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.

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.

Bayesian Inference for Retrospective Population Genetics Models Using Markov Chain Monte Carlo Methods

Genetics, the science of heredity and variation in living organisms, has a central role in medicine, in breeding crops and livestock, and in studying fundamental topics of biological sciences such as evolution and cell functioning. Currently the field of genetics is under a rapid development because of the recent advances in technologies by which molecular data can be obtained from living organisms. In order that most information from such data can be extracted, the analyses need to be carried out using statistical models that are tailored to take account of the particular genetic processes. In this thesis we formulate and analyze Bayesian models for genetic marker data of contemporary individuals. The major focus is on the modeling of the unobserved recent ancestry of the sampled individuals (say, for tens of generations or so), which is carried out by using explicit probabilistic reconstructions of the pedigree structures accompanied by the gene flows at the marker loci. For such a recent history, the recombination process is the major genetic force that shapes the genomes of the individuals, and it is included in the model by assuming that the recombination fractions between the adjacent markers are known. The posterior distribution of the unobserved history of the individuals is studied conditionally on the observed marker data by using a Markov chain Monte Carlo algorithm (MCMC). The example analyses consider estimation of the population structure, relatedness structure (both at the level of whole genomes as well as at each marker separately), and haplotype configurations. For situations where the pedigree structure is partially known, an algorithm to create an initial state for the MCMC algorithm is given. Furthermore, the thesis includes an extension of the model for the recent genetic history to situations where also a quantitative phenotype has been measured from the contemporary individuals. In that case the goal is to identify positions on the genome that affect the observed phenotypic values. This task is carried out within the Bayesian framework, where the number and the relative effects of the quantitative trait loci are treated as random variables whose posterior distribution is studied conditionally on the observed genetic and phenotypic data. In addition, the thesis contains an extension of a widely-used haplotyping method, the PHASE algorithm, to settings where genetic material from several individuals has been pooled together, and the allele frequencies of each pool are determined in a single genotyping.

Methods to improve gene signal: Application to cDNA microarrays

Microarrays are high throughput biological assays that allow the screening of thousands of genes for their expression. The main idea behind microarrays is to compute for each gene a unique signal that is directly proportional to the quantity of mRNA that was hybridized on the chip. A large number of steps and errors associated with each step make the generated expression signal noisy. As a result, microarray data need to be carefully pre-processed before their analysis can be assumed to lead to reliable and biologically relevant conclusions. This thesis focuses on developing methods for improving gene signal and further utilizing this improved signal for higher level analysis. To achieve this, first, approaches for designing microarray experiments using various optimality criteria, considering both biological and technical replicates, are described. A carefully designed experiment leads to signal with low noise, as the effect of unwanted variations is minimized and the precision of the estimates of the parameters of interest are maximized. Second, a system for improving the gene signal by using three scans at varying scanner sensitivities is developed. A novel Bayesian latent intensity model is then applied on these three sets of expression values, corresponding to the three scans, to estimate the suitably calibrated true signal of genes. Third, a novel image segmentation approach that segregates the fluorescent signal from the undesired noise is developed using an additional dye, SYBR green RNA II. This technique helped in identifying signal only with respect to the hybridized DNA, and signal corresponding to dust, scratch, spilling of dye, and other noises, are avoided. Fourth, an integrated statistical model is developed, where signal correction, systematic array effects, dye effects, and differential expression, are modelled jointly as opposed to a sequential application of several methods of analysis. The methods described in here have been tested only for cDNA microarrays, but can also, with some modifications, be applied to other high-throughput technologies. Keywords: High-throughput technology, microarray, cDNA, multiple scans, Bayesian hierarchical models, image analysis, experimental design, MCMC, WinBUGS.

Generalised quaternion methods in conformal geometry

A new approach to Penrose's twistor algebra is given. It is based on the use of a generalised quaternion algebra for the translation of statements in projective five-space into equivalent statements in twistor (conformal spinor) space. The formalism leads toSO(4, 2)-covariant formulations of the Pauli-Kofink and Fierz relations among Dirac bilinears, and generalisations of these relations.

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.

On Musical Self-Similarity : Intersemiosis as Synecdoche and Analogy

Self-similarity, a concept taken from mathematics, is gradually becoming a keyword in musicology. Although a polysemic term, self-similarity often refers to the multi-scalar feature repetition in a set of relationships, and it is commonly valued as an indication for musical coherence and consistency . This investigation provides a theory of musical meaning formation in the context of intersemiosis, that is, the translation of meaning from one cognitive domain to another cognitive domain (e.g. from mathematics to music, or to speech or graphic forms). From this perspective, the degree of coherence of a musical system relies on a synecdochic intersemiosis: a system of related signs within other comparable and correlated systems. This research analyzes the modalities of such correlations, exploring their general and particular traits, and their operational bounds. Looking forward in this direction, the notion of analogy is used as a rich concept through its two definitions quoted by the Classical literature: proportion and paradigm, enormously valuable in establishing measurement, likeness and affinity criteria. Using quantitative qualitative methods, evidence is presented to justify a parallel study of different modalities of musical self-similarity. For this purpose, original arguments by Benoît B. Mandelbrot are revised, alongside a systematic critique of the literature on the subject. Furthermore, connecting Charles S. Peirce s synechism with Mandelbrot s fractality is one of the main developments of the present study. This study provides elements for explaining Bolognesi s (1983) conjecture, that states that the most primitive, intuitive and basic musical device is self-reference, extending its functions and operations to self-similar surfaces. In this sense, this research suggests that, with various modalities of self-similarity, synecdochic intersemiosis acts as system of systems in coordination with greater or lesser development of structural consistency, and with a greater or lesser contextual dependence.

Some nonstandard error analysis of discontinuous Galerkin methods for elliptic problems

An a priori error analysis of discontinuous Galerkin methods for a general elliptic problem is derived under a mild elliptic regularity assumption on the solution. This is accomplished by using some techniques from a posteriori error analysis. The model problem is assumed to satisfy a GAyenrding type inequality. Optimal order L (2) norm a priori error estimates are derived for an adjoint consistent interior penalty method.

Spherical aberration and its correction using Lie algebraic methods

We discuss three methods to correct spherical aberration for a point to point imaging system. First, results obtained using Fermat's principle and the ray tracing method are described briefly. Next, we obtain solutions using Lie algebraic techniques. Even though one cannot always obtain analytical results using this method, it is often more powerful than the first method. The result obtained with this approach is compared and found to agree with the exact result of the first method.

{C}^0$ penalty methods for the fully nonlinear Monge-Ampère equation

In this paper, we develop and analyze C(0) penalty methods for the fully nonlinear Monge-Ampere equation det(D(2)u) = f in two dimensions. The key idea in designing our methods is to build discretizations such that the resulting discrete linearizations are symmetric, stable, and consistent with the continuous linearization. We are then able to show the well-posedness of the penalty method as well as quasi-optimal error estimates using the Banach fixed-point theorem as our main tool. Numerical experiments are presented which support the theoretical results.

Multigrid algorithms for symmetric discontinuous Galerkin methods on graded meshes

We study a class of symmetric discontinuous Galerkin methods on graded meshes. Optimal order error estimates are derived in both the energy norm and the L 2 norm, and we establish the uniform convergence of V-cycle, F-cycle and W-cycle multigrid algorithms for the resulting discrete problems. Numerical results that confirm the theoretical results are also presented.

Five-stage Milstein methods for SDEs

In this paper, we consider the problem of computing numerical solutions for Ito stochastic differential equations (SDEs). The five-stage Milstein (FSM) methods are constructed for solving SDEs driven by an m-dimensional Wiener process. The FSM methods are fully explicit methods. It is proved that the FSM methods are convergent with strong order 1 for SDEs driven by an m-dimensional Wiener process. The analysis of stability (with multidimensional Wiener process) shows that the mean-square stable regions of the FSM methods are unbounded. The analysis of stability shows that the mean-square stable regions of the methods proposed in this paper are larger than the Milstein method and three-stage Milstein methods.