This thesis focuses on students’ encounters with working life. The thesis aims to contribute to an increased understanding of the potential value of digital job portals in interplay with traditional social networks by capturing students’ perceptions of their paths to working life. A qualitative research method has been applied where respondents from University West have been interviewed both individually and in groups. Both current and previous students were included in the study. Eleven semi-structured individual interviews and two group interviews were conducted and recorded with the support of field notes. Based on this combined approach, which also permitted interaction among the respondents, the study could capture a greater variety of both current and previous students’ experiences. The study contributes with knowledge based on a number of students’ experiences of their encounters with working life, both before and after completing their studies at the university. The results of the study suggest that the interplay between digital job portals and traditional contact networks is of great importance. Digital job portals seem to provide a broad picture of the job opportunities in relation to the education, while the contact networks provide more in-depth understanding as well as relationships that might contribute to actual job offers. Hence, values are created as a result of their interplay. In addition, the study shows that the practice part of the work integrated learning approach at University West is instrumental for students in enriching their contact networks and that this, in turn, often result in their first jobs. On the basis of the results, recommendations are suggested for further studies as well as for actions that might improve the students’ paths to working life.The recommendations concern capturing of previous students’ experiences, analysis of the effects of Work Integrated Learning and in particular different forms of practice, exploringmore aspects of comp / Denna studie handlar om studenters möte med arbetslivet. Syftet har varit att bidra till en ökad förståelse för digitala jobbportalers potentiella värde för studenter i samspel med traditionella kontaktnätverk i studenternas möte med arbetslivet. En kvalitativ forskningsmetod har tillämpats där respondenter i form av alumner och sistaårsstudenter från Högskolan Väst har fått svara på frågor både enskilt och i grupp. Elva semistrukturerade enskilda intervjuer samt två gruppintervjuer har genomförts och spelats inmed stöd av fältanteckningar. Detta för att få en djupare förståelse för respondenternas upplevelser och erfarenheter av vägen till arbetslivet.Studien bidrar med kunskap om ett antal studenters upplevelser och erfarenhet av mötet med arbetslivet, både innan och efter avslutade studier på Högskolan Väst. Studiens resultat tyder på att samspelet mellan digitala jobbportaler och traditionella kontaktnätverk har en stor betydelse. Ett sätt att beskriva samspelet skulle kunna vara att digitala jobbportaler bidrar till en bred bild av arbetsmarknaden kopplat till utbildningen medan kontaktnäten bidrar till djupare förståelse och relationer som kan leda vidare till jobb. Värde skapas i hur dessa kompletterar och samspelar med varandra. I tillägg visar studien på att arbetsintegrerat lärande inte endast är viktigt för att koppla samman teori och praktik utan praktikperioder bidrar även till att berika studenternas kontaktnät, som i sin tur kan skapa förutsättningar för studenterna att få ett första arbete efter studierna. Med utgångspunkt i resultatet utformades rekommendationer för fortsatt arbete. Dessa rör att ta tillvara på tidigare studenters erfarenheter av vägen till arbete, analysera effekterna av AIL och särskilt olika former av praktik, utforska fler aspekter av kompetensförsörjning och -förmedling, samt digitala jobbportalers utformning och funktion.

This diploma deals with development strategy of company. Subject of analysis is one of the world’s biggest car rental company, it’s Czech part to be more specific. This thesis analyses company according to analytics methods taught during the study, most important is The Strategic analysis. Results of the analysis part reveals a weak spot – absence of utility vehicles, which are offered by company’s foreign offices also by local competitors. Method of minimal costs was used for developing and presenting one specific solution to eliminate the weak spot.

This paper deals about AdaBoost algorithm, which is used to create a strong classification function using a number of weak classifiers. We familiarize ourselves with modifications of AdaBoost, namely Real AdaBoost, WaldBoost, FloatBoost and TCAcu. These modifications improve some of the properties of algorithm AdaBoost. We discuss some properties of feature and weak classifiers. We show a class of tasks for which AdaBoost algorithm is applicable. We indicate implementation of the library containing that method and we present some tests performed on the implemented library.

A standard problem in mathematical finance is the calculation of the price of some financial derivative such as various types of options. Since there exists analytical solutions in only a few cases it will often boil down to estimating the price with Monte Carlo simulation in conjunction with some numerical discretization scheme. The upside of using what we can call standard Monte Carlo is that it is relative straightforward to apply and can be used for a wide variety of problems. The downside is that it has a relatively slow convergence which means that the computational cost or complexity can be very large. However, this slow convergence can be improved upon by using Multilevel Monte Carlo instead of standard Monte Carlo. With this approach it is possible to reduce the computational complexity and cost of simulation considerably. The aim of this thesis is to introduce the reader to the Multilevel Monte Carlo method with applications to European and Asian call options in both the Black-Scholes-Merton (BSM) model and in the Heston model. To this end we first cover the necessary background material such as basic probability theory, estimators and some of their properties, the stochastic integral, stochastic processes and Ito’s theorem. We introduce stochastic differential equations and two numerical discretizations schemes, the Euler–Maruyama scheme and the Milstein scheme. We define strong and weak convergence and illustrate these concepts with examples. We also describe the standard Monte Carlo method and then the theory and implementation of Multilevel Monte Carlo. In the applications part we perform numerical experiments where we compare standard Monte Carlo to Multilevel Monte Carlo in conjunction with the Euler–Maruyama scheme and Milsteins scheme. In the case of a European call in the BSM model, using the Euler–Maruyama scheme, we achieved a cost O(ε-2(log ε)2) to reach the desired error in accordance with theory in comparison to the O(ε-3) cost for standard Monte Carlo. When using Milsteins scheme instead of the Euler–Maruyama scheme it was possible to reduce the cost in terms of the number of simulations needed to achieve the desired error even further. By using Milsteins scheme, a method with greater order of strong convergence than Euler–Maruyama, we achieved the O(ε-2) cost predicted by the complexity theorem compared to the standard Monte Carlo cost of order O(ε-3). In the final numerical experiment we applied the Multilevel Monte Carlo method together with the Euler–Maruyama scheme to an Asian call in the Heston model. In this case, where the coefficients of the Heston model do not satisfy a global Lipschitz condition, the study of strong or weak convergence is much harder. The numerical experiments suggested that the strong convergence was slightly slower compared to what was found in the case of a European call in the BSM model. Nevertheless, we still achieved substantial savings in computational cost compared to using standard Monte Carlo.

In the work we modify the well-known minimal surface problem to a very special form, where the exponent two is replaced by a general positive parameter. To the modified problem we define four notions of solution in nonreflexive Sobolev space and in the space of functions of bounded variation. We examine the relationships between these notions to show that some of them are equivalent and some are weaker. After that we look for assumptions needed to prove the existence of solution to the problem in the sense of definitions provided. We outline that in the setting of spaces of functions of bounded variation the solution exists for any positive finite parameter and that if we accept some restrictions on the parameter then the solution exists in the Sobolev space, too. We also provide counterexample indicating that if the domain is non-convex, the solution in Sobolev space need not exist. Powered by TCPDF (www.tcpdf.org)

The aim of this work is to provide new results of global existence for dif- ferent evolution equations of fluid mechanics. We are in general interested in finding weak solutions without restrictions on the size of initial data. The proofs of existence are based on several different approaches including en- ergy methods, convergence analysis of finite numerical methods and convex integration. All these techniques significantly exploit results of mathematical analysis and other branches of mathematics. 1

We consider a simplified model based on the Navier-Stokes-Fourier system coupled to a transport equation and the Maxwell system, proposed to describe radiative flows in stars. We establish global- in-time existence for the associated initial-boundary value problem in the framework of weak solutions. Next, we study a hydrodynamical model describing the motion of internal stellar layers based on compressible Navier-Stokes-Fourier-Poisson system. We suppose that the medium is electrically charged, we include energy exchanges through radiative transfer and we assume that the system is steadily rotating. We analyze the singular limit of this system when the Mach number, the Alfven number, the Peclet number and the Froude number go to zero in a certain way and prove convergence to a 3D incompressible MHD system with a stationary linear transport equation for transport of radiation intensity. Finally, we show that the energy equation reduces to a steady equation for the temperature corrector.

In this thesis we are studying some properties of weakly sequential homeomorphisms between Banach spaces. First, we show some results that summarize how are some clas- ses of Banach spaces (specifically separable spaces, spaces with separable dual, Asplund spaces, reflexive spaces, weakly compactly generated spaces and spaces not containing isomorphic copy of ℓ1) determined by weak topology of the space. Then we show that to preserve some properties (separability, reflexivity and being weakly compactly gene- rated) it is enough for the spaces to be weakly sequentially homeomorphic. Furthermore we show that if two spaces are weakly sequentially uniformly homeomorphic then one contains isomorphic copy of ℓ1 if and only if the other spaces has this property. Finally we construct weakly sequential homeomorphisms between some class of Banach spaces.

Presented is a search for the rare hadronic B meson decay B0 -> eta phi. It is based on 86 x 10^6 BB pairs recorded by the BABAR experiment at the Stanford Linear Accelerator Center between 1999 and 2002. phi mesons are reconstructed in the channel phi -> K+ K-. eta mesons are reconstructed in the channels eta -> gamma gamma and eta -> pi+ pi- pi0. Signal events are identified by a candidate counting and a maximum-likelihood method. To ensure an unbiased measurement, the number of signal events is blinded throughout the analysis. Although no significant signal is found by either method, the maximum-likelihood method obtains a smaller statistical uncertainty. In this method, the branching fraction of the decay B0 -> eta phi is determined by the upper limit BR (B0 -> eta phi) < 3.28 x 10^-6 (90%). This value includes a systematic uncertainty of 6.2%. The cited upper limit is consistent with recent theoretical predictions. Therefore, this search gives no indication for particle interactions that are not described by the Standard Model of particle physics. / Vorgestellt wird eine Suche nach dem seltenen hadronischen B-Meson-Zerfall B0 -> eta phi. Sie basiert auf 86 x 10^6 BB-Paaren, die zwischen 1999 und 2002 vom BABAR-Experiment am Stanford Linear Accelerator Center aufgezeichnet wurden. phi-Mesonen werden im Kanal phi -> K+ K- rekonstruiert. eta-Mesonen werden in den Kanälen eta -> gamma gamma und eta -> pi+ pi- pi0 rekonstruiert. Zur Identifikation von Signalereignissen wird eine Abzählmethode und eine Maximum-Likelihood-Methode verwendet. Um eine unvoreingenommene Messung zu gewährleisten, bleibt die Anzahl der Signalereignisse während der gesamten Analyse blind. Durch keine der verwendeten Methoden wird ein signifikantes Signal nachgewiesen. Die Maximum-Likelihood-Methode liefert jedoch eine kleinere statistische Unsicherheit. In dieser Methode ist das Verzweigungsverhältnis des Zerfalls B0 -> eta phi durch die obere Grenze BR (B0 -> eta phi) < 3.28 x 10^-6 (90%) gegeben. Dieser Wert enthält eine systematische Unsicherheit von 6.2%. Die angegebene obere Grenze ist mit aktuellen theoretischen Vorhersagen konsistent. Damit gibt diese Untersuchung keine Hinweise auf Wechselwirkungen, die nicht durch das Standardmodell der Elementarteilchenphysik beschrieben werden.

Cette thèse est consacrée à l’étude de deux problèmes différents : l’asymptotique suramortie de la dynamique de Langevin d’une part, et l’étude d’une technique de réduction de variance dans une méthode de Monte Carlo par une repondération optimale des échantillons, d’autre part. Dans le premier problème, on montre la convergence en distribution de processus de Langevin dans l’asymptotique sur-amortie. La preuve repose sur la méthode classique des “fonctions test perturbées”, qui est utilisée pour montrer la tension dans l’espace des chemins, puis pour identifier la limite comme solution d’un problème de martingale. L’originalité du résultat tient aux hypothèses très faibles faites sur la régularité de l’énergie potentielle. Dans le deuxième problème, nous concevons des méthodes de réduction de la variance pour l’estimation de Monte Carlo d’une espérance de type E[φ(X, Y )], lorsque la distribution de X est exactement connue. L’idée générale est de donner à chaque échantillon un poids, de sorte que la distribution empirique pondérée qui en résulterait une marginale par rapport à la variable X aussi proche que possible de sa cible. Nous prouvons plusieurs résultats théoriques sur la méthode, en identifiant des régimes où la réduction de la variance est garantie. Nous montrons l’efficacité de la méthode en pratique, par des tests numériques qui comparent diverses variantes de notre méthode avec la méthode naïve et des techniques de variable de contrôle. La méthode est également illustrée pour une simulation d’équation différentielle stochastique de Langevin / This dissertation is devoted to studying two different problems: the over-damped asymp- totics of Langevin dynamics and a new variance reduction technique based on an optimal reweighting of samples.In the first problem, the convergence in distribution of Langevin processes in the over- damped asymptotic is proven. The proof relies on the classical perturbed test function (or corrector) method, which is used (i) to show tightness in path space, and (ii) to identify the extracted limit with a martingale problem. The result holds assuming the continuity of the gradient of the potential energy, and a mild control of the initial kinetic energy. In the second problem, we devise methods of variance reduction for the Monte Carlo estimation of an expectation of the type E [φ(X, Y )], when the distribution of X is exactly known. The key general idea is to give each individual sample a weight, so that the resulting weighted empirical distribution has a marginal with respect to the variable X as close as possible to its target. We prove several theoretical results on the method, identifying settings where the variance reduction is guaranteed, and also illustrate the use of the weighting method in Langevin stochastic differential equation. We perform numerical tests comparing the methods and demonstrating their efficiency