<p>This master project is dedicated to the analysis of one of the nancialmarket models in an illiquid market. This is a nonlinear model. Using analytical methods we studied the symmetry properties of theequation which described the given model. We called this equation aSchonbucher-Wilmott equation or the main equation. We have foundinnitesimal generators of the Lie algebra, containing the informationabout the symmetry group admitted by the main equation. We foundthat there could be dierent types of the unknown function g, whichwas located in the main equation, in particular four types which admitsricher symmetry group. According to the type of the function gthe equation was split up into four PDEs with the dierent Lie algebrasin each case. Using the generators we studied the structure ofthe Lie algebras and found optimal systems of subalgebras. Then weused the optimal systems for dierent reductions of the PDE equationsto some ODEs. Obtained ODEs were easier to solve than the correspondingPDE. Thereafter we proceeded to the solution of the desiredSchonbucher-Wilmott equation. In the project we were guided by thepapers of Bank, Baum [1] and Schonbucher, Wilmott [2]. In these twopapers authors introduced distinct approaches of the analysis of thenonlinear model - stochastic and dierential ones. Both approaches leadunder some additional assumptions to the same nonlinear equation - the main equation.</p>

This master project is dedicated to the analysis of one of the nancialmarket models in an illiquid market. This is a nonlinear model. Using analytical methods we studied the symmetry properties of theequation which described the given model. We called this equation aSchonbucher-Wilmott equation or the main equation. We have foundinnitesimal generators of the Lie algebra, containing the informationabout the symmetry group admitted by the main equation. We foundthat there could be dierent types of the unknown function g, whichwas located in the main equation, in particular four types which admitsricher symmetry group. According to the type of the function gthe equation was split up into four PDEs with the dierent Lie algebrasin each case. Using the generators we studied the structure ofthe Lie algebras and found optimal systems of subalgebras. Then weused the optimal systems for dierent reductions of the PDE equationsto some ODEs. Obtained ODEs were easier to solve than the correspondingPDE. Thereafter we proceeded to the solution of the desiredSchonbucher-Wilmott equation. In the project we were guided by thepapers of Bank, Baum [1] and Schonbucher, Wilmott [2]. In these twopapers authors introduced distinct approaches of the analysis of thenonlinear model - stochastic and dierential ones. Both approaches leadunder some additional assumptions to the same nonlinear equation - the main equation.

This master thesis explores the properties of three different definitions of the mean on a Lie group : the Riemannian Center of Mass, the Riemannian exponential barycenter and the group exponential barycenter.

The Unruh effect is one of the most startling predictions of quantum field theory. Its interpretation has been controversially discussed, since the first publications of Fulling, Davies and Unruh in the 1970ties. In a recent paper Buchholz and Solveen proposed an application of basic thermodynamic definitions to clarify the meaning of temperature and thermal equilibrium in the Unruh effect. As a result the interpretation of the KMS-parameter as an expression of local temperature has been questioned. The main result of my diploma thesis asserts quasi-equivalence of the disputed KMS states on a subregion of Rindlerspace that infinitely extends in the direction of travel of a uniformly accelerated Rindler-observer. Exploring the consequences of this result, I will present new insights on the asymptotic behaviour of such KMS states and how this fits into the picture drawn by Buchholz and Solveen.

This dissertation presents some of the recent developments in the modelling of shape spaces. Forming the basis for a quantitative analysis of shapes, this is relevant for many applications involving image recognition and shape classification. All shape spaces discussed in this work arise from the general situation of a Lie group acting isometrically on some Riemannian manifold. The first chapter summarizes the most important results about this general set-up, which are well known in other branches of mathematics. A particular focus is laid on Hamiltonian methods that explore the relation of symmetry and conserved momenta. As a classical example these results are applied to Kendall’s shape space. More recent approaches of continuous shape models are then summarized and put in the same concise framework. In more detail the square root velocity shape representation, recently developed by Srivastava et al., is being discussed. In particular, the phenomenon of unclosed orbits under the action of reparametrization is addressed. This issue is partially resolved by an extended equivalence relation along with a well defined, non-degenerate, metric on the resulting quotient space.

In a differential geometry setting, we can analyze the solutions to systems of differential equations in such a way as to allow us to derive entire classes of solutions from any given solution. This process involves calculating the Lie symmetries of a system of equations and looking at the resulting transformations. In this paper we will give a general background of the theory necessary to develop the ideas of working in the jet space of a given system of equations, applying this theory to harmonic functions in the complex plane. We will consider harmonic functions in general, harmonic functions with constant Jacobian, harmonic functions with fixed convexity and a few other subclasses of harmonic functions.

Comme le groupe de symétries de Lie des équations aux dérivées partielles représentent les propriétés physiques intrinsèques contenues dans les équations, il offre un outil efficace pour étudier et modéliser les phénomènes physiques. Ainsi, dans cette thèse, on se propose d’appliquer la théorie du groupe de symétries de Lie à la modélisation des écoulements anisothermes.On calcule alors des lois de paroi, et, plus généralement des lois d’échelle, pour la vitesse et la température dans le cas d’un écoulement parallèle. En fait, ces lois d’échelle se révèlent être simplement des solutions auto-similaires des équations de Navier-Stokes moyennées par rapport aux symétries des équations.Ensuite, par l’approche de la théorie des groupes de Lie, on construit une classe de modèles de sous-maille qui sont invariants par les symétries des équations de Navier-Stokes anisothermes.Ces modèles ont l’avantage de respecter les propriétés physiques des équations qui sont contenues dans les symétries. De plus, par cette approche, le modèle de flux de chaleur apparaît naturellement,sans qu’on ait besoin de faire appel à la notion de nombre de Prandtl de sous-maille,ce qui augmente la portée de ces modèles par rapport à la plupart des modèles existants. Par ailleurs, le comportement proche de la paroi de certains des modèles proposés est étudié. Enfin,des tests numériques en convection naturelle et en convection mixtes sont effectués. / Since the Lie group of a given partial differential equation, represent the intrinsic physical propertiesof the equation, it gives a strong tool for modeling its physical phenomenas. The mainpurpose of this thesis, is to apply the Lie group theory, in modeling non-isothermal flows. Therefore,we calculate wall laws and more generally scaling laws for the velocity and the temperatureof a parallel flow. In fact, these scaling laws are simply self-similar solutions of the Navier-Stokesequations averaged with respect to their symmetry.The approach of the Lie group theory, leads to a class of sub-grade models which are invariantvia the symmetries of the non-isothermal Navier-Stokes equations. These models respectthe physical properties contained in these symmetries. Moreover, via this approach the heat flowmodel appears naturally in this class, without introducing the notion of the Prandlt number,which is not the case for any other existing model. From the other side, the behavior near thewall of particular models in this class, is studied. Finally, numerical tests are done in both casesof the natural convection and the mixed one.

In recent years, there has been increasing interest in studying time-delayed coupled networks of oscillators since these occur in many real life applications. In many cases symmetry, patterns can emerge in these networks; as a consequence, a part of the system might repeat itself, and properties of this symmetric subsystem represent the whole dynamics. In this thesis, an analysis of a second order N-node time-delay fully connected network is made. This study is carried out using symmetry groups. The existence of multiple eigenvalues forced by symmetry is shown, as well as the possibility of uncoupling the linearization at equilibria, into irreducible representations due to the symmetry. The existence of steady-state and Hopf bifurcations in each irreducible representation is also proved. Three different models are used to analyze the network dynamics, namely, the full-phase, the phase, and the phase-difference model. A finite set of frequencies &#969; is also determined, which might correspond to Hopf bifurcations in each case for critical values of the delay. Although we restrict our attention to second order nodes, the results could be extended to higher order networks provided the time-delay in the connections between nodes remains equal. / Nos últimos anos, tem havido um crescente interesse em estudar redes de osciladores acopladas com retardo de tempo uma vez que estes ocorrem em muitas aplicações da vida real. Em muitos casos, simetria e padrões podem surgir nessas redes; em consequência, uma parte do sistema pode repetir-se, e as propriedades deste subsistema simétrico representam a dinâmica da rede toda. Nesta tese é feita uma análise de uma rede de N nós de segunda ordem totalmente conectada com atraso de tempo. Este estudo é realizado utilizando grupos de simetria. É mostrada a existência de múltiplos valores próprios forçados por simetria, bem como a possibilidade de desacoplamento da linearização no equilíbrio, em representações irredutíveis. É também provada a existência de bifurcações de estado estacionário e Hopf em cada representação irredutível. São usados três modelos diferentes para analisar a dinâmica da rede: o modelo de fase completa, o modelo de fase, e o modelo de diferença de fase. É também determinado um conjunto finito de frequências &#969;, que pode corresponder a bifurcações de Hopf em cada caso, para valores críticos do atraso. Apesar de restringir a nossa atenção para nós de segunda ordem, os resultados podem ser estendido para redes de ordem superior, desde que o tempo de atraso nas conexões entre nós permanece igual.

Na análise global e local de sistemas dinâmicos assumimos, em geral, que as equações estão numa forma normal. Em presença de simetrias, as equações e o domínio do problema são invariantes pelo grupo formado por estas simetrias; neste caso, o campo de vetores é equivariante pela ação deste grupo. Quando, além das simetrias, temos também ocorrência de anti-simetrias - ou reversibilidades - as equações e o domínio do problema são ainda invariantes pelo grupo formado pelo conjunto de todas as simetrias e anti-simetrias; neste caso, o campo de vetores é reversível-equivariante. Existem muitos modelos físicos onde simetrias e anti-simetrias aparecem naturalmente e cujo efeito pode ser estudado de uma forma sistemática através de teoria de representação de grupos de Lie. O primeiro passo deste processo é colocar a aplicação que modela tal sistema numa forma normal e isto é feito com a dedução a priori da forma geral dos campos de vetores. Esta forma geral depende de dois componentes: da base de Hilbert do anel das funções invariantes e dos geradores do módulo das aplicações reversíveis-equivariantes. Neste projeto, nos concentramos principalmente na aplicação de resultados recentes da literatura para a construção de uma lista de formas gerais de aplicações reversíveisequivariantes sob a ação de diferentes grupos. Além disso, adaptamos ferramentas algébricas da literatura existentes no contexto equivariante para o estudo sistemático de acoplamento de células idênticas no contexto reversível-equivariante / In the global and local analysis of dynamical systems, we assume, in general, that the equations are in a normal form. In presence of symmetries, the equations and the problem domain are invariant under the group formed by these symmetries; in that case, the vector field is equivariant by the action of this group. When, in addition to the symmetries, we have the occurrence of anti-symmetries - or reversibility - the equations and the problem domain are still invariant by the group formed by the set of all symmetries and anti-symmetries; in this case, the vector field is reversible-equivariant. There are many physical models where both symmetries and anti-symmetries occur naturally and whose effect can be studied in a systematic way through group representation theory. The first step of this process is to put the mapping that model the system in a normal form, and this is done with the deduction of the general form of the vector field. This general form depends on two components: the Hilbert basis of the invariant function ring and also the generators of the module of the revesible-equivariants. In this work, we mainly focus on the applications of recent results of the literature to build a list of general forms of reversible-equivariant mappings under the action of different groups. We also adapt algebraic tools of the existing literature in the equivariant context to the systematic study of coupling of identical cells in the reversible-equivariant context

Dans la présente thèse de doctorat, les C*-algèbres des groupes de Lie connexes réels nilpotents de pas deux et du groupe de Lie SL(2,R) sont caractérisées. En outre, comme préparation à une analyse de sa C*-algèbre, la topologie du spectre du produit semi-direct U(n) x H_n est décrite, où H_n dénote le groupe de Lie de Heisenberg et U(n) le groupe unitaire qui agit sur H_n par automorphismes. Pour la détermination des C*-algèbres de groupes, la transformation de Fourier à valeurs opérationnelles est utilisée pour appliquer chaque C*-algèbre dans l'algèbre de tous les champs d'opérateurs bornés sur son spectre. On doit trouver les conditions que satisfait l'image de cette C*-algèbre sous la transformation de Fourier et l'objectif est de la caractériser par ces conditions. Dans cette thèse, il est démontré que les C*-algèbres des groupes de Lie connexes réels nilpotents de pas deux et la C*-algèbre de SL(2,R) satisfont les mêmes conditions, des conditions appelées «limites duales sous contrôle normique». De cette manière, ces C*-algèbres sont décrites dans ce travail et les conditions «limites duales sous contrôle normique» sont explicitement calculées dans les deux cas. Les méthodes utilisées pour les groupes de Lie nilpotents de pas deux et pour le groupe SL(2,R) sont très différentes l'une de l'autre. Pour les groupes de Lie nilpotents de pas deux, on regarde leurs orbites coadjointes et on utilise la théorie de Kirillov, alors que pour le groupe SL(2,R), on peut mener les calculs plus directement / In this doctoral thesis, the C*-algebras of the connected real two-step nilpotent Lie groups and the Lie group SL(2,R) are characterized. Furthermore, as a preparation for an analysis of its C*-algebra, the topology of the spectrum of the semidirect product U(n) x H_n is described, where H_n denotes the Heisenberg Lie group and U(n) the unitary group acting by automorphisms on H_n. For the determination of the group C*-algebras, the operator valued Fourier transform is used in order to map the respective C*-algebra into the algebra of all bounded operator fields over its spectrum. One has to find the conditions that are satisfied by the image of this C*-algebra under the Fourier transform and the aim is to characterize it through these conditions. In the present thesis, it is proved that both the C*-algebras of the connected real two-step nilpotent Lie groups and the C*-algebra of SL(2,R) fulfill the same conditions, namely the “norm controlled dual limit” conditions. Thereby, these C*-algebras are described in this work and the “norm controlled dual limit” conditions are explicitly computed in both cases. The methods used for the two-step nilpotent Lie groups and the group SL(2,R) are completely different from each other. For the two-step nilpotent Lie groups, one regards their coadjoint orbits and uses the Kirillov theory, while for the group SL(2,R) one can accomplish the calculations more directly