Orientadores: Marcia Assumpção Guimarães Scialom, Felipe Linares / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-10T05:23:45Z (GMT). No. of bitstreams: 1 Braganca_LucianaMariaMendonca_D.pdf: 688598 bytes, checksum: af92575e77efea7c1bdd4a624c7d70dc (MD5) Previous issue date: 2007 / Resumo: Neste trabalho estudamos o problema de Cauchy associado a um sistema de Equações do tipo Schrodinger não linear de terceira ordem. Obtemos resultados de boa colocação local para o problema, com dado inicial nos espaços de Sobolev Hs(R) x Hs(R), s '> ou =' 1/4 e no caso períodico em Hs(T)xHs(T), s '> ou =' 1/2. No caso particular'sigma' 'alfa' = 'sigma' 'beta' = 'sigma''mu' = 1 obtemos resultados de boa colocação global em Hs(R) x Hs(R), 3/5 < s '> ou = 1 e H1(T) x H1(T). Mostramos também um resultado de má colocação para o problema com dado inicial em Hs(R) x Hs(R), -1/2 < s < 1/4 / Abstract: In this work we study the Cauchy problem associated to a system of coupled third-order nonlinear Schrodinger equation. We establish local well-posedness results for the problem with data in Sobolev spaces Hs(R) x Hs(R), s '> or =' 1/4 and in the periodic case Hs(T)xHs(T), s '> or =' 1/2. In the particular case ... Note: The complete abstract is available with the full electronic digital thesis or dissertations / Doutorado / Doutor em Matemática

Submitted by Marlene Santos (marlene.bc.ufg@gmail.com) on 2016-05-05T20:25:53Z No. of bitstreams: 2 Dissertação - Carlos Eduardo Rosado de Barros - 2015.pdf: 1334566 bytes, checksum: 373183ed73dd83bfac5d91d2670c2e36 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2016-05-06T11:43:27Z (GMT) No. of bitstreams: 2 Dissertação - Carlos Eduardo Rosado de Barros - 2015.pdf: 1334566 bytes, checksum: 373183ed73dd83bfac5d91d2670c2e36 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) / Made available in DSpace on 2016-05-06T11:43:27Z (GMT). No. of bitstreams: 2 Dissertação - Carlos Eduardo Rosado de Barros - 2015.pdf: 1334566 bytes, checksum: 373183ed73dd83bfac5d91d2670c2e36 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) Previous issue date: 2015-08-07 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / In this work, mainly based on the articles, [1], [2] and [7], one studies a reactiondiffusion- convection system, related the propagation of a combustion front through a porous medium, giving origin a Cauchy problem. Such a problem has been approached by the methode of the monotone iterations, which leads to an unique time-global solution. / Nesse trabalho, baseado principalmente nos artigos [1], [2] e [7], estuda-se um sistema reação-difusão-convecção, relacionado à propagação de uma frente de combustão em um meio poroso, recaindo sobre um problema de Cauchy. Tal problema é abordado através do método de iterações monótonas, o qual conduz a uma única solução global no tempo.

Neste trabalho iremos apresentar uma releitura de um resultado clássico da topologia, na visão da topologia algébrica e em sua notação atual. A demonstração deste, apresentada por Cauchy (1813), é comentada de maneira crítica em Lima (1985a) e para esta apresentação destacaremos as definições, teoremas e entes básicos para o seu entendimento. / In this work we will present a rereading of a classic topology result, in the view of the algebraic topology in its current notation. The proof of this, presented by Cauchy (1813), is critically commented on Lima (1985a) for which we will present the definitions, theorems, basic entities for their understanding.

Orientador: Jaime Angulo Pava / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-04T02:39:00Z (GMT). No. of bitstreams: 1 Moura_RogerPeresde_D.pdf: 2234766 bytes, checksum: 9c36c9be07d4a5910fabe79366fd1e13 (MD5) Previous issue date: 2005 / Resumo: Neste trabalho estabelecemos algumas propriedades da equação de Schr6dinger nãolinear não-local (NLSNL), em especial as relacionadas ao problema de Cauchy. Primeiramente fizemos um capítulo preliminar de notações e teoria básica utilizada no esta- belecimento dos resultados; essa parte também visa facilitar a leitura do trabalho. Em seguida apresentamos o principal resultado: boa colocação local para o problema de valor inicial (problema de Cauchy) associado à equação NLSNL para dados iniciais pequenos nos espaços de Sobolev reais usuais de ordem maior que três meios; o método permite estabelecer que a aplicação dado inicial-solução é suave. No capítulo seguinte provamos o mesmo resultado para a equação de Schr6dinger não-linear não-Iocal intermediária (INLSNL), a qual é mais geral que a outra. Depois estabelecemos boa colocação para a equação NLSNL em espaços de Sobolev com peso. Em outro capítulo apresentamos um resultado de má colocação: estabelecemos que não se pode obter boa colocação local, em espaços de Sobolev de índice negativo, para o PVI associado à equação NLSNL por meio de método iterativo de Picard; como conseqüência, a aplicação dado-solução não é suave nesses espaços. Provamos também, fazendo uso de uma identidade de Pohozaev, a não existência de soluções standing waves para a equação NLS não-local. Finalizamos com um capítulo onde exibimos alguns problemas interessantes relacionados principalmente à equação NLSNL e algumas possíveis dificuldades a serem enfrentadas em uma eventual tentativa de solucioná-Ios / Abstract: ln this work we establish some properties of the nonlocal nonlinear Schrodinger equation (NLSNL). First of alI, we present a preliminary chapter with notations and basic theory used to establish our results; that part also seeks to facilitate the reading of this work. Soon afterwards comes the main result: local welI-posedness for the initial value problem (the Cauchy problem or lVP) for the NLSNL equation with initial data in real Sobolev spaces of index larger than three and a half; the method of proof alIows to es- tablish that the data-solution map is smooth. ln the folIowing chapter we proved that previous result for the intermediate nonlocal nonlinear Schrüdinger (lNLSNL), which is more general than the NLSNL equation. After that we establish local welI-posedness for the NLSNL equation in weighted Sobolev spaces. ln another chapter the ill-posedness issue is discussed: we established that one cannot obtain local welI-posedness, in Sobolev spaces of negative index, for the lVP associated to NLSNL equation through a iterative Picard method; as a consequence, the data-solution map is not smooth in those spaces. We also proved, making use of a Pohozaev's identity, the no-existence of standing waves solutions for the NLSNL equation. We concluded with a chapter where we exhibited some interesting problems mainly related to the NLSNL equation and possible difficulties to be faced in an eventual attempt of solving them / Doutorado / Matematica / Doutor em Matemática

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This paper is an examination of the theory of discrete complex analysis that arises from the framework of a planar cell complex. Construction of this theory is largely integration-based. A combination of two cell complexes, the double and its associated diamond complex, allows for the development of a discrete Cauchy Integral Formula. / Master of Science

The subject of the thesis is the investigation of asymptotic properties of solutions of the Cauchy problem for structurally damped sigma-evolution operators with time dependent, monotonous, dissipation term. An appropriate energy for solutions of the sigma-evolution equations is defined and some estimates for energies of higher order are proved. In the scale invariant case the optimality of these estimates is shown. Further, the influence of properties of the time dependent dissipation on L^p-L^q estimates for the energy with p and q bigger or equal to 2 and from the conjugate line is clarified. Also smoothing properties of the operators under consideration are investigated. The connection between the regularity of the data and the regularity of the solution in terms of L^2 based Gevrey spaces is considered. Finally, L^1-L^1-estimates in the special case delta = sigma/2 and decreasing dissipative coefficient. / Thema der vorliegenden Dissertation ist die Untersuchung asymptotischer Eigenschaften von Lösungen des Cauchy Problems für strukturell gedämpfte sigma-Evolutions-Operatoren mit zeitabhängigem, monotonen Dissipationskoeffizienten. Es wird eine geeignete Energie definiert und für diese Abschätzungen, auf für entsprechende Energien höherer Ordnung gezeigt. Darüber hinaus wird der Einfluss des Dissipationskoeffizienten auf L^p-L^q Abschätzungen auf und entfernt von der konjugierten Linie untersucht. Im skaleninvarianten Fall wird die Schärfe der Abschätzungen bewiesen. Weiterhin wird der Zusammenhang zwischen der Regularität der Daten und der der Lösung in Termen von L^2-basierten Gevrey-Räumen untersucht. Schließlich werden L^1-L^1-Abschätzungen für den Spezialfall delta = sigma/2 und monoton fallenden Dissipationskoeffizienten gezeigt.

Elastic waves describe particles vibrating in materials holding the property of elasticity. Particularly, several kinds of resistance in elasticity lead to the models of elastic waves with different damping mechanisms. In the thesis, the influence from friction, structural damping, Kelvin-Voigt damping on the linear and semilinear elastic waves in two or three dimensions are studied. Concerning the Cauchy problem for linear elastic waves, some qualitative properties of solutions including well-posedness, smoothing effect, propagation of singularities, energy estimates and diffusion phenomena, are derived by using WKB analysis associated with diagonalization procedures or the spectral theory. By constructing suitable time-weighted Sobolev spaces and using Banach's fixed point theorem, global (in time) existence of small data solutions to the weakly coupled systems for semilinear elastic waves with different damping terms have been proved. The main tools to treat the nonlinear terms in Sobolev spaces are some fractional tools in Harmonic Analysis. Finally, well-posedness and Lp-Lq estimates for elastic waves without any damping terms in three dimensions are analyzed by employing Riesz transform theory and stationary phase methods.

Untersucht wird das Cauchy Problem für degenerierte $p$-Evolutionsgleichungen. Dabei kann für Gleichungen höherer Ordnung in $D_t$, die nur von der Zeit abhängen, gezeigt werden, dass das Problem $H^\\infinity$ korrekt ist. Dafür werden gewisse Bedingungen an die Koeffizienten und deren erste Ableitungen gestellt. $H^\\infinity$ korrekt bedeutet dabei, dass die Anfangsdaten $u_0\\in H^s$, $u_1$ in einem dazugehörigen Sobolevraum und die Lösung bezüglich $x$ in $H^{s-s_0}$ liegen. Eine Notwendigkeit für die Bedingungen kann allerdings nicht gezeigt werden. Auch ist offen, ob der Regularitätsverlust wirklich eintritt. Später wird der Beweis erweitert um das Ergebniss für Koeffizienten zu zeigen, die in gewisser Weise auch vom Ort abhängen können. Im zweiten Teil der Dissertation geht es um Korrektheit für degenerierte $p$-Evolutionsgleichungen mit zeitabhängigen Koeffizienten und zweiter Ordnung in $D_t$. Gefordert werden Bedingungen an die Koeffizienten und die ersten beiden Ableitungen bezüglich der Zeit. Damit wird gezeigt, dass diese in Skalen von Sobolevräumen korrekt gestellt sind. Abschließend wird die Schärfe der Bedingungen und das tatsächliche Auftreten des Regularitätsverlustes in der Lösung bewiesen.

Banking is a risk and return business; in order to obtain the desired returns, banks are required to take on risks. Following the demise of Lehman Brothers in September 2008, the Basel III Accord proposed considerable increases in capital charges for banks. Whilst this ensures greater economic stability, banks now face an increasing risk of becoming capital inefficient. Furthermore, capital analysts are not only required to estimate capital requirements for individual business lines, but also for the organization as a whole. Copulas are a popular technique to model joint multi-dimensional problems, as they can be applied as a mechanism that models relationships among multivariate distributions. Firstly, a review of the Basel Capital Accord will be provided. Secondly, well known risk measures as proposed under the Basel Accord will be investigated. The penultimate chapter is dedicated to the theory of copulas as well as other measures of dependence. The final chapter presents a practical illustration of how business line losses can be simulated by using the Gaussian, Cauchy, Student t and Clayton copulas in order to determine capital requirements using 95% VaR, 99% VaR, 95% ETL, 99% ETL and StressVaR. The resultant capital estimates will always be a function of the choice of copula, the choice of risk measure and the correlation inputs into the copula calibration algorithm. The choice of copula, the choice of risk measure and the conservativeness of correlation inputs will be determined by the organization’s risk appetite. / Sc (Applied Mathematics), North-West University, Potchefstroom Campus, 2014