Conformal Field Theory Methods for Variants of Schramm-Loewner Evolutions

This thesis consists of an introduction, four research articles and an appendix. The thesis studies relations between two different approaches to continuum limit of models of two dimensional statistical mechanics at criticality. The approach of conformal field theory (CFT) could be thought of as the algebraic classification of some basic objects in these models. It has been succesfully used by physicists since 1980's. The other approach, Schramm-Loewner evolutions (SLEs), is a recently introduced set of mathematical methods to study random curves or interfaces occurring in the continuum limit of the models. The first and second included articles argue on basis of statistical mechanics what would be a plausible relation between SLEs and conformal field theory. The first article studies multiple SLEs, several random curves simultaneously in a domain. The proposed definition is compatible with a natural commutation requirement suggested by Dubédat. The curves of multiple SLE may form different topological configurations, ``pure geometries''. We conjecture a relation between the topological configurations and CFT concepts of conformal blocks and operator product expansions. Example applications of multiple SLEs include crossing probabilities for percolation and Ising model. The second article studies SLE variants that represent models with boundary conditions implemented by primary fields. The most well known of these, SLE(kappa, rho), is shown to be simple in terms of the Coulomb gas formalism of CFT. In the third article the space of local martingales for variants of SLE is shown to carry a representation of Virasoro algebra. Finding this structure is guided by the relation of SLEs and CFTs in general, but the result is established in a straightforward fashion. This article, too, emphasizes multiple SLEs and proposes a possible way of treating pure geometries in terms of Coulomb gas. The fourth article states results of applications of the Virasoro structure to the open questions of SLE reversibility and duality. Proofs of the stated results are provided in the appendix. The objective is an indirect computation of certain polynomial expected values. Provided that these expected values exist, in generic cases they are shown to possess the desired properties, thus giving support for both reversibility and duality.

Homoclinic Splitting without Trees

We study a Hamiltonian describing a pendulum coupled with several anisochronous oscillators, giving a simple construction of unstable KAM tori and their stable and unstable manifolds for analytic perturbations. When the coupling takes place through an even trigonometric polynomial in the angle variables, we extend analytically the solutions of the equations of motion, order by order in the perturbation parameter, to a large neighbourhood of the real line representing time. Subsequently, we devise an asymptotic expansion for the splitting (matrix) associated with a homoclinic point. This expansion consists of contributions that are manifestly exponentially small in the limit of vanishing gravity, by a shift-of-countour argument. Hence, we infer a similar upper bound for the splitting itself. In particular, the derivation of the result does not call for a tree expansion with explicit cancellation mechanisms.

On Random Planar Curves and Their Scaling Limits

Planar curves arise naturally as interfaces between two regions of the plane. An important part of statistical physics is the study of lattice models. This thesis is about the interfaces of 2D lattice models. The scaling limit is an infinite system limit which is taken by letting the lattice mesh decrease to zero. At criticality, the scaling limit of an interface is one of the SLE curves (Schramm-Loewner evolution), introduced by Oded Schramm. This family of random curves is parametrized by a real variable, which determines the universality class of the model. The first and the second paper of this thesis study properties of SLEs. They contain two different methods to study the whole SLE curve, which is, in fact, the most interesting object from the statistical physics point of view. These methods are applied to study two symmetries of SLE: reversibility and duality. The first paper uses an algebraic method and a representation of the Virasoro algebra to find common martingales to different processes, and that way, to confirm the symmetries for polynomial expected values of natural SLE data. In the second paper, a recursion is obtained for the same kind of expected values. The recursion is based on stationarity of the law of the whole SLE curve under a SLE induced flow. The third paper deals with one of the most central questions of the field and provides a framework of estimates for describing 2D scaling limits by SLE curves. In particular, it is shown that a weak estimate on the probability of an annulus crossing implies that a random curve arising from a statistical physics model will have scaling limits and those will be well-described by Loewner evolutions with random driving forces.

Problems and Algorithms for Sequence Segmentations

The analysis of sequential data is required in many diverse areas such as telecommunications, stock market analysis, and bioinformatics. A basic problem related to the analysis of sequential data is the sequence segmentation problem. A sequence segmentation is a partition of the sequence into a number of non-overlapping segments that cover all data points, such that each segment is as homogeneous as possible. This problem can be solved optimally using a standard dynamic programming algorithm. In the first part of the thesis, we present a new approximation algorithm for the sequence segmentation problem. This algorithm has smaller running time than the optimal dynamic programming algorithm, while it has bounded approximation ratio. The basic idea is to divide the input sequence into subsequences, solve the problem optimally in each subsequence, and then appropriately combine the solutions to the subproblems into one final solution. In the second part of the thesis, we study alternative segmentation models that are devised to better fit the data. More specifically, we focus on clustered segmentations and segmentations with rearrangements. While in the standard segmentation of a multidimensional sequence all dimensions share the same segment boundaries, in a clustered segmentation the multidimensional sequence is segmented in such a way that dimensions are allowed to form clusters. Each cluster of dimensions is then segmented separately. We formally define the problem of clustered segmentations and we experimentally show that segmenting sequences using this segmentation model, leads to solutions with smaller error for the same model cost. Segmentation with rearrangements is a novel variation to the segmentation problem: in addition to partitioning the sequence we also seek to apply a limited amount of reordering, so that the overall representation error is minimized. We formulate the problem of segmentation with rearrangements and we show that it is an NP-hard problem to solve or even to approximate. We devise effective algorithms for the proposed problem, combining ideas from dynamic programming and outlier detection algorithms in sequences. In the final part of the thesis, we discuss the problem of aggregating results of segmentation algorithms on the same set of data points. In this case, we are interested in producing a partitioning of the data that agrees as much as possible with the input partitions. We show that this problem can be solved optimally in polynomial time using dynamic programming. Furthermore, we show that not all data points are candidates for segment boundaries in the optimal solution.

Optimisation Problems in Wireless Sensor Networks : Local Algorithms and Local Graphs

This thesis studies optimisation problems related to modern large-scale distributed systems, such as wireless sensor networks and wireless ad-hoc networks. The concrete tasks that we use as motivating examples are the following: (i) maximising the lifetime of a battery-powered wireless sensor network, (ii) maximising the capacity of a wireless communication network, and (iii) minimising the number of sensors in a surveillance application. A sensor node consumes energy both when it is transmitting or forwarding data, and when it is performing measurements. Hence task (i), lifetime maximisation, can be approached from two different perspectives. First, we can seek for optimal data flows that make the most out of the energy resources available in the network; such optimisation problems are examples of so-called max-min linear programs. Second, we can conserve energy by putting redundant sensors into sleep mode; we arrive at the sleep scheduling problem, in which the objective is to find an optimal schedule that determines when each sensor node is asleep and when it is awake. In a wireless network simultaneous radio transmissions may interfere with each other. Task (ii), capacity maximisation, therefore gives rise to another scheduling problem, the activity scheduling problem, in which the objective is to find a minimum-length conflict-free schedule that satisfies the data transmission requirements of all wireless communication links. Task (iii), minimising the number of sensors, is related to the classical graph problem of finding a minimum dominating set. However, if we are not only interested in detecting an intruder but also locating the intruder, it is not sufficient to solve the dominating set problem; formulations such as minimum-size identifying codes and locating dominating codes are more appropriate. This thesis presents approximation algorithms for each of these optimisation problems, i.e., for max-min linear programs, sleep scheduling, activity scheduling, identifying codes, and locating dominating codes. Two complementary approaches are taken. The main focus is on local algorithms, which are constant-time distributed algorithms. The contributions include local approximation algorithms for max-min linear programs, sleep scheduling, and activity scheduling. In the case of max-min linear programs, tight upper and lower bounds are proved for the best possible approximation ratio that can be achieved by any local algorithm. The second approach is the study of centralised polynomial-time algorithms in local graphs these are geometric graphs whose structure exhibits spatial locality. Among other contributions, it is shown that while identifying codes and locating dominating codes are hard to approximate in general graphs, they admit a polynomial-time approximation scheme in local graphs.

Conformal Field Theory Methods for Variants of Schramm-Loewner Evolutions

This thesis consists of an introduction, four research articles and an appendix. The thesis studies relations between two different approaches to continuum limit of models of two dimensional statistical mechanics at criticality. The approach of conformal field theory (CFT) could be thought of as the algebraic classification of some basic objects in these models. It has been succesfully used by physicists since 1980's. The other approach, Schramm-Loewner evolutions (SLEs), is a recently introduced set of mathematical methods to study random curves or interfaces occurring in the continuum limit of the models. The first and second included articles argue on basis of statistical mechanics what would be a plausible relation between SLEs and conformal field theory. The first article studies multiple SLEs, several random curves simultaneously in a domain. The proposed definition is compatible with a natural commutation requirement suggested by Dubédat. The curves of multiple SLE may form different topological configurations, ``pure geometries''. We conjecture a relation between the topological configurations and CFT concepts of conformal blocks and operator product expansions. Example applications of multiple SLEs include crossing probabilities for percolation and Ising model. The second article studies SLE variants that represent models with boundary conditions implemented by primary fields. The most well known of these, SLE(kappa, rho), is shown to be simple in terms of the Coulomb gas formalism of CFT. In the third article the space of local martingales for variants of SLE is shown to carry a representation of Virasoro algebra. Finding this structure is guided by the relation of SLEs and CFTs in general, but the result is established in a straightforward fashion. This article, too, emphasizes multiple SLEs and proposes a possible way of treating pure geometries in terms of Coulomb gas. The fourth article states results of applications of the Virasoro structure to the open questions of SLE reversibility and duality. Proofs of the stated results are provided in the appendix. The objective is an indirect computation of certain polynomial expected values. Provided that these expected values exist, in generic cases they are shown to possess the desired properties, thus giving support for both reversibility and duality.

Patterns in permuted binary matrices

Reorganizing a dataset so that its hidden structure can be observed is useful in any data analysis task. For example, detecting a regularity in a dataset helps us to interpret the data, compress the data, and explain the processes behind the data. We study datasets that come in the form of binary matrices (tables with 0s and 1s). Our goal is to develop automatic methods that bring out certain patterns by permuting the rows and columns. We concentrate on the following patterns in binary matrices: consecutive-ones (C1P), simultaneous consecutive-ones (SC1P), nestedness, k-nestedness, and bandedness. These patterns reflect specific types of interplay and variation between the rows and columns, such as continuity and hierarchies. Furthermore, their combinatorial properties are interlinked, which helps us to develop the theory of binary matrices and efficient algorithms. Indeed, we can detect all these patterns in a binary matrix efficiently, that is, in polynomial time in the size of the matrix. Since real-world datasets often contain noise and errors, we rarely witness perfect patterns. Therefore we also need to assess how far an input matrix is from a pattern: we count the number of flips (from 0s to 1s or vice versa) needed to bring out the perfect pattern in the matrix. Unfortunately, for most patterns it is an NP-complete problem to find the minimum distance to a matrix that has the perfect pattern, which means that the existence of a polynomial-time algorithm is unlikely. To find patterns in datasets with noise, we need methods that are noise-tolerant and work in practical time with large datasets. The theory of binary matrices gives rise to robust heuristics that have good performance with synthetic data and discover easily interpretable structures in real-world datasets: dialectical variation in the spoken Finnish language, division of European locations by the hierarchies found in mammal occurrences, and co-occuring groups in network data. In addition to determining the distance from a dataset to a pattern, we need to determine whether the pattern is significant or a mere occurrence of a random chance. To this end, we use significance testing: we deem a dataset significant if it appears exceptional when compared to datasets generated from a certain null hypothesis. After detecting a significant pattern in a dataset, it is up to domain experts to interpret the results in the terms of the application.

Optimisation problems in wireless sensor networks

This thesis studies optimisation problems related to modern large-scale distributed systems, such as wireless sensor networks and wireless ad-hoc networks. The concrete tasks that we use as motivating examples are the following: (i) maximising the lifetime of a battery-powered wireless sensor network, (ii) maximising the capacity of a wireless communication network, and (iii) minimising the number of sensors in a surveillance application. A sensor node consumes energy both when it is transmitting or forwarding data, and when it is performing measurements. Hence task (i), lifetime maximisation, can be approached from two different perspectives. First, we can seek for optimal data flows that make the most out of the energy resources available in the network; such optimisation problems are examples of so-called max-min linear programs. Second, we can conserve energy by putting redundant sensors into sleep mode; we arrive at the sleep scheduling problem, in which the objective is to find an optimal schedule that determines when each sensor node is asleep and when it is awake. In a wireless network simultaneous radio transmissions may interfere with each other. Task (ii), capacity maximisation, therefore gives rise to another scheduling problem, the activity scheduling problem, in which the objective is to find a minimum-length conflict-free schedule that satisfies the data transmission requirements of all wireless communication links. Task (iii), minimising the number of sensors, is related to the classical graph problem of finding a minimum dominating set. However, if we are not only interested in detecting an intruder but also locating the intruder, it is not sufficient to solve the dominating set problem; formulations such as minimum-size identifying codes and locating–dominating codes are more appropriate. This thesis presents approximation algorithms for each of these optimisation problems, i.e., for max-min linear programs, sleep scheduling, activity scheduling, identifying codes, and locating–dominating codes. Two complementary approaches are taken. The main focus is on local algorithms, which are constant-time distributed algorithms. The contributions include local approximation algorithms for max-min linear programs, sleep scheduling, and activity scheduling. In the case of max-min linear programs, tight upper and lower bounds are proved for the best possible approximation ratio that can be achieved by any local algorithm. The second approach is the study of centralised polynomial-time algorithms in local graphs – these are geometric graphs whose structure exhibits spatial locality. Among other contributions, it is shown that while identifying codes and locating–dominating codes are hard to approximate in general graphs, they admit a polynomial-time approximation scheme in local graphs.