a single fixation, were measured. It was found that search performance was correlated with the number of fixations needed to find the target. Search time and the number of fixations increased with increasing stimulus set size. On the other hand, several complex objects could be processed during a single fixation, i.e., within the perceptual span. Search time and the number of fixations depended on object type as well as luminance contrast. The size of the perceptual span was smaller for more complex objects, and decreased with decreasing luminance contrast within object type, especially for very low contrasts. In addition, the size and shape of perceptual span explained the changes in search performance for different stimulus layouts in word search. Perceptual span was scale invariant for a 16-fold range of stimulus sizes, i.e., the number of items processed during a single fixation was independent of retinal stimulus size or viewing distance. It is suggested that saccadic visual search consists of both serial (eye movements) and parallel (processing within perceptual span) components, and that the size of the perceptual span may explain the effectiveness of saccadic search in different stimulus conditions. Further, low-level visual factors, such as the anatomical structure of the retina, peripheral stimulus visibility and resolution requirements for the identification of different object types are proposed to constrain the size of the perceptual span, and thus, limit visual search performance. Similar methods were used in a clinical study to characterise the visual search performance and eye movements of neurological patients with chronic solvent-induced encephalopathy (CSE). In addition, the data about the effects of different stimulus properties on visual search in normal subjects were presented as simple practical guidelines, so that the limits of human visual perception could be taken into account in the design of user interfaces.

Perception of surface brightness

The human visual system has adapted to function in different lighting environments and responds to contrast instead of the amount of light as such. On the one hand, this ensures constancy of perception, for example, white paper looks white both in bright sunlight and in dim moonlight, because contrast is invariant to changes in overall light level. On the other hand, the brightness of the surfaces has to be reconstructed from the contrast signal because no signal from surfaces as such is conveyed to the visual cortex. In the visual cortex, the visual image is decomposed to local features by spatial filters that are selective for spatial frequency, orientation, and phase. Currently it is not known, however, how these features are subsequently integrated to form objects and object surfaces. In this thesis the integration mechanisms of achromatic surfaces were studied by psychophysically measuring the spatial frequency and orientation tuning of brightness perception. In addition, the effect of textures on the spread of brightness and the effect of phase of the inducing stimulus on brightness were measured. The novel findings of the thesis are that (1) a narrow spatial frequency band, independent of stimulus size and complexity, mediates brightness information (2) figure-ground brightness illusions are narrowly tuned for orientation (3) texture borders, without any luminance difference, are able to block the spread of brightness, and (4) edges and even- and odd-symmetric Gabors have a similar antagonistic effect on brightness. The narrow spatial frequency tuning suggests that only a subpopulation of neurons in V1 is involved in brightness perception. The independence of stimulus size and complexity indicates that the narrow tuning reflects hard-wired processing in the visual system. Further, it seems that figure-ground segregation and mechanisms integrating contrast polarities are closely related to the low level mechanisms of brightness perception. In conclusion, the results of the thesis suggest that a subpopulation of neurons in visual cortex selectively integrates information from different contrast polarities to reconstruct surface brightness.

Renormalization methods in KAM theory

It is well known that an integrable (in the sense of Arnold-Jost) Hamiltonian system gives rise to quasi-periodic motion with trajectories running on invariant tori. These tori foliate the whole phase space. If we perturb an integrable system, the Kolmogorow-Arnold-Moser (KAM) theorem states that, provided some non-degeneracy condition and that the perturbation is sufficiently small, most of the invariant tori carrying quasi-periodic motion persist, getting only slightly deformed. The measure of the persisting invariant tori is large together with the inverse of the size of the perturbation. In the first part of the thesis we shall use a Renormalization Group (RG) scheme in order to prove the classical KAM result in the case of a non analytic perturbation (the latter will only be assumed to have continuous derivatives up to a sufficiently large order). We shall proceed by solving a sequence of problems in which theperturbations are analytic approximations of the original one. We will finally show that the approximate solutions will converge to a differentiable solution of our original problem. In the second part we will use an RG scheme using continuous scales, so that instead of solving an iterative equation as in the classical RG KAM, we will end up solving a partial differential equation. This will allow us to reduce the complications of treating a sequence of iterative equations to the use of the Banach fixed point theorem in a suitable Banach space.

Boundedness of weakly singular integral operators on domains

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.

Mathematical Aspects of Financial Markets with Frictions

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.

Topological stability through tame retractions

A smooth map is said to be stable if small perturbations of the map only differ from the original one by a smooth change of coordinates. Smoothly stable maps are generic among the proper maps between given source and target manifolds when the source and target dimensions belong to the so-called nice dimensions, but outside this range of dimensions, smooth maps cannot generally be approximated by stable maps. This leads to the definition of topologically stable maps, where the smooth coordinate changes are replaced with homeomorphisms. The topologically stable maps are generic among proper maps for any dimensions of source and target. The purpose of this thesis is to investigate methods for proving topological stability by constructing extremely tame (E-tame) retractions onto the map in question from one of its smoothly stable unfoldings. In particular, we investigate how to use E-tame retractions from stable unfoldings to find topologically ministable unfoldings for certain weighted homogeneous maps or germs. Our first results are concerned with the construction of E-tame retractions and their relation to topological stability. We study how to construct the E-tame retractions from partial or local information, and these results form our toolbox for the main constructions. In the next chapter we study the group of right-left equivalences leaving a given multigerm f invariant, and show that when the multigerm is finitely determined, the group has a maximal compact subgroup and that the corresponding quotient is contractible. This means, essentially, that the group can be replaced with a compact Lie group of symmetries without much loss of information. We also show how to split the group into a product whose components only depend on the monogerm components of f. In the final chapter we investigate representatives of the E- and Z-series of singularities, discuss their instability and use our tools to construct E-tame retractions for some of them. The construction is based on describing the geometry of the set of points where the map is not smoothly stable, discovering that by using induction and our constructional tools, we already know how to construct local E-tame retractions along the set. The local solutions can then be glued together using our knowledge about the symmetry group of the local germs. We also discuss how to generalize our method to the whole E- and Z- series.

Numerical computation of the module of a quadrilateral

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.