In this thesis we analyze lumpability of infinite dimensional dynamical systems. Lumping is a method to project a dynamics by a linear reduction operator onto a smaller state space on which a self-contained dynamical description exists. We consider a well-posed dynamical system defined on a Banach space X and generated by an operator F, together with a linear and bounded map M : X → Y, where Y is another Banach space. The operator M is surjective but not an isomorphism and it represents a reduction of the state space. We investigate whether the variable y = M x also satisfies a well-posed and self-contained dynamics on Y . We work in the context of strongly continuous semigroup theory. We first discuss lumpability of linear systems in Banach spaces. We give conditions for a reduced operator to exist on Y and to describe the evolution of the new variable y . We also study lumpability of nonlinear evolution equations, focusing on dissipative operators, for which some interesting results exist, concerning the existence and uniqueness of solutions, both in the classical sense of smooth solutions and in the weaker sense of strong solutions. We also investigate the regularity properties inherited by the reduced operator from the original operator F . Finally, we describe a particular kind of lumping in the context of C*-algebras. This lumping represents a different interpretation of a restriction operator. We apply this lumping to Feller semigroups, which are important because they can be associated in a unique way to Markov processes. We show that the fundamental properties of Feller semigroups are preserved by this lumping. Using these ideas, we give a short proof of the classical Tietze extension theorem based on C*-algebras and Gelfand theory.

Processos K começaram a ser estudados nos anos 50 como uma fonte de contraexemplos e de comportamento patológico. Recentemente descobriu-se que eles são um limite de escalas para modelos de armadilha, fato que voltou a trazer certa atenção para eles. Nesse trabalho vamos adotar uma abordagem construtiva, usando-a para mostrar a propriedade forte de Markov e calcular as taxas de transição e o gerador infinitesimal. / K processes were studied in the 50\'s as a source of counter examples and of pathological behaviour. It is now know that they are a scaling limit for trap models, which led attention back to them. In this work, we will adopt a constructive approach, using it to show the strong Markov propriety, calculate the transition rates and the infinitesimal generator.

Processos K começaram a ser estudados nos anos 50 como uma fonte de contraexemplos e de comportamento patológico. Recentemente descobriu-se que eles são um limite de escalas para modelos de armadilha, fato que voltou a trazer certa atenção para eles. Nesse trabalho vamos adotar uma abordagem construtiva, usando-a para mostrar a propriedade forte de Markov e calcular as taxas de transição e o gerador infinitesimal. / K processes were studied in the 50\'s as a source of counter examples and of pathological behaviour. It is now know that they are a scaling limit for trap models, which led attention back to them. In this work, we will adopt a constructive approach, using it to show the strong Markov propriety, calculate the transition rates and the infinitesimal generator.

This research investigates existing relationships between the three apparently unrelated subjects: Markov process, Semigroups and Partial difierential equations. Markov processes define semigroups through their transition functions. Conversely particular semigroups determine transition functions and can be regarded as Markov processes. We have exploited these relationships to study some Markov chains. The infnitesimal generator of a Feller semigroup on the closure of a bounded domain of Rn; (n ^ 2), is an integro-diferential operator in the interior of the domain and verifes a boundary condition. The existence of a Feller semigroup defined by a diferential operator and a boundary condition is due to the existence of solution of a bounded value problem. From this result other existence suficient conditions on the existence of Feller semigroups have been obtained and we have applied some of them to construct Feller semigroups on the unity disk of R2. / Decision Sciences / M. Sc. (Operations Research)

Stochastic hybrid dynamic systems that incorporate both continuous and discrete dynamics have been an area of great interest over the recent years. In view of applications, stochastic hybrid dynamic systems have been employed to diverse fields of studies, such as communication networks, air traffic management, and insurance risk models. The aim of the present study is to investigate properties of some classes of stochastic hybrid dynamic systems. The class of stochastic hybrid dynamic systems investigated has random jumps driven by a non-homogeneous Poisson process and deterministic jumps triggered by hitting the boundary. Its real-valued continuous dynamic between jumps is described by stochastic differential equations of the It\^o-Doob type. Existing results of piecewise deterministic models are extended to obtain the infinitesimal generator of the stochastic hybrid dynamic systems through a martingale approach. Based on results of the infinitesimal generator, some stochastic stability results are derived. The infinitesimal generator and stochastic stability results can be used to compute the higher moments of the solution process and find a bound of the solution. Next, the study focuses on a class of multidimensional stochastic hybrid dynamic systems. The continuous dynamic of the systems under investigation is described by a linear non-homogeneous systems of It\^o-Doob type of stochastic differential equations with switching coefficients. The switching takes place at random jump times which are governed by a non-homogeneous Poisson process. Closed form solutions of the stochastic hybrid dynamic systems are obtained. Two important special cases for the above systems are the geometric Brownian motion process with jumps and the Ornstein-Uhlenbeck process with jumps. Based on the closed form solutions, the probability distributions of the solution processes for these two special cases are derived. The derivation employs the use of the modal matrix and transformations. In addition, the parameter estimation problem for the one-dimensional cases of the geometric Brownian motion and Ornstein-Uhlenbeck processes with jumps are investigated. Through some existing and modified methods, the estimation procedure is presented by first estimating the parameters of the discrete dynamic and subsequently examining the continuous dynamic piecewisely. Finally, some simulated stochastic hybrid dynamic processes are presented to illustrate the aforementioned parameter-estimation methods. One simulated insurance example is given to demonstrate the use of the estimation and simulation techniques to obtain some desired quantities.

This research investigates existing relationships between the three apparently unrelated subjects: Markov process, Semigroups and Partial difierential equations. Markov processes define semigroups through their transition functions. Conversely particular semigroups determine transition functions and can be regarded as Markov processes. We have exploited these relationships to study some Markov chains. The infnitesimal generator of a Feller semigroup on the closure of a bounded domain of Rn; (n ^ 2), is an integro-diferential operator in the interior of the domain and verifes a boundary condition. The existence of a Feller semigroup defined by a diferential operator and a boundary condition is due to the existence of solution of a bounded value problem. From this result other existence suficient conditions on the existence of Feller semigroups have been obtained and we have applied some of them to construct Feller semigroups on the unity disk of R2. / Decision Sciences / M. Sc. (Operations Research)

Submitted by Maike Costa (maiksebas@gmail.com) on 2016-03-22T13:00:30Z No. of bitstreams: 1 arquivototal.pdf: 1160851 bytes, checksum: 7135123aaf3823254b3e52ab8d141d6d (MD5) / Made available in DSpace on 2016-03-22T13:00:30Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1160851 bytes, checksum: 7135123aaf3823254b3e52ab8d141d6d (MD5) Previous issue date: 2015-03-12 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In this work, we present an introduction to the theory of C0-semigroup (and C0-group) of bounded linear operators, and we show that wave operator in RN is the in nitesimal generator of a C0-group of bounded linear operators in a appropriate Banach space. / Neste trabalho apresentamos uma introdu c~ao a teoria de C0􀀀semigrupos (e C0􀀀gru po) de operadores lineares e limitados, e mostramos que operador de ondas em RN e o gerador in nitesimal de um C0􀀀grupo de operadores lineares e limitados em um espa co de Banach apropriado.

In this thesis we analyze lumpability of infinite dimensional dynamical systems. Lumping is a method to project a dynamics by a linear reduction operator onto a smaller state space on which a self-contained dynamical description exists. We consider a well-posed dynamical system defined on a Banach space X and generated by an operator F, together with a linear and bounded map M : X → Y, where Y is another Banach space. The operator M is surjective but not an isomorphism and it represents a reduction of the state space. We investigate whether the variable y = M x also satisfies a well-posed and self-contained dynamics on Y . We work in the context of strongly continuous semigroup theory. We first discuss lumpability of linear systems in Banach spaces. We give conditions for a reduced operator to exist on Y and to describe the evolution of the new variable y . We also study lumpability of nonlinear evolution equations, focusing on dissipative operators, for which some interesting results exist, concerning the existence and uniqueness of solutions, both in the classical sense of smooth solutions and in the weaker sense of strong solutions. We also investigate the regularity properties inherited by the reduced operator from the original operator F . Finally, we describe a particular kind of lumping in the context of C*-algebras. This lumping represents a different interpretation of a restriction operator. We apply this lumping to Feller semigroups, which are important because they can be associated in a unique way to Markov processes. We show that the fundamental properties of Feller semigroups are preserved by this lumping. Using these ideas, we give a short proof of the classical Tietze extension theorem based on C*-algebras and Gelfand theory.

The study of integral operators on spaces of analytic functions has been considered for the past few decades. However, most of the studies in this line are based on spaces of analytic functions of the unit disc. For the analytic spaces of the upper half-plane, the literature is still scanty. Most notable is the recent work of Siskakis and Arvanitidis concerning the classical Ces`aro operator on Hardy spaces of the upper half-plane. In this dissertation, we characterize all continuous one-parameter groups of automorphisms of the upper halfplane according to the nature and location of their fixed points into three distinct classes, namely, the scaling, the translation, and the rotation groups. We then introduce the associated groups of weighted composition operators on both Hardy and weighted Bergman spaces of the half-plane. Interestingly, it turns out that these groups of composition operators form three strongly continuous groups of isometries. A detailed analysis of each of these groups of isometries is carried out. Specifically, we determine the spectral properties of the generators of every group, and using both spectral and semigroup theory of Banach spaces, we obtain concrete representations of the resolvents as integral operators on both Hardy and Bergman spaces of the half-plane. For the scaling group, the resulting resolvent operators are exactly the Ces`aro-like operators. The spectral properties of the obtained integral operators is also determined. Finally, we detail the theory of both Szeg¨o and Bergman projections of the half-plane, and use it to determine the duality properties of these spaces. Consequently, we obtain the adjoints of the resolvent operators on the reflexive Hardy and Bergman spaces of the half-plane.

We propose a situation in which a single employee is responsible for processing incoming claims to an insurance company that can be classified as being one of two possible types. More specifically, we consider a priority-based system having separate buffers to store high priority and low priority incoming claims. We construct a mathematical model and perform queueing analysis to evaluate the performance of this priority-based system, which incorporates the possibility of claims being redistributed, lost, or prematurely processed.