Spinning Hopf solitons on S3 × ℝ

We consider a field theory with target space being the two dimensional sphere S2 and defined on the space-time S3 × . The Lagrangean is the square of the pull-back of the area form on S2. It is invariant under the conformal group SO(4,2) and the infinite dimensional group of area preserving diffeomorphisms of S2. We construct an infinite number of exact soliton solutions with non-trivial Hopf topological charges. The solutions spin with a frequency which is bounded above by a quantity proportional to the inverse of the radius of S3. The construction of the solutions is made possible by an ansatz which explores the conformal symmetry and a U(1) subgroup of the area preserving diffeomorphism group. © SISSA 2006.

Cohomology ring of the brst operator associated to the sum of two pure spinors

In the study of the Type II superstring, it is useful to consider the BRST complex associated to the sum of two pure spinors. The cohomology of this complex is an infinite-dimensional vector space. It is also a finite-dimensional algebra over the algebra of functions of a single pure spinor. In this paper we study the multiplicative structure. © 2013 World Scientific Publishing Company.

A construction of integrated vertex operator in the pure spinor sigma-model in AdS(5) x S-5

Vertex operators in string theory me in two varieties: integrated and unintegrated. Understanding both types is important for the calculation of the string theory amplitudes. The relation between them is a descent procedure typically involving the b-ghost. In the pure spinor formalism vertex operators can be identified as cohomology classes of an infinite-dimensional Lie superalgebra formed by covariant derivatives. We show that in this language the construction of the integrated vertex from an unintegrated vertex is very straightforward, and amounts to the evaluation of the cocycle on the generalized Lax currents.

Pure Spinors in AdS and Lie Algebra Cohomology

We show that the BRST cohomology of the massless sector of the Type IIB superstring on AdS(5) x S (5) can be described as the relative cohomology of an infinite-dimensional Lie superalgebra. We explain how the vertex operators of ghost number 1, which correspond to conserved currents, are described in this language. We also give some algebraic description of the ghost number 2 vertices, which appears to be new. We use this algebraic description to clarify the structure of the zero mode sector of the ghost number two states in flat space, and initiate the study of the vertices of the higher ghost number.

Multiseries Lie groups and asymptotic modules for characterizing and solving integrable models

A multiseries integrable model (MSIM) is defined as a family of compatible flows on an infinite-dimensional Lie group of N-tuples of formal series around N given poles on the Riemann sphere. Broad classes of solutions to a MSIM are characterized through modules over rings of rational functions, called asymptotic modules. Possible ways for constructing asymptotic modules are Riemann-Hilbert and ∂̄ problems. When MSIM's are written in terms of the group coordinates, some of them can be contracted into standard integrable models involving a small number of scalar functions only. Simple contractible MSIM's corresponding to one pole, yield the Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy. Two-pole contractible MSIM's are exhibited, which lead to a hierarchy of solvable systems of nonlinear differential equations consisting of (2 + 1) -dimensional evolution equations and of quite strong differential constraints. © 1989 American Institute of Physics.

Stabilization for an ensemble of half-spin systems

Feedback stabilization of an ensemble of non interacting half spins described by the Bloch equations is considered. This system may be seen as an interesting example for infinite dimensional systems with continuous spectra. We propose an explicit feedback law that stabilizes asymptotically the system around a uniform state of spin +1/2 or -1/2. The proof of the convergence is done locally around the equilibrium in the H-1 topology. This local convergence is shown to be a weak asymptotic convergence for the H-1 topology and thus a strong convergence for the C topology. The proof relies on an adaptation of the LaSalle invariance principle to infinite dimensional systems. Numerical simulations illustrate the efficiency of these feedback laws, even for initial conditions far from the equilibrium. (C) 2011 Elsevier Ltd. All rights reserved.

STRUCTURE AND BIFURCATION OF PULLBACK ATTRACTORS IN A NON-AUTONOMOUS CHAFEE-INFANTE EQUATION

The Chafee-Infante equation is one of the canonical infinite-dimensional dynamical systems for which a complete description of the global attractor is available. In this paper we study the structure of the pullback attractor for a non-autonomous version of this equation, u(t) = u(xx) + lambda(xx) - lambda u beta(t)u(3), and investigate the bifurcations that this attractor undergoes as A is varied. We are able to describe these in some detail, despite the fact that our model is truly non-autonomous; i.e., we do not restrict to 'small perturbations' of the autonomous case.

On some Banach space constants arising in nonlinear fixed point and eigenvalue theory

[EN] As is well known, in any infinite-dimensional Banach space one may find fixed point free self-maps of the unit ball, retractions of the unit ball onto its boundary, contractions of the unit sphere, and nonzero maps without positive eigenvalues and normalized eigenvectors. In this paper, we give upper and lower estimates, or even explicit formulas, for the minimal Lipschitz constant and measure of noncompactness of such maps.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Pseudodifferential operators on Hilbert space riggings with associated psi *-algebras and generalized Hörmander classes

The present thesis is concerned with certain aspects of differential and pseudodifferential operators on infinite dimensional spaces. We aim to generalize classical operator theoretical concepts of pseudodifferential operators on finite dimensional spaces to the infinite dimensional case. At first we summarize some facts about the canonical Gaussian measures on infinite dimensional Hilbert space riggings. Considering the naturally unitary group actions in $L^2(H_-,gamma)$ given by weighted shifts and multiplication with $e^{iSkp{t}{cdot}_0}$ we obtain an unitary equivalence $F$ between them. In this sense $F$ can be considered as an abstract Fourier transform. We show that $F$ coincides with the Fourier-Wiener transform. Using the Fourier-Wiener transform we define pseudodifferential operators in Weyl- and Kohn-Nirenberg form on our Hilbert space rigging. In the case of this Gaussian measure $gamma$ we discuss several possible Laplacians, at first the Ornstein-Uhlenbeck operator and then pseudo-differential operators with negative definite symbol. In the second case, these operators are generators of $L^2_gamma$-sub-Markovian semi-groups and $L^2_gamma$-Dirichlet-forms. In 1992 Gramsch, Ueberberg and Wagner described a construction of generalized Hörmander classes by commutator methods. Following this concept and the classical finite dimensional description of $Psi_{ro,delta}^0$ ($0leqdeltaleqroleq 1$, $delta< 1$) in the $C^*$-algebra $L(L^2)$ by Beals and Cordes we construct in both cases generalized Hörmander classes, which are $Psi^*$-algebras. These classes act on a scale of Sobolev spaces, generated by our Laplacian. In the case of the Ornstein-Uhlenbeck operator, we prove that a large class of continuous pseudodifferential operators considered by Albeverio and Dalecky in 1998 is contained in our generalized Hörmander class. Furthermore, in the case of a Laplacian with negative definite symbol, we develop a symbolic calculus for our operators. We show some Fredholm-criteria for them and prove that these Fredholm-operators are hypoelliptic. Moreover, in the finite dimensional case, using the Gaussian-measure instead of the Lebesgue-measure the index of these Fredholm operators is still given by Fedosov's formula. Considering an infinite dimensional Heisenberg group rigging we discuss the connection of some representations of the Heisenberg group to pseudo-differential operators on infinite dimensional spaces. We use this connections to calculate the spectrum of pseudodifferential operators and to construct generalized Hörmander classes given by smooth elements which are spectrally invariant in $L^2(H_-,gamma)$. Finally, given a topological space $X$ with Borel measure $mu$, a locally compact group $G$ and a representation $B$ of $G$ in the group of all homeomorphisms of $X$, we construct a Borel measure $mu_s$ on $X$ which is invariant under $B(G)$.

Der Renormierungsgruppen-Fluß der konform-reduzierten Quantengravitation

Wir analysieren die Rolle von "Hintergrundunabhängigkeit" im Zugang der effektiven Mittelwertwirkung zur Quantengravitation. Wenn der nicht-störungstheoretische Renormierungsgruppen-(RG)-Fluß "hintergrundunabhängig" ist, muß die Vergröberung durch eine nicht spezifizierte, variable Metrik definiert werden. Die Forderung nach "Hintergrundunabhängigkeit" in der Quantengravitation führt dazu, daß die funktionale RG-Gleichung von zusätzlichen Feldern abhängt; dadurch unterscheidet sich der RG-Fluß in der Quantengravitation deutlich von dem RG-Fluß einer gewöhnlichen Quantentheorie, deren Moden-Cutoff von einer starren Metrik abhängt. Beispielsweise kann in der "hintergrundunabhängigen" Theorie ein Nicht-Gauß'scher Fixpunkt existieren, obwohl die entsprechende gewöhnliche Quantentheorie keinen solchen entwickelt. Wir untersuchen die Bedeutung dieses universellen, rein kinematischen Effektes, indem wir den RG-Fluß der Quanten-Einstein-Gravitation (QEG) in einem "konform-reduzierten" Zusammenhang untersuchen, in dem wir nur den konformen Faktor der Metrik quantisieren. Alle anderen Freiheitsgrade der Metrik werden vernachlässigt. Die konforme Reduktion der Einstein-Hilbert-Trunkierung zeigt exakt dieselben qualitativen Eigenschaften wie in der vollen Einstein-Hilbert-Trunkierung. Insbesondere besitzt sie einen Nicht-Gauß'schen Fixpunkt, der notwendig ist, damit die Gravitation asymptotisch sicher ist. Ohne diese zusätzlichen Feldabhängigkeiten ist der RG-Fluß dieser Trunkierung der einer gewöhnlichen $phi^4$-Theorie. Die lokale Potentialnäherung für den konformen Faktor verallgemeinert den RG-Fluß in der Quantengravitation auf einen unendlich-dimensionalen Theorienraum. Auch hier finden wir sowohl einen Gauß'schen als auch einen Nicht-Gauß'schen Fixpunkt, was weitere Hinweise dafür liefert, daß die Quantengravitation asymptotisch sicher ist. Das Analogon der Metrik-Invarianten, die proportional zur dritten Potenz der Krümmung ist und die die störungstheoretische Renormierbarkeit zerstört, ist unproblematisch für die asymptotische Sicherheit der konform-reduzierten Theorie. Wir berechnen die Skalenfelder und -imensionen der beiden Fixpunkte explizit und diskutieren mögliche Einflüsse auf die Vorhersagekraft der Theorie. Da der RG-Fluß von der Topologie der zugrundeliegenden Raumzeit abhängt, diskutieren wir sowohl den flachen Raum als auch die Sphäre. Wir lösen die Flußgleichung für das Potential numerisch und erhalten Beispiele für RG-Trajektorien, die innerhalb der Ultraviolett-kritischen Mannigfaltigkeit des Nicht-Gauß'schen Fixpunktes liegen. Die Quantentheorien, die durch einige solcher Trajektorien definiert sind, zeigen einen Phasenübergang von der bekannten (Niederenergie-) Phase der Gravitation mit spontan gebrochener Diffeomorphismus-Invarianz zu einer neuen Phase von ungebrochener Diffeomorphismus-Invarianz. Diese Hochenergie-Phase ist durch einen verschwindenden Metrik-Erwartungswert charakterisiert.

Semiparametric Normal Transformation Models for Spatially Correlated Survival Data

There is an emerging interest in modeling spatially correlated survival data in biomedical and epidemiological studies. In this paper, we propose a new class of semiparametric normal transformation models for right censored spatially correlated survival data. This class of models assumes that survival outcomes marginally follow a Cox proportional hazard model with unspecified baseline hazard, and their joint distribution is obtained by transforming survival outcomes to normal random variables, whose joint distribution is assumed to be multivariate normal with a spatial correlation structure. A key feature of the class of semiparametric normal transformation models is that it provides a rich class of spatial survival models where regression coefficients have population average interpretation and the spatial dependence of survival times is conveniently modeled using the transformed variables by flexible normal random fields. We study the relationship of the spatial correlation structure of the transformed normal variables and the dependence measures of the original survival times. Direct nonparametric maximum likelihood estimation in such models is practically prohibited due to the high dimensional intractable integration of the likelihood function and the infinite dimensional nuisance baseline hazard parameter. We hence develop a class of spatial semiparametric estimating equations, which conveniently estimate the population-level regression coefficients and the dependence parameters simultaneously. We study the asymptotic properties of the proposed estimators, and show that they are consistent and asymptotically normal. The proposed method is illustrated with an analysis of data from the East Boston Ashma Study and its performance is evaluated using simulations.

Numerical solutions of elliptic inverse problems via the equation error method

To estimate a parameter in an elliptic boundary value problem, the method of equation error chooses the value that minimizes the error in the PDE and boundary condition (the solution of the BVP having been replaced by a measurement). The estimated parameter converges to the exact value as the measured data converge to the exact value, provided Tikhonov regularization is used to control the instability inherent in the problem. The error in the estimated solution can be bounded in an appropriate quotient norm; estimates can be derived for both the underlying (infinite-dimensional) problem and a finite-element discretization that can be implemented in a practical algorithm. Numerical experiments demonstrate the efficacy and limitations of the method.

Problems in the classical calculus of variations

This dissertation concerns convergence analysis for nonparametric problems in the calculus of variations and sufficient conditions for weak local minimizer of a functional for both nonparametric and parametric problems. Newton's method in infinite-dimensional space is proved to be well-defined and converges quadratically to a weak local minimizer of a functional subject to certain boundary conditions. Sufficient conditions for global converges are proposed and a well-defined algorithm based on those conditions is presented and proved to converge. Finite element discretization is employed to achieve an implementable line-search-based quasi-Newton algorithm and a proof of convergence of the discretization of the algorithm is included. This work also proposes sufficient conditions for weak local minimizer without using the language of conjugate points. The form of new conditions is consistent with the ones in finite-dimensional case. It is believed that the new form of sufficient conditions will lead to simpler approaches to verify an extremal as local minimizer for well-known problems in calculus of variations.

Horizon shells and BMS-like soldering transformations

We revisit the theory of null shells in general relativity, with a particular emphasis on null shells placed at horizons of black holes. We study in detail the considerable freedom that is available in the case that one solders two metrics together across null hypersurfaces (such as Killing horizons) for which the induced metric is invariant under translations along the null generators. In this case the group of soldering transformations turns out to be infinite dimensional, and these solderings create non-trivial horizon shells containing both massless matter and impulsive gravitational wave components. We also rephrase this result in the language of Carrollian symmetry groups. To illustrate this phenomenon we discuss in detail the example of shells on the horizon of the Schwarzschild black hole (with equal interior and exterior mass), uncovering a rich classical structure at the horizon and deriving an explicit expression for the general horizon shell energy-momentum tensor. In the special case of BMS-like soldering supertranslations we find a conserved shell-energy that is strikingly similar to the standard expression for asymptotic BMS supertranslation charges, suggesting a direct relation between the physical properties of these horizon shells and the recently proposed BMS supertranslation hair of a black hole.