Zelan neurtzen dira Rn-ko multzoak ?

Duración (en horas): Más de 50 horas. Destinatario: Estudiante y Docente

Exam 1970

Exam questions and solutions in LaTex

Propriedades e convergência de certas fórmulas de quadratura interpolatórias

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

As integrais de Riemann, Riemann-Stieltjes e Lebesgue

Pós-graduação em Matemática Universitária - IGCE

A RIEMANN INTEGRAL APPROACH TO FEYNMANS PATH-INTEGRAL

It is a well known result that the Feynman's path integral (FPI) approach to quantum mechanics is equivalent to Schrodinger's equation when we use as integration measure the Wiener-Lebesgue measure. This results in little practical applicability due to the great algebraic complexibity involved, and the fact is that almost all applications of (FPI) - ''practical calculations'' - are done using a Riemann measure. In this paper we present an expansion to all orders in time of FPI in a quest for a representation of the latter solely in terms of differentiable trajetories and Riemann measure. We show that this expansion agrees with a similar expansion obtained from Schrodinger's equation only up to first order in a Riemann integral context, although by chance both expansions referred to above agree for the free. particle and harmonic oscillator cases. Our results permit, from the mathematical point of view, to estimate the many errors done in ''practical'' calculations of the FPI appearing in the literature and, from the physical point of view, our results supports the stochastic approach to the problem.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Flat connections, geometric invariants and energy of harmonic functions on compact Riemann surfaces

A geometric invariant is associated to the space of fiat connections on a G-bundle over a compact Riemann surface and is related to the energy of harmonic functions.

Perturbative expansion of the QCD Adler function improved by renormalization-group summation and analytic continuation in the Borel plane

We examine the large-order behavior of a recently proposed renormalization-group-improved expansion of the Adler function in perturbative QCD, which sums in an analytically closed form the leading logarithms accessible from renormalization-group invariance. The expansion is first written as an effective series in powers of the one-loop coupling, and its leading singularities in the Borel plane are shown to be identical to those of the standard ``contour-improved'' expansion. Applying the technique of conformal mappings for the analytic continuation in the Borel plane, we define a class of improved expansions, which implement both the renormalization-group invariance and the knowledge about the large-order behavior of the series. Detailed numerical studies of specific models for the Adler function indicate that the new expansions have remarkable convergence properties up to high orders. Using these expansions for the determination of the strong coupling from the hadronic width of the tau lepton we obtain, with a conservative estimate of the uncertainty due to the nonperturbative corrections, alpha(s)(M-tau(2)) = 0.3189(-0.0151)(+0.0173), which translates to alpha(s)(M-Z(2)) = 0.1184(-0.0018)(+0.0021). DOI: 10.1103/PhysRevD.87.014008

Riemann shock tube: 1D normal shocks in air, simulations and experiments

This paper presents numerical simulation of the evolution of one-dimensional normal shocks, their propagation, reflection and interaction in air using a single diaphragm Riemann shock tube and validate them using experimental results. Mathematical model is derived for one-dimensional compressible flow of viscous and conducting medium. Dimensionless form of the mathematical model is used to construct space-time finite element processes based on minimization of the space-time residual functional. The space-time local approximation functions for space-time p-version hierarchical finite elements are considered in higher order GRAPHICS] spaces that permit desired order of global differentiability of local approximations in space and time. The resulting algebraic systems from this approach yield unconditionally positive-definite coefficient matrices, hence ensure unique numerical solution. The evolution is computed for a space-time strip corresponding to a time increment Delta t and then time march to obtain the evolution up to any desired value of time. Numerical studies are designed using recently invented hand-driven shock tube (Reddy tube) parameters, high/low side density and pressure values, high- and low-pressure side shock tube lengths, so that numerically computed results can be compared with actual experimental measurements.

Euskarazko ahozko grabazioen edukia egiaztatzeko sistema

[EU]Ahots teknologiaren garapenaren gorakadak, hizketan minusbaliotasunen bat duten pertsonen eguneroko bizitza ahalik eta erosoena egitearen saiakerarekin batera, Aholab ikerkuntza taldea ZURE TTS proiektua garatzera eraman du, proiektuaren helburua ahots minusbaliotasun batez jota dauden edo ahotsa guztiz galdu duten pertsonentzat hizketa sintetizadore bat garatzea delarik. Ahots sintetizatua lortzeko, ahots emaileek grabatutako esaldiez osatutako ahots naturaleko corpus bat hartzen da oinarritzat. Sintesi prozesua ahalik eta kalitate altuenekoa izateko, nahitaezkoa da datu basean gordeta dagoen ahotsa egokia izatea, eta horregatik, burutuko den proiektuak grabazioen edukiaren egiaztatzaile bat garatzea du helburu, erabiltzaileak irakurritako esaldiak zuzenak diren edo ez egiaztatzen dituena, horrela ahots sintetizatuaren kalitatea bermatuz.

Smooth sets for borel equivalence relations and the covering property for σ-ideals of compact sets

This thesis is divided into three chapters. In the first chapter we study the smooth sets with respect to a Borel equivalence realtion E on a Polish space X. The collection of smooth sets forms σ-ideal. We think of smooth sets as analogs of countable sets and we show that an analog of the perfect set theorem for Σ¹₁ sets holds in the context of smooth sets. We also show that the collection of Σ¹₁ smooth sets is ∏¹₁ on the codes. The analogs of thin sets are called sparse sets. We prove that there is a largest ∏¹₁ sparse set and we give a characterization of it. We show that in L there is a ∏¹₁ sparse set which is not smooth. These results are analogs of the results known for the ideal of countable sets, but it remains open to determine if large cardinal axioms imply that ∏¹₁ sparse sets are smooth. Some more specific results are proved for the case of a countable Borel equivalence relation. We also study I(E), the σ-ideal of closed E-smooth sets. Among other things we prove that E is smooth iff I(E) is Borel.

In chapter 2 we study σ-ideals of compact sets. We are interested in the relationship between some descriptive set theoretic properties like thinness, strong calibration and the covering property. We also study products of σ-ideals from the same point of view. In chapter 3 we show that if a σ-ideal I has the covering property (which is an abstract version of the perfect set theorem for Σ¹₁ sets), then there is a largest ∏¹₁ set in I^int (i.e., every closed subset of it is in I). For σ-ideals on 2^ω we present a characterization of this set in a similar way as for C₁, the largest thin ∏¹₁ set. As a corollary we get that if there are only countable many reals in L, then the covering property holds for Σ¹₂ sets.

Logarithmic Potential Theory on Riemann Surfaces

We develop a logarithmic potential theory on Riemann surfaces which generalizes logarithmic potential theory on the complex plane. We show the existence of an equilibrium measure and examine its structure. This leads to a formula for the structure of the equilibrium measure which is new even in the plane. We then use our results to study quadrature domains, Laplacian growth, and Coulomb gas ensembles on Riemann surfaces. We prove that the complement of the support of the equilibrium measure satisfies a quadrature identity. Furthermore, our setup allows us to naturally realize weak solutions of Laplacian growth (for a general time-dependent source) as an evolution of the support of equilibrium measures. When applied to the Riemann sphere this approach unifies the known methods for generating interior and exterior Laplacian growth. We later narrow our focus to a special class of quadrature domains which we call Algebraic Quadrature Domains. We show that many of the properties of quadrature domains generalize to this setting. In particular, the boundary of an Algebraic Quadrature Domain is the inverse image of a planar algebraic curve under a meromorphic function. This makes the study of the topology of Algebraic Quadrature Domains an interesting problem. We briefly investigate this problem and then narrow our focus to the study of the topology of classical quadrature domains. We extend the results of Lee and Makarov and prove (for n ≥ 3) c ≤ 5n-5, where c and n denote the connectivity and degree of a (classical) quadrature domain. At the same time we obtain a new upper bound on the number of isolated points of the algebraic curve corresponding to the boundary and thus a new upper bound on the number of special points. In the final chapter we study Coulomb gas ensembles on Riemann surfaces.

Geodésicas en Variedades de Riemann

En este trabajo, se hará una introducción a las variedades de Riemann, con el fin de analizar algunas propiedades minimizadoras de las curvas geodésicas en variedades de Riemann.