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Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien / Stochastic processes and disordered systems : around Brownian motionDelorme, Mathieu 02 November 2016 (has links)
Dans cette thèse, on étudie des processus stochastiques issus de la physique statistique. Le mouvement Brownien fractionnaire, objet central des premiers chapitres, généralise le mouvement Brownien aux cas où la mémoire est importante pour la dynamique. Ces effets de mémoire apparaissent par exemple dans les systèmes complexes et la diffusion anormale. L’absence de la propriété de Markov rend difficile l’étude probabiliste du processus. On développe une approche perturbative autour du mouvement Brownien pour obtenir de nouveaux résultats, sur des observables liées aux statistiques des extrêmes. En plus de leurs applications physiques, on explore les liens de ces résultats avec des objets mathématiques, comme les lois de Lévy et la constante de Pickands. / In this thesis, we study stochastic processes appearing in different areas of statistical physics: Firstly, fractional Brownian motion is a generalization of the well-known Brownian motion to include memory. Memory effects appear for example in complex systems and anomalous diffusion, and are difficult to treat analytically, due to the absence of the Markov property. We develop a perturbative expansion around standard Brownian motion to obtain new results for this case. We focus on observables related to extreme-value statistics, with links to mathematical objects: Levy’s arcsine laws and Pickands’ constant. Secondly, the model of elastic interfaces in disordered media is investigated. We consider the case of a Brownian random disorder force. We study avalanches, i.e. the response of the system to a kick, for which several distributions of observables are calculated analytically. To do so, the initial stochastic equation is solved using a deterministic non-linear instanton equation. Avalanche observables are characterized by power-law distributions at small-scale with universal exponents, for which we give new results.
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Géométrisation du côté orbital de la formule des traces / Geometrisation of the orbital side of the Trace FormulaBouthier, Alexis 11 April 2014 (has links)
Ce travail de thèse a pour but de construire et d’étudier une fibration de Hitchin pour les groupes qui apparaît naturellement lorsque l’on essaie de géométriser la formule des traces. On commence par construire une telle fibration en utilisant le semi-groupe de Vinberg. Sur ce semi-groupe de Vinberg, on montre qu’il existe un certain morphisme « polynôme caractéristique » muni d’une section naturelle, de même que dans le cas des algèbres de Lie. On montre également que l’on peut construire un centralisateur régulier au-dessus de cette base des polynômes caractéristiques qui est un schéma en groupes commutatif et lisse.On s’intéresse alors à des variantes pour les groupes des fibres de Springer affines pour lesquelles on remarque que l’introduction du semi-groupe de Vinberg permet d’obtenir une condition d’intégralité analogue à celle de Kazhdan-Lusztig. Ces fibres de Springer affines sont des analogues locaux des fibres de Hitchin. On obtient alors une formule de dimension pour ces fibres.Dans un troisième temps, on s’intéresse à l’aspect global de cette fibration pour laquelle on donne une interprétation modulaire et sur laquelle on construit l’action d’un champ de Picard, issu du centralisateur régulier. L’espace total de cette fibration étant en général singulier, nous étudions son complexe d’intersection. Cet espace de Hitchin s’obtient naturellement comme l’intersection du champ de Hecke avec la diagonale du champ des G-torseurs et on démontre que sur un ouvert suffisamment gros de la base de Hitchin, le complexe d’intersection de l’espace de Hitchin s’obtient par restriction de celui du champ de Hecke corrrespondant.Enfin, dans la dernière partie de cette thèse, on établit un théorème du support dans le cas où l’espace total est singulier analogue à celui de Ngô et l’on démontre que, dans le cas de la fibration de Hitchin, les supports qui interviennent sont reliés aux strates endoscopiques. / This main goal of this work is to construct and study the properties of Hitchin fibration for groups which appears naturally when we try to geometrize the trace formula. We begin by constructing this fibration using the Vinberg’s semigroup. On this semigroup, we show that there exists a characteristic polynomial morphism equipped with a natural section, analog at the Kostant’s one in the case of Lie algebras. We also show that there exists on the base of characteristic polynomials a regular centralizer scheme, which is a smooth commutative group scheme.Then, we are interested in some variant of affine Springer fibers, for which we see that the Vinberg’s semigroup appears naturally to obtain an integrality condition analog to Kazhdan-Lusztig’s one. These affine Springer fibers are local incarnation of Hitchin fibers.In a third time, we go back to the global case and give a modular interpretation of this new Hitchin fibration on which we construct an action of a Picard stack, coming from the regular centralizer.The total space of this fibration, even on the generically regular semisimple locus will be singular and we want to understand his intersection complex. This space can be obtained as the intersection of the Hecke stack with the diagonal of the stack of G-bundles and we show that on a sufficiently big open subset of the Hitchin base, the intersection complex of the Hitchin’s space is the restriction of the corresponding intersection complex on the Hecke stack.Finally, in the last part of this work, we establish a support theorem in the case of a singular total space, generalizing Ngo’s theorem et we show that in the case of Hitchin fibration, the supports that appear are related to the endoscopic strata.
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Geometria dinâmica e o cálculo diferencial e integralParanhos, Marcos de Miranda 23 September 2009 (has links)
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Marcos de Miranda Paranhos.pdf: 6182763 bytes, checksum: 2e98801c415e63f4e40730adcf71a33b (MD5)
Previous issue date: 2009-09-23 / The aim of this work is to present fundamental ideas of differential and
integral calculus and its applications in solving problems. As a teacher of calculus,
I see my trajectory and by exchanging experiences with other professionals, a
common sense about the mechanization of techniques and low student
achievement in relation to the ideas and applications so significant that the
calculation might provide. Reflecting, experiencing and informing me about this
issue, I think much of this problem in a limited way with which we have presented
these ideas in our classes.
Every teacher develops along its trajectory ways to represent the ideas you
want to convey and that is the essence of pedagogical reasoning. In that sense, I
understood that every idea must be transformed to be taught and it was this
aspect that directed this work.
Inspired by the possibility of using software in the teaching of Mathematics
and didactically based on "Dialectic Tool-Object" and "Game Tables" by Régine
Douady, I performed this work that consists of a sequence of activities, divided into
six modules, where basic ideas about derivative, integral and optimization
functions are presented by means of software and GeoGebra Winplot. The strings
are made to functions with one and two variables, can be developed along with the
student or be provided only by the teacher. I hope with this work is expanding the
size that most students have the Calculus and its applications, besides stimulating
the use of technological resources as tools for large capacity in interpreting and
solving problems / O objetivo deste trabalho é apresentar idéias fundamentais do Cálculo
Diferencial e Integral e suas aplicações na resolução de problemas. Como
professor de Cálculo, constato pela minha trajetória e pela troca de experiências
com outros profissionais da área, um senso comum a respeito da mecanização de
técnicas e do baixo aproveitamento dos alunos com relação às idéias e
aplicações tão significativas que o Cálculo poderia lhes proporcionar. Refletindo,
experimentando e me informando sobre essa questão, penso que grande parte
dessa problemática está na forma limitada com que temos apresentado essas
idéias em nossas aulas.
Todo professor desenvolve ao longo de sua trajetória formas de
representar as idéias que deseja transmitir e essa é a essência do raciocínio
pedagógico. Nesse sentido, acredito que toda idéia compreendida deve ser
transformada para ser ensinada e foi esse aspecto da questão que direcionou
esse trabalho.
Inspirado pela possibilidade do uso de softwares no ensino do Cálculo e
fundamentado didaticamente na Dialética Ferramenta-Objeto e o Jogo de
Quadros de Régine Douady, realizei este trabalho que consiste de uma
seqüência de atividades, divididas em seis módulos, em que as idéias básicas
sobre derivada, integral e otimização de funções são apresentadas por meio dos
softwares Geogebra e Winplot. As seqüências são feitas para funções com uma e
duas variáveis, podendo ser desenvolvidas juntamente com o aluno ou ser
apenas apresentadas pelo professor. Espero com esse trabalho estar ampliando
a dimensão que a maioria dos estudantes tem do Cálculo e de suas aplicações,
além de estimular o uso de recursos tecnológicos como ferramentas de larga
capacidade na interpretação e resolução de problemas
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Contributions aux problèmes d'évolutionFino, Ahmad 01 February 2010 (has links) (PDF)
Dans cette thèse, nous nous intéressons à l'étude de trois équations aux dérivées partielles et d'évolution non-locales en espace et en temps. Les solutions de ces trois solutions peuvent exploser en temps fini. Dans une première partie de cette thèse, nous considérons l'équation de la chaleur nonlinéaire avec une puissance fractionnaire du laplacien, et obtenons notamment que, dans le cas d'exposant sur-critique, le comportement asymptotique de la solution lorsque $t\rightarrow+\infty$ est déterminé par le terme de diffusion anormale. D'autre part, dans le cas d'exposant sous-critique, l'effet du terme non-linéaire domine. Dans une deuxième partie, nous étudions une équation parabolique avec le laplacien fractionnaire et un terme non-linéaire et non-local en temps. On montre que la solution est globale dans le cas sur-critique pour toute donnée initiale ayant une mesure assez petite, tandis que dans le cas sous-critique, on montre que la solution explose en temps fini $T_{\max}>0$ pour toute condition initiale positive et non-triviale. Dans ce dernier cas, on cherche le comportement de la norme $L^1$ de la solution en précisant le taux d'explosion lorsque $t$ s'approche du temps d'explosion $T_{\max}.$ Nous cherchons encore les conditions nécessaires à l'existence locale et globale de la solution. Une toisième partie est consacré à une généralisation de la deuxième partie au cas de systèmes $2\times 2$ avec le laplacien ordinaire. On étudie l'existence locale de la solution ainsi qu'un résultat sur l'explosion de la solution avec les mêmes propriétés étudiées dans le troisième chapitre. Dans la dernière partie, nous étudions une équation hyperbolique dans $\mathbb{R}^N,$ pour tout $N\geq2,$ avec un terme non-linéaire non-local en temps. Nous obtenons un résultat d'existence locale de la solution sous des conditions restrictives sur les données initiales, la dimension de l'espace et les exposants du terme non-linéaire. De plus on obtient, sous certaines conditions sur les exposants, que la solution explose en temps fini, pour toute condition initiale ayant de moyenne strictement positive.
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Electronic structure and exchange integrals of low-dimensional cupratesRosner, Helge 19 September 1999 (has links) (PDF)
The physics of cuprates is strongly influenced by the dimension of the cooper-oxygen network in the considered crystals. Due to the rich manifoldness of different network geometries realized by nature, cuprates are ideal model systems for experimental and theoretical studies of low-dimensional, strongly correlated systems. The dimensionality of the considered model compounds varies between zero and three with a focus on one- and two-dimensional compounds. Starting from LDA band structure calculations, the relevant orbitals for the low-energy physics have been characterized together with a discussion of the chemical bonding in the investigated compounds. By means of a systematic approach for various compounds, the influence of particular structural components on the electronic structure could be concluded. For the undoped cuprate compounds, paramagnetic LDA band structure calculations yield a metallic groundstate instead of the experimentally observed insulating behavoir. The strong correlations were taken into account using Hubbard- or Heisenberg-like models for the investigation of the magnetic couplings in cuprates. The necessary parameters were obtained from tight-binding parameterizations of LDA band structures. Finallly, several ARPES as well as XAS measurements were interpreted. The present work shows, that the combination of experiment, LDA, and model calculations is a powerful tool for the investigation of the electronic structure of strongly correlated systems.
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Eulerovo číslo v matematické analýze / Euler's number in calculusRÁLKOVÁ, Lucie January 2017 (has links)
The main aim of my thesis on the topic of "Euler's number in mathematical analysis" is to create an overview of the Euler numbers in calculus. This essay in the first part deals with the rise of the number e, in other parts of the current use of calculus. Purpose of this work is the insight students of secondary schools and universities to problems Euler numbers and to better understand the importance of e not only in mathematics.
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Contributions à la modélisation des données financières à hautes fréquences / No English title availableFauth, Alexis 26 May 2014 (has links)
Cette thèse a été réalisée au sein de l’entreprise Invivoo. L’objectif principal était de trouver des stratégies d’investissement : avoir un gain important et un risque faible. Les travaux de recherche ont été principalement portés par ce dernier point. Dans ce sens, nous avons voulu généraliser un modèle fidèle à la réalité des marchés financiers, que ce soit pour des données à basse comme à haute fréquence et, à très haute fréquence, variation par variation. / No English summary available.
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Electronic structure and exchange integrals of low-dimensional cupratesRosner, Helge 12 October 1999 (has links)
The physics of cuprates is strongly influenced by the dimension of the cooper-oxygen network in the considered crystals. Due to the rich manifoldness of different network geometries realized by nature, cuprates are ideal model systems for experimental and theoretical studies of low-dimensional, strongly correlated systems. The dimensionality of the considered model compounds varies between zero and three with a focus on one- and two-dimensional compounds. Starting from LDA band structure calculations, the relevant orbitals for the low-energy physics have been characterized together with a discussion of the chemical bonding in the investigated compounds. By means of a systematic approach for various compounds, the influence of particular structural components on the electronic structure could be concluded. For the undoped cuprate compounds, paramagnetic LDA band structure calculations yield a metallic groundstate instead of the experimentally observed insulating behavoir. The strong correlations were taken into account using Hubbard- or Heisenberg-like models for the investigation of the magnetic couplings in cuprates. The necessary parameters were obtained from tight-binding parameterizations of LDA band structures. Finallly, several ARPES as well as XAS measurements were interpreted. The present work shows, that the combination of experiment, LDA, and model calculations is a powerful tool for the investigation of the electronic structure of strongly correlated systems.
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Neabsolutně konvergentní integrály / Nonabsolutely convergent integralsKuncová, Kristýna January 2019 (has links)
Title: Nonabsolutely convergent integrals Author: Krist'yna Kuncov'a Department: Department of Mathematical Analysis Supervisor: prof. RNDr. Jan Mal'y, DrSc., Department of Mathematical Analysis Abstract: In this thesis we develop the theory of nonabsolutely convergent Hen- stock-Kurzweil type packing integrals in different spaces. In the framework of metric spaces we define the packing integral and the uniformly controlled inte- gral of a function with respect to metric distributions. Applying the theory to the notion of currents we then prove a generalization of the Stokes theorem. In Rn we introduce the packing R and R∗ integrals, which are defined as charges - additive functionals on sets of bounded variation. We provide comparison with miscellaneous types of integrals such as R and R∗ integral in Rn or MCα integral in R. On the real line we then study a scale of integrals based on the so called p-oscillation. We show that our indefinite integrals are a.e. approximately differ- entiable and we give comparison with other nonabsolutely convergent integrals. Keywords: Nonabsolutely convergent integrals, BV sets, Henstock-Kurzweil in- tegral, Divergence theorem, Analysis in metric measure spaces 1
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Feynman integrals and hyperlogarithmsPanzer, Erik 06 March 2015 (has links)
Wir untersuchen Feynman-Integrale in der Darstellung mit Schwinger-Parametern und leiten rekursive Integralgleichungen für masselose 3- und 4-Punkt-Funktionen her. Eigenschaften der analytischen (und dimensionalen) Regularisierung werden zusammengefasst und wir beweisen, dass in der Euklidischen Region jedes Feynman-Integral als eine Linearkombination konvergenter Feynman-Integrale geschrieben werden kann. Dies impliziert, dass man stets eine Basis aus konvergenten Masterintegralen wählen kann und somit divergente Integrale nicht selbst berechnet werden müssen. Weiterhin geben wir eine in sich geschlossene Darstellung der Theorie der Hyperlogarithmen und erklären detailliert die nötigen Algorithmen, um diese für die Berechnung mehrfacher Integrale anzuwenden. Wir definieren eine neue Methode um die Singularitäten solcher Integrale zu bestimmen und stellen ein Computerprogramm vor, welches die Integrationsalgorithmen implementiert. Unser Hauptresultat ist die Konstruktion unendlicher Familien masseloser 3- und 4-Punkt-Funktionen (diese umfassen unter anderem alle Leiter-Box-Graphen und deren Minoren), deren Feynman-Integrale zu allen Ordnungen in der epsilon-Entwicklung durch multiple Polylogarithmen dargestellt werden können. Diese Integrale können mit dem vorgestellten Programm explizit berechnet werden. Die Arbeit enthält interessante Beispiele von expliziten Ergebnissen für Feynman-Integrale mit bis zu 6 Schleifen. Insbesondere präsentieren wir den ersten exakt bestimmten Gegenterm in masseloser phi^4-Theorie, der kein multipler Zetawert ist sondern eine Linearkombination multipler Polylogarithmen, ausgewertet an primitiven sechsten Einheitswurzeln (und geteilt durch die Quadratwurzel aus 3). Zu diesem Zweck beweisen wir ein Paritätsresultat über die Zerlegbarkeit der Real- und Imaginärteile solcher Zahlen in Produkte und Beiträge geringerer Tiefe (depth). / We study Feynman integrals in the representation with Schwinger parameters and derive recursive integral formulas for massless 3- and 4-point functions. Properties of analytic (including dimensional) regularization are summarized and we prove that in the Euclidean region, each Feynman integral can be written as a linear combination of convergent Feynman integrals. This means that one can choose a basis of convergent master integrals and need not evaluate any divergent Feynman graph directly. Secondly we give a self-contained account of hyperlogarithms and explain in detail the algorithms needed for their application to the evaluation of multivariate integrals. We define a new method to track singularities of such integrals and present a computer program that implements the integration method. As our main result, we prove the existence of infinite families of massless 3- and 4-point graphs (including the ladder box graphs with arbitrary loop number and their minors) whose Feynman integrals can be expressed in terms of multiple polylogarithms, to all orders in the epsilon-expansion. These integrals can be computed effectively with the presented program. We include interesting examples of explicit results for Feynman integrals with up to 6 loops. In particular we present the first exactly computed counterterm in massless phi^4 theory which is not a multiple zeta value, but a linear combination of multiple polylogarithms at primitive sixth roots of unity (and divided by the square-root of 3). To this end we derive a parity result on the reducibility of the real- and imaginary parts of such numbers into products and terms of lower depth.
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