Indiana University-Purdue University Indianapolis (IUPUI) / We describe a reproduction procedure which, given a solution of the gl(m|n) Gaudin Bethe ansatz equation associated to a tensor product of polynomial modules, produces a family P of other solutions called the population. To a population we associate a rational pseudodifferential operator R and a superspace W of rational functions. We show that if at least one module is typical then the population P is canonically identified with the set of minimal factorizations of R and with the space of full superflags in W. We conjecture that the singular eigenvectors (up to rescaling) of all gl(m|n) Gaudin Hamiltonians are in a bijective correspondence with certain superspaces of rational functions. We establish a duality of the non-periodic Gaudin model associated with superalgebra gl(m|n) and the non-periodic Gaudin model associated with algebra gl(k). The Hamiltonians of the Gaudin models are given by expansions of a Berezinian of an (m+n) by (m+n) matrix in the case of gl(m|n) and of a column determinant of a k by k matrix in the case of gl(k). We obtain our results by proving Capelli type identities for both cases and comparing the results. We study solutions of the Bethe ansatz equations of the non-homogeneous periodic XXX model associated to super Yangian Y(gl(m|n)). To a solution we associate a rational difference operator D and a superspace of rational functions W. We show that the set of complete factorizations of D is in canonical bijection with the variety of superflags in W and that each generic superflag defines a solution of the Bethe ansatz equation. We also give the analogous statements for the quasi-periodic supersymmetric spin chains.

We prove that every (nice) Feller process is an It^o process in the sense of Cinlar, Jacod, Protter and Sharpe (1980). Next we generalize the notion of the symbol and define it for this larger class of processes. As examples the solutions of stochastic differential equations are considered. The symbol is then used to derive a quick approach to the semimartingale characteristics as well as the generator of the process under consideration. Finally we give some examples of how our methods work for processes used in mathematical finance. / Wir haben gezeigt, dass jeder (nette) Feller Prozess ein It^o Prozess im Sinne von Cinlar, Jacod, Protter und Sharpe (1980) ist. Es stellt sich heraus, dass man den Begriff des Symbols, der für Feller Prozesse bekannt ist, auf diese größere Klasse verallgemeinern kann. Dieses Symbol haben wir für die Lösungen verschiedener stochastischer Differentialgleichungen berechnet. Außerdem haben wir gezeigt, dass das Symbol einen schnellen Zugang zur Berechnung der Semimartingal-Charakteristiken und des Erzeugers eines It^o Prozesses liefert. Zuletzt wurden die Ergebnisse auf Prozesse angewendet, die in der Finanzmathematik gebräuchlich sind. - (Die Dissertation ist veröffentlicht im Shaker Verlag GmbH, Postfach 101818, 52018 Aachen, Deutschland, http://www.shaker.de, ISBN: 978-3-8322-8244-8)

We prove that every (nice) Feller process is an It^o process in the sense of Cinlar, Jacod, Protter and Sharpe (1980). Next we generalize the notion of the symbol and define it for this larger class of processes. As examples the solutions of stochastic differential equations are considered. The symbol is then used to derive a quick approach to the semimartingale characteristics as well as the generator of the process under consideration. Finally we give some examples of how our methods work for processes used in mathematical finance. / Wir haben gezeigt, dass jeder (nette) Feller Prozess ein It^o Prozess im Sinne von Cinlar, Jacod, Protter und Sharpe (1980) ist. Es stellt sich heraus, dass man den Begriff des Symbols, der für Feller Prozesse bekannt ist, auf diese größere Klasse verallgemeinern kann. Dieses Symbol haben wir für die Lösungen verschiedener stochastischer Differentialgleichungen berechnet. Außerdem haben wir gezeigt, dass das Symbol einen schnellen Zugang zur Berechnung der Semimartingal-Charakteristiken und des Erzeugers eines It^o Prozesses liefert. Zuletzt wurden die Ergebnisse auf Prozesse angewendet, die in der Finanzmathematik gebräuchlich sind. - (Die Dissertation ist veröffentlicht im Shaker Verlag GmbH, Postfach 101818, 52018 Aachen, Deutschland, http://www.shaker.de, ISBN: 978-3-8322-8244-8)

Magistro baigiamajame darbe nagrinėjamas diferencialinis operatorius su kintamais koeficientais ir viena klasikine, o kita nelokaliąja Samarskio ir Bitsadzės kraštine sąlyga. Šis uždavinys suvedamas į kanoninį pavidalą. Tiriamos kintamo koeficiento savybės, kaip jos keičiasi suvedant uždavinį į kanoninį pavidalą, taip pat tiriama šio uždavinio spektro priklausomybė nuo nelokaliosios kraštinės sąlygos parametrų. / In the Master's Thesis there is investigated a differential operator with variable coefficients, one classical and other nonlocal Samarskii-Bitsadze type boundary condition. There is written the canonical form of this problem. In the thesis there is analyzed the properties of variable coefficients, how they are changing when differential problem is written in the canonical form. Also the dependence of this problem spectrum on nonlocal boundary condition parameters is investigated.

Magistro darbe yra tiriama parabolinės lygties su nelokaliąja integraline Robino sąlyga skirtuminė schema. Skirtuminės schemos stabilumui nagrinėti naudojama skirtuminio operatoriaus su nelokaliąja sąlyga spektro struktūros tyrimo metodika bei Maple programa, skirta kompiuteriniams eksperimentams atlikti. Atlikto magistro darbo rezultatai papildo iki šiol kitų mokslininkų gautus rezultatus tiriant parabolinių lygčių su nelokaliosiomis sąlygomis išreikštinių skirtuminių schemų tyrimus. Magistro darbą sudaro: įvadas, šešios pagrindinės dalys bei išvados. Įvadiniame skyriuje aptariamas temos aktualumas ir darbo tikslas, nurodomi naudojami tyrimo metodai. Antrajame ir trečiajame skyriuose suformuluojama parabolinės lygties su nelokaliąja integraline Robino išreikštinė skirtuminė schema bei jos pakankamoji stabilumo sąlyga. Ketvirtajame, penktajame ir šeštajame skyriuose randamas išreikštinės schemos stabilumas įvairiais atvejais bei pateikiama gautų rezultatų analizė. Septintajame skyriuje atliktas skaitinis eksperimentas. Pateikiamos viso darbo bendrosios išvados. / In the master work, explicit difference scheme for parabolic equation with nonlocal integral Robin condition, is considered. Stability condition of difference scheme is used to examine spectrum structure of differential operator with nonlocal condition and software of Maple, which perform of sacred to the computer experiment. My the master work extends and suplements the results of other scientists in analysis for explicit difference scheme for parabolic equation with nonlocal conditions. The master work consists of the introduction, six chapters and the conclusions. In the introduction the topicality of the problem and object of work are defined, also methods of analysis is presented. In the second and third chapters, explicit difference scheme for parabolic equation with nonlocal integral Robin condition is formulated and also the sufficient stability condition of the difference sheme. In the fourth, fifth and the sixth chapters the stability explicit difference scheme is considered and analysis the results is presented. In the seventh chapter the numerical experiment is used. The conlusions are presented.

Title: Symmetries of the CR sub-Laplacian Author: Zuzana Vlasáková Department: Charles University Institute of Mathematics Supervisor: Prof. RNDr. Vladimír Souček, DrSc. Author's e-mail address: zuzana.kasarova@email.cz Supervisor's e-mail address: soucek@karlin.mff.cuni.cz Abstract: The aim of this work is to characterize the vector space of symme- try operators of the CR sub-Laplacian. To do this, we define a CR structure on some distinguished submanifold of Cn+1 (it is in fact the big cell in the CR sphere) and write down the CR sub-Laplacian on it. We also define the symmetries of the CR sub-Laplacian in general and using the ambient con- struction, which we introduce in the sequel, we construct all of them. Keywords: CR geometry, CR sub-Laplacian, symmetries of differential op- erator. 1

We describe a reproduction procedure which, given a solution of the gl(m|n) Gaudin Bethe ansatz equation associated to a tensor product of polynomial modules, produces a family P of other solutions called the population. <br>To a population we associate a rational pseudodifferential operator R and a superspace W of rational functions. <br><br>We show that if at least one module is typical then the population P is canonically identified with the set of minimal factorizations of R and with the space of full superflags in W. We conjecture that the singular eigenvectors (up to rescaling) of all gl(m|n) Gaudin Hamiltonians are in a bijective correspondence with certain superspaces of rational functions.<br><br>We establish a duality of the non-periodic Gaudin model associated with superalgebra gl(m|n) and the non-periodic Gaudin model associated with algebra gl(k).<br><br>The Hamiltonians of the Gaudin models are given by expansions of a Berezinian of an (m+n) by (m+n) matrix in the case of gl(m|n) <br>and of a column determinant of a k by k matrix in the case of gl(k). We obtain our results by proving Capelli type identities for both cases and comparing the results.<br><br>We study solutions of the Bethe ansatz equations of the non-homogeneous periodic XXX model associated to super Yangian Y(gl(m|n)).<br>To a solution we associate a rational difference operator D and a superspace of rational functions W. We show that the set of complete factorizations of D is in canonical bijection with the variety of superflags in W and that each generic superflag defines a solution of the Bethe ansatz equation. We also give the analogous statements for the quasi-periodic supersymmetric spin chains.<br>

The concept of pseudo-differential operators allows one to study stochastic processes through their symbol. This approach has generated many new insights in recent years. However, most results are based on the assumption of bounded coefficients. In this thesis, we study Levy-type processes with unbounded coefficients and, especially, affine processes. In particular, we establish a connection between pseudo-differential operators and affine processes which are well-known from mathematical finance. Affine processes are an interesting example in this field since they have linearly growing and hence unbounded coefficients. New techniques and tools are developed to handle the affine case and then expanded to general Levy-type processes. In this way, the convergence of a simulation scheme based on a Markov chain approximation, results on path properties, and necessary conditions for the symmetry of operators were proven.

Notre travail est motivé par le problème de l'évaluation du déterminant de Fredholm d'un opérateur intégral. Cet opérateur apparait dans l'expression de la probabilité pour qu'un intervalle [?s, s] (s > 0) ne contienne aucune valeur propre d'une matrice aléatoire hermitienne gaussienne. Cet opérateur commute avec un opérateur différentiel de second ordre dont les fonctions propres sont les fonctions d'ondes sphéroïdales de l'ellipsoïde alongé. Plus généralement nous considérons l'opérateur de Legendre perturbé. Nous montrons qu'il existe un opérateur de translation généralisée associé à cet opérateur. En?n, par une méthode d'approximation des solutions de certaines équations différentielles, dite méthode WKB, nous avons obtenu le comportement asymptotique des fonctions d'ondes sphéroïdales de l'ellipsoïde alongé Il s'exprime à l'aide des fonctions de Bessel et d'Airy. Par la même méthode nous avons obtenu le comportement asymptotique des fonctions propres de l'opérateur dfférentiel d'Airy. / Our work is motivated by the problem of evaluating the Fredholm determinant of an integral operator. This operator appears in the expression of the probability, for a random matrix in the Gaussien Unitary Ensemble, to have no eigenvalue in an interval [?s, s]. This operator commutes with a differential operator wich have the spheroidal wave functions as eingenfunctions. More generally, we consider the perturbated Legendre differential operator. We show that there exists a generalized translation operator associated to the perturbated Legendre dfferential operator. Finaly, by using the WKB method, we have determined the asymptotic behavior of the prolate spheroidal wave functions. This asymptotic behavior involves Bessel and Airy functions. By using the same method, we have obtained similar results for asymptotic behavior of the eigenfunctions of the Airy differential operator.

Le but de cette thèse est d’étudier l’analyse sur les espaces hpc(Rd,M), la version locale des espaces de Hardy à valeurs opératorielles construits par Tao Mei. Les espaces de Hardy locaux à valeurs opératorielles sont définis par les g-fonctions de Littlewood-Paley tronquées et les fonctions intégrables de Lusin tronquées associées au noyau de Poisson. Nous développons la théorie de Calderón-Zygmund sur hpc(Rd,M); nous étudions la dualité hpcbmocq et l’interpolation. D’après ces résultats, nous obtenons la caractérisation générale de hpc(Rd,M) en remplaçant le noyau de Poisson par des fonctions tests raisonnables. Ceci joue un rôle important dans la décomposition atomique lisse de h1c(Rd,M). En même temps, nous étudions aussi les espaces de Triebel-Lizorkin inhomogènes à valeurs opératorielles Fpα,c(Rd,M). Comme dans le cas classique, ces espaces sont connectés avec des espaces de Hardy locaux à valeurs opératorielles par les potentiels de Bessel. Grâce à l’aide de la théorie de Calderón-Zygmund, nous obtenons les caractérisations de type LittlewoodPaley et de type Lusin par des noyaux plus généraux. Ces caractérisations nous permettent d’étudier différentes propriétés de Fpα,c(Rd,M), en particulier, la décomposition atomique lisse. Ceci est une extension et une amélioration de la décomposition atomique précédente de h1c(Rd,M). Comme une application importante de cette décomposition atomique lisse, nous montrons la bornitude d’opérateurs pseudo-différentiels avec les symboles réguliers à valeurs opératorielles sur des espaces de Triebel-Lizorkin Fpα,c(Rd,M), pour α ∈ R et 1 ≤ p ≤ ∞. Finalement, grâce à la transférence, nous obtenons aussi la Fpα,c-bornitude d’opérateurs pseudo-différentiels sur les tores quantiques / This thesis is devoted to the study of the analysis on the spaces hpc(Rd,M), the local version of operator-valued Hardy spaces studied by Tao Mei. The operator-valued local Hardy spaces are defined by the truncated Littlewood-Paley g-functions and the truncated Lusin square functions associated to the Poisson kernel. We develop the Calderón-Zygmund theory on hpc(Rd,M), and study the hpc-bmocq duality and the interpolation. Based on these results, we obtain general characterization of hpc(Rd,M) which states that the Poisson kernel can be replaced by any reasonable test function. This characterization plays an important role in the smooth atomic decomposition of h1c(Rd,M). We also investigate the operator-valued inhomogeneous Triebel-Lizorkin spaces Fpα,c(Rd,M). Like in the classical case, these spaces are connected with the operator-valued local Hardy spaces via Bessel potentials. Then by the aid of the Calderón-Zygmund theory, we obtain the Littlewood-Paley type and the Lusin type characterizations of Fpα,c(Rd,M) by more general kernels. These characterizations allow us to study various properties of Fpα,c(Rd,M), in particular, the smooth atomic decomposition. This is an extension and an improvement of the previous atomic decomposition of h1c(Rd,M). As an important application of this smooth atomic decomposition, we show the boundedness of pseudo-differential operators with regular operator-valued symbols on Triebel-Lizorkin spaces Fpα,c(Rd,M), for α ∈ R and 1 ≤ p ≤ ∞. Finally, by virtue of transference, we obtain the Fpα,c-boundedness of pseudo-differential operators on quantum tori