Feynman path integrals introduced heuristically in the 1940s are a powerful tool used in many areas of physics, but also an intriguing mathematical challenge. In this work we used techniques of infinite dimensional integration (i.e. the infinite dimensional oscillatory integrals) in two different, but strictly connected, directions. On the one hand we construct a functional integral representation for solutions of a general high-order heat-type equations exploiting a recent generalization of infinite dimensional Fresnel integrals; in this framework we prove a a Girsanov-type formula, which is related, in the case of Schrödinger equation, to the Feynman path integral representation for the solution in presence of a magnetic field; eventually a new phase space path integral solution for higher-order heat-type equations is also presented. On the other hand for the three dimensional Schrödinger equation with magnetic field we provide a rigorous mathematical Feynman path integral formula still in the context of infinite dimensional oscillatory integrals; moreover, the requirement of independence of the integral on the approximation procedure forces the introduction of a counterterm, which has to be added to the classical action functional (this is done by the example of a linear vector potential). Thanks to that, it is possible to give a natural explanation for the appearance of the Stratonovich integral in the path integral formula for both the Schrödinger and the heat equation with magnetic field.

This doctoral thesis considers the automatic verification of parameterized systems, i.e. systems with an arbitrary number of communicating components, such as mutual exclusion protocols, cache coherence protocols or heap manipulating programs. The components may be organized in various topologies such as words, multisets, rings, or trees. The task is to show correctness regardless of the size of the system and we consider two methods to prove safety:(i) a backward reachability analysis, using the well-quasi ordered framework and monotonic abstraction, and (ii) a forward analysis which only needs to inspect a small number of components in order to show correctness of the whole system. The latter relies on an abstraction function that views the system from the perspective of a fixed number of components. The abstraction is used during the verification procedure in order to dynamically detect cut-off points beyond which the search of the state-space need not continue. Our experimentation on a variety of benchmarks demonstrate that the method is highly efficient and that it works well even for classes of systems with undecidable property. It has been, for example, successfully applied to verify a fine-grained model of Szymanski's mutual exclusion protocol. Finally, we applied the methods to solve the complex problem of verifying highly concurrent data-structures, in a challenging setting: We do not a priori bound the number of threads, the size of the data-structure, the domain of the data to store nor do we require the presence of a garbage collector. We successfully verified the concurrent Treiber's stack and Michael & Scott's queue, in the aforementioned setting. To the best of our knowledge, these verification problems have been considered challenging in the parameterized verification community and could not be carried out automatically by other existing methods.

<p>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.</p><p>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. </p><p>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.</p><p>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.</p>

Title: Semi-infinite programming: theory and portfolio efficiency application Author: Bc. Lukáš Klouda Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Miloš Kopa, PhD. Supervisor's e-mail address: kopa@karlin.mff.cuni.cz Abstract: The thesis deals with application of semi-infinite programming to a portfolio efficiency testing. The summary of semi-infinite programming, first and second order optimality conditions and duality in linear semi-infinite programming is presented. The optimization problem for a portfolio efficiency testing with respect to the second order stochastic dominance under assumption of discrete, normal, Students and general elliptical distribution is formulated. Conditional value at risk(CVaR) is used as the risk measure, because of its consistency with the second order stochastic dominance relation. Efficiency of index PX with respect to the second order stochastic dominance is tested. The tests are performed using the program GAMS.

La question d’un monde créé sans commencement ou, comme on le dit souvent, le problème de « l’éternité du monde », a été l’occasion d’une vive controverse entre les penseurs latins du XIIIe siècle, dont saint Thomas d’Aquin. Nonobstant sa foi avérée en une création avec un commencement, Thomas, théologien et philosophe catholique, s’est interrogé tout au long de sa carrière : « Aurait-il été possible que Dieu créât un monde sans commencement ? » Cette persévérance est suffisamment paradoxale pour attirer l’attention, d’autant que Thomas, en sa réponse, s’opposait à la grande majorité de ses contemporains.Après une courte partie introductive qui brosse à grands traits et sans prétention le contexte historique, sont donc présentés les onze textes thomasiens traitant de la durée du monde, et spécialement de la possibilité d’un monde créé sans commencement, en leur langue latine ainsi qu’en une traduction française originale. Puis sont analysés les arguments présentés par Thomas, et les questions qu’ils peuvent soulever. Si les rapports entre la philosophie et la foi, comme entre la philosophie et la science, entrent en ligne de compte, les notions de causalité naturelle et de causalité volontaire, de fini et d’infini, de création divine et d’action humaine, de temps et d’éternité, de démonstration rationnelle et d’argument de convenance, constituent le cœur de cette élucidation philosophique.Au terme de la démarche, il apparaît que, pour saint Thomas d’Aquin, si le monde, en fait, a été créé avec un commencement (c’est pour lui une certitude de foi), en droit il aurait pu être créé sans aucun commencement (et c’est pour lui une affirmation légitime de la raison). / The question of a world created without beginning or, as is often said, the problem of « the eternity of the world », was the occasion of a controversy between the latin thinkers of the thirteenth century, including St. Thomas Aquinas. Despite his unquestionable faith in a creation with a beginning, Thomas, catholic theologian and philosopher, wondered throughout his life : « Would it have been possible that God created a world without beginning ? » This perseverance is paradoxical enough to attract attention, especially as Thomas, in his reply, was opposed to the vast majority of his contemporaries.After a short and unpretentious introduction that describes historical context, eleven thomasians texts dealing with the duration of the world are presented, and especially the possibility of a world created without beginning, in the original latin and in a new french translation. Then the arguments given by Thomas are analyzed, as well as the issues they may raise. If the relationship between philosophy and faith, and between philosophy and science, are taken into account, the concepts of natural causality and voluntary causality, finite and infinite, divine creation and human action, time and eternity, rational demonstration and argument of convenience, are the heart of this philosophical elucidation.At the end of the process, it appears that, for Aquinas, if the world, in fact, was created with a beginning (this is for him a certainty of faith), nevertheless it could have been created without a beginning (and this is for him a legitimate statement of reason).

Le sujet de cette thèse se divise en trois parties: les deux premières traitent chacune d'une extension du modèle utilisé en théorie des automates, tandis que la dernière aborde une partie plus concrète qui consiste à générer des automates avec des propriétés particulières. Tout d'abord, nous donnons une extension du concept d'automate universel, défini sur les mots finis, aux omega-langages. Pour cela, nous avons défini une forme normale pour tenir compte de la spécificité du mode d'acceptation des automates de Büchi qui nous permettent de reconnaître les omega-langages. Ensuite nous avons défini deux types d'omega-factorisations, "classiques" et "pures", qui sont des extensions du concept de factorisation d'un langage, ce qui nous a permis de définir l'automate universel d'un omega-langage. Nous avons prouvé que ce dernier dispose bien des différentes propriétés attendues: il est le plus petit automate de Büchi reconnaissant l'omega-langage et qui possède la propriété d'universalité (moyennant la forme normale). Nous présentons également une méthode pour calculer efficacement les omega-factorisations maximales d'un langage à partir d'un automate prophétique reconnaissant le dit langage. Dans la seconde partie, nous traitons le cas des automates bidirectionnels à multiplicité dans un semi-anneau. Dans un premier temps, nous donnons une version légérement différente de la construction permettant de passer d'un automate bidirectionnel à multiplicité à un automate unidirectionnel à multiplicité et nous prouvons qu'elle préserve la non-ambiguïté mais pas le déterminisme. Nous montrons, également à l'aide d'une construction, que les automates bidirectionnels à multiplicité non-ambigus sont équivalents aux automates unidirectionnels à multiplicité déterministes. Dans un second temps, nous nous concentrons sur les semi-anneaux tropicaux (ou min-+). Nous montrons que sur N-min-+, les automates bidirectionnels sont équivalents aux automates unidirectionnels. Nous montrons également que sur Z-min-+, les automates bidirectionnels n'ont pas toujours un comportement défini et que cette propriété est décidable tandis qu'il n'est pas décidable s'il existe un mot pour lequel le comportement est défini. Dans la dernière partie, nous proposons un algorithme de génération aléatoire d'automate acycliques, accessibles et déterministes ainsi que d'automates acycliques minimaux avec une distribution qui est quasiment uniforme, tout cela à l'aide de chaîne de Markov. Nous prouvons l'exactitude de chacun de ces deux algorithmes et nous expliquons comment adapter en tenant compte de contraintes sur l'ensemble des états finals / The subject of this thesis is decided into three parts: two of them are about extensions of the classical model in automata theory, whereas the third one is about a more concrete aspect which consists in randomly generate automata with specific properties. We first give an extension of the universal automaton on finite words to infinite words. To achieve this, we define a normal form in order to take account of the specific acceptance mode of Büchi automata which recognize omega-langages. Then we define two kinds of omega-factorizations, a "regular" one and the "pure" kind, which are both extensions of the classical concept of factorization of a language. This let us define the universal automaton of an omega-language. We prove that it has all the required properties: it is the smallest Buchi automaton, in normal form, that recognizes the omega-language and which has the universal property. We also give an effective way to compute the "regular" omega-factorizations of a language using a prophetic automaton recognizing the language. In the second part, we deal with two-way automata weighted over a semi ring. First, we give a slightly different version of the computation of a weighted one-way automaton from a weighted two-way automaton and we prove that it preserves the non-ambiguity but not the determinism. We prove that non-ambiguous weighted two-way automata are equivalent to deterministic weighted one-way automata. In a later part, we focus on tropical semi rings (or min-+). We prove that two-way automata on N-min-+ are equivalent to one-way automata on N-min-+. We also prove that the behavior of two-way automata on Z-min-+ are not always defined and that this property is decidable whereas it is undecidable whether or not there exists a word on which the behavior is defined. In the last section, we propose an algorithm in order to randomly generate acyclic, accessible and determinist automata and minimal acyclic automata with an almost uniform distribution using Morkov chains. We prove the reliability of both algorithms and we explain how to adapt them in order to fit with constraints on the set of final states

[pt] A dissertação relaciona as considerações sobre seguir regras com as críticas ao tratamento extensional do infinito como uma totalidade atual no segundo Wittgenstein. No primeiro capítulo, são apresentadas as críticas de Wittgenstein ao padrão mentalista de solução para determinação do significado, elucidando- se a seguir o que considera-se o cerne do Argumento da Linguagem Privada. A partir disso, argumenta-se que a solução comunitarista, formulada em termos da confirmação de um padrão independente, não pode ser coerentemente atribuída a Wittgenstein. No segundo capítulo, a antinomia histórica entre o infinito pensado como potencial ou como atual é introduzida. São apresentados alguns elementos dos tratamentos propostos por Cantor e Dedekind e, a seguir, as críticas que Wittgenstein faz aos mesmos. No terceiro capítulo, a associação das críticas de Wittgenstein ao tratamento do infinito como uma atualidade extensional com a questão da generalidade lingüística é explorada, e o caráter normativo que Wittgenstein atribui às proposições matemáticas é ressaltado. Mostra-se que, para Wittgenstein, a diferença conceitual entre finito e infinito expressaria a diferença entre contextos empíricos e gramaticais. O infinito, enquanto expressão da generalidade, não poderia ser tratado como passível de descrição extensional sem acarretar confusões, mas só poderia ser pensado no âmbito normativo, enquanto regra. Retorna-se então à questão da determinação de uma regra no contexto da discussão sobre as provas matemáticas e analisa-se a noção de surveyability. No quarto capítulo, considera-se a noção de semelhança de família. Ressalta-se então os pontos centrais da estratégia de Wittgenstein para o problema da determinação de uma regra: o abandono da extensionalidade e da univocidade do significado. Ao invés de classes ou elementos primariamente determinando a relação entre as instâncias de uma regra, teríamos antes a própria relação constituindo tais instâncias, e esta relação interna seria estabelecida na própria prática de emprego linguístico. Finalmente, na conclusão, elabora- se uma reconsideração do que foi desenvolvido a partir das relações entre generalidade e circularidade. / [en] The dissertation relates second Wittgenstein s considerations on following rules with his criticism about the extensional treatment of the infinite as actual totality. In the first chapter, a presentation of Wittgenstein s criticism of the mentalist solution pattern for the determination of the meaning is followed by an account of what is taken to be the heart of the Private Language Argument. On that basis, it is argued that the communitarianist solution, formulated in terms of the confirmation of an independent pattern, cannot be consistently attributed to Wittgenstein. In the second chapter, the historical antinomy between the infinite as potential and the infinite as actual is introduced. Some aspects of Cantor s and Dedekind s approaches, as well as Wittgenstein s criticism of those, are also presented. In the third chapter, the connection between Wittgenstein s criticism of the treatment of the infinite as extensional actuality and the question of linguistic generality is explored, and the normative character attributed by Wittgenstein to mathematical propositions is highlighted. It is shown that, according to Wittgenstein, the conceptual difference between finite and infinite expresses the difference between empirical and grammatical contexts. The infinite as expression of generality could not be treated as susceptible to extensional description without bringing about confusion, and it should, therefore, be thought of solely in a normative context, as a rule. The problem of the determination of a rule is thus retaken in the context of the discussion on mathematical proof, and the notion of surveyability is analysed. In the fourth chapter, the notion of family resemblances is considered. The central aspects of Wittgenstein s approach to the problem of the determination of a rule - the abandonment of extensionality and the univocality of meaning - are emphasised. Instead of classes or elements primarily determining the relationship among the instances of a rule, the relationship itself would constitute such instances, and such internal relationship would be established by linguistic usage itself. Finally, in the conclusion, a general reconsideration of what was discussed is carried out, starting from the relationships between circularity and generality.

Nous considérons deux classes de systèmes fractionnaires linéaires invariants dans le temps avec des ordres commensurables et des retards discrets. La première est composée de systèmes fractionnaires à entrées multiples et à une sortie avec des retards en entrées ou en sortie. La seconde se compose de systèmes fractionnaires de type neutre avec retards commensurables. Nous étudions la stabilisation de la première classe de systèmes à l'aide de l'approche de factorisation. Nous obtenons des factorisations copremières à gauche et à droite et les facteurs de Bézout associés: ils permettent de constituer l'ensemble des contrôleurs stabilisants. Pour la deuxième classe de systèmes, nous nous sommes intéressés au cas critique où certaines chaînes de pôles sont asymptotiques à l'axe imaginaire. Tout d'abord, nous réalisons une approximation des pôles asymptotiques afin de déterminer leur emplacement par rapport à l'axe. Le cas échéant, des conditions nécessaires et suffisantes de stabilité H-infini sont données. Cette analyse de stabilité est ensuite étendue aux systèmes à retard classiques ayant la même forme. Enfin, nous proposons une approche unifiée pour les deux classes de systèmes à retards commensurables de type neutre (standards et fractionnaires). Ensuite, la stabilisation d'une sous-classe de systèmes neutres fractionnaires est étudiée. Premièrement, l'ensemble de tous les contrôleurs stabilisants est obtenu. Deuxièmement, nous prouvons que pour une grande classe de contrôleurs fractionnaires à retards il est impossible d'éliminer dans la boucle fermée les chaînes de pôles asymptotiques à l'axe imaginaire si de telles chaînes sont présentes dans les systèmes à contrôler. / We consider two classes of linear time-invariant fractional systems with commensurate orders and discrete delays. The first one consists of multi-input single-output fractional systems with output or input delays. The second one consists of single-input single-output fractional neutral systems with commensurate delays. We study the stabilization of the first class of systems using the factorization approach. We derive left and right coprime factorizations and Bézout factors, which are the elements to constitute the set of all stabilizing controllers. For the second class of systems, we are interested in the critical case where some chains of poles are asymptotic to the imaginary axis. First, we approximate asymptotic poles in order to determine their location relative to the axis. Then, when appropriate, necessary and sufficient conditions for H-infinity-stability are derived. This stability analysis is then extended to classical delay systems of the same form and finally a unified approach for both classes of neutral delay systems with commensurate delays (standard and fractional) is proposed. Next, the stabilization of a subclass of fractional neutral systems is studied. First, the set of all stabilizing controllers is derived. Second, we prove that a large class of fractional controllers with delays cannot eliminate in the closed loop chains of poles asymptotic to the imaginary axis if such chains are present in the controlled systems.

Dados um espaço de medida (X;A;m) e números reais p,q>1 com 1/p+1/q=1, o Teorema de Representação de Riesz afirma que Lq(X;A;m) é o dual topológico de Lp(X;A;m) e que Loo(X;A; m) é o dual topológico de L1(X;A;m) se o espaço (X;A;m) for sigma-finito. Observamos que a sigma-finitude de (X;A;m) é condição suficiente mas não necessária para que Loo(X;A;m) seja o dual de L1(X;A;m). Os contra-exemplos tipicamente apresentados para essa última identificação são \"triviais\", no sentido de que desaparecem se \"consertarmos\" a medida , transformando-a numa medida perfeita. Neste trabalho apresentamos condições sufcientes mais fracas que sigma-finitude a fim de que Loo(X;A;m) e o dual de L1(X;A;m) possam ser isometricamente identificados. Além disso, introduzimos um invariante cardinal para espaços de medida que chamaremos a dimensão do espaço e mostramos que se o espaço (X;A;m) for de medida perfeita e tiver dimensão menor ou igual à cardinalidade do continuum então uma condição necessária e suficiente para Loo(X;A;m) seja o dual de L1(X;A;m) é que X admita uma decomposição. / Given a measure space (X;A;m) and real numbers p,q>1 with 1/p+1/q=1, the Riesz Representation Theorem states that Lq(X;A;m) is the topological dual space of Lp(X;A;m) and that Loo(X;A; m) is the topological dual space of L1(X;A;m) if (X;A; m) is sigma-finite. We observe that the sigma-finiteness of (X;A;m) is a suficient but not necessary condition for Loo(X;A;m) to be the dual of L1(X;A;m). The counter-examples that are typically presented for Loo(X;A;m) = L1(X;A;m)* are \"trivial\", in the sense that they vanish if we fix the measure , making it into a perfect measure. In this work we present suficient conditions weaker than sigma-finiteness in order that Loo(X;A; m) and L1(X;A;m)* can be isometrically identified. Moreover, we introduce a cardinal invariant for measure spaces which we call the dimension of the space and we show that if the space (X;A;m) has perfect measure and dimension less than or equal to the cardinal of the continuum then a necessary and suficient condition for Loo(X;A;m) = L1(X;A;m)* is that X admits a decomposition.

Neste trabalho, é desenvolvido um programa de computador para a análise estática e tridimensional de problemas de interação solo-estrutura. O programa permite considerar várias camadas de solo, cada qual com características físicas diferentes. Sobre este solo, o qual pode conter estacas, podem ser apoiados diversos tipos de estruturas, tais como placas e até um edifício. Todos os materiais considerados são homogêneos, isotrópicos, elásticos e lineares. O solo tridimensional é modelado com o método dos elementos de contorno (MEC), empregando as soluções fundamentais de Kelvin e uma técnica alternativa na consideração do maciço não-homogêneo. Esta técnica, que é uma contribuição original deste trabalho, é baseada no relacionamento das soluções fundamentais de deslocamento dos diferentes domínios, permitindo que sejam analisados como um único sólido sem a necessidade de equações de equilíbrio e compatibilidade. Isso reduz o sistema de equações final e melhora a precisão dos resultados, conforme comprovado nos exemplos apresentados. Para reduzir o custo computacional sem prejudicar a precisão dos resultados, é utilizada uma malha de elementos de contorno infinitos (ECI) nas bordas da malha de ECs para modelar o comportamento das variáveis de campo em longas distâncias. A formulação do ECI mapeado utilizado é outra contribuição original deste trabalho, sendo baseado em um EC triangular. É demonstrado por meio de exemplos que tal formulação é eficiente para a redução de malha, contribuindo de forma significativa na redução do custo computacional. Todas as estruturas que interagem com o solo, incluindo as de fundação, são simuladas empregando o método dos elementos finitos (MEF). Cada estaca é modelada como uma linha de carga empregando um único elemento finito com 14 parâmetros nodais, o qual utiliza funções de forma do quarto grau para aproximar os deslocamentos horizontais, do terceiro grau para as forças horizontais e deslocamentos verticais, do segundo grau para as forças cisalhantes verticais e constantes para as reações da base. Este elemento é empregado em outros trabalhos, no entanto os autores utilizam as soluções fundamentais de Mindlin na consideração da presença da estaca no solo. Desta forma, a formulação desenvolvida neste trabalho com as soluções fundamentais de Kelvin pode ser considerada mais uma contribuição original. No edifício, que pode incluir um radier como estrutura de fundação, são utilizados dois tipos de EFs. Os pilares e vigas são simulados com elementos de barra, os quais possuem dois nós e seis graus de liberdade por nó. As lajes e o radier são modelados empregando elementos planos, triangulares e com três nós. Nestes EFs triangulares são superpostos efeitos de membrana e flexão, totalizando também seis graus de liberdade por nó. O acoplamento MEC/MEF é feito transformando as cargas de superfície do MEC em carregamentos nodais reativos no MEF. Além de exemplos específicos nos Capítulos teóricos, um Capítulo inteiro é dedicado a demonstrar a abrangência e precisão da formulação desenvolvida, comparando-a com resultados de outros autores. / In this work, a computer code is developed for the static analysis of three-dimensional soil-structure interaction problems. The program allows considering a layered soil, which may contain piles. This soil may support several structures, such as shells or even an entire building. All materials are considered homogeneous, isotropic, elastic and linear. The three-dimensional soil is modeled with the boundary element method (BEM), employing Kelvin fundamental solutions and an alternative multi-region technique. This technique, which is an original contribution of this work, is based on relating the displacement fundamental solution of the different domains, allowing evaluating them as an unique solid and not requiring compatibility or equilibrium equations. In such a way, the final system of equations is reduced and more accurate results are obtained, as demonstrated in the presented examples. In order to reduce the computational cost maintaining the accuracy, an infinite boundary element (IBE) mesh is employed at the BE mesh limits to model the far field behavior. The mapped IBE utilized, based on a triangular EC, is another original contribution of this work. In the presented examples it is demonstrated that this IBE formulation is efficient for mesh reduction, implying on a significant computational cost reduction. All structures that interact with the soil, including the foundations, are simulated with de finite element method (FEM). The piles are modeled using a one-dimensional 14 parameter finite element, with forth degree shape functions for horizontal displacement approximation, third degree shape functions for horizontal forces and vertical displacement, second degree shape functions for vertical share force, and constant for the base reaction. This element is employed in other works, however the authors utilize Mindlin fundamental solutions for the pile presence consideration in the soil. In such a way, the formulation developed in this work with Kelvin fundamental solutions may be considered one more original contribution. The building, which may include a radier as a foundation structure, is modeled using two types os FEs. Piles and beams are simulated using bar FEs with two nodes and six degrees of freedom per node. The radier and pavements are modeled employing plane triangular three-node FEs. In these FEs plate and membrane effects are superposed, totalizing six degrees of freedom per node. FEM/BEM coupling is made by transforming the BEM tractions in nodal reactions in the FEM. Even though specific examples are presented in the theoretical Chapters, a role Chapter is dedicated for demonstrating the formulation accuracy and coverage. In most examples, the results are compared with the ones obtained by other authors.