Generating samples from generalized hyperbolic distributions and non-central chi-square distributions by inversion has become an important task for the simulation of recent models in finance in the framework of (quasi-) Monte Carlo. However, their distribution functions are quite expensive to evaluate and thus numerical methods like root finding algorithms are extremely slow. In this paper we demonstrate how our new method based on Newton interpolation and Gauss-Lobatto quadrature can be utilized for financial applications. Its fast marginal generation times make it competitive, even for situations where the parameters are not always constant. / Series: Research Report Series / Department of Statistics and Mathematics

The main objects of interest in this thesis are relatively hyperbolic groups. We will study some of their geometric properties, and we will be especially concerned with geometric properties of their boundaries, like linear connectedness, avoidability of parabolic points, etc. Exploiting such properties will allow us to construct, under suitable hypotheses, quasi-isometric embeddings of hyperbolic planes into relatively hyperbolic groups and quasi-isometric embeddings of relatively hyperbolic groups into products of trees. Both results have applications to fundamental groups of 3-manifolds. We will also study probabilistic properties of relatively hyperbolic groups and of groups containing ``hyperbolic directions'' despite not being relatively hyperbolic, like mapping class groups, Out(F<sub>n</sub>), CAT(0) groups and subgroups of the above. In particular, we will show that the elements that generate the ``hyperbolic directions'' (hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, fully irreducible elements in Out(F_n) and rank one elements in CAT(0) groups) are generic in the corresponding groups (provided at least one exists, in the case of CAT(0) groups, or of proper subgroups). We also study how far a random path can stray from a geodesic in the context of relatively hyperbolic groups and mapping class groups, but also of groups acting on a relatively hyperbolic space. We will apply this, for example, to show properties of random triangles.

No description available.

Many problems in fluid mechanics and material sciences deal with liquid-vapour flows. In these flows, the ideal gas assumption is not accurate and the van der Waals equation of state is usually used. This equation of state is non-convex and causes the solution domain to have two hyperbolic regions separated by an elliptic region. Therefore, the governing equations of these flows have a mixed elliptic-hyperbolic nature. Numerical oscillations usually appear with standard finite-difference space discretization schemes, and they persist when the order of accuracy of the semi-discrete scheme is increased. In this study, we propose to use a Chebyshev pseudospectral method for solving the governing equations. A comparison of the results of this method with very high-order (up to tenth-order accurate) finite difference schemes is presented, which shows that the proposed method leads to a lower level of numerical oscillations than other high-order finite difference schemes, and also does not exhibit fast-traveling packages of short waves which are usually observed in high-order finite difference methods. The proposed method can thus successfully capture various complex regimes of waves and phase transitions in both elliptic and hyperbolic regimes

The thesis analyzes the measure of academic procrastination among students and the measure of general procrastination among working population with a university degree. The thesis includes 3 studies. In study 1 an experiment was conducted on 33 students of the University of Economics in Prague. The results show, that students achieve better academic results given external, evenly distributed deadlines compared to when they are allowed to set the deadlines themselves. The second study analyses long-term data about 1909 students of the University of Economics and their academic results. The results show that procrastination can influence as much as 8% of the final grade. Study 3 analyzes information about 2487 subjects and their tax-return forms. It puts into context the dates of submission of the tax returns and personal characteristics of the submitters. The results show that procrastination declines with age. Methods on how to fight procrastination are suggested at the end of the thesis.

Orientador: Reginaldo Palazzo Junior / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-18T16:51:18Z (GMT). No. of bitstreams: 1 Leskow_LucilaHelenaAllan_D.pdf: 2583405 bytes, checksum: 3161d9deabaa60a8965a9e3d20ff36aa (MD5) Previous issue date: 2011 / Resumo: Neste trabalho apresentamos como contribuição um novo conjunto de tesselações do plano hiperbólico construídas a partir de uma tesselação bem conhecida, a tesselação de Farey. Nestas tesselações a região de Dirichlet é formada por polígonos hiperbólicos de n lados, com n > 3. Explorando as características dessas tesselações, apresentamos alguns tipos possíveis de aplicações. Inicialmente, estudando a relação existente entre a teoria das frações contínuas e a tesselação de Farey, propomos um novo método de codificação de geodésicas. A inovação deste método está no fato de ser possível realizar a codificação de uma geodésica pertencente a PSL(2,Z) em qualquer uma das tesselações ou seja, para qualquer valor de n com n > 3. Neste método mostramos como é possível associar as sequências cortantes de uma geodésica em cada tesselação à decomposição em frações contínuas do ponto atrator desta. Ainda explorando as características dessas novas tesselações, propomos dois tipos de aplicação em teoria de codificação de fontes discretas. Desenvolvendo dois novos códigos para compactação de fontes (um código de árvore e um código de bloco), estes dois métodos podem ser vistos como a generalização dos métodos de Elias e Tunstall para o caso hiperbólico / Abstract: In this work we present as contribution a new set of tessellations of the hyperbolic plane, built from a well known tessellation, the Farey tessellation. In this set of tessellations the Dirichlet region is made of hyperbolic polygons with n sides where n > 3. While studying these tessellations and theirs properties, we found some possible applications. In the first one, while exploring the relationship between the continued fractions theory and the Farey tessellation we propose a new method for coding geodesics. Using this method, it is possible to obtain a relationship between the cutting sequence of a geodesic belonging to PSL(2,Z) in each tessellation and the continued fraction decomposition of its attractor point. Exploring the characteristics of these tessellations we also propose two types of applications regarding the discrete memoryless source coding theory, a fixed-to-variable code and a variable length-to-fixed code. These methods can be seen as a generalized version of the Elias and Tunstall methods for the hyperbolic case / Doutorado / Telecomunicações e Telemática / Doutor em Engenharia Elétrica

Ce travail étudie les stratégies de contrôle des limites pour l'analyse de stabilité et la stabilisation d'un système hyperbolique de premier ordre couplé à des conditions limites dynamiques non linéaires. La modélisation d'un écoulement à l'intérieur d'un tube (phénomène de transport de fluide) avec une stratégie de contrôle des limites appliquée dans une installation expérimentale physique est considérée comme une étude de cas pour évaluer les stratégies proposées. Dans le contexte des systèmes de dimension finie, des outils de contrôle classiques sont appliqués pour traiter des systèmes hyperboliques de premier ordre ayant des conditions limites données par le couplage d'un modèle dynamique de colonne de chauffage et d'un modèle statique de ventilateur. Le problème de suivi de cette dynamique complexe est abordé de manière simple en considérant des approximations linéaires, des schémas de différences finies et une action intégrale conduisant à un système linéaire à temps discret augmenté avec une dimension dépendant de la taille d'échelon de la discrétisation dans l'espace. Par conséquent, pour la contrepartie dimensionnelle infinie, deux stratégies sont proposées pour résoudre le problème de contrôle de frontière des systèmes hyperboliques de premier ordre couplé à des conditions de frontière dynamique non linéaires. Le premier se rapproche de la dynamique du système hyperbolique de premier ordre par un retard pur. La stabilité convexe et les conditions de stabilisation des systèmes quadratiques non linéaires retardés d'entrée incertaine sont proposées sur la base de la théorie de la stabilité de Lyapunov-Krasovskii (LK) qui sont formulées en termes de contraintes de l'inégalité matricielle linéaire (LMI) avec des variables supplémentaires lâches (introduites par le lemme de Finsler ). Ainsi, des fonctions strictement de Lyapunov sont utilisées pour dériver une approche basée sur LMI pour la stabilité de la frontière régionale robuste et la stabilisation des systèmes hyperboliques de premier ordre avec une condition de frontière définie au moyen d'un système dynamique non linéaire quadratique. Les conditions de stabilité et de stabilisation proposées pour LMI sont évaluées en tenant compte de plusieurs exemples universitaires et de l'écoulement à l'intérieur d'une étude de cas. / This work studies boundary control strategies for stability analysis and stabilization of first-order hyperbolic system coupled with nonlinear dynamic boundary conditions. The modeling of a flow inside a pipe (fluid transport phenomenon) with boundary control strategy applied in a physical experimental setup is considered as a case study to evaluate the proposed strategies. Firstly, in the context of finite dimension systems, classical control tools are applied to deal with first-order hyperbolic systems having boundary conditions given by the coupling of a heating column dynamical model and a ventilator static model. The tracking problem of this complex dynamics is addressed in a simple manner considering linear approximations, finite difference schemes and an integral action leading to an augmented discrete-time linear system with dimension depending on the step size of discretization in space. Hence, for the infinite dimensional counterpart, two strategies are proposed to address the boundary control problem of first-order hyperbolic systems coupled with nonlinear dynamic boundary conditions. The first one approximates the first-order hyperbolic system dynamics by a pure delay. Then, convex stability and stabilization conditions of uncertain input delayed nonlinear quadratic systems are proposed based on the Lyapunov-Krasovskii (L-K) stability theory which are formulated in terms of Linear Matrix Inequality (LMI) constraints with additional slack variables (introduced by the Finsler's lemma). Thus, strictly Lyapunov functions are used to derive an LMI based approach for the robust regional boundary stability and stabilization of first-order hyperbolic systems with a boundary condition defined by means of a nonlinear quadratic dynamic system. The proposed stability and stabilization LMI conditions are evaluated considering several academic examples and also the flow inside a pipe as case study.

The purpose of this study was to see how the fundamental properties of hyperbolic geometry applies in physics.

The main purpose of this thesis is to explore the conditions of the existence and properties of the Euler line of a triangle in the hyperbolic plane. Poincaré's conformal disk model and Hermitian matrices were used in the analysis.ʹ

Cette thèse a pour objet l’étude des solutions à l’équation des vagues en régime dit toit rigide lorsque l’amplitude des vagues tend vers zéro. Plus précisément, l’équation des vagues modélise le mouvement d’un fluide à surface libre borné en dessous par un fond fixe. Les équations dépendent de plusieurs paramètres physiques, notamment du rapport epsilon entre l’amplitude des vagues et la profondeur. Le modèle asymptotique toit rigide consiste à changer l’échelle de temps d’un rapport epsilon, puis de faire tendre ce paramètre, et donc l’amplitude des vagues, vers zéro. L’étude mathématique de cette limite correspond à un problème de perturbation singulière d’une équation dispersive. Dans cette thèse, on commence par utiliser des outils de résolution d’équations aux dérivées partielles de type hyperbolique pour démontrer un résultat d’existence locale pour l’équation des vagues en temps long. Ceci est suivi par un résultat de dispersion sur l’équation des vagues, utilisant des techniques de type phase stationnaire et décomposition de Paley-Littlewood pour l’étude des intégrales oscillantes. Enfin, la dernière partie de la thèse utilise les résultats obtenus ci-dessus pour étudier un défaut de compacité dans la convergence faible (mais non forte) des solutions de l’équation des vagues lorsque l’amplitude tend vers 0. / In this thesis, we study the behavior of the solutions of the Water-Waves equations in the rigid lid regime as the amplitude of the waves goes to zero. More precisely, the Water-Waves equations investigate the dynamic of a free surface fluid, bounded from below by a fixed bottom. The equations depends on many physical parameters, as the ratio epsilon between the wave amplitude and the deepness of the water. The rigid lid model consists in scaling the time by an epsilon factor and taking the limit epsilon goes to zero, simulating a situation where the amplitude of the waves goes to zero. The mathematical study of this limit correspond to a singular perturbation problem of a dispersive equation. In this thesis, we first use classical tools of hyperbolics equations to prove a long time existence result for the Water-Waves equations. We then prove a dispersion result for these equations, using stationary phase methods and Paley-Littlewood decomposition. We then combine these results to highlight the lack of compactness in the weak (but non strong) convergence of the solutions of the Water-Waves equations as the amplitude goes to zero.