| 11. |
- Önskog, Thomas, 1979-, et al.
(author)
-
Weak approximation of obliquely reflected diffusions in time-dependent domains
- 2010
-
In: Journal of Computational Mathematics. - : Global Science Press. - 0254-9409 .- 1991-7139. ; 28:5, s. 579-605
-
Journal article (peer-reviewed)abstract
- In an earlier paper, we proved the existence of solutions to the Skorohod problem with oblique reflection in time-dependent domains and, subsequently, applied this result to the problem of constructing solutions, in time-dependent domains, to stochastic differential equations with oblique reflection. In this paper we use these results to construct weak approximations of solutions to stochastic differential equations with oblique reflection, in time-dependent domains in R^d, by means of a projected Euler scheme. We prove that the constructed method has, as is the case for normal reflection and time-independent domains, an order of convergence equal to 1/2 and we evaluate the method empirically by means of two numerical examples. Furthermore, using a well-known extension of the Feynman-Kac formula, to stochastic differential equations with reflection, our method gives, in addition, a Monte Carlo method for solving second order parabolic partial differential equations with Robin boundary conditions in time-dependent domains.
|
|
| 12. |
- Önskog, Thomas, 1979-, et al.
(author)
-
The Skorohod oblique reflection problem in time-dependent domains
- 2010
-
In: Annals of Probability. - : Project Euclid. - 0091-1798 .- 2168-894X. ; 38:6, s. 2170-2223
-
Journal article (peer-reviewed)abstract
- The deterministic Skorohod problem plays an important role in the construction and analysis of diffusion processes with reflection. In the form studied here, the multidimensional Skorohod problem was introduced, in time-independent domains, by H. Tanaka and further investigated by P.-L. Lions and A.-S. Sznitman in their celebrated article. Subsequent results of several researchers have resulted in a large literature on the Skorohod problem in time-independent domains. In this article we conduct a thorough study of the multidimensional Skorohod problem in time-dependent domains. In particular, we prove the existence of càdlàg solutions (x, λ) to the Skorohod problem, with oblique reflection, for (D,,w) assuming, in particular, that D is a time-dependent domain (Theorem 1.2). In addition, we prove that if w is continuous, then x is continuous as well (Theorem 1.3). Subsequently, we use the established existence results to construct solutions to stochastic differential equations with oblique reflection (Theorem 1.9) in time-dependent domains. In the process of proving these results we establish a number of estimates for solutions to the Skorohod problem with bounded jumps and, in addition, several results concerning the convergence of sequences of solutions to Skorohod problems in the setting of time-dependent domains.
|
|
| 13. |
- Gaidashev, Denis, 1973-, et al.
(author)
-
A numerical study of infinitely renormalizable area-preserving maps
- 2012
-
In: Dynamical systems. - : Informa UK Limited. - 1468-9367 .- 1468-9375. ; 27:3, s. 283-301
-
Journal article (peer-reviewed)abstract
- It has been shown in Gaidashev and Johnson [D. Gaidashev and T. Johnson, Dynamics of the universal area-preserving map associated with period doubling: stable sets, J. Mod. Dyn. 3(4) (2009), pp. 555–587.] and Gaidashev et al. [D. Gaidashev, T. Johnson, and M. Martens, Rigidity for infinitely renormalizable area-preserving maps, in preparation.] that infinitely renormalizable area-preserving maps admit invariant Cantor sets with a maximal Lyapunov exponent equal to zero. Furthermore, the dynamics on these Cantor sets for any two infinitely renormalizable maps is conjugated by a transformation that extends to a differentiable function whose derivative is Hölder continuous of exponent α > 0. In this article we investigate numerically the specific value of α. We also present numerical evidence that the normalized derivative cocycle with the base dynamics in the Cantor set is ergodic. Finally, we compute renormalization eigenvalues to a high accuracy to support a conjecture that the renormalization spectrum is real.
|
|
| 14. |
- Lundengård, Karl, 1987-
(author)
-
Generalized Vandermonde matrices and determinants in electromagnetic compatibility
- 2017
-
Licentiate thesis (other academic/artistic)abstract
- Matrices whose rows (or columns) consists of monomials of sequential powers are called Vandermonde matrices and can be used to describe several useful concepts and have properties that can be helpful for solving many kinds of problems. In this thesis we will discuss this matrix and some of its properties as well as a generalization of it and how it can be applied to curve fitting discharge current for the purpose of ensuring electromagnetic compatibility.In the first chapter the basic theory for later chapters is introduced. This includes the Vandermonde matrix and some of its properties, history, applications and generalizations, interpolation and regression problems, optimal experiment design and modelling of electrostatic discharge currents with the purpose to ensure electromagnetic compatibility.The second chapter focuses on finding the extreme points for the determinant for the Vandermonde matrix on various surfaces including spheres, ellipsoids, cylinders and tori. The extreme points are analysed in three dimensions or more.The third chapter discusses fitting a particular model called the p-peaked Analytically Extended Function (AEF) to data taken either from a standard for electromagnetic compatibility or experimental measurements. More specifically the AEF will be fitted to discharge currents from the IEC 62305-1 and IEC 61000-4-2 standards for lightning protection and electrostatic discharge immunity as well as some experimentally measured data of similar phenomena.
|
|
| 15. |
- Arnlind, Joakim, et al.
(author)
-
Construction of n-Lie algebras and n-ary Hom-Nambu-Lie algebras
- 2011
-
In: Journal of Mathematical Physics. - : AIP Publishing. - 0022-2488 .- 1089-7658. ; 52:12, s. 123502-
-
Journal article (peer-reviewed)abstract
- As n-ary operations, generalizing Lie and Poisson algebras, arise in many different physical contexts, it is interesting to study general ways of constructing explicit realizations of such multilinear structures. Generically, they describe the dynamics of a physical system, and there is a need of understanding their quantization. Hom-Nambu-Lie algebras provide a framework that might be an appropriate setting in which n-Lie algebras (n-ary Nambu-Lie algebras) can be deformed, and their quantization studied. We present a procedure to construct (n + 1)-ary Hom-Nambu-Lie algebras from n-ary Hom-Nambu-Lie algebras equipped with a generalized trace function. It turns out that the implications of the compatibility conditions, that are necessary for this construction, can be understood in terms of the kernel of the trace function and the range of the twisting maps. Furthermore, we investigate the possibility of defining (n + k)-Lie algebras from n-Lie algebras and a k-form satisfying certain conditions. (C) 2011 American Institute of Physics. [doi:10.1063/1.3653197]
|
|
| 16. |
-
Discrete Geometry and Mathematical Morphology : First International Joint Conference, DGMM 2021, Uppsala, Sweden, May 24–27, 2021, Proceedings
- 2021
-
Editorial collection (peer-reviewed)abstract
- This book constitutes the proceedings of the First IAPR International Conference on Discrete Geometry and Mathematical Morphology, DGMM 2021, which was held during May 24-27, 2021, in Uppsala, Sweden.The conference was created by joining the International Conference on Discrete Geometry for computer Imagery, DGCI, with the International Symposium on Mathematical Morphology, ISMM.The 36 papers included in this volume were carefully reviewed and selected from 59 submissions. They were organized in topical sections as follows: applications in image processing, computer vision, and pattern recognition; discrete and combinatorial topology; discrete geometry - models, transforms, visualization; discrete tomography and inverse problems; hierarchical and graph-based models, analysis and segmentation; learning-based approaches to mathematical morphology; multivariate and PDE-based mathematical morphology, morphological filtering.The book also contains 3 invited keynote papers.
|
|
| 17. |
|
|
| 18. |
- Gäfvert, Oliver, 1991-
(author)
-
Topological and geometrical methods in data analysis
- 2021
-
Doctoral thesis (other academic/artistic)abstract
- This thesis concerns two related data analysis pipelines, using topological and geometrical methods respectively, to extract relevant information. The first pipeline, referred to as the topological data analysis (TDA) pipeline, constructs a filtered simplicial complex on a given data set in order to describe its shape. The shape is described using a persistence module, which characterizes the topological features of the filtration, and the final step of the pipeline extracts algebraic invariants from this object. The second pipeline, referred to as the geometric data analysis (GDA) pipeline, associates an algebraic variety to a given data set and aims to describe the structure of this variety. Its structure is described using homology, an invariant which for most algebraic varieties can only be computed numerically using sampling methods.In Paper A we consider invariants on multi-parameter persistence modules. We explain how to convert discrete invariants into stable ones via what we call hierarchical stabilization. We illustrate this process by constructing stable invariants for multi-parameter persistence modules with respect to the interleaving distance and so called simple noise systems. For one parameter, we recover the standard barcode information. For more than one parameter we prove that the constructed invariants are in general NP-hard to calculate. A consequence is that computing the feature counting function, proposed by Scolamiero et. al. (2016), is NP-hard.In Paper B we introduce an efficient algorithm to compute a minimal presentation of a multi-parameter persistent homology module, given a chain complex of free modules as input. Our approach extends previous work on this problem in the 2-parameter case, and draws on ideas underlying the F4 and F5 algorithms for Gröbner basis computation. In the r-parameter case, our algorithm computes a presentation for the homology of C ->F A ->G B, with modules of rank l,n,m respectively, in O(r2nr+1 + nrm + nr-1m2 + rn2 l) arithmetic operations. We implement this approach in our new software Muphasa, written in C++. In preliminary computational experiments on synthetic TDA examples, we compare our approach to a version of a classical approach based on Schreyer's algorithm, and find that ours is substantially faster and more memory efficient. In the course of developing our algorithm for computing presentations, we also introduce algorithms for the closely related problems of computing Gröbner bases for the image and kernel of the morphism G. This algorithm runs in time O(nrm + nr-1m2) and memory O(n2 + mn + nr + K), where K is the size of the output.Paper C analyzes the complexity of fitting a variety, coming from a class of varieties, to a configuration of points in RN. The complexity measure, called the algebraic complexity, computes the Euclidean Distance Degree (EDD) of a certain variety called the hypothesis variety as the number of points in the configuration increases. Finally, we establish a connection to complexity of architectures of polynomial neural networks. For the problem of fitting an (N-1)-sphere to a configuration of m points in RN, we give a closed formula for the algebraic complexity of the hypothesis variety as m grows for the case of N=1. For the case N>1 we conjecture a generalization of this formula supported by numerical experiments.In Paper D we present an efficient algorithm to produce a provably dense sample of a smooth compact variety. The procedure is partly based on computing bottlenecks of the variety. Using geometric information such as the bottlenecks and the local reach we also provide bounds on the density of the sample needed in order to guarantee that the homology of the variety can be recovered from the sample. An implementation of the algorithm is provided together with numerical experiments and a computational comparison to the algorithm by Dufresne et. al. (2019).
|
|
| 19. |
- van Bommel, Jorryt, 1974-
(author)
-
Att formulera problem 4-6
- 2021
-
Other publication (other academic/artistic)abstract
- Att formulera problemuppgifter är en del av problemlösning, en del som dock skiljer sig från att lösa problemuppgifter. Denna text inriktas på hur undervisning med fokus på problemformulering kan utformas, varför det är viktigt att elever i samband med problemlösning ges möjlighet att formulera egna uppgifter samt vad eleverna då kan lära
|
|
| 20. |
|
|
