Better-quasi-order : ideals and spaces

This thesis deals with combinatorics, order theory and descriptive set theory. The first contribution is to the theory of well-quasi-orders (wqo) and better-quasi-orders (bqo). The main result is the proof of a conjecture made by Maurice Pouzet in 1978 his thèse d'état which states that any wqo whose ideal completion remainder is bqo is actually bqo. Our proof relies on new results with both a combinatorial and a topological flavour concerning maps from a front into a compact metric space. The second contribution is of a more applied nature and deals with topological spaces. We define a quasi-order on the subsets of every second countable To topological space in a way that generalises the Wadge quasi-order on the Baire space, while extending its nice properties to virtually all these topological spaces. The Wadge quasi-order of reducibility by continuous functions is wqo on Borei subsets of the Baire space, this quasi-order is however far less satisfactory for other important topological spaces such as the real line, as Hertling, Ikegami and Schlicht notably observed. Some authors have therefore studied reducibility with respect to some classes of discontinuous functions to remedy this situation. We propose instead to keep continuity but to weaken the notion of function to that of relation. Using the notion of admissible representation studied in Type-2 theory of effectivity, we define the quasi-order of reducibility by relatively continuous relations. We show that this quasi-order both refines the classical hierarchies of complexity and is wqo on the Borei subsets of virtually every second countable To space - including every (quasi-)Polish space. -- Cette thèse se situe dans les domaines de la combinatoire, de la théorie des ordres et de la théorie descriptive. La première contribution concerne la théorie des bons quasi-ordres (wqo) et des meilleurs quasi-ordres (bqo). Le résultat principal est la preuve d'une conjecture, énoncée par Pouzet en 1978 dans sa thèse d'état, qui établit que tout wqo dont l'ensemble des idéaux non principaux ordonnés par inclusion forme un bqo est alors lui-même un bqo. La preuve repose sur de nouveaux résultats, qui allient la combinatoire et la topologie, au sujet des fonctions d'un front vers un espace métrique compact. La seconde contribution de cette thèse traite de la complexité topologique dans le cadre des espaces To à base dénombrable. Dans le cas de l'espace de Baire, le quasi-ordre de Wadge est un wqo sur les sous-ensembles Boréliens qui a suscité énormément d'intérêt. Cependant cette relation de réduction par fonctions continues s'avère bien moins satisfaisante pour d'autres espaces d'importance tels que la droite réelle, comme l'ont fait notamment remarquer Hertling, Schlicht et Ikegami. Nous proposons de conserver la continuité et d'affaiblir la notion de fonction pour celle de relation. Pour ce faire, nous utilisons la notion de représentation admissible étudiée en « Type-2 theory of effectivity » initiée par Weihrauch. Nous introduisons alors le quasi-ordre de réduction par relations relativement continues et montrons que celui-ci à la fois raffine les hiérarchies classiques de complexité topologique et forme un wqo sur les sous-ensembles Boréliens de chaque espace quasi-Polonais.

Jumps in the Volatility of Financial Markets.

Recent work suggests that the conditional variance of financial returns may exhibit sudden jumps. This paper extends a non-parametric procedure to detect discontinuities in otherwise continuous functions of a random variable developed by Delgado and Hidalgo (1996) to higher conditional moments, in particular the conditional variance. Simulation results show that the procedure provides reasonable estimates of the number and location of jumps. This procedure detects several jumps in the conditional variance of daily returns on the S&P 500 index.

Fuzzy Absolutes and Related Topics

The study on the fuzzy absolutes and related topics. The different kinds of extensions especially compactification formed a major area of study in topology. Perfect continuous mappings always preserve certain topological properties. The concept of Fuzzy sets introduced by the American Cyberneticist L. A Zadeh started a revolution in every branch of knowledge and in particular in every branch of mathematics. Fuzziness is a kind of uncertainty and uncertainty of a symbol lies in the lack of well-defined boundaries of the set of objects to which this symbol belongs. Introduce an s-continuous mapping from a topological space to a fuzzy topological space and prove that the image of an H-closed space under an s-continuous mapping is f-H closed. Here also proved that the arbitrary product fi and sum of  fi of the s-continuous maps fi are also s-continuous. The original motivation behind the study of absolutes was the problem of characterizing the projective objects in the category of compact spaces and continuous functions.

Some problems in set topology relating group of homeomorphisms and order

In this thesis we investigate some problems in set theoretical topology related to the concepts of the group of homeomorphisms and order. Many problems considered are directly or indirectly related to the concept of the group of homeomorphisms of a topological space onto itself. Order theoretic methods are used extensively. Chapter-l deals with the group of homeomorphisms. This concept has been investigated by several authors for many years from different angles. It was observed that nonhomeomorphic topological spaces can have isomorphic groups of homeomorphisms. Many problems relating the topological properties of a space and the algebraic properties of its group of homeomorphisms were investigated. The group of isomorphisms of several algebraic, geometric, order theoretic and topological structures had also been investigated. A related concept of the semigroup of continuous functions of a topological space also received attention

Exercise sheet 1 pdf

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Exercise sheet 9

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Exercise sheet 1

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Exercise sheet 9 pdf

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An integral equation method for a boundary value problem arising in unsteady water wave problems

In this paper we consider the 2D Dirichlet boundary value problem for Laplace’s equation in a non-locally perturbed half-plane, with data in the space of bounded and continuous functions. We show uniqueness of solution, using standard Phragmen-Lindelof arguments. The main result is to propose a boundary integral equation formulation, to prove equivalence with the boundary value problem, and to show that the integral equation is well posed by applying a recent partial generalisation of the Fredholm alternative in Arens et al [J. Int. Equ. Appl. 15 (2003) pp. 1-35]. This then leads to an existence proof for the boundary value problem. Keywords. Boundary integral equation method, Water waves, Laplace’s

Boundary integral equations on unbounded rough surfaces: Fredholmness and the finite section method

We consider a class of boundary integral equations that arise in the study of strongly elliptic BVPs in unbounded domains of the form $D = \{(x, z)\in \mathbb{R}^{n+1} : x\in \mathbb{R}^n, z > f(x)\}$ where $f : \mathbb{R}^n \to\mathbb{R}$ is a sufficiently smooth bounded and continuous function. A number of specific problems of this type, for example acoustic scattering problems, problems involving elastic waves, and problems in potential theory, have been reformulated as second kind integral equations $u+Ku = v$ in the space $BC$ of bounded, continuous functions. Having recourse to the so-called limit operator method, we address two questions for the operator $A = I + K$ under consideration, with an emphasis on the function space setting $BC$. Firstly, under which conditions is $A$ a Fredholm operator, and, secondly, when is the finite section method applicable to $A$?

A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log⁡〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N log⁡N operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.

On the solvability of second kind integral equations on the real line

This paper considers general second kind integral equations of the form(in operator form φ − kφ = ψ), where the functions k and ψ are assumed known, with ψ ∈ Y, the space of bounded continuous functions on R, and k such that the mapping s → k(s, · ), from R to L1(R), is bounded and continuous. The function φ ∈ Y is the solution to be determined. Conditions on a set W ⊂ BC(R, L1(R)) are obtained such that a generalised Fredholm alternative holds: If W satisfies these conditions and I − k is injective for all k ∈ W then I − k is also surjective for all k ∈ W and, moreover, the inverse operators (I − k) − 1 on Y are uniformly bounded for k ∈ W. The approximation of the kernel in the integral equation by a sequence (kn) converging in a weak sense to k is also considered and results on stability and convergence are obtained. These general theorems are used to establish results for two special classes of kernels: k(s, t) = κ(s − t)z(t) and k(s, t) = κ(s − t)λ(s − t, t), where κ ∈ L1(R), z ∈ L∞(R), and λ ∈ BC((R\{0}) × R). Kernels of both classes arise in problems of time harmonic wave scattering by unbounded surfaces. The general integral equation results are here applied to prove the existence of a solution for a boundary integral equation formulation of scattering by an infinite rough surface and to consider the stability and convergence of approximation of the rough surface problem by a sequence of diffraction grating problems of increasingly large period.

Scattering by infinite one-dimensional rough surfaces

We consider the Dirichlet boundary-value problem for the Helmholtz equation in a non-locally perturbed half-plane. This problem models time-harmonic electromagnetic scattering by a one-dimensional, infinite, rough, perfectly conducting surface; the same problem arises in acoustic scattering by a sound-soft surface. ChandlerWilde & Zhang have suggested a radiation condition for this problem, a generalization of the Rayleigh expansion condition for diffraction gratings, and uniqueness of solution has been established. Recently, an integral equation formulation of the problem has also been proposed and, in the special case when the whole boundary is both Lyapunov and a small perturbation of a flat boundary, the unique solvability of this integral equation has been shown by Chandler-Wilde & Ross by operator perturbation arguments. In this paper we study the general case, with no limit on surface amplitudes or slopes, and show that the same integral equation has exactly one solution in the space of bounded and continuous functions for all wavenumbers. As an important corollary we prove that, for a variety of incident fields including the incident plane wave, the Dirichlet boundary-value problem for the scattered field has a unique solution.

On the solvability of a class of second kind integral equations on unbounded domains

We consider integral equations of the form ψ(x) = φ(x) + ∫Ωk(x, y)z(y)ψ(y) dy(in operator form ψ = φ + Kzψ), where Ω is some subset ofRn(n ≥ 1). The functionsk,z, and φ are assumed known, withz ∈ L∞(Ω) and φ ∈ Y, the space of bounded continuous functions on Ω. The function ψ ∈ Yis to be determined. The class of domains Ω and kernelskconsidered includes the case Ω = Rnandk(x, y) = κ(x − y) with κ ∈ L1(Rn), in which case, ifzis the characteristic function of some setG, the integral equation is one of Wiener–Hopf type. The main theorems, proved using arguments derived from collectively compact operator theory, are conditions on a setW ⊂ L∞(Ω) which ensure that ifI − Kzis injective for allz ∈ WthenI − Kzis also surjective and, moreover, the inverse operators (I − Kz)−1onYare bounded uniformly inz. These general theorems are used to recover classical results on Wiener–Hopf integral operators of21and19, and generalisations of these results, and are applied to analyse the Lippmann–Schwinger integral equation.

Scattering by rough surfaces: the Dirichlet problem for the Helmholtz equation in a non-locally perturbed half-plane

We consider the Dirichlet boundary value problem for the Helmholtz equation in a non-locally perturbed half-plane, this problem arising in electromagnetic scattering by one-dimensional rough, perfectly conducting surfaces. We propose a new boundary integral equation formulation for this problem, utilizing the Green's function for an impedance half-plane in place of the standard fundamental solution. We show, at least for surfaces not differing too much from the flat boundary, that the integral equation is uniquely solvable in the space of bounded and continuous functions, and hence that, for a variety of incident fields including an incident plane wave, the boundary value problem for the scattered field has a unique solution satisfying the limiting absorption principle. Finally, a result of continuous dependence of the solution on the boundary shape is obtained.