This work is concerned with the characterization of certain classes of stochastic processes via duality formulae. In particular we consider reciprocal processes with jumps, a subject up to now neglected in the literature. In the first part we introduce a new formulation of a characterization of processes with independent increments. This characterization is based on a duality formula satisfied by processes with infinitely divisible increments, in particular Lévy processes, which is well known in Malliavin calculus. We obtain two new methods to prove this duality formula, which are not based on the chaos decomposition of the space of square-integrable function- als. One of these methods uses a formula of partial integration that characterizes infinitely divisible random vectors. In this context, our characterization is a generalization of Stein’s lemma for Gaussian random variables and Chen’s lemma for Poisson random variables. The generality of our approach permits us to derive a characterization of infinitely divisible random measures. The second part of this work focuses on the study of the reciprocal classes of Markov processes with and without jumps and their characterization. We start with a resume of already existing results concerning the reciprocal classes of Brownian diffusions as solutions of duality formulae. As a new contribution, we show that the duality formula satisfied by elements of the reciprocal class of a Brownian diffusion has a physical interpretation as a stochastic Newton equation of motion. Thus we are able to connect the results of characterizations via duality formulae with the theory of stochastic mechanics by our interpretation, and to stochastic optimal control theory by the mathematical approach. As an application we are able to prove an invariance property of the reciprocal class of a Brownian diffusion under time reversal. In the context of pure jump processes we derive the following new results. We describe the reciprocal classes of Markov counting processes, also called unit jump processes, and obtain a characterization of the associated reciprocal class via a duality formula. This formula contains as key terms a stochastic derivative, a compensated stochastic integral and an invariant of the reciprocal class. Moreover we present an interpretation of the characterization of a reciprocal class in the context of stochastic optimal control of unit jump processes. As a further application we show that the reciprocal class of a Markov counting process has an invariance property under time reversal. Some of these results are extendable to the setting of pure jump processes, that is, we admit different jump-sizes. In particular, we show that the reciprocal classes of Markov jump processes can be compared using reciprocal invariants. A characterization of the reciprocal class of compound Poisson processes via a duality formula is possible under the assumption that the jump-sizes of the process are incommensurable. / Diese Arbeit befasst sich mit der Charakterisierung von Klassen stochastischer Prozesse durch Dualitätsformeln. Es wird insbesondere der in der Literatur bisher unbehandelte Fall reziproker Klassen stochastischer Prozesse mit Sprungen untersucht. Im ersten Teil stellen wir eine neue Formulierung einer Charakterisierung von Prozessen mit unabhängigen Zuwächsen vor. Diese basiert auf der aus dem Malliavinkalkül bekannten Dualitätsformel für Prozesse mit unendlich oft teilbaren Zuwächsen. Wir präsentieren zusätzlich zwei neue Beweismethoden dieser Dualitätsformel, die nicht auf der Chaoszerlegung des Raumes quadratintegrabler Funktionale beruhen. Eine dieser Methoden basiert auf einer partiellen Integrationsformel fur unendlich oft teilbare Zufallsvektoren. In diesem Rahmen ist unsere Charakterisierung eine Verallgemeinerung des Lemma fur Gaußsche Zufallsvariablen von Stein und des Lemma fur Zufallsvariablen mit Poissonverteilung von Chen. Die Allgemeinheit dieser Methode erlaubt uns durch einen ähnlichen Zugang die Charakterisierung unendlich oft teilbarer Zufallsmaße. Im zweiten Teil der Arbeit konzentrieren wir uns auf die Charakterisierung reziproker Klassen ausgewählter Markovprozesse durch Dualitätsformeln. Wir beginnen mit einer Zusammenfassung bereits existierender Ergebnisse zu den reziproken Klassen Brownscher Bewegungen mit Drift. Es ist uns möglich die Charakterisierung solcher reziproken Klassen durch eine Dualitätsformel physikalisch umzudeuten in eine Newtonsche Gleichung. Damit gelingt uns ein Brückenschlag zwischen derartigen Charakterisierungsergebnissen und der Theorie stochastischer Mechanik durch den Interpretationsansatz, sowie der Theorie stochastischer optimaler Steuerung durch den mathematischen Ansatz. Unter Verwendung der Charakterisierung reziproker Klassen durch Dualitätsformeln beweisen wir weiterhin eine Invarianzeigenschaft der reziproken Klasse Browscher Bewegungen mit Drift unter Zeitumkehrung. Es gelingt uns weiterhin neue Resultate im Rahmen reiner Sprungprozesse zu beweisen. Wir beschreiben reziproke Klassen Markovscher Zählprozesse, d.h. Sprungprozesse mit Sprunghöhe eins, und erhalten eine Charakterisierung der reziproken Klasse vermöge einer Dualitätsformel. Diese beinhaltet als Schlüsselterme eine stochastische Ableitung nach den Sprungzeiten, ein kompensiertes stochastisches Integral und eine Invariante der reziproken Klasse. Wir präsentieren außerdem eine Interpretation der Charakterisierung einer reziproken Klasse im Rahmen der stochastischen Steuerungstheorie. Als weitere Anwendung beweisen wir eine Invarianzeigenschaft der reziproken Klasse Markovscher Zählprozesse unter Zeitumkehrung. Einige dieser Ergebnisse werden fur reine Sprungprozesse mit unterschiedlichen Sprunghöhen verallgemeinert. Insbesondere zeigen wir, dass die reziproken Klassen Markovscher Sprungprozesse vermöge reziproker Invarianten unterschieden werden können. Eine Charakterisierung der reziproken Klasse zusammengesetzter Poissonprozesse durch eine Dualitätsformel gelingt unter der Annahme inkommensurabler Sprunghöhen.

Semi-infinite programming problems is a class of optimization problems in finite dimensional variables which are subject to infinitely many inequality constraints. If the infinite index of inequality constraints depends on the decision variable, then the problem is called generalized semi-infinite programming problem (GSIP). If the infinite index set is fixed, then the problem is called standard semi-infinite programming problem (SIP). In this thesis, convergence of a semismooth Newton method for generalized semi-infinite programming problems with convex lower level problems is investigated. In this method, using nonlinear complementarity problem functions the upper and lower level Karush-Kuhn-Tucker conditions of the optimization problem are reformulated as a semismooth system of equations. A possible violation of strict complementary slackness causes nonsmoothness. In this study, we show that the standard regularity condition for convergence of the semismooth Newton method is satisfied under natural assumptions for semi-infinite programs. In fact, under the Reduction Ansatz in the lower level problem and strong stability in the reduced upper level problem this regularity condition is satisfied. In particular, we do not have to assume strict complementary slackness in the upper level. Furthermore, in this thesis we neither assume strict complementary slackness in the upper nor in the lower level. In the case of violation of strict complementary slackness in the lower level, the auxiliary functions of the locally reduced problem are not necessarily twice continuously differentiable. But still, we can show that a standard regularity condition for quadratic convergence of the semismooth Newton method holds under a natural assumption for semi-infinite programs. Numerical examples from, among others, design centering and robust optimization illustrate the performance of the method.

This study considers the elastostatic contact problem of a semi-infinite cylinder. The cylinder is compressed against a layer lying on a rigid foundation. There is a sharp-edged circular hole in the middle of the foundation. It is assumed that all the contacting surfaces are frictionless and only compressive normal tractions can be transmitted through the interfaces. The contact along interfaces of the elastic layer and the rigid foundation forms a circular area of which outer diameter is unknown. The problem is converted into the singular integral equations of the second kind by means of Hankel and Fourier integral transform techniques. The singular integral equations are then reduced to a system of linear algebraic equations by using Gauss-Lobatto and Gauss-Jacobi integration formulas. This system is then solved numerically. In this study, firstly, the extent of the contact area between the layer and foundation are evaluated. Secondly, contact pressure between the cylinder and layer and contact pressure between the layer and foundation are calculated for various material pairs. Finally, stress intensity factor on the edge of the cylinder and in the end of the sharp-edged hole are calculated.

The objective of this dissertation is to provide a framework for constructing a transitional behavior, connecting any two trajectories from a set with a particular characteristic, in such a way that the transition is as inconspicuous as possible. By this we mean that the connection is such that the characteristic behavior persists during the transition. These special classes include stationary solutions, limit cycles etc. We call this framework the Gluskabi raccordation. This problem is motivated from physical applications where it is often desired to steer a system from one stationary solution or periodic orbit to another in a ̒smooth̕ way. Examples include motion control in robotics, chemical process control and quasi-stationary processes in thermodynamics, etc. Before discussing the Gluskabi raccordations of periodic behaviors, we first study several periodic phenomena. Specifically, we study the self- propulsion of a number of legless, toy creatures based on differential friction under periodic excitations. This friction model is based on viscous friction which is predominant in a wet environment. We investigate the effects of periodic and optimal periodic control on locomotion. Subsequently, we consider a control problem of a stochastic system, under the basic constraint that the feedback control signal and the observations from the system cannot use the communication channel simultaneously. Hence, two modes of operation result: an observation mode and a control mode. We seek an optimal periodic regime in a statistical steady state by switching between the observation and the control mode. For this, the duty cycle and the optimal gains for the controller and observer in either mode are determined. We then investigate the simplest special case of the Gluskabi raccordation, namely the quasi-stationary optimal control problem. This forces us to revisit the classical terminal controller. We analyze the performance index as the control horizon increases to infinity. This problem gives a good example where the limiting operation and integration do not commute. Such a misinterpretation can lead to an apparent paradox. We use symmetrical components (the parity operator) to shed light on the correct solution. The main part of thesis is the Gluskabi raccordation problem. We first use several simple examples to introduce the general framework. We then consider the signal Gluskabi raccordation or the Gluskabi raccordation without a dynamical system. Specifically, we present the quasi-periodic raccordation where we seek the maximally ̒smooth̕ transitions between two periodic signals. We provide two methods, the direct and indirect method, to construct these transitions. Detailed algorithms for generating the raccordations based on the direct method are also provided. Next, we extend the signal Gluskabi raccordation to the dynamic case by considering the dynamical system as a hard constraint. The behavioral modeling of dynamical system pioneered by Willems provides the right language for this generalization. All algorithms of the signal Gluskabi raccordation are extended accordingly to produce these ̒smooth̕ transition behaviors.

<p>The theory of Gibbs measures belongs to the borderlandbetween statistical mechanics and probability theory. In thiscontext, the physical phenomenon of phase transitioncorresponds to the mathematical concept of non-uniqueness for acertain type of probability measures.</p><p>The most studied model in statistical mechanics is thecelebrated Ising model. The Potts model is a natural extensionof the Ising model, and the beach model, which appears in adifferent mathematical context, is in certain respectsanalogous to the Ising model. The two main parts of this thesisdeal with the Potts model and the beach model,respectively.</p><p>For the<i>q</i>-state Potts model on an infinite lattice, there are<i>q</i>+1 basic Gibbs measures: one wired-boundary measure foreach state and one free-boundary measure. For infinite trees,we construct "new" invariant Gibbs measures that are not convexcombinations of the basic measures above. To do this, we use anextended version of the random-cluster model together withcoupling techniques. Furthermore, we investigate the rootmagnetization as a function of the inverse temperature.Critical exponents to this function for different parametercombinations are computed.</p><p>The beach model, which was introduced by Burton and Steif,has many features in common with the Ising model. We generalizesome results for the Ising model to the beach model, such asthe connection between phase transition and a certain agreementpercolation event. We go on to study a<i>q</i>-state variant of the beach model. Using randomclustermodel methods again we obtain some results on where in theparameter space this model exhibits phase transition. Finallywe study the beach model on regular infinite trees as well.Critical values are estimated with iterative numerical methods.In different parameter regions we see indications of both firstand second order phase transition.</p><p><b>Keywords and phrases:</b>Potts model, beach model,percolation, randomcluster model, Gibbs measure, coupling,Markov chains on infinite trees, critical exponent.</p>

The tenser analyzing power T-20 and the polarization transfer kappa in the deuteron break-up reaction Dp --> pX are calculated within a relativistic approach based on the Bethe-Salpeter equation with a realistic meson-exchange potential. Our results on T-20, kappa and the cross section are compared with experimental data and non-relativistic calculations and with the outcome of a relativization procedure of the deuteron wave function.

Leibniz’s early conception of individual substance ontology is one of the most puzzling, and fascinating, within the history of philosophy. It is the purpose of this paper to show that: 1) Leibniz did develop a coherent scheme that embodied his substance ontology, 2) the exposition of his early substance ontology is in A Specimen of the Discoveries of the Admirable Secrets of Nature in General, written in 1688 and, 3) the scheme is not sufficiently represented in the Discourse on Metaphysics. Leibniz slowly developed a multifaceted view of substance within the twenty years previous to the writing of the Discourse. This view is comprised of the matter/form complex, the predicate-in-subject thesis and, the phenomenal characteristics of material interaction. These three facets can also be viewed as ontological, teleological/ epistemological, and phenomenological, respectively. These facets were developed concurrently and are interdependent. The understanding of any facet requires the understanding of all of them. From the exploration of Leibniz’s development of substance ontology, one can understand his presentation of rational theology in the Discourse. Leibniz develops the ontology to account for the infinite nature of material division. The unification of material bodies requires explanation. Leibniz has the desire to create a method of deriving a priori knowledge of God, the universe, and humanity; he believes his substance ontology creates the firm basis needed to accomplish this task. The Discourse on Metaphysics does not itself represent the complete scheme Leibniz developed. It shall be shown that A Specimen of the Discoveries of the Admirable Secrets of Nature in General, composed in 1688, is a definitive exposition of Leibniz's early substance ontology. The Discourse on Metaphysics can be viewed as an exposition of rational theology based upon the ontology Leibniz had developed.

Various properties of linear infinite-dimensional Hamiltonian systems are studied. The structural stability of the Vlasov-Poisson equation linearized around a homogeneous stable equilibrium [mathematical symbol] is investigated in a Banach space setting. It is found that when perturbations of [mathematical symbols] are allowed to live in the space [mathematical symbols], every equilibrium is structurally unstable. When perturbations are restricted to area preserving rearrangements of [mathematical symbol], structural stability exists if and only if there is negative signature in the continuous spectrum. This analogizes Krein's theorem for linear finite-dimensional Hamiltonian systems. The techniques used to prove this theorem are applied to other aspects of the linearized Vlasov-Poisson equation, in particular the energy of discrete modes which are embedded within the continuous spectrum. In the second part, an integral transformation that exactly diagonalizes the Caldeira-Leggett model is presented. The resulting form of the Hamiltonian, derived using canonical transformations, is shown to be identical to that of the linearized Vlasov-Poisson equation. The damping mechanism in the Caldeira-Leggett model is identified with the Landau damping of a plasma. The correspondence between the two systems suggests the presence of an echo effect in the Caldeira-Leggett model. Generalizations of the Caldeira-Leggett model with negative energy are studied and interpreted in the context of Krein's theorem. / text

Games on graphs have become an indispensable tool in modern computer science. They provide powerful and expressive models for numerous phenomena and are extensively used in computer- aided verification, automata theory, logic, complexity theory, computational biology, etc. The infinite games on finite graphs we study in this thesis have their primary applications in verification, but are also of fundamental importance from the complexity-theoretic point of view. They include parity, mean payoff, and simple stochastic games. We focus on solving graph games by using iterative strategy improvement and methods from linear programming and combinatorial optimization. To this end we consider old strategy evaluation functions, construct new ones, and show how all of them, due to their structural similarities, fit into a unifying combinatorial framework. This allows us to employ randomized optimization methods from combinatorial linear programming to solve the games in expected subexponential time. We introduce and study the concept of a controlled optimization problem, capturing the essential features of many graph games, and provide sufficent conditions for solvability of such problems in expected subexponential time. The discrete strategy evaluation function for mean payoff games we derive from the new controlled longest-shortest path problem, leads to improvement algorithms that are considerably more efficient than the previously known ones, and also improves the efficiency of algorithms for parity games. We also define the controlled linear programming problem, and show how the games are translated into this setting. Subclasses of the problem, more general than the games considered, are shown to belong to NP intersection coNP, or even to be solvable by subexponential algorithms. Finally, we take the first steps in investigating the fixed-parameter complexity of parity, Rabin, Streett, and Muller games.

A major current challenge consists in extending formal methods in order to handle infinite-state systems. Infiniteness stems from the fact that the system operates on unbounded data structure such as stacks, queues, clocks, integers; as well as parameterization. Systems with unbounded data structure are natural models for reasoning about communication protocols, concurrent programs, real-time systems, etc. While parameterized systems are more suitable if the system consists of an arbitrary number of identical processes which is the case for cache coherence protocols, distributed algorithms and so forth. In this thesis, we consider model checking problems for certain fundamental classes of probabilistic infinite-state systems, as well as the verification of safety properties in parameterized systems. First, we consider probabilistic systems with unbounded data structures. In particular, we study probabilistic extensions of Lossy Channel Systems (PLCS), Vector addition Systems with States (PVASS) and Noisy Turing Machine (PNTM). We show how we can describe the semantics of such models by infinite-state Markov chains; and then define certain abstract properties, which allow model checking several qualitative and quantitative problems. Then, we consider parameterized systems and provide a method which allows checking safety for several classes that differ in the topologies (linear or tree) and the semantics (atomic or non-atomic). The method is based on deriving an over-approximation which allows the use of a symbolic backward reachability scheme. For each class, the over-approximation we define guarantees monotonicity of the induced approximate transition system with respect to an appropriate order. This property is convenient in the sense that it preserves upward closedness when computing sets of predecessors.