This thesis is about high–dimensional problems considered under the so{called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p &gt; n, assuming that the ratio <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%5Cfrac%7Bp%7D%7Bn%7D" /> converges when the number of parameters and the sample size increase. We focus on the eigenvalue distribution of the considered matrices, since it is a well–known information–carrying object. The spectral distribution with compact support is fully characterized by its moments, i.e., by the normalized expectation of the trace of powers of the matrices. Moreover, such an expectation can be seen as a free moment in the non–commutative space of random matrices of size p x p equipped with the functional <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20%5Cfrac%7B1%7D%7Bp%7DE%5BTr%5C%7B%5Ccdot%5C%7D%5D" />. Here, the connections with free probability theory arise. In the relation to that eld we investigate the closed form of the asymptotic spectral distribution for the sum of the quadratic forms. Moreover, we put a free cumulant–moment relation formula that is based on the summation over partitions of the number. This formula is an alternative to the free cumulant{moment relation given through non{crossing partitions ofthe set. Furthermore, we investigate the normalized <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20E%5B%5Cprod_%7Bi=1%7D%5Ek%20Tr%5C%7BW%5E%7Bm_i%7D%5C%7D%5D" /> and derive, using the dierentiation with respect to some symmetric matrix, a recursive formula for that expectation. That allows us to re–establish moments of the Marcenko–Pastur distribution, and hence the recursive relation for the Catalan numbers. In this thesis we also prove that the <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20%5Cprod_%7Bi=1%7D%5Ek%20Tr%5C%7BW%5E%7Bm_i%7D%5C%7D" />, where <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20W%5Csim%5Cmathcal%7BW%7D_p(I_p,n)" />, is a consistent estimator of the <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20E%5B%5Cprod_%7Bi=1%7D%5Ek%20Tr%5C%7BW%5E%7Bm_i%7D%5C%7D%5D" />. We consider <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20Y_t=%5Csqrt%7Bnp%7D%5Cbig(%5Cfrac%7B1%7D%7Bp%7DTr%5Cbig%5C%7B%5Cbig(%5Cfrac%7B1%7D%7Bn%7DW%5Cbig)%5Et%5Cbig%5C%7D-m%5E%7B(t)%7D_1%20(n,p)%5Cbig)," />, where <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20m%5E%7B(t)%7D_1%20(n,p)=E%5Cbig%5B%5Cfrac%7B1%7D%7Bp%7DTr%5Cbig%5C%7B%5Cbig(%5Cfrac%7B1%7D%7Bn%7DW%5Cbig)%5Et%5Cbig%5C%7D%5Cbig%5D" />, which is proven to be normally distributed. Moreover, we propose, based on these random variables, a test for the identity of the covariance matrix using a goodness{of{t approach. The test performs very well regarding the power of the test compared to some presented alternatives for both the high–dimensional data (p &gt; n) and the multivariate data (p ≤ n).

In this paper, we recover the amplitude of a seismic image by approximating the normal (demigrationmigration)operator. In this approximation, we make use of the property that curvelets remain invariant under the action of the normal operator. We propose a seismic amplitude recovery method that employs an eigenvalue like decomposition for the normal operator using curvelets as eigen-vectors. Subsequently, we propose an approximate non-linear singularity-preserving solution to the least-squares seismic imaging problem with sparseness in the curvelet domain and spatial continuity constraints. Our method is tested with a reverse-time ’wave-equation’ migration code simulating the acoustic wave equation on the SEG-AA salt model.

In 1976, Uhlenbeck used transversality theory to show that for certain families of elliptic operators, the property of having only simple eigenvalues is generic. As one application, she proved that on a closed Riemannian manifold, the eigenvalues of the Laplace-Beltrami operator Δg are all simple for a residual set of Cr metrics. In 2012, Enciso and Peralta-Salas established an analogue of Uhlenbeck's theorem for differential forms, showing that on a closed 3-manifold, there exists a residual set of Cr metrics such that the nonzero eigenvalues of the Hodge Laplacian Δg(k) on k-forms are all simple for 0 ≤ k ≤ 3. In this dissertation, we continue to address the question of whether Uhlenbeck's theorem can be extended to differential forms. In particular, we prove that for a residual set of Cr metrics, the nonzero eigenvalues of the Hodge Laplacian Δg(2) acting on coexact 2-forms on a closed 5-manifold have multiplicity 2. To prove our main result, we structure our argument around a study of the Beltrami operator *gd, which is related to the Hodge Laplacian by Δg(2) = -(*gd)2 when the operators are restricted to coexact 2-forms on a 5-manifold. We use techniques from perturbation theory to show that the Beltrami operator has only simple eigenvalues for a residual set of metrics. We further establish even eigenvalue multiplicities for the Hodge Laplacian acting on coexact k-forms in the more general setting n = 4 ℓ + 1 and k = 2 ℓ for ℓ ϵ N.

An expansion method for the stationary Schrodinger equation of a particle moving freely in an arbitrary axisymmeric three dimensional region defined by an analytic function is introduced. The region is transformed into the unit ball by means of coordinate substitution. As a result the Schrodinger equation is considerably changed. The wavefunction is expanded into a series of spherical harmonics, thus, reducing the transformed partial differential equation to an infinite system of coupled ordinary differential equations. A Fourier-Bessel expansion of the solution vector in terms of Bessel functions with real orders is employed, resulting in a generalized matrix eigenvalue problem. The method is applied to two particular examples. The first example is a prolate spheroidal billiard which is also treated by using an alternative method. The numerical results obtained by using both the methods are compared. The second exampleis a billiard family depending on a parameter. Numerical results concerning the second example include the statistical analysis of the eigenvalues.

A hybrid Quasi-diffusion/Monte Carlo Method for solving multigroup criticality problems in slab geometry was investigated. Analog Monte Carlo was used to calculate functionals (Eddington Factors) that were then used in solution of the quasi-diffusion equations. The hybrid method was shown to accurately and precisely predict the k-eigenvalue and fission source distribution for loosely coupled problems with high dominance ratios and significant spatial gradients. The hybrid method was also shown to be computationally more efficient than analog Monte Carlo. / Graduation date: 2012

No description available.

Diss. Uppsala : Univ., 2002.

Made available in DSpace on 2014-06-11T19:27:08Z (GMT). No. of bitstreams: 0 Previous issue date: 2006-02-23Bitstream added on 2014-06-13T19:26:10Z : No. of bitstreams: 1 oliveira_de_me_sjrp.pdf: 1040006 bytes, checksum: 88dd8fa849febafe8d0aa9bf32892235 (MD5) / O principal objetivo deste trabalho é apresentar, discutir as qualidades e desempenho e provar a convergência de um método iterativo para a solução numérica do problema de autovalores de uma matriz, que chamamos de Método Assemelhado ao de Francis (MAF). O método em questão distingue-se do QR de Francis pela maneira, mais simples e rápida, de se obter as matrizes ortogonais Qk, k = 1; 2. Apresentamos, também, uma comparação entre o MAF e os algoritmos QR de Francis e LR de Rutishauser. / The main purpose of this work is to presente, to discuss the qualities and performance and to prove the convergence of an iterative method for the numerical solution of the eigenvalue problem, that we have called the Método Assemelhado ao de Francis (MAF)þþ. This method di ers from the QR method of Francis by providing a simpler and faster technique of getting the unitary matrices Qk; k = 1; 2; We present, also, a comparison analises between the MAF and the QR of Francis and LR of Rutishauser algorithms.

Este trabalho trata de estimativas inferiores para o primeiro autovalor do problema de Dirichlet para o Laplaciano para domínios relativamente compactos contidos em variedades riemannianas. Essas estimativas são obtidas com hipóteses sobre a curvatura seccional ou a curvatura de Ricci radial e a curvatura do bordo do domínio. / This paper deals of lower estimates for the first eigenvalue of the Dirichlet problem for the Laplacian for relatively compact domains contained in Riemannian manifolds. These estimates are obtained with assumptions on the sectional or Ricci radial curvature and the curvature of the boundary of the domain.

Este trabalho trata de estimativas inferiores para o primeiro autovalor de Dirichlet para dom nios multiplamente conexos contidos em variedades riemannianas. Essas estimativas consideram o supremo da curvatura seccional da variedade e a curvatura do bordo do domínio. Para obter os resultados, usa-se uma estimativa C0 para solucões da equação de Poisson. / Lower bounds for the rst Dirichlet eigenvalue are presented. We consider multiply connected domains in riemannian manifolds. The estimates are obtained using hypothesis on the supremum of the manifold's sectional curvature and on the domain's boundary curvature. C0 estimates for solutions of Poissons equation are used to prove the results.