<p>Inom många tillämpningar används konforma avbildningar för att transformera tvådimensionella områden till områden med enklare utseende. Ett exempel på ett sådant område är en kanal av varierande tjocklek begränsad av en kontinuerligt deriverbar kurva. I de tillämpningar som har motiverat detta arbete, är det viktigt att dessa egenskaper bevaras i det område en approximativ konform avbildning producerar, men det är också viktigt att begränsningskurvans riktning kan kontrolleras, särkilt i kanalens båda ändar.</p><p>Denna avhandling behandlar tre olika metoder för att numeriskt konstruera konforma avbildningar mellan ett enkelt standardområde, företrädesvis det övre halvplanet eller enhetscirkeln, och ett område begränsat av en kontinuerligt deriverbar kurva, där begränsningskurvans riktning kan kontrolleras, exakt eller approximativt.</p><p>Den första metoden är en utveckling av en idé, först beskriven av Peter Henrici, där en modifierad Schwarz-Christoffel-avbildning avbildar det övre halvplanet konformt på en polygon med rundade hörn.</p><p>Med utgångspunkt i denna idé skapas en algoritm för att konstruera avbildningar på godtyckliga områden med släta randkurvor.</p><p>Den andra metoden bygger också den på Schwarz-Christoffel-avbildningen, och utnyttjar det faktum att om enhetscirkeln eller halvplanet avbildas på en polygon kommer ett område Q i det inre av dessa, som till exempel en cirkel med centrum i origo och radie mindre än 1, eller ett område i övre halvplanet begränsat av två strålar, att avbildas på ett område R i det inre av polygonen begränsat av en slät kurva. Vi utvecklar en metod för att hitta ett polygonalt område P, utanför det Omega som man önskar att skapa en avbildning för, sådant att den Schwarz-Christoffel-avbildning som avbildar enhetscirkeln eller halvplanet på P, avbildar Q på Omega.</p><p>I båda dessa fall används tangentpolygoner för att numeriskt bestämma den önskade avbildningen.</p><p>Slutligen beskrivs en metod där en av Don Marshalls så kallade zipper-algoritmer används för att skapa en avbildning mellan det övre</p><p>halvplanet och en godtycklig kanal, begränsad av släta kurvor, som i båda ändar går mot oändligheten som räta parallella linjer.</p> / <p>In many applications, conformal mappings are used to transform two-dimensional regions into simpler ones. One such region for which conformal mappings are needed is a channel bounded by continuously differentiable curves. In the applications that have motivated this work, it is important that the region an approximate conformal mapping produces, has this property, but also that the direction of the curve can be controlled, especially in the ends of the channel.</p><p>This thesis treats three different methods for numerically constructing conformal mappings between the upper half-plane or unit circle and a region bounded by a continuously differentiable curve, where the direction of the curve in a number of control points is controlled, exact or approximately.</p><p>The first method is built on an idea by Peter Henrici, where a modified Schwarz-Christoffel mapping maps the upper half-plane conformally on a polygon with rounded corners. His idea is used in an algorithm by which mappings for arbitrary regions, bounded by smooth curves are constructed.</p><p>The second method uses the fact that a Schwarz-Christoffel mapping from the upper half-plane or unit circle to a polygon maps a region Q inside the half-plane or circle, for example a circle with radius less than 1 or a sector in the half--plane, on a region Omega inside the polygon bounded by a smooth curve. Given such a region Omega, we develop methods to find a suitable outer polygon and corresponding Schwarz-Christoffel mapping that gives a mapping from Q to Omega.</p><p>Both these methods use the concept of tangent polygons to numerically determine the coefficients in the mappings.</p><p>Finally, we use one of Don Marshall's zipper algorithms to construct conformal mappings from the upper half--plane to channels bounded by arbitrary smooth curves, with the additional property that they are parallel straight lines when approaching infinity.</p>

<p>Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. Moreover, along with more refined techniques in measure theory and functional analysis more stochastic processes were constructed and studied. Lévy processes, with Brownian motionas a special case, have been of major interest in the recent decades. In addition, Lévy processes include a number of other important processes as special cases like Poisson processes and subordinators. They are also related to stable processes.</p><p>In this thesis we generalize a result by S. Chandrasekhar [2] and Edward Nelson who gave a detailed proof of this result in his book in 1967 [12]. In Nelson’s first result standard Ornstein-Uhlenbeck processes are studied. Physically this describes free particles performing a random and irregular movement in water caused by collisions with the water molecules. In a further step he introduces a nonlinear drift in the position variable, i.e. he studies the case when these particles are exposed to an external field of force in physical terms.</p><p>In this report, we aim to generalize the result of Edward Nelson to the case of α-stable Lévy processes. In other words we replace the driving noise of a standard Ornstein-Uhlenbeck process by an α-stable Lévy noise and introduce a scaling parameter uniformly in front of all vector fields in the cotangent space, even in front of the noise. This corresponds to time being sent to infinity. With Chandrasekhar’s and Nelson’s choice of the diffusion constant the stationary state of the velocity process (which is approached as time tends to infinity) is the Boltzmann distribution of statistical mechanics.The scaling limits we obtain in the absence and presence of a nonlinear drift term by using the scaling property of the characteristic functions and time change, can be extended to other types of processes rather than α-stable Lévy processes.</p><p>In future, we will consider to generalize this one dimensional result to Euclidean space of arbitrary finite dimension. A challenging task is to consider the geodesic flow on the cotangent bundle of a Riemannian manifold with scaled drift and scaled Lévy noise. Geometrically the Ornstein-Uhlenbeck process is defined on the tangent bundle of the real line and the driving Lévy noise is defined on the cotangent space.</p>

<p>In this thesis are extreme value theory used to estimate the probability that large insuranceclaims are exceeding a certain threshold. The expected claim size, given that the claimhas exceeded a certain limit, are also estimated. Two different models are used for thispurpose. The first model is based on maximum domain of attraction conditions. A Paretodistribution is used in the other model. Different graphical tools are used to check thevalidity for both models. Länsförsäkring Kronoberg has provided us with insurance datato perform the study.Conclusions, which have been drawn, are that both models seem to be valid and theresults from both models are essential equal.</p> / <p>I detta arbete används extremvärdesteori för att uppskatta sannolikheten att stora försäkringsskadoröverträffar en vis nivå. Även den förväntade storleken på skadan, givetatt skadan överstiger ett visst belopp, uppskattas. Två olika modeller används. Den förstamodellen bygger på antagandet att underliggande slumpvariabler tillhör maximat aven extremvärdesfördelning. I den andra modellen används en Pareto fördelning. Olikagrafiska verktyg används för att besluta om modellernas giltighet. För att kunna genomförastudien har Länsförsäkring Kronoberg ställt upp med försäkringsdata.Slutsatser som dras är att båda modellerna verkar vara giltiga och att resultaten ärlikvärdiga.</p>

<p>Quantum key growing, often called quantum cryptography or quantum key distribution, is a method using some properties of quantum mechanics to create a secret shared cryptography key even if an eavesdropper has access to unlimited computational power. A vital but often neglected part of the method is unconditionally secure message authentication. This thesis examines the security aspects of authentication in quantum key growing. Important concepts are formalized as Python program source code, a comparison between quantum key growing and a classical system using trusted couriers is included, and the chain rule of entropy is generalized to any Rényi entropy. Finally and most importantly, a security flaw is identified which makes the probability to eavesdrop on the system undetected approach unity as the system is in use for a long time, and a solution to this problem is provided.</p>

<p>Using the finite element software FEMLAB® solutions are computed to Dirichlet problems for the Infinity-Laplace equation ∆∞(<i>u</i>) ≡ <i>u</i>²_x<i>u</i>_xx+ 2<i>u</i>_x<i>u</i>_y<i>u</i>_xy+<i>u</i>²_y<i>u</i>_yy= 0. For numerical reasons ∆<i>q</i>(<i>u</i>) = div (|▼<i>u</i>|<i>q</i>▼<i>u</i>)<i> = </i>0, which (formally) approaches as ∆∞(<i>u</i>) = 0 as <i>q</i> → ∞, is used in computation. A parametric nonlinear solver is used, which employs a variant of the damped Newton-Gauss method. The analysis of the experiments is done using the known theory of solutions to Dirichlet problems for ∆∞(<i>u</i>) = 0, which includes AMLEs (Absolutely Minimizing Lipschitz Extensions), sets of uniqueness, critical segments and lines of singularity. From the experiments one main conjecture is formulated: For Dirichlet problems, which have a non-constant boundary function, it is possible to predict the structure of the lines of singularity in solutions in the Infinity-Laplace case by examining the corresponding Laplace case.</p>

<p>Penrose's inequality which relates the total mass of a space-time containing a black hole with the area of the event horizon, is a yet unproven condition that is required for the cosmic censorship hypothesis. It is believed that the inequality could be proved by using properties of the Hawking mass. This thesis gives analytical expressions for the Hawking mass in slowly rotating Kerr and Kerr-Newman space-times. It is also shown that the expressions are monotonically increasing, a result that does not contradict Penrose's inequality.</p>

<p>In this thesis we present a new space-time model of interacting agents in the financial market. It is a combination of the Curie-Weiss model and a model introduced by Järpe. We investigate properties such as the critical temperature and magnetization of the system. The distribution of the Hamiltonian function is obtained and a hypothesis test of independence is derived. The results are illustrated in an example based on real data.</p>

<p>This study is based on three models, Markov model, Hidden Markov model and the Radial basis function neural network. A number of work has been done before about application of these three models to the stock market. Though, individual researchers have developed their own techniques to design and test the Radial basis function neural network. This paper aims to show the different ways and precision of applying these three models to predict price processes of the stock market. By comparing the same group of data, authors get different results. Based on Markov model, authors find a tendency of stock market in future and, the Hidden Markov model behaves better in the financial market. When the fluctuation of the stock price index is not drastic, the Radial basis function neural network has a nice prediction.</p>

<p>In this thesis the double exponential jump-diffusion model is considered and the Laplace transform is used as a method for pricing both plain vanilla and path-dependent options. The evolution of the underlying stock prices are assumed to follow a double exponential jump-diffusion model. To invert the Laplace transform, the Euler algorithm is used. The thesis includes the programme code for European options and the application to the real data. The results show how the Kou model performs on the NASDAQ OMX Stockholm Market in the case of the SEB stock.</p>

<p>This PhD thesis, consisting of an introduction, four papers, and some supplementary results, studies the problem of finding an <i>optimal realization</i> of a given finite metric space: a weighted graph which preserves the metric's distances and has minimal total edge weight. This problem is known to be NP-hard, and solutions are not necessarily unique.</p><p>It has been conjectured that <i>extremally weighted</i> optimal realizations may be found as subgraphs of the <i>hereditarily optimal realization</i> Γ_d, a graph which in general has a higher total edge weight than the optimal realization but has the advantages of being unique, and possible to construct explicitly via the <i>tight span</i> of the metric.</p><p>In Paper I, we prove that the graph Γ_d is equivalent to the 1-skeleton of the tight span precisely when the metric considered is <i>totally split-decomposable</i>. For the subset of totally split-decomposable metrics known as <i>consistent</i> metrics this implies that Γ_d is isomorphic to the easily constructed <i>Buneman graph</i>.</p><p>In Paper II, we show that for any metric on at most five points, any optimal realization can be found as a subgraph of Γ_d.</p><p>In Paper III we provide a series of counterexamples; metrics for which there exist extremally weighted optimal realizations which are not subgraphs of Γ_d. However, for these examples there also exists at least one optimal realization which is a subgraph.</p><p>Finally, Paper IV examines a weakened conjecture suggested by the above counterexamples: can we always find some optimal realization as a subgraph in Γ_d? Defining <i>extremal</i> optimal realizations as those having the maximum possible number of shortest paths, we prove that any embedding of the vertices of an extremal optimal realization into Γ_d is injective. Moreover, we prove that this weakened conjecture holds for the subset of consistent metrics which have a 2-dimensional tight span</p>