Uncertainty propagation in engineering mechanics and dynamics is a highly challenging problem that requires development of analytical/numerical techniques for determining the stochastic response of complex engineering systems. In this regard, although Monte Carlo simulation (MCS) has been the most versatile technique for addressing the above problem, it can become computationally daunting when faced with high-dimensional systems or with computing very low probability events. Thus, there is a demand for pursuing more computationally efficient methodologies. Recently, a Wiener path integral (WPI) technique, whose origins can be found in theoretical physics, has been developed in the field of engineering dynamics for determining the response transition probability density function (PDF) of nonlinear oscillators subject to non-white, non-Gaussian and non-stationary excitation processes. In the present work, the Wiener path integral technique is enhanced, extended and generalized with respect to three main aspects; namely, versatility, computational efficiency and accuracy. Specifically, the need for increasingly sophisticated modeling of excitations has led recently to the utilization of fractional calculus, which can be construed as a generalization of classical calculus. Motivated by the above developments, the WPI technique is extended herein to account for stochastic excitations modeled via fractional-order filters. To this aim, relying on a variational formulation and on the most probable path approximation yields a deterministic fractional boundary value problem to be solved numerically for obtaining the oscillator joint response PDF. Further, appropriate multi-dimensional bases are constructed for approximating, in a computationally efficient manner, the non-stationary joint response PDF. In this regard, two distinct approaches are pursued. The first employs expansions based on Kronecker products of bases (e.g., wavelets), while the second utilizes representations based on positive definite functions. Next, the localization capabilities of the WPI technique are exploited for determining PDF points in the joint space-time domain to be used for evaluating the expansion coefficients at a relatively low computational cost. Subsequently, compressive sampling procedures are employed in conjunction with group sparsity concepts and appropriate optimization algorithms for decreasing even further the associated computational cost. It is shown that the herein developed enhancement renders the technique capable of treating readily relatively high-dimensional stochastic systems. More importantly, it is shown that this enhancement in computational efficiency becomes more prevalent as the number of stochastic dimensions increases; thus, rendering the herein proposed sparse representation approach indispensable, especially for high-dimensional systems. Next, a quadratic approximation of the WPI is developed for enhancing the accuracy degree of the technique. Concisely, following a functional series expansion, higher-order terms are accounted for, which is equivalent to considering not only the most probable path but also fluctuations around it. These fluctuations are incorporated into a state-dependent factor by which the exponential part of each PDF value is multiplied. This localization of the state-dependent factor yields superior accuracy as compared to the standard most probable path WPI approximation where the factor is constant and state-invariant. An additional advantage relates to efficient structural reliability assessment, and in particular, to direct estimation of low probability events (e.g., failure probabilities), without possessing the complete transition PDF. Overall, the developments in this thesis render the WPI technique a potent tool for determining, in a reliable manner and with a minimal computational cost, the stochastic response of nonlinear oscillators subject to an extended range of excitation processes. Several numerical examples, pertaining to both nonlinear dynamical systems subject to external excitations and to a special class of engineering mechanics problems with stochastic media properties, are considered for demonstrating the reliability of the developed techniques. In all cases, the degree of accuracy and the computational efficiency exhibited are assessed by comparisons with pertinent MCS data.

We provide an L² theory for the local double Hilbert transform along an analytic surface (s, t ,φ(s, t )) in the Heisenberg group H¹, that is operator f ↦ Hφ f (x) := p.v.∫∣s∣,∣t∣≤1 f (x ∙ (s, t ,φ(s, t ))-¹) ds/s dt/t, where ∙ denotes the group operation in H1. This operator combines several features: it is amulti-parameter singular integral, its kernel is supported along a submanifold, and convolution is with respect to a homogeneous group structure. We reprove Hφ is always L²(H¹)→L²(H¹) bounded (a result first obtained in [Str12]) to illustrate the method and then refine it to characterize the largest class of polynomials P of degree less than d such that the operator HP is uniformly bounded when P ranges in the class. Finally, we provide examples of surfaces that can be treated by our method but not by the theory of [Str12].

Robert Cohen. / "June 2, 1948." Issued also as a thesis, M.I.T. Dept. of Electrical Engineering, May, 1948. / Bibliography: p. 100. / Army Signal Corps Contract No. W-36-039 sc-32037.

The theme of providing predictable criteria for absolute continuity and for mutual singularity of two density processes on a filtered probability space is extensively studied, e.g., in the monograph by J. Jacod and A. N. Shiryaev [JS]. While the issue of absolute continuity is settled there in full generality, for the issue of mutual singularity one technical difficulty remained open ([JS], p210): "We do not know whether it is possible to derive a predictable criterion (necessary and sufficient condition) for "P'T..." (expression not representable in this abstract). It turns out that to this question raised in [JS] which we also chose as the title of this note, there are two answers: on the negative side we give an easy example, showing that in general the answer is no, even when we use a rather wide interpretation of the concept of "predictable criterion". The difficulty comes from the fact that the density process of a probability measure P with respect to another measure P' may suddenly jump to zero. On the positive side we can characterize the set, where P' becomes singular with respect to P - provided this does not happen in a sudden but rather in a continuous way - as the set where the Hellinger process diverges, which certainly is a "predictable criterion". This theorem extends results in the book of J. Jacod and A. N. Shiryaev [JS]. (author's abstract) / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

The problem of the evolution from BCS theory with cooperative Cooper pairing to the formation and condensation of composite bosons has attracted considerable attention for the past several decades. It has gained renewed impetus in the mid-eighties with the discovery of the high-Tc superconductors, which have a coherence length comparable to the interparticle spacing. More recently, this subject has spurred a great deal of research activity in connection with experiments involving dilute atomic gases of fermionic atoms. The initial objective of this work will be to use functional integral techniques to analyze the low-temperature BCS-to-BEC evolution of d-wave superconductors within the saddle point (mean field) approximation for a continuum model. Then, the same mathematical formalism will be applied to the problem of the BCS-to-BEC evolution of fully spin-polarized p-wave Fermi gases in two dimensions. We find that a quantum phase transition occurs for both systems as they are driven from the BCS-like regime of weakly interacting fermionic pairs to the opposite BEC-like regime of strongly interacting bosonic molecules. This is in contrast to the smooth crossover predicted and observed in systems that exhibit s-wave pairing symmetry. We calculate several spectroscopic and thermodynamic properties that signal the occurrence of this phase transition, and suggest some possible experimental realizations. Finally, fluctuations about the saddle point solution are included in the calculations, and the effects of such correction are analyzed in the low (T~0) and high (T~Tc) temperature limits. We conclude that, at high temperatures, the bosonic degrees of freedom that arise from two-particle bound states become essential to describe the strong coupling limit, as the saddle point approximation alone becomes unreliable.

Ορισμός αναλλοίωτου ολοκληρώματος σε τοπολογικές ομάδες, η χρησιμότητα αυτού στη θεωρία αναπαραστάσεων ομάδων και η καθοριστική συμβολή αυτής της χρησιμότητας στο θεώρημα δυϊσμού του Pontryagin. / -

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In this expository thesis we describe the Bochner integral for functions taking values in a separable Banach space, and we describe how a number of standard definitions and results in real analysis can be extended for these functions, with an emphasis on Hilbert-space-valued functions. We then present a partial vector-valued version of a classical theorem on singular integrals.

Minestery of Education of Lithuania, besides “Programme”, in 1994 offered for all schools methodical recommendations for educational process, named “General Educational Standards”. The process has influenced on citizens’ educational of Independent Lithuania. The Standards have allowed looking at subject in a new way. The topic of the given MA work “Teaching of mathematics analysis of elements in Lithuania since 1991”. Work goal is to clarify peculiarities of teaching of mathematics analysis of elements: -To consider the following topics: function, derivative, line, integral. Tasks: 1.To consider teacher’s job in our days and to find out this role in Educational process, to discuss connection between pupil and teacher. 2.To answer the question “What is integration and intersubject relations”. 3.To announce mark’s norms at lessons of mathematics. The given work is an analysis of text books, didactic books, small pedagogical experiments and statistic analysis. In general, to find the answer “How to teach and to be tought?

Thesis (M.A.)--University of Missouri-Columbia, 2008. / The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on July 7, 2009) Includes bibliographical references.