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| 2. |
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| 3. |
- Arakelyan, Avetik
(författare)
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The Finite Difference Methods for Multi-phase Free Boundary Problems
- 2011
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consist of an introduction and four research papers concerning numerical analysis for a certain class of free boundary problems. Paper I is devoted to the numerical analysis of the so-called two-phase membrane problem. Projected Gauss-Seidel method is constructed. We prove general convergence of the algorithm as well as obtain the error estimate for the finite difference scheme. In Paper II we have improved known results on the error estimates for a Classical Obstacle (One-Phase) Problem with a finite difference scheme. Paper III deals with the parabolic version of the two-phase obstacle-like problem. We introduce a certain variational form, which allows us to definea notion of viscosity solution. The uniqueness of viscosity solution is proved, and numerical nonlinear Gauss-Seidel method is constructed. In the last paper, we study a numerical approximation for a class of stationary states for reaction-diffusion system with m densities having disjoint support. The proof of convergence of the numerical method is given in some particular cases. We also apply our numerical simulations for the spatial segregation limit of diffusive Lotka-Volterra models in presence of high competition and inhomogeneous Dirichlet boundary conditions.
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| 4. |
- Arnarson, Teitur, 1977-
(författare)
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PDE methods for free boundary problems in financial mathematics
- 2008
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- We consider different aspects of free boundary problems that have financial applications. Papers I–III deal with American option pricing, in which case the boundary is called the early exercise boundary and separates the region where to hold the option from the region where to exercise it. In Papers I–II we obtain boundary regularity results by local analysis of the PDEs involved and in Paper III we perform local analysis of the corresponding stochastic representation. The last paper is different in its character as we are dealing with an optimal switching problem, where a switching of state occurs when the underlying process crosses a free boundary. Here we obtain existence and regularity results of the viscosity solutions to the involved system of variational inequalities.
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| 5. |
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| 6. |
- Arnlind, Joakim, 1979-
(författare)
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Graph Techniques for Matrix Equations and Eigenvalue Dynamics
- 2008
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- One way to construct noncommutative analogues of a Riemannian manifold Σ is to make use of the Toeplitz quantization procedure. In Paper III and IV, we construct C-algebras for a continuously deformable class of spheres and tori, and by introducing the directed graph of a representation, we can completely characterize the representation theory of these algebras in terms of the corresponding graphs. It turns out that the irreducible representations are indexed by the periodic orbits and N-strings of an iterated map s:(reals) 2→(reals)2 associated to the algebra. As our construction allows for transitions between spheres and tori (passing through a singular surface), one easily sees how the structure of the matrices changes as the topology changes. In Paper II, noncommutative analogues of minimal surface and membrane equations are constructed and new solutions are presented -- some of which correspond to minimal tori embedded in S7. Paper I is concerned with the problem of finding differential equations for the eigenvalues of a symmetric N × N matrix satisfying Xdd=0. Namely, by finding N(N-1)/2 suitable conserved quantities, the time-evolution of X (with arbitrary initial conditions), is reduced to non-linear equations involving only the eigenvalues of Χ.
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| 7. |
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| 8. |
- Avasjö, Agneta
(författare)
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Automata and growth functions of Coxeter groups
- 2004
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The aim of this thesis is to study, in some detail,properties of growth functions and geodesic growth functionsfor Coxeter groups. To do this, we use the fact that allCoxeter groups, which can be defined by some simple rules on apresentation by generators and relators, are described byformal languages which satisfy rather strong finitaryconditions. By connecting the context of groups with that offormal languages and constructing finite state automata for thelanguages N(G, S) and L(G, S) we make explicit algorithmiccomputations of the corresponding growth functions of the groupG. As a test-case we choose the subclass of triangle groups,which are defined in a purely geometric way as groups generatedby reflections with respect to the sides of a triangle. Thetheorems and the methods shown are however valid for allCoxeter groups. The construction of the automatons is based ona representation of a Coxeter group by linear transformationsacting on a vector space. The key notion here is that of a rootsystem. We demonstrate that the growth series and the growthseries of geodesics associated with a Coxeter system can bothbe given by rational expressions. Triangle groups (except for a finite number) are naturallyorganized into a few infinite series, and we were able toperform our computations for these infinite series, with one orseveral parameter tending to infinity. We give graphicalrepresentations of the constructed automata as well as resultsof numerical computations of the corresponding growthfunctions.
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| 9. |
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| 10. |
- Bender, Martin, 1976-
(författare)
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Limit theorems for generalizations of GUE random matrices
- 2008
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). It is known that the empirical measure process converges weakly to a deterministic measure-valued function and that the appropriately rescaled fluctuations around this limit converge weakly to a Gaussian distribution-valued process. For a large class of analytic test functions, explicit formulae are derived for the mean and covariance functionals of this fluctuation process. The second paper concerns a family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of n x n matrices with iid centered complex Gaussian entries. The asymptotic spectral distribution in these models is uniform in an ellipse in the complex plane, which collapses to an interval of the real line as the degree of non-Hermiticity diminishes. Scaling limit theorems are proven for the eigenvalue point process at the rightmost edge of the spectrum, and it is shown that a non-trivial transition occurs between Poisson and Airy point process statistics when the ratio of the axes of the supporting ellipse is of order n -1/3.
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| 11. |
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| 12. |
- Björklund, Michael, 1981-
(författare)
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Limit Theorems for Ergodic Group Actions and Random Walks
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of an introduction, a summary and 7 papers. The papers are devoted to problems in ergodic theory, equidistribution on compact manifolds and random walks on groups. In Papers A and B, we generalize two classical ergodic theorems for actions of abelian groups. The main result is a generalization of Kingman’s subadditive ergodic theorem to ergodic actions of the group Zd. In Papers C,D and E, we consider equidistribution problems on nilmanifolds. In Paper C we study the asymptotic behavior of dilations of probability measures on nilmanifolds, supported on singular sets, and prove, under some technical assumptions, effective convergences to Haar measure. In Paper D, we give a new geometric proof of an old result by Koksma on almost sure equidistribution of expansive sequences. In paper E we give necessary and sufficient conditions on a probability measure on a homogeneous Riemannian manifold to be non–atomic. Papers F and G are concerned with the asymptotic behavior of random walks on groups. In Paper F we consider homogeneous random walks on Gromov hyperbolic groups and establish a central limit theorem for random walks satisfying some technical moment conditions. Paper G is devoted to certain Bernoulli convolutions and the regularity of their value distributions.
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| 13. |
- Björnberg, Jakob Erik, 1983-
(författare)
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Graphical representations of Ising and Potts models : Stochastic geometry of the quantum Ising model and the space-time Potts model
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- HTML clipboard Statistical physics seeks to explain macroscopic properties of matter in terms of microscopic interactions. Of particular interest is the phenomenon of phase transition: the sudden changes in macroscopic properties as external conditions are varied. Two models in particular are of great interest to mathematicians, namely the Ising model of a magnet and the percolation model of a porous solid. These models in turn are part of the unifying framework of the random-cluster representation, a model for random graphs which was first studied by Fortuin and Kasteleyn in the 1970’s. The random-cluster representation has proved extremely useful in proving important facts about the Ising model and similar models. In this work we study the corresponding graphical framework for two related models. The first model is the transverse field quantum Ising model, an extension of the original Ising model which was introduced by Lieb, Schultz and Mattis in the 1960’s. The second model is the space–time percolation process, which is closely related to the contact model for the spread of disease. In Chapter 2 we define the appropriate space–time random-cluster model and explore a range of useful probabilistic techniques for studying it. The space– time Potts model emerges as a natural generalization of the quantum Ising model. The basic properties of the phase transitions in these models are treated in this chapter, such as the fact that there is at most one unbounded fk-cluster, and the resulting lower bound on the critical value in . In Chapter 3 we develop an alternative graphical representation of the quantum Ising model, called the random-parity representation. This representation is based on the random-current representation of the classical Ising model, and allows us to study in much greater detail the phase transition and critical behaviour. A major aim of this chapter is to prove sharpness of the phase transition in the quantum Ising model—a central issue in the theory— and to establish bounds on some critical exponents. We address these issues by using the random-parity representation to establish certain differential inequalities, integration of which gives the results. In Chapter 4 we explore some consequences and possible extensions of the results established in Chapters 2 and 3. For example, we determine the critical point for the quantum Ising model in and in ‘star-like’ geometries.
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| 14. |
- Blomgren, Martin
(författare)
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Fibrations and Idempotent Functors
- 2011
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of two articles. Both articles concern homotopical algebra. In Paper I we study functors indexed by a small category into a model category whose value at each morphism is a weak equivalence. We show that the category of such functors can be understood as a certain mapping space. Specializing to topological spaces, this result is used to reprove a classical theorem that classifies fibrations with a fixed base and homotopy fiber. In Paper II we study augmented idempotent functors, i.e., co-localizations, operating on the category of groups. We relate these functors to cellular coverings of groups and show that a number of properties, such as finiteness, nilpotency etc., are preserved by such functors. Furthermore, we classify the values that such functors can take upon finite simple groups and give an explicit construction of such values.
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| 15. |
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| 16. |
- Carlqvist, Håkan, 1967-
(författare)
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Multiscale analysis of multi-channel signals
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- I: Amplitude and phase relationship between alpha and beta oscillations in the human EEG We have studied the relation between two oscillatory patterns within EEG signals (oscillations with main frequency 10 Hz and 20 Hz), with wavelet-based methods. For better comparison, a variant of the continuous wavelet transform, was derived. As a conclusion, the two patterns were closely related and 70-90 % of the activity in the 20 Hz pattern could be seen as a resonance phenomenon of the 10 Hz activity. II: A local discriminant basis algorithm using wavelet packets for discrimination between classes of multidimensional signals We have improved and extended the local discriminant basis algorithm for application on multidimensional signals appearing from multichannels. The improvements includes principal-component analysis and crossvalidation- leave-one out. The method is furthermore applied on two classes of EEG signals, one group of control subjects and one group of subjects with type I diabetes. There was a clear discrimination between the two groups. The discrimination follows known differences in the EEG between the two groups of subjects. III: Improved classification of multidimensional signals using orthogonality properties of a time-frequency library We further improve and refine the method in paper2 and apply it on 4 classes of EEG signals from subjects differing in age and/or sex, which are known factors of EEG alterations. As a method for deciding the best basis we derive an orthogonalbasis- pursuit-like algorithm which works statistically better (Tukey's test for simultaneous confidence intervals) than the basis selection method in the original local discriminant basis algorithm. Other methods included were Fisher's class separability, partial-least-squares and cross-validation-leave-one-subject out. The two groups of younger subjects were almost fully discriminated between each other and to the other groups, while the older subjects were harder to discriminate.
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| 17. |
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| 18. |
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| 19. |
- Ekholm, Tomas, 1975-
(författare)
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Schrödinger Operators in Waveguides
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- In this thesis, which consists of four papers, we study the discrete spectrum of Schrödinger operators in waveguides. In these domains the quadratic form of the Dirichlet Laplacian operator does not satisfy any Hardy inequality. If we include an attractive electric potential in the model or curve the domain, then bound states will always occur with energy below the bottom of the essential spectrum. We prove that a magnetic field stabilises the threshold of the essential spectrum against small perturbations. We deduce this fact from a magnetic Hardy inequality, which has many interesting applications in itself. In Paper I we prove the magnetic Hardy inequality in a two-dimensional waveguide. As an application, we establish that when a magnetic field is present, a small local deformation or a small local bending of the waveguide will not create bound states below the essential spectrum. In Paper II we study the Dirichlet Laplacian operator in a three-dimensional waveguide, whose cross-section is not rotationally invariant. We prove that if the waveguide is locally twisted, then the lower edge of the spectrum becomes stable. We deduce this from a Hardy inequality. In Paper III we consider the magnetic Schrödinger operator in a three-dimensional waveguide with circular cross-section. If we include an attractive potential, eigenvalues may occur below the bottom of the essential spectrum. We prove a magnetic Lieb-Thirring inequality for these eigenvalues. In the same paper we give a lower bound on the ground state of the magnetic Schrödinger operator in a disc. This lower bound is used to prove a Hardy inequality for the magnetic Schrödinger operator in the original waveguide setting. In Paper IV we again study the two-dimensional waveguide. It is known that if the boundary condition is changed locally from Dirichlet to magnetic Neumann, then without a magnetic field bound states will occur with energies below the essential spectrum. We however prove that in the presence of a magnetic field, there is a critical minimal length of the magnetic Neumann boundary condition above which the system exhibits bound states below the threshold of the essential spectrum. We also give explicit bounds on the critical length from above and below.
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| 20. |
- Eklund, David, 1978-
(författare)
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Algebraic C*-actions and homotopy continuation
- 2008
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Let X be a smooth projective variety over C equipped with a C*-action whose fixed points are isolated. Let Y and Z be subvarieties of complementary dimentions in X which intersect properly. In this thesis we present an algorithm for computing the points of intersection between Y and Z based on homotopy continuation and the Bialynicki-Birula decompositions of X into locally closed invariant subsets. As an application we present a new solution to the inverse kinematic problem of a general six-revolute serial-link manipulator.
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| 21. |
- Eklund, David, 1978-
(författare)
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Topics in computation, numerical methods and algebraic geometry
- 2010
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis concerns computation and algebraic geometry. On the computational side we have focused on numerical homotopy methods. These procedures may be used to numerically solve systems of polynomial equations. The thesis contains four papers. In Paper I and Paper II we apply continuation techniques, as well as symbolic algorithms, to formulate methods to compute Chern classes of smooth algebraic varieties. More specifically, in Paper I we give an algorithm to compute the degrees of the Chern classes of smooth projective varieties and in Paper II we extend these ideas to cover also the degrees of intersections of Chern classes. In Paper III we formulate a numerical homotopy to compute the intersection of two complementary dimensional subvarieties of a smooth quadric hypersurface in projective space. If the two subvarieties intersect transversely, then the number of homotopy paths is optimal. As an application we give a new solution to the inverse kinematics problem of a six-revolute serial-link mechanism. Paper IV is a study of curves on certain special quartic surfaces in projective 3-space. The surfaces are invariant under the action of a finite group called the level (2,2) Heisenberg group. In the paper, we determine the Picard group of a very general member of this family of quartics. We have found that the general Heisenberg invariant quartic contains 320 smooth conics and we prove that in the very general case, this collection of conics generates the Picard group.
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| 22. |
- Enblom, Andreas, 1978-
(författare)
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Properties of the Discrete and Continuous Spectrum of Differential Operators
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis contains three scientific papers devoted to the study of different spectral theoretical aspects of differential operators in Hilbert spaces.The first paper concerns the magnetic Schrödinger operator (i∇ + A)2 in L2(ℝn). It is proved that given certain conditions on the decay of A, the set [0,∞) is an essential support of the absolutely continuous part of the spectral measure corresponding to the operator.The second paper considers a regular d-dimensional metric tree Γ and defines Schrödinger operators - Δ - V on it. Here, V is a symmetric, non-negative potential on Γ. It is assumed that V decays like lxl-Γ at infinity, where 1 < γ ≤ d ≤2, γ ≠ 2. A weak coupling constant α is introduced in front of V, and the asymptotics of the bottom of the spectrum as α → 0+ is described.The third, and last, paper revolves around fourth-order differential operators in the space L2(ℝn), where n = 1 or n = 3. In particular, the operator (-Δ)2 - C|x|-4 - V(x) is studied, where C is the sharp constant in the Hardy-Rellich inequality. A Lieb-Thirring inequality for this operator is proved, and as a consequence a Sobolev-type inequality is obtained.
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| 23. |
- Engström, Alexander, 1977-
(författare)
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Topological Combinatorics
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis on Topological Combinatorics contains 7 papers. All of them but paper Bare published before.In paper A we prove that!i dim ˜Hi(Ind(G);Q) ! |Ind(G[D])| for any graph G andits independence complex Ind(G), under the condition that G\D is a forest. We then use acorrespondence between the ground states with i+1 fermions of a supersymmetric latticemodel on G and ˜Hi(Ind(G);Q) to deal with some questions from theoretical physics.In paper B we generalize the topological Tverberg theorem. Call a graph on the samevertex set as a (d + 1)(q − 1)-simplex a (d, q)-Tverberg graph if for any map from thesimplex to Rd there are disjoint faces F1, F2, . . . , Fq whose images intersect and no twoadjacent vertices of the graph are in the same face. We prove that if d # 1, q # 2 is aprime power, and G is a graph on (d+1)(q −1)+1 vertices such that its maximal degreeD satisfy D(D + 1) < q, then G is a (d, q)–Tverberg graph. It was earlier known that thedisjoint unions of small complete graphs, paths, and cycles are Tverberg graphs.In paper C we study the connectivity of independence complexes. If G is a graphon n vertices with maximal degree d, then it is known that its independence complex is(cn/d + !)–connected with c = 1/2. We prove that if G is claw-free then c # 2/3.In paper D we study when complexes of directed trees are shellable and how one canglue together independence complexes for finding their homotopy type.In paper E we prove a conjecture by Björner arising in the study of simplicial polytopes.The face vector and the g–vector are related by a linear transformation. We prove thatthis matrix is totaly nonnegative. This is joint work with Michael Björklund.In paper F we introduce a generalization of Hom–complexes, called set partition complexes,and prove a connectivity theorem for them. This generalizes previous results ofBabson, Cukic, and Kozlov, and questions from Ramsey theory can be described with it.In paper G we use combinatorial topology to prove algebraic properties of edge ideals.The edge ideal of G is the Stanley-Reisner ideal of the independence complex of G. Thisis joint work with Anton Dochtermann.
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| 24. |
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| 25. |
- Frank, Rupert L., 1978-
(författare)
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Hardy-Lieb-Thirring inequalities for eigenvalues of Schrödinger operators
- 2007
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is devoted to quantitative questions about the discrete spectrum of Schrödinger-type operators. In Paper I we show that the Lieb-Thirring inequalities on moments of negative eigen¬values remain true, with possibly different constants, when the critical Hardy weight is subtracted from the Laplace operator. In Paper II we prove that the one-dimensional analog of this inequality holds even for the critical value of the moment parameter. In Paper III we establish Hardy-Lieb-Thirring inequalities for fractional powers of the Laplace operator and, in particular, relativistic Schrödinger operators. We do so by first establishing Hardy-Sobolev inequalities for such operators. We also allow for the inclu¬sion of magnetic fields. As an application, in Paper IV we give a proof of stability of relativistic matter with magnetic fields up to the critical value of the nuclear charge. In Paper V we derive inequalities for moments of the real part and the modulus of the eigen¬values of Schrödinger operators with complex-valued potentials.
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| 26. |
- Goodarzi, Afshin
(författare)
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On Face Vectors and Resolutions
- 2014
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consist of the following three papers.Convex hull of face vectors of colored complexes. In this paper we verify a conjecture by Kozlov (Discrete ComputGeom18(1997) 421–431), which describes the convex hull of theset of face vectors ofr-colorable complexes onnvertices. As partof the proof we derive a generalization of Turán’s graph theorem.Cellular structure for the Herzog–Takayama Resolution. Herzog and Takayama constructed explicit resolution for the ide-als in the class of so called ideals with a regular linear quotient.This class contains all matroidal and stable ideals. The resolu-tions of matroidal and stable ideals are known to be cellular. Inthis note we show that the Herzog–Takayama resolution is alsocellular.Clique Vectors ofk-Connected Chordal Graphs. The clique vectorc(G)of a graphGis the sequence(c1,c2,...,cd)inNd, whereciis the number of cliques inGwithivertices anddis the largest cardinality of a clique inG. In this note, we usetools from commutative algebra to characterize all possible cliquevectors ofk-connected chordal graphs.
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| 27. |
- Greco, Ornella
(författare)
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Bounds on Hilbert Functions
- 2013
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is constituted of two articles, both related to Hilbert functions and h-vectors. In the first paper, we deal with h-vectorsof reduced zero-dimensional schemes in the projective plane, and, in particular, with the problem of finding the possible h-vectors for the union of two sets of points of given h-vectors. In the second paper, we generalize the Green’s Hyperplane Restriction Theorem to the case of modules over the polynomial ring.
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| 28. |
- Haimi, Antti, 1984-
(författare)
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Polyanalytic Bergman Kernels
- 2013
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The thesis consists of three articles concerning reproducing kernels ofweighted spaces of polyanalytic functions on the complex plane. In the first paper, we study spaces of polyanalytic polynomials equipped with a Gaussianweight. In the remaining two papers, more general weight functions are considered. More precisely, we provide two methods to compute asymptotic expansions for the kernels near the diagonal and then apply the techniques to get estimates for reproducing kernels of polyanalytic polynomial spaces equipped with rather general weight functions.
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| 29. |
- Hansson, Anders, 1979-
(författare)
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Spectral estimates for the magnetic Schrödinger operator and the Heisenberg Laplacian
- 2007
-
Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- I denna avhandling, som omfattar fyra forskningsartiklar, betraktas två operatorer inom den matematiska fysiken. De båda tidigare artiklarna innehåller resultat för Schrödingeroperatorn med Aharonov-Bohm-magnetfält. I artikel I beräknas spektrum och egenfunktioner till denna operator i R2 explicit i ett antal fall då en radialsymmetrisk skalärvärd potential eller ett konstant magnetfält läggs till. I flera av de studerade fallen kan den skarpa konstanten i Lieb-Thirrings olikhet beräknas för γ = 0 och γ ≥ 1. I artikel II bevisas semiklassiska uppskattningar för moment av egenvärdena i begränsade tvådimensionella områden. Vidare presenteras ett exempel då den generaliserade diamagnetiska olikheten, framlagd som en förmodan av Erdős, Loss och Vougalter, är falsk. Numeriska studier kompletterar dessa resultat. De båda senare artiklarna innehåller ett flertal spektrumuppskattningar för Heisenberg-Laplace-operatorn. I artikel III bevisas skarpa olikheter för spektret till Dirichletproblemet i (2n + 1)-dimensionella områden med ändligt mått. Låt λk och μk beteckna egenvärdena till Dirichlet- respektive Neumannproblemet i ett område med ändligt mått. N. D. Filonov har bevisat olikheten μk+1 < λk för den euklidiska Laplaceoperatorn. I artikel IV visas detta resultat för Heisenberg-Laplaceoperatorn i tredimensionella områden som uppfyller vissa geometriska villkor.
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| 30. |
- Heinrich, Katharina, 1984-
(författare)
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The space of Cohen-Macaulay curves
- 2012
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- In this thesis we discuss a moduli space of projective curves with a map to a given projective space. The functor CM parametrizes curves, that is, Cohen-Macaulay schemes of pure dimension 1, together with a finite map to the projective space that is an isomorphism onto its image away from a finite set of closed points. We proof that CM is an algebraic space by contructing a scheme W and a representable, surjective and smooth map from W to CM.
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| 31. |
- Hultman, Axel, 1975-
(författare)
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Combinatorial complexes, Bruhat intervals and reflection distances
- 2003
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The various results presented in this thesis are naturallysubdivided into three different topics, namely combinatorialcomplexes, Bruhat intervals and expected reflection distances.Each topic is made up of one or several of the altogether sixpapers that constitute the thesis. The following are some of ourresults, listed by topic: Combinatorial complexes: Using a shellability argument, we compute the cohomologygroups of the complements of polygraph arrangements. These arethe subspace arrangements that were exploited by Mark Haiman inhis proof of the n! theorem. We also extend these results toDowling generalizations of polygraph arrangements. We consider certainB- andD-analogues of the quotient complex Δ(Πn)=Sn, i.e. the order complex of the partition latticemodulo the symmetric group, and some related complexes.Applying discrete Morse theory and an improved version of knownlexicographic shellability techniques, we determine theirhomotopy types. Given a directed graphG, we study the complex of acyclic subgraphs ofGas well as the complex of not strongly connectedsubgraphs ofG. Known results in the case ofGbeing the complete graph are generalized. We list the (isomorphism classes of) posets that appear asintervals of length 4 in the Bruhat order on some Weyl group. Inthe special case of symmetric groups, we list all occuringintervals of lengths 4 and 5. Expected reflection distances:Consider a random walk in the Cayley graph of the complexreflection groupG(r, 1,n) with respect to the generating set of reflections. Wedetermine the expected distance from the starting point aftertsteps. The symmetric group case (r= 1) has bearing on the biologist’s problem ofcomputing evolutionary distances between different genomes. Moreprecisely, it is a good approximation of the expected reversaldistance between a genome and the genome with t random reversalsapplied to it.
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| 32. |
- Hønsen, Morten, 1973-
(författare)
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Compactifying locally Cohen-Macaulay projective curves
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- We define a moduli functor parametrizing finite maps from a projective (locally) Cohen-Macaulay curve to a fixed projective space. The definition of the functor includes a number of technical conditions, but the most important is that the map is almost everywhere an isomorphism onto its image. The motivation for this definition comes from trying to interpolate between the Hilbert scheme and the Kontsevich mapping space. The main result is that our functor is represented by a proper algebraic space. As applications we obtain a new proof of the existence of Macaulayfications for varieties, and secondly, interesting compactifications of the spaces of smooth curves in projective space. We illustrate this in the case of rational quartics, where the resulting space appears easier than the Hilbert scheme.
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| 33. |
- Johansson, Carl Fredrik, 1979-
(författare)
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Random Loewner Chains
- 2010
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis contains four papers and two introductory chapters. It is mainly devoted to problems concerning random growth models related to the Loewner differential equation. In Paper I we derive a rate of convergence of the Loewner driving function for loop-erased random walk to Brownian motion with speed 2 on the unit circle, the Loewner driving function for radial SLE(2). Thereby we provide the first instance of a formal derivation of a rate of convergence for any of the discrete models known to converge to SLE. In Paper II we use the known convergence of (radial) loop-erased random walk to radial SLE(2) to prove that the scaling limit of loop-erased random walk excursion in the upper half plane is chordal SLE(2). Our proof relies on a version of Wilson’s algorithm for weighted graphs together with a Beurling-type hitting estimate for random walk excursion. We also establish and use the convergence of the radial SLE path to the chordal SLE path as the bulk point tends to a boundary point. In the final section we sketch how to extend our results to more general domains. In Paper III we prove an upper bound on the optimal Hölder exponent for the chordal SLE path parameterized by capacity and thereby establish the optimal exponent as conjectured by J. Lind. We also give a new proof of the lower bound. Our proofs are based on sharp estimates of moments of the derivative of the inverse SLE map. In particular, we improve an estimate of G. F. Lawler. In Paper IV we consider radial Loewner evolutions driven by unimodular Lévy processes. We rescale the hulls of the evolution by capacity, and prove that the weak limit of the rescaled hulls exists. We then study a random growth model obtained by driving the Loewner equation with a compound Poisson process with two real parameters: the intensity of the underlying Poisson process and a localization parameter of the Poisson kernel which determines the jumps. A particular choice of parameters yields a growth process similar to the Hastings-Levitov HL(0) model. We describe the asymptotic behavior of the hulls with respect to the parameters, showing that growth tends to become localized as the jump parameter increases. We obtain deterministic evolutions in one limiting case, and Loewner evolution driven by a unimodular Cauchy process in another. We also show that the Hausdorff dimension of the limiting rescaled hulls is equal to 1.
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| 34. |
- Jonsson, Jakob, 1972-
(författare)
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Simplicial Complexes of Graphs
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Let G be a finite graph with vertex set V and edge set E. A graph complex on G is an abstract simplicial complex consisting of subsets of E. In particular, we may interpret such a complex as a family of subgraphs of G. The subject of this thesis is the topology of graph complexes, the emphasis being placed on homology, homotopy type, connectivity degree, Cohen-Macaulayness, and Euler characteristic. We are particularly interested in the case that G is the complete graph on V. Monotone graph properties are complexes on such a graph satisfying the additional condition that they are invariant under permutations of V. Some well-studied monotone graph properties that we discuss in this thesis are complexes of matchings, forests, bipartite graphs, disconnected graphs, and not 2-connected graphs. We present new results about several other monotone graph properties, including complexes of not 3-connected graphs and graphs not coverable by p vertices. Imagining the vertices as the corners of a regular polygon, we obtain another important class consisting of those graph complexes that are invariant under the natural action of the dihedral group on this polygon. The most famous example is the associahedron, whose faces are graphs without crossings inside the polygon. Restricting to matchings, forests, or bipartite graphs, we obtain other interesting complexes of noncrossing graphs. We also examine a certain "dihedral" variant of connectivity. The third class to be examined is the class of digraph complexes. Some well-studied examples are complexes of acyclic digraphs and not strongly connected digraphs. We present new results about a few other digraph complexes, including complexes of graded digraphs and non-spanning digraphs. Many of our proofs are based on Robin Forman's discrete version of Morse theory. As a byproduct, this thesis provides a loosely defined toolbox for attacking problems in topological combinatorics via discrete Morse theory. In terms of simplicity and power, arguably the most efficient tool is Forman's divide and conquer approach via decision trees, which we successfully apply to a large number of graph and digraph complexes.
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| 35. |
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| 36. |
- Kiessling, Jonas, 1980-
(författare)
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Approximation and Calibration of Stochastic Processes in Finance
- 2010
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is a study of approximation and calibration of stochastic processes with applications in finance. It consists of an introduction and four research papers. The introduction is as an overview of the role of mathematics incertain areas of finance. It contains a brief introduction to the mathematicaltheory of option pricing, as well as a description of a mathematicalmodel of a financial exchange. The introduction also includessummaries of the four research papers. In Paper I, Markov decision theory is applied to design algorithmic trading strategies in an order driven market. A high dimensional Markov chain is used to model the state and evolution of the limit order book. Trading strategies are formulated as optimal decision problems. Conditions that guarantee existence of optimal strategies are provided, as well as a value-iterative algorithm that enables numerical construction of optimal strategies. The results are illustrated with numerical experiments on high frequency data from a foreign exchange market. Paper II focuses on asset pricing with Lévy processes. The expected value E[g(XT )] is estimated using a Monte Carlo method, when Xt is a d-dimensional Lévy process having infinite jump activity and a smooth density. Approximating jumps smaller then a parameter ε > 0 by diffusion results in a weak approximation, Xt, of Xt. The main result of the paper is an estimate of the resulting model error E[g(XT )] − E[g(T )], with a computable leading order term. Option prices in exponential Lévy models solve certain partia lintegro-differential equations (PIDEs). A finite difference scheme suitable for solving such PIDEs is studied in Paper III. The main resultsare estimates of the time and space discretization errors, with leading order terms in computable form. If the underlying Lévy process has infinite jump activity, the jumps smaller than some ε > 0 are replacedby diffusion. The size of this diffusion approximation is estimated, as well as its effect on the space and time discretization errors. Combined, the results of the paper are enough to determine how to jointly choose the grid size and the parameter ε. In Paper IV it is demonstrated how optimal control can be used to calibrate a jump-diffusion process to quoted option prices. The calibration problem is formulated as an optimal control problem with the model parameter as a control variable. The corresponding regularized Hamiltonian system is solved with a symplectic Euler method.
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| 37. |
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| 38. |
- Lindgren, Erik, 1980-
(författare)
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Regularity properties of two-phase free boundary problems
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of four papers which are all related to the regularity properties of free boundary problems. The problems considered have in common that they have some sort of two-phase behaviour.In papers I-III we study the interior regularity of different two-phase free boundary problems. Paper I is mainly concerned with the regularity properties of the free boundary, while in papers II and III we devote our study to the regularity of the function, but as a by-product we obtain some partial regularity of the free boundary.The problem considered in paper IV has a somewhat different nature. Here we are interested in certain approximations of the obstacle problem. Two major differences are that we study regularity properties close to the fixed boundary and that the problem converges to a one-phase free boundary problem.
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| 39. |
- Lundholm, Douglas, 1982-
(författare)
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Zero-energy states in supersymmetric matrix models
- 2010
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The work of this Ph.D. thesis in mathematics concerns the problem of determining existence, uniqueness, and structure of zero-energy states in supersymmetric matrix models, which arise from a quantum mechanical description of the physics of relativistic membranes, reduced Yang-Mills gauge theory, and of nonperturbative features of string theory, respectively M-theory. Several new approaches to this problem are introduced and considered in the course of seven scientific papers, including: construction by recursive methods (Papers A and D), deformations and alternative models (Papers B and C), averaging with respect to symmetries (Paper E), and weighted supersymmetry and index theory (Papers F and G). The mathematical tools used and developed for these approaches include Clifford algebras and associated representation theory, structure of supersymmetric quantum mechanics, as well as spectral theory of (matrix-) Schrödinger operators.
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| 40. |
- Lundkvist, Christian, 1979-
(författare)
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Moduli spaces of zero-dimensional geometric objects
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The topic of this thesis is the study of moduli spaces of zero-dimensional geometricobjects. The thesis consists of three articles each focusing on a particular moduli space.The first article concerns the Hilbert scheme Hilb(X). This moduli space parametrizesclosed subschemes of a fixed ambient scheme X. It has been known implicitly for sometime that the Hilbert scheme does not behave well when the scheme X is not separated.The article shows that the separation hypothesis is necessary in the sense thatthe component Hilb1(X) of Hilb(X) parametrizing subschemes of dimension zero andlength 1 does not exist if X is not separated.Article number two deals with the Chow scheme Chow 0,n(X) parametrizing zerodimensionaleffective cycles of length n on the given scheme X. There is a relatedconstruction, the Symmetric product Symn(X), defined as the quotient of the n-foldproduct X ×. . .×X of X by the natural action of the symmetric group Sn permutingthe factors. There is a canonical map Symn(X) " Chow0,n(X) that, set-theoretically,maps a tuple (x1, . . . , xn) to the cycle!nk=1 xk. In many cases this canonical map is anisomorphism. We explore in this paper some examples where it is not an isomorphism.This will also lead to some results concerning the question whether the symmetricproduct commutes with base change.The third article is related to the Fulton-MacPherson compactification of the configurationspace of points. Here we begin by considering the configuration space F(X, n)parametrizing n-tuples of distinct ordered points on a smooth scheme X. The schemeF(X, n) has a compactification X[n] which is obtained from the product Xn by a sequenceof blowups. Thus X[n] is itself not defined as a moduli space, but the pointson the boundary of X[n] may be interpreted as geometric objects called stable degenerations.It is then natural to ask if X[n] can be defined as a moduli space of stabledegenerations instead of as a blowup. In the third article we begin work towards ananswer to this question in the case where X = P2. We define a very general modulistack Xpv2 parametrizing projective schemes whose structure sheaf has vanishing secondcohomology. We then use Artin’s criteria to show that this stack is algebraic. Onemay define a stack SDX,n of stable degenerations of X and the goal is then to provealgebraicity of the stack SDX,n by using Xpv2.
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| 41. |
- Nordenstam, Eric, 1980-
(författare)
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Interlaced particles in tilings and random matrices
- 2009
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of three articles all relatedin some way to eigenvalues of random matrices and theirprincipal minors and also to tilings of various planar regions with dominoes or rhombuses.Consider an $N\times N$ matrix $H_N=[h_{ij}]_{i,j=1}^N$ from the Gaussian unitary ensemble (GUE). Denote its principal minors (submatrices in the upper left corner) by $H_n=[h_{ij}]_{i,j=1}^n$ for $n=1$, \dots, $N$. We show in paper A that all the $N(N+1)/2$ eigenvaluesof $H_1$, \dots, $H_N$ form a determinantal process on $N$ copies of the real line $\mathbb{R}$. We also show that this distribution arises as a scaling limit in tilings of an Aztec diamond with dominoes.We discuss a corresponding result for rhombus tilings of a hexagonwhich was later proved by Okounkov and Reshtikhin. We give a new proof of that statement in the introductionto this thesis.In paper B we perform a similar analysis for the Anti-symmetric Gaussian unitary ensemble (A-GUE). We show that the positive eigenvalues of an $N\times N$ A-GUE matrix andits principal minors form a determinantal processon $N$ copies of the positive real line $\mathbb{R}^+$.We also show that this distribution of all these eigenvalues appears as a scaling limit of tilings of half a hexagon with rhombuses. In paper C we study the shuffling algorithm for tilings of an Aztec diamond. This leads to the study of an interacting set of interlacedparticles that evolve in time. We conjecture that the diffusion limit of thisprocess is a process studied by Warrenand establish some results in this direction.
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| 42. |
- Nordström, Fredrik, 1978-
(författare)
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Cofinality Properties of Categories of Chain Complexes
- 2008
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis treats a family of categories, the chain categories of an A-module M, and functors indexed by them. Among the chain categories are two classical constructions; the category of finitely generated projective Amodules, and the category of finitely generated free A-modules, here denoted by P0(0) and Sing(0) respectively. The focus of this thesis is on how to construct homotopy colimits of functors indexed by chain categories, and taking values in non-negative chain complexes of A-modules. One consequence of Lazard’s theorem is that if M is flat, then all functors over Sing(M) are flat; that is, the homotopy colimits of these functors are weakly equivalent to the ordinairy colimits. A motivating question has been to understand when functors over Sing(M) are flat for non-flat M. In particular, when the forgetful functor UM is flat. One of the results obtain is that if A is Noetherian, then UM is flat over many chain categories, and this property is independent of M. In contrast, if A is commutative, then the pointwise tensor product UM UM is defined, and this is not a flat functor in general, even if UM is flat. The key notion used to study these questions is that of a cofinal functor. Among the main results are the cofinality of various inclusion functors among the chain categories themselves, and the existence, construction and classification of cofinal simplicial objects in P0(M) and Sing(M). Also, a method to construct flat resolutions of functors indexed by P0 and taking values in A-modules is developed (but applicability of this construction depends on severe restrictions on M). These methods are used to compute the homotopy colimits of several functors defined over various chain categories.
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| 43. |
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| 44. |
- Olofsson, Rikard, 1979-
(författare)
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Problems in Number Theory related to Mathematical Physics
- 2008
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of an introduction and four papers. All four papers are devoted to problems in Number Theory. In Paper I, a special class of local ζ-functions is studied. The main theorem states that the functions have all zeros on the line Re(s)=1/2.This is a natural generalization of the result of Bump and Ng stating that the zeros of the Mellin transform of Hermite functions have Re(s)=1/2.In Paper II and Paper III we study eigenfunctions of desymmetrized quantized cat maps.If N denotes the inverse of Planck's constant, we show that the behavior of the eigenfunctions is very dependent on the arithmetic properties of N. If N is a square, then there are normalized eigenfunctions with supremum norm equal to , but if N is a prime, the supremum norm of all eigenfunctions is uniformly bounded. We prove the sharp estimate for all normalized eigenfunctions and all $N$ outside of a small exceptional set. For normalized eigenfunctions of the cat map (not necessarily desymmetrized), we also prove an entropy estimate and show that our functions satisfy equality in this estimate.We call a special class of eigenfunctions newforms and for most of these we are able to calculate their supremum norm explicitly.For a given , with k>1, the newforms can be divided in two parts (leaving out a small number of them in some cases), the first half all have supremum norm about and the supremum norm of the newforms in the second half have at most three different values, all of the order . The only dependence of A is that the normalization factor is different if A has eigenvectors modulo p or not. We also calculate the joint value distribution of the absolute value of n different newforms.In Paper IV we prove a generalization of Mertens' theorem to Beurling primes, namely that \lim_{n \to \infty}\frac{1}{\ln n}\prod_{p \leq n} \left(1-p^{-1}\right)^{-1}=Ae^{\gamma}where γ is Euler's constant and Ax is the asymptotic number of generalized integers less than x. Thus the limit exists. We also show that this limit coincides with ; for ordinary primes this claim is called Meissel's theorem. Finally we will discuss a problem posed by Beurling, namely how small |N(x)-[x] | can be made for a Beurling prime number system Q≠P, where P is the rational primes. We prove that for each c>0 there exists a Q such that |N(x)-[x] |
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| 45. |
- Parra, Rodrigo, 1979-
(författare)
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Equidistribution towards the Green current in complex dynamics
- 2011
-
Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Given a holomorphic self-map of complex projective space of de-gree larger than one, we prove that there exists a finite collection oftotally invariant algebraic sets with the following property: given anypositive closed (1,1)-current of mass 1 with no mass on any element of this family, the sequence of normalized pull-backs of the current converges to the Green current. Under suitable geometric conditions on the collection of totally invariant algebraic sets, we prove a sharper equidistribution result.
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| 46. |
- Petersen, Dan
(författare)
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Admissible covers, modular operads and modular forms
- 2011
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis contains three articles related to operads and moduli spaces of admissible covers of curves. In Paper A we isolate cohomology classes coming from modular forms inside a certain space of admissible covers, thereby showing that this moduli space can be used as a substitute for a Kuga–Sato variety. Paper B contains a combinatorial proof of Ezra Getzler’s semiclassical approximation for modular operads, and a proof of a formula needed in Paper A. In Paper C we explain in what sense spaces of admissible covers form a modular operad, by introducing the notion of an operad colored by a groupoid.
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| 47. |
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| 48. |
- Rydh, David, 1980-
(författare)
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Families of cycles and the Chow scheme
- 2008
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The objects studied in this thesis are families of cycles on schemes. A space — the Chow variety — parameterizing effective equidimensional cycles was constructed by Chow and van der Waerden in the first half of the twentieth century. Even though cycles are simple objects, the Chow variety is a rather intractable object. In particular, a good functorial description of this space is missing. Consequently, descriptions of the corresponding families and the infinitesimal structure are incomplete. Moreover, the Chow variety is not intrinsic but has the unpleasant property that it depends on a given projective embedding. A main objective of this thesis is to construct a closely related space which has a good functorial description. This is partly accomplished in the last paper. The first three papers are concerned with families of zero-cycles. In the first paper, a functor parameterizing zero-cycles is defined and it is shown that this functor is represented by a scheme — the scheme of divided powers. This scheme is closely related to the symmetric product. In fact, the scheme of divided powers and the symmetric product coincide in many situations. In the second paper, several aspects of the scheme of divided powers are discussed. In particular, a universal family is constructed. A different description of the families as multi-morphisms is also given. Finally, the set of k-points of the scheme of divided powers is described. Somewhat surprisingly, cycles with certain rational coefficients are included in this description in positive characteristic. The third paper explains the relation between the Hilbert scheme, the Chow scheme, the symmetric product and the scheme of divided powers. It is shown that the last three schemes coincide as topological spaces and that all four schemes are isomorphic outside the degeneracy locus. The last paper gives a definition of families of cycles of arbitrary dimension and a corresponding Chow functor. In characteristic zero, this functor agrees with the functors of Barlet, Guerra, Kollár and Suslin-Voevodsky when these are defined. There is also a monomorphism from Angéniol's functor to the Chow functor which is an isomorphism in many instances. It is also confirmed that the morphism from the Hilbert functor to the Chow functor is an isomorphism over the locus parameterizing normal subschemes and a local immersion over the locus parameterizing reduced subschemes — at least in characteristic zero.
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| 49. |
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| 50. |
- Sajadini, Sadna
(författare)
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Essays in Finance Related Problems with PDE Approach
- 2013
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is comprised of three scientific articles, all in PDE problems related to finance. The first two papers address problems concerning bonds and the third one treat s asymmetry problem in the mean field game theory.We investigate the free boundary for the problem of valuation of American type convertible bond with extra call feature, in paper one. In this case the free boundary behaviour is of interest since it shows the optimal conversion strategy. We study the regularity of the free boundary and also the solution to the pricing of this special financial derivative. The touching point of the free boundary and fixed boundary is discussed, as well.The second paper is devoted to the study of bonds with call feature and conversion. Further, it is shown that the price of a Bermudan type bond tends to that of an American one on condition that the conversion time goes to the whole life-span of the bond.Our main goal in the third paper is to investigate a symmetry case regarding the stationary problem in mean field game of Lasry-Lions. Starting with a priori unknown ring-'shaped region, taking the boundaries as level sets and admitting harmonic solutions, it is implied that the region has spherical symmetry. Moreover, therein we attempt to state the model to an higher dimensional case.
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