Cette thèse vise à utiliser le t-J Hamiltonian de la corrélation forte pour mieux comprendre la micro-fonctionnalité des scénarios de matériau condensé. Un des problèmes qui existe depuis longtemps est que pour ce type de modèle comme Hubbard Hamiltonian ou t-J Hamiltonian avec une corrélation forte ne peut pas être résolu complètement analytiquement. Par conséquent, quand on aborde ces modèles, il est important de les exploiter de façon numérique. Dans cette thése, nous utiliserons la manière qui s'appelle "Renormalized Mean-Field Theory"(RMFT) pour le t-J Hamiltonian. Grâce à M. Gutzwiller, ce que nous devons faire est simplement de chiffrer des paramètres qui incluent l'influence de la corrélation électronique et de les mettre avant chaque partie du Hamiltonian. Après ce calcul, nous calculerons l'Hamiltonian du champ moyen de manière standard. Ceci sera notre façon principale pour aborder des questions physiques. Ensuite, nous l'appliquerons sur deux systèmes. Le premier est la mystique de supraconducteur à haute température. Après sa découverte il y a 30 ans, on ne peut pas encore définir une théorie pour expliquer sa micromécanique de manière appropriée. Cependant, avec des équipements avancés, on peut faire des expériences correctement et obtenir des résultats exacts. Ces preuves nous facilitent l'élaboration d'une bonne théorie, même s'il est aussi très difficile d'inclure tous les phénomènes ensemble. Nous avons obtenu des résultats et par rapport aux expériences, ils sont similaires qualitativement. Nous montrerons les détails dans le texte. Le deuxième système qui nous intéresse est le mouvement d'électron dans un champ magnétique fort. Le papillon d'Hofstadter et son modèle, l'Hamiltonian de Harper-Hofstadter ont obtenu un grand succès à décrire la mécanique d'électrons libres aux treillis. Donc il est ainsi intéressant de se demander ce qu'il se passera si nous remplaçons des électrons libres avec ceux qui s'interagissent. D'ailleurs, t-J Hamiltonian s'utilise comme bon modèle à le découvrir. Nous allons comparer nos résultats avec ceux de la diagonalisation exacte. Nous proposerons des découvertes intéressantes qui désormais seront réalisées par l'expérience d'atome froide. / This thesis is aiming in utilizing the strongly correlated t-J Hamiltonian for better understanding the microscopic pictures of certain condensed matter scenario. One of the long existing issues in the Hubbard model and its extreme version, t-J model, lies in the fact that there is not an analytical way of solving them. Therefore, when dealing with these models, numerical approaches become very crucial. In this thesis, we will present one of the methods called renormalized mean-field theory (RMFT) and exploit it upon the t-J model. Thanks to the concept proposed by Gutzwiller, all we have to do is to try to include the correlation of electrons, which is mainly the most difficult part, with several renormalization factors. After obtaining the correct form of these factors, we can apply the routine mean-field theory in solving for the Hamiltonian, which is the principle methodology throughout this thesis. Next, the physical systems that we are interested in consist of two parts. The mystery of High-Tc superconductivity comes first. After 30 years of its discovery, people still cannot settle down a complete microscopic theory in describing this exotic phenomenon. However, with more and more experimental equipment with higher accuracy nowadays, lots of behavior of copperoxide superconductor (also known as cuprate) have been revealed. Those discoveries can definitely help us better understand its microscopic mechanism. Therefore, from the theoretical side, to compare the calculated data with experiments leads us to know whether our theory is on the right track or not. We have produced tons of data and made a decent comparison which will be shown in the main text. The second system we are curious about is the mechanism of electrons under magnetic field. The Hofstadter butterfly along with its Hamiltonian, the Harper-Hofstadter model has achieved great success in describing free electrons' movement with lattice present. Thus, it will be also interesting to ask the question: what will happen if the electrons are correlated. Our RMFT for t-J Hamiltonian, by adding an additional phase in the hopping term, happens to serve as a great preliminary model for answering this question. We will compare the results of ours with our collaborators, who solved this model by a different approach, the exact diagonalization(ED). Together with our calculations, we proposed several discoveries which might be realized by the cold atom experiments in the future.

Uma das informações mais importantes no mercado financeiro é a variabilidade de um ativo. Diversos modelos foram propostos na literatura com o intuito de avaliar este fenômeno. Dentre eles podemos destacar os modelos GARCH. Este trabalho propõe o uso do método Monte Carlo Hamiltoniano (HMC) para a estimação dos parâmetros do modelo GARCH univariado e multivariado. Estudos de simulação são realizados e as estimativas comparadas com o método de estimação Metropolis-Hastings presente no pacote BayesDccGarch. Além disso, compara-se os resultados do método HMC com a metodologia adotada no pacote rstan. Por fim, é realizado uma aplicação a dados reais utilizando o DCC-GARCH bivariado e os métodos de estimação HMC e Metropolis-Hastings. / One of the most important informations in financial market is variability of an asset. Several models have been proposed in literature with a view of to evaluate this phenomenon. Among them we have the GARCH models. This paper use Hamiltonian Monte Carlo (HMC) methods for estimation of parameters univariate and multivariate GARCH models. Simulation studies are performed and the estimatives compared with Metropolis-Hastings methods of the BayesDcc- Garch package. Also, we compared the results of HMC method with the methodology present in rstan package. Finally, a application with real data is performed using bivariate DCC-GARCH and the methods of estimation HMC and Metropolis-Hastings.

We present a new spectral problem, a generalization of the D-Kaup-Newell spectral problem, associated with the Lie algebra sl(2,R). Zero curvature equations furnish the soliton hierarchy. The trace identity produces the Hamiltonian structure for the hierarchy. Lastly, a reduction of the spectral problem is shown to have a different soliton hierarchy with a bi-Hamiltonian structure. The first major motivation of this dissertation is to present spectral problems that generate two soliton hierarchies with infinitely many commuting conservation laws and high-order symmetries, i.e., they are Liouville integrable. We use the soliton hierarchies and a non-seimisimple matrix loop Lie algebra in order to construct integrable couplings. An enlarged spectral problem is presented starting from a generalization of the D-Kaup-Newell spectral problem. Then the enlarged zero curvature equations are solved from a series of Lax pairs producing the desired integrable couplings. A reduction is made of the original enlarged spectral problem generating a second integrable coupling system. Next, we discuss how to compute bilinear forms that are symmetric, ad-invariant, and non-degenerate on the given non-semisimple matrix Lie algebra to employ the variational identity. The variational identity is applied to the original integrable couplings of a generalized D-Kaup-Newell soliton hierarchy to furnish its Hamiltonian structures. Then we apply the variational identity to the reduced integrable couplings. The reduced coupling system has a bi-Hamiltonian structure. Both integrable coupling systems retain the properties of infinitely many commuting high-order symmetries and conserved densities of their original subsystems and, again, are Liouville integrable. In order to find solutions to a generalized D-Kaup-Newell integrable coupling system, a theory of Darboux transformations on integrable couplings is formulated. The theory pertains to a spectral problem where the spectral matrix is a polynomial in lambda of any order. An application to a generalized D-Kaup-Newell integrable couplings system is worked out, along with an explicit formula for the associated Bäcklund transformation. Precise one-soliton-like solutions are given for the m-th order generalized D-Kaup-Newell integrable coupling system.

Estudaremos uma fam lia de sistemas hamiltonianos no R 4 , H : R 4 R, satisfazendo certas condi c oes, dependendo de um parametro . Iremos ca- racterizar algumas condi c oes sobre n veis de energia desse sistema, que nos permitem concluir existencia e destrui c ao de toros invariantes, em tais n veis de energia. Al em disso, podemos concluir que o fluxo hamiltoniano, restrito a esses n veis de energia, possui entropia topol ogica positiva. / We will study a family of Hamiltonian Systems in R 4 , satisfying certain conditions, H : R 4 R, depending of a parameter . We will characterize some conditions about the energy levels of this system, which allow us to conclude existence and destruction of invariant torus, at such energy levels. Moreover, we can conclude that the hamiltonian flow, restricted to these energy level, has positive topological entropy.

We consider a G-invariant star-product algebra A on a symplectic manifold (M,ω) obtained by a canonical construction of deformation quantization. Under assumptions of the classical Marsden-Weinstein theorem we define a reduction of the algebra A with respect to the G-action. The reduced algebra turns out to be isomorphic to a canonical star-product algebra on the reduced phase space B. In other words, we show that the reduction commutes with the canonical G-invariant deformation quantization. A similar statement in the framework of geometric quantization is known as the Guillemin-Sternberg conjecture (by now completely proved).

A Hamiltonian system in potential form (formula in the original abstract) subject to smooth constraints on q can be viewed as a Hamiltonian system on a manifold, but numerical computations must be performed in Rn. In this paper methods which reduce "Hamiltonian differential algebraic equations" to ODEs in Euclidean space are examined. The authors study the construction of canonical parameterizations or local charts as well as methods based on the construction of ODE systems in the space in which the constraint manifold is embedded which preserve the constraint manifold as an invariant manifold. In each case, a Hamiltonian system of ordinary differential equations is produced. The stability of the constraint invariants and the behavior of the original Hamiltonian along solutions are investigated both numerically and analytically.

In the present work, we study wave phenomena in strongly nonlinear lattices. Such lattices are characterized by the absence of classical linear waves. We demonstrate that compactons – strongly localized solitary waves with tails decaying faster than exponential – exist and that they play a major role in the dynamics of the system under consideration. We investigate compactons in different physical setups. One part deals with lattices of dispersively coupled limit cycle oscillators which find various applications in natural sciences such as Josephson junction arrays or coupled Ginzburg-Landau equations. Another part deals with Hamiltonian lattices. Here, a prominent example in which compactons can be found is the granular chain. In the third part, we study systems which are related to the discrete nonlinear Schrödinger equation describing, for example, coupled optical wave-guides or the dynamics of Bose-Einstein condensates in optical lattices. Our investigations are based on a numerical method to solve the traveling wave equation. This results in a quasi-exact solution (up to numerical errors) which is the compacton. Another ansatz which is employed throughout this work is the quasi-continuous approximation where the lattice is described by a continuous medium. Here, compactons are found analytically, but they are defined on a truly compact support. Remarkably, both ways give similar qualitative and quantitative results. Additionally, we study the dynamical properties of compactons by means of numerical simulation of the lattice equations. Especially, we concentrate on their emergence from physically realizable initial conditions as well as on their stability due to collisions. We show that the collisions are not exactly elastic but that a small part of the energy remains at the location of the collision. In finite lattices, this remaining part will then trigger a multiple scattering process resulting in a chaotic state. / In der hier vorliegenden Arbeit werden Wellenphänomene in stark nichtlinearen Gittern untersucht. Diese Gitter zeichnen sich vor allem durch die Abwesenheit von klassischen linearen Wellen aus. Es wird gezeigt, dass Kompaktonen – stark lokalisierte solitäre Wellen, mit Ausläufern welche schneller als exponentiell abfallen – existieren, und dass sie eine entscheidende Rolle in der Dynamik dieser Gitter spielen. Kompaktonen treten in verschiedenen diskreten physikalischen Systemen auf. Ein Teil der Arbeit behandelt dabei Gitter von dispersiv gekoppelten Oszillatoren, welche beispielsweise Anwendung in gekoppelten Josephsonkontakten oder gekoppelten Ginzburg-Landau-Gleichungen finden. Ein weiterer Teil beschäftigt sich mit Hamiltongittern, wobei die granulare Kette das bekannteste Beispiel ist, in dem Kompaktonen beobachtet werden können. Im dritten Teil werden Systeme, welche im Zusammenhang mit der Diskreten Nichtlinearen Schrödingergleichung stehen, studiert. Diese Gleichung beschreibt beispielsweise Arrays von optischen Wellenleitern oder die Dynamik von Bose-Einstein-Kondensaten in optischen Gittern. Das Studium der Kompaktonen basiert hier hauptsächlich auf dem numerischen Lösen der dazugehörigen Wellengleichung. Dies mündet in einer quasi-exakten Lösung, dem Kompakton, welches bis auf numerische Fehler genau bestimmt werden kann. Ein anderer Ansatz, der in dieser Arbeit mehrfach verwendet wird, ist die Approximation des Gitters durch ein kontinuierliches Medium. Die daraus resultierenden Kompaktonen besitzen einen im mathematischen Sinne kompakten Definitionsbereich. Beide Methoden liefern qualitativ und quantitativ gut übereinstimmende Ergebnisse. Zusätzlich werden die dynamischen Eigenschaften von Kompaktonen mit Hilfe von direkten numerischen Simulationen der Gittergleichungen untersucht. Dabei wird ein Hauptaugenmerk auf die Entstehung von Kompaktonen unter physikalisch realisierbaren Anfangsbedingungen und ihre Kollisionen gelegt. Es wird gezeigt, dass die Wechselwirkung nicht exakt elastisch ist, sondern dass ein Teil ihrer Energie an der Position der Kollision verharrt. In endlichen Gittern führt dies zu einem multiplen Streuprozess, welcher in einem chaotischen Zustand endet.

In this thesis, we will show how certain classes of quantum many-body Hamiltonians with $\su{2}_1 \oplus \su{2}_2 \oplus \ldots \oplus \su{2}_k$ spectrum generating algebras can be approximated by multi-dimensional shifted harmonic oscillator Hamiltonians. The dimensions of the Hilbert spaces of such Hamiltonians usually depend exponentially on $k$. This can make obtaining eigenvalues by diagonalization computationally challenging. The Shifted Harmonic Approximation (SHA) developed here gives good predictions of properties such as ground state energies, excitation energies and the most probable states in the lowest eigenstates. This is achieved by solving only a system of $k$ equations and diagonalizing $k\times k$ matrices. The SHA gives accurate approximations over wide domains of parameters and in many cases even across phase transitions. The SHA is first illustrated using the Lipkin-Meshkov-Glick (LMG) model and the Canonical Josephson Hamiltonian (CJH) which have $\su{2}$ spectrum generating algebras. Next, we extend the technique to the non-compact $\su{1,1}$ algebra, using the five-dimensional quartic oscillator (5DQO) as an example. Finally, the SHA is applied to a $k$-level Bardeen-Cooper-Shrieffer (BCS) pairing Hamiltonian with fixed particle number. The BCS model has a $\su{2}_1 \oplus \su{2}_2 \oplus \ldots \oplus \su{2}_k$ spectrum generating algebra. An attractive feature of the SHA is that it also provides information to construct basis states which yield very accurate eigenvalues for low-lying states by diagonalizing Hamiltonians in small subspaces of huge Hilbert spaces. For Hamiltonians that involve a smaller number of operators, accurate eigenvalues can be obtained using another technique developed in this thesis: the generalized Rowe-Rosensteel-Kerman-Klein equations-of-motion method (RRKK). The RRKK is illustrated using the LMG and the 5DQO. In RRKK, solving unknowns in a set of $10\times 10$ matrices typically gives estimates of the lowest few eigenvalues to an accuracy of at least eight significant figures. The RRKK involves optimization routines which require initial guesses of the matrix representations of the operators. In many cases, very good initial guesses can be obtained using the SHA. The thesis concludes by exploring possible future developments of the SHA.

Diffeological and differential spaces are generalisations of smooth structures on manifolds. We show that the “intersection” of these two categories is isomorphic to Frölicher spaces, another generalisation of smooth structures. We then give examples of such spaces, as well as examples of diffeological and differential spaces that do not fall into this category. We apply the theory of diffeological spaces to differential forms on a geometric quotient of a compact Lie group. We show that the subcomplex of basic forms is isomorphic to the complex of diffeological forms on the geometric quotient. We apply this to symplectic quotients coming from a regular value of the momentum map, and show that diffeological forms on this quotient are isomorphic as a complex to Sjamaar differential forms. We also compare diffeological forms to those on orbifolds, and show that they are isomorphic complexes as well. We apply the theory of differential spaces to subcartesian spaces equipped with families of vector fields. We use this theory to show that smooth stratified spaces form a full subcategory of subcartesian spaces equipped with families of vector fields. We give families of vector fields that induce the orbit-type stratifications induced by a Lie group action, as well as the orbit-type stratifications induced by a Hamiltonian group action.

In this thesis, we will show how certain classes of quantum many-body Hamiltonians with $\su{2}_1 \oplus \su{2}_2 \oplus \ldots \oplus \su{2}_k$ spectrum generating algebras can be approximated by multi-dimensional shifted harmonic oscillator Hamiltonians. The dimensions of the Hilbert spaces of such Hamiltonians usually depend exponentially on $k$. This can make obtaining eigenvalues by diagonalization computationally challenging. The Shifted Harmonic Approximation (SHA) developed here gives good predictions of properties such as ground state energies, excitation energies and the most probable states in the lowest eigenstates. This is achieved by solving only a system of $k$ equations and diagonalizing $k\times k$ matrices. The SHA gives accurate approximations over wide domains of parameters and in many cases even across phase transitions. The SHA is first illustrated using the Lipkin-Meshkov-Glick (LMG) model and the Canonical Josephson Hamiltonian (CJH) which have $\su{2}$ spectrum generating algebras. Next, we extend the technique to the non-compact $\su{1,1}$ algebra, using the five-dimensional quartic oscillator (5DQO) as an example. Finally, the SHA is applied to a $k$-level Bardeen-Cooper-Shrieffer (BCS) pairing Hamiltonian with fixed particle number. The BCS model has a $\su{2}_1 \oplus \su{2}_2 \oplus \ldots \oplus \su{2}_k$ spectrum generating algebra. An attractive feature of the SHA is that it also provides information to construct basis states which yield very accurate eigenvalues for low-lying states by diagonalizing Hamiltonians in small subspaces of huge Hilbert spaces. For Hamiltonians that involve a smaller number of operators, accurate eigenvalues can be obtained using another technique developed in this thesis: the generalized Rowe-Rosensteel-Kerman-Klein equations-of-motion method (RRKK). The RRKK is illustrated using the LMG and the 5DQO. In RRKK, solving unknowns in a set of $10\times 10$ matrices typically gives estimates of the lowest few eigenvalues to an accuracy of at least eight significant figures. The RRKK involves optimization routines which require initial guesses of the matrix representations of the operators. In many cases, very good initial guesses can be obtained using the SHA. The thesis concludes by exploring possible future developments of the SHA.