复杂条件地层滤波预测的理论与关键技术研究

The theory researches of prediction about stratigraphic filtering in complex condition are carried out, and three key techniques are put forward in this dissertation. Theoretical aspects: The prediction equations for both slant incidence in horizontally layered medium and that in laterally variant velocity medium are expressed appropriately. Solving the equations, the linear prediction operator of overlaid layers, then corresponding reflection/transmission operators, can be obtained. The properties of linear prediction operator are elucidated followed by putting forward the event model for generalized Goupillaud layers. Key technique 1: Spectral factorization is introduced to solve the prediction equations in complex condition and numerical results are illustrated. Key technique 2: So-called large-step wavefield extrapolation of one-way wave under laterally variant velocity circumstance is studied. Based on Lie algebraic integral and structure preserving algorithm, large-step wavefield depth extrapolation scheme is set forth. In this method, the complex phase of wavefield extrapolation operator’s symbol is expressed as a linear combination of wavenumbers with the coefficients of this linear combination in the form of the integral of interval velocity and its derivatives over depth. The exponential transform of the complex phase is implemented through phase shifting, BCH splitting and orthogonal polynomial expansion. The results of numerical test show that large-step scheme takes on a great number of advantages as low accumulating error, cheapness, well adaptability to laterally variant velocity, small dispersive, etc. Key technique 3: Utilizing large-step wavefield extrapolation scheme and based on the idea of local harmonic decomposition, the technique generating angle gathers for 2D case is generalized to 3D case so as to solve the problems generating and storing 3D prestack angle gathers. Shot domain parallel scheme is adopted by which main duty for servant-nodes is to compute trigonometric expansion coefficients, while that for host-node is to reclaim them with which object-oriented angle gathers yield. In theoretical research, many efforts have been made in probing into the traits of uncertainties within macro-dynamic procedures.

空间电流体系地磁反演及理论研究

The space currents definitely take effects on electromagnetic environment and also are scientific highlight in the space research. Space currents as a momentum and energy provider to Geospace Storm, disturb the varied part of geomagnetic field, distort magnetospheric configuration and furthermore take control of the coupling between magnetosphere and ionosphere. Due to both academic and commercial objectives above, we carry on geomagnetic inverse and theoretical studies about the space currents by using geomagnetic data from INTERMAGNET. At first, we apply a method of Natural Orthogonal Components (NOC) to decomposition the solar daily variation, especially for (solar quiet variation). NOC is just one of eign mode analysis, the most advantage of this method is that the basic functions (BFs) were not previously designated, but naturally came from the original data so that there are several BFs usually corresponding to the process really happened and have more physical meaning than the traditional spectrum analysis with the fixed BFs like Fourier trigonometric functions. The first two eign modes are corresponding to the and daily variation and their amplitudes both have the seasonal and day-to-day trend, that will be useful for evaluating geomagnetic activity indices. Because of the too strict constraints of orthogonality, we try to extend orthogonal contraints to the non-orthogonal ones in order to give more suitable and appropriate decomposition of the real processes when the most components did not satisfy orthogonality. We introduce a mapping matrix which can transform the real physical space to a new mathematical space, after that process, the modified components which associated with the physical processes have satisfied the orthogonality in the new mathematical space, furthermore, we can continue to use the NOC decomposition in the new mathematical space, and then all the components inversely transform back to original physical space, so that we would have finished the non-orthogonal decomposition which more generally in the real world. Secondly, geomagnetic inverse of the ring current’s topology is conducted. Configurational changes of the ring current in the magnetosphere lead to different patterns of disturbed ground field, so that the global configuration of ring current can be inferred from its geomagnetic perturbations. We took advantages of worldwide geomagnetic observatories network to investigate the disturbed geomagnetic field which produced by ring current. It was found that the ring current was not always centered at geomagnetic equator, and significantly deviated off the equator during several intense magnetic storms. The deviation owing to the tilting and latitudinal shifting of the ring current with respect to the earth’s dipole can be estimated from global geomagnetic survey. Furthermore those two configurational factors which gave a quantitative description of the ring current configuration, will be helpful to improve the Dst calibration and understand the dependence of ring current’s configuration on the plasma sheet location relative to the equator when magnetotail field warped. Thirdly, the energization and physical acceleration process of ring current during magnetic storm has been proposed. When IMF Bz component increase, the enhanced convection electric field drive the plasma injection into the inner magnetosphere. During the transport process, a dynamic heating is happened which make the particles more ‘hot’ when the injection is more deeply inward. The energy gradient along the injection path is equivalent to a kind of force, which resist the plasma more earthward injection, as a diamagnetic effect of the magnetosphere anti and repellent action to the exotically injected plasma. The acceleration efficiency has a power law form. We use analytical way to quantitatively describe the dynamical process by introducing a physical parameter: energization index, which will be useful to understand how the particle is heated. At the end, we give a scheme of how to get the from storm time geomagnetic data. During intense magnetic storms, the lognormal trend of geomagnetic Dst decreases depend on the heating dynamic of magnetosphere controlling ring current. The descending pattern of main phase is governed by the magnetospheric configuration, which can be describled by the energization index. The amplitude of Dst correlated with convection electric field or south component of the solar wind. Finally, the Dst index is predicted by upstream solar wind parameter. As we known space weather have posed many chanllenges and impacts on techinal system, the geomagnetic index for evaluating the activity space weather. We review the most popular Dst prediction method and repeat the Dst forecasting model works. A concise and convnient Key Points model of the polar region is also introduced to space weather. In summary, this paper contains some new quantitative and physical description of the space currents with special focus on the ring current. Whatever we do is just to gain a better understanding of the natural world, particularly the space environment around Earth through analytical deduction, algorithm designing and physical analysis, to quantitative interpretation. Applications of theoretical physics in conjunction with data analysis help us to understand the basic physical process govering the universe.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

The Baltic Dry Index: cyclicalities, forecasting and hedging strategies

The cyclical properties of the Baltic Dry Index (BDI) and their implications for forecasting performance are investigated. We find that changes in the BDI can lead to permanent shocks to trade of major exporting economies. In our forecasting exercise, we show that commodities and trigonometric regression can lead to improved predictions and then use our forecasting results to perform an investment exercise and to show how they can be used for improved risk management in the freight sector.

Numerical and combinatorial applications of generalized Appell polynomials

This thesis studies properties and applications of different generalized Appell polynomials in the framework of Clifford analysis. As an example of 3D-quasi-conformal mappings realized by generalized Appell polynomials, an analogue of the complex Joukowski transformation of order two is introduced. The consideration of a Pascal n-simplex with hypercomplex entries allows stressing the combinatorial relevance of hypercomplex Appell polynomials. The concept of totally regular variables and its relation to generalized Appell polynomials leads to the construction of new bases for the space of homogeneous holomorphic polynomials whose elements are all isomorphic to the integer powers of the complex variable. For this reason, such polynomials are called pseudo-complex powers (PCP). Different variants of them are subject of a detailed investigation. Special attention is paid to the numerical aspects of PCP. An efficient algorithm based on complex arithmetic is proposed for their implementation. In this context a brief survey on numerical methods for inverting Vandermonde matrices is presented and a modified algorithm is proposed which illustrates advantages of a special type of PCP. Finally, combinatorial applications of generalized Appell polynomials are emphasized. The explicit expression of the coefficients of a particular type of Appell polynomials and their relation to a Pascal simplex with hypercomplex entries are derived. The comparison of two types of 3D Appell polynomials leads to the detection of new trigonometric summation formulas and combinatorial identities of Riordan-Sofo type characterized by their expression in terms of central binomial coefficients.

Mathematica in the classroom: new tools for exploring precalculus and differential calculus

Prémio de Melhor Artigo de Jovem Investigador atribuído pela empresa Timberlake, apresentado na 1ª Conferência Nacional sobre Computação Simbólica no Ensino e na Investigação - CSEI2012, que decorreu no IST nos dias 2 e 3 de Abril.

On the path integral formulation and the evaluation of quantum statistical averages

Four problems of physical interest have been solved in this thesis using the path integral formalism. Using the trigonometric expansion method of Burton and de Borde (1955), we found the kernel for two interacting one dimensional oscillators• The result is the same as one would obtain using a normal coordinate transformation, We next introduced the method of Papadopolous (1969), which is a systematic perturbation type method specifically geared to finding the partition function Z, or equivalently, the Helmholtz free energy F, of a system of interacting oscillators. We applied this method to the next three problems considered• First, by summing the perturbation expansion, we found F for a system of N interacting Einstein oscillators^ The result obtained is the same as the usual result obtained by Shukla and Muller (1972) • Next, we found F to 0(Xi)f where A is the usual Tan Hove ordering parameter* The results obtained are the same as those of Shukla and Oowley (1971), who have used a diagrammatic procedure, and did the necessary sums in Fourier space* We performed the work in temperature space• Finally, slightly modifying the method of Papadopolous, we found the finite temperature expressions for the Debyecaller factor in Bravais lattices, to 0(AZ) and u(/K/ j,where K is the scattering vector* The high temperature limit of the expressions obtained here, are in complete agreement with the classical results of Maradudin and Flinn (1963) .

Analyse des paramètres atmosphériques des étoiles naines blanches dans le voisinage solaire

Ce mémoire présente une analyse homogène et rigoureuse de l’échantillon d’étoiles naines blanches situées à moins de 20 pc du Soleil. L’objectif principal de cette étude est d’obtenir un modèle statistiquement viable de l’échantillon le plus représentatif de la population des naines blanches. À partir de l’échantillon défini par Holberg et al. (2008), il a fallu dans un premier temps réunir le plus d’information possible sur toutes les candidates locales sous la forme de spectres visibles et de données photométriques. En utilisant les modèles d’atmosphère de naines blanches les plus récents de Tremblay & Bergeron (2009), ainsi que différentes techniques d’analyse, il a été permis d’obtenir, de façon homogène, les paramètres atmosphériques (Teff et log g) des naines blanches de cet échantillon. La technique spectroscopique, c.-à-d. la mesure de Teff et log g par l’ajustement des raies spectrales, fut appliquée à toutes les étoiles de notre échantillon pour lesquelles un spectre visible présentant des raies assez fortes était disponible. Pour les étoiles avec des données photométriques, la distribution d’énergie combinée à la parallaxe trigonométrique, lorsque mesurée, permettent de déterminer les paramètres atmosphériques ainsi que la composition chimique de l’étoile. Un catalogue révisé des naines blanches dans le voisinage solaire est présenté qui inclut tous les paramètres atmosphériques nouvellement determinés. L’analyse globale qui en découle est ensuite exposée, incluant une étude de la distribution de la composition chimique des naines blanches locales, de la distribution de masse et de la fonction luminosité.

Solution de C. Hyltén-Cavallius pour un problème de P. Turán concernant des polynômes

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Sur les comportements locaux de polynômes et polynômes trigonométriques

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Formules de quadrature pour les fonctions entières de type exponentiel

Ce mémoire contient quelques résultats sur l'intégration numérique. Ils sont liés à la célèbre formule de quadrature de K. F. Gauss. Une généralisation très intéressante de la formule de Gauss a été obtenue par P. Turán. Elle est contenue dans son article publié en 1948, seulement quelques années après la seconde guerre mondiale. Étant données les circonstances défavorables dans lesquelles il se trouvait à l'époque, l'auteur (Turán) a laissé beaucoup de détails à remplir par le lecteur. Par ailleurs, l'article de Turán a inspiré une multitude de recherches; sa formule a été étendue de di érentes manières et plusieurs articles ont été publiés sur ce sujet. Toutefois, il n'existe aucun livre ni article qui contiennent un compte-rendu détaillé des résultats de base, relatifs à la formule de Turán. Je voudrais donc que mon mémoire comporte su samment de détails qui puissent éclairer le lecteur tout en présentant un exposé de ce qui a été fait sur ce sujet. Voici comment nous avons organisé le contenu de ce mémoire. 1-a. La formule de Gauss originale pour les polynômes - L'énoncé ainsi qu'une preuve. 1-b. Le point de vue de Turán - Compte-rendu détaillé des résultats de son article. 2-a. Une formule pour les polynômes trigonométriques analogue à celle de Gauss. 2-b. Une formule pour les polynômes trigonométriques analogue à celle de Turán. 3-a. Deux formules pour les fonctions entières de type exponentiel, analogues à celle de Gauss pour les polynômes. 3-b. Une formule pour les fonctions entières de type exponentiel, analogue à celle de Turán. 4-a. Annexe A - Notions de base sur les polynômes de Legendre. 4-b. Annexe B - Interpolation polynomiale. 4-c. Annexe C - Notions de base sur les fonctions entières de type exponentiel. 4-d. Annexe D - L'article de P. Turán.

Recherche et caractérisation des étoiles jeunes de faible masse dans le voisinage solaire

L'outil développé dans le cadre de cette thèse est disponible à l'adresse suivante: www.astro.umontreal.ca/~malo/banyan.php

Certain problems concerning polynomials and transcendental entire functions of exponential type

Soit $\displaystyle P(z):=\sum_{\nu=0}^na_\nu z^{\nu}$ un polynôme de degré $n$ et $\displaystyle M:=\sup_{|z|=1}|P(z)|.$ Sans aucne restriction suplémentaire, on sait que $|P'(z)|\leq Mn$ pour $|z|\leq 1$ (inégalité de Bernstein). Si nous supposons maintenant que les zéros du polynôme $P$ sont à l'extérieur du cercle $|z|=k,$ quelle amélioration peut-on apporter à l'inégalité de Bernstein? Il est déjà connu [{\bf \ref{Mal1}}] que dans le cas où $k\geq 1$ on a $$(*) \qquad |P'(z)|\leq \frac{n}{1+k}M \qquad (|z|\leq 1),$$ qu'en est-il pour le cas où $k < 1$? Quelle est l'inégalité analogue à $(*)$ pour une fonction entière de type exponentiel $\tau ?$ D'autre part, si on suppose que $P$ a tous ses zéros dans $|z|\geq k \, \, (k\geq 1),$ quelle est l'estimation de $|P'(z)|$ sur le cercle unité, en terme des quatre premiers termes de son développement en série entière autour de l'origine. Cette thèse constitue une contribution à la théorie analytique des polynômes à la lumière de ces questions.

On Szegö’s Type Theorems

This study is to look the effect of change in the ordering of the Fourier system on Szegö’s classical observations of asymptotic distribution of eigenvalues of finite Toeplitz forms.This is done by checking proofs and Szegö’s properties in the new set up.The Fourier system is unconditional [19], any arbitrary ordering of the Fourier system forms a basis for the Hilbert space L2 [-Π, Π].Here study about the classical Szegö’s theorem.Szegö’s type theorem for operators in L2(R+) and check its validity for certain multiplication operators.Since the trigonometric basis is not available in L2(R+) or in L2(R) .This study discussed about the classes of orderings of Haar System in L2 (R+) and in L2(R) in which Szegö’s Type TheoreT Am is valid for certain multiplication operators.It is divided into two sections. In the first section there is an ordering to Haar system in L2(R+) and prove that with respect to this ordering, Szegö’s Type theorem holds for general class of multiplication operators Tƒ with multiplier ƒ ε L2(R+), subject to some conditions on ƒ.Finally in second section more general classes of ordering of Haar system in L2(R+) and in L2(R) are identified in such a way that for certain classes of multiplication operators the asymptotic distribution of eigenvalues exists.