Apresentamos uma generalização para as classes das álgebras quase inclinadas e quase hereditárias, que chamamos de álgebras m-quase inclinadas e m-quase hereditárias. Para estas últimas, pode-se obter uma trissecção de suas categorias de módulos determinada pelas subcategorias L^m = {X indecomponível; dimensão projetiva de Y é menor ou igual a m, para cada antecessor Y de X} e R = {X indecomponível; dimensão injetiva de Y é menor ou igual a 1, para cada sucessor Y de X}, além de ser possível mostrar que se existe um módulo E_m de forma a obtermos a igualdade de conjuntos {X módulo; Hom(E_m, \\tau X) = 0} = {X módulo; dimensão projetiva de X é menor ou igual a m}, então E_m é soma de somandos de módulos em R e todo caminho de indecomponíveis com início em um somando E de E_m e final em um módulo projetivo pode ser refinado a um caminho de morfismos irredutíveis, que é ainda seccional. Como consequência desse resultado obtém-se que as álgebras m-quase hereditárias são caracterizadas pelo fato de que todos seus módulos projetivos pertencem a L^m. É possível verificar que toda álgebra m-quase inclinada de dimensão global m+1 é m-quase hereditária e, consequentemente, que toda álgebra hereditária por partes de tipo mod H, para alguma álgebra hereditária H, com dimensão global m+1 é m-quase hereditária. Apresentamos ainda um exemplo de uma álgebra 2-quase hereditária que não é 2-quase inclinada, não sendo válida, portanto, a recíproca do resultado acima. Buscamos, dessa forma, estabelecer condições que quando assumidas sobre uma álgebra 2-quase hereditária possam garantir que esta é 2-quase inclinada e, em particular, hereditária por partes. Recorremos, para isso, à aplicação obtida por meio de uma adaptação de resultados de Happel, Reiten e Smalo, que sob certas hipóteses permite concluir que uma álgebra é álgebra de endomorfismos de um objeto inclinante. Como resultado, mostra-se que uma álgebra 2-quase hereditária com certas outras propriedades e que satisfaz as condições (H1), (H2) e (H3) é 2-quase inclinada. / We present a generalization of the classes of quasitilted and almost hereditary algebras, which we call m-quasitilted and m-almost hereditary algebras. For the latter one, we can obtain a trisection of their module categories determined by the following subcategories L^m = {X indecomposable; projective dimension of Y is at most m for each predecessor Y of X} and R = {X indecomposable; injective dimension of Y is at most 1 for each successor Y of X}. Moreover, if there exists a module E_m such that {X; Hom(E_m, \\tau X) = 0} = {X; projective dimension of X is at most m} then E_m is a sum of direct summands of modules in R and any path of indecomposable modules starting in a module E which is a direct summand of E_m and ending in a projective module can be refined to a path of irreducible morphisms, which is also sectional. This result on paths allow us to obtain a characterization for m-almost hereditary algebras in terms of their projective modules. It is also possible to prove that any m-quasitilted algebra with global dimension m+1 is a m-almost hereditary algebra and as a consequence we can obtain that any piecewise hereditary algebra of type mod H, for some hereditary algebra H, and with global dimension m+1 is m-almost hereditary. We present an example of a 2-almost hereditary which is not 2-quasitilted, which entails that the converse of the above mentioned result does not hold true. Thus we seek for conditions which can ensure that a given 2-almost hereditary is 2-quasitilted and, in particular, a piecewise hereditary algebra. For this, we use the correspondence obtained as an adaptation of results of Happel, Reiten and Smalo, which under certain assumptions shows that an algebra is an endomorphism algebra of a tilting object. It is shown that a 2-almost hereditary algebra with some other properties and satisfying (H1), (H2) and (H3) is 2-quasitilted.

Estudamos uma classe de campos de vetores seccionalmente lineares no plano denotada por X. Tais campos aparecem frequentemente em modelos matemáticos aplicados à engenharia. Baseados no trabalho de J. Sotomayor e R. Garcia [SG03], impondo condições sobre as singularidades, órbitas periódicas e separatrizes, definimos um conjunto de campos de vetores que são estruturalmente estáveis em X. Provamos que esse conjunto é aberto, denso e tem medida de Lebesgue total em X, o qual é um espaço vetorial de dimensão finita. / We study a class of piecewise-linear vector fields in the plane denoted by X. These vector fields appear often in mathematical models applied to Engineering. Based on Jorge Sotomayor and Ronaldo Garcia paper [SG03], we impose conditions on singularities, periodic orbits and separatrices, to define a set of vector fields structurally stable in X. We give a proof that this set is open, dense and has full Lebesgue measure in X, that is a finite dimensional vector space.

Nesta tese estudamos um dos principais problemas na teoria qualitativa das equações diferenciais planares: o problema de determinar a bacia de atração de um ponto de equilíbrio. Damos uma prova rigorosa de que para sistemas lineares por partes de costura com duas zonas no plano, definidas por matrizes Hurwitz o único ponto de equilíbrio na reta de separação é globalmente assintoticamente estável. Por outro lado, provamos que nesta classe de sistemas, podemos ter um ponto de equilíbrio instável na origem quando uma curva poligonal separa as zonas, levando a um resultado contra-intuitivo do comportamento dinâmico de sistemas lineares por partes no plano. Além disso, estudamos os ciclos limites em perturbações suaves por partes de centros Hamiltonianos. Neste cenário, é comum adaptar resultados clássicos de sistemas suaves, como funções de Melnikov, para sistemas não-suaves. No entanto, existe pouca justificativa para este procedimento na literatura. Ao utilizar o método de regularização damos uma prova que suporta o uso de funções de Melnikov diretamente do problema não-suave original. / In this thesis we study one of the main problems in the qualitative theory of planar differential equations: the problem of determining the basin of attraction of an equilibrium point. We give a rigorous proof that for planar sewing piecewise linear systems with two zones, defined by Hurwitz matrices the unique equilibrium point in the separation straight line is globally asymptotically stable. On the other hand, we prove that sewing piecewise linear systems with two zones in the plane, defined by Hurwitz matrices can have one unstable equilibrium point at the origin allowing a broken line to separate the zones, leading to counterintuitive dynamical behaviors of simple piecewise linear systems in the plane. Furthermore, we study limit cycles in piecewise smooth perturbations of Hamiltonians centers. In this setting it is common to adapt classical results for smooth systems, like Melnikov functions, to non-smooth ones. However, there is little justification for this procedure in the literature. By using the regularization method we give a proof that supports the use of Melnikov functions directly from the original non-smooth problem.

After introducing concepts from convex analysis, we study how to continuously transform one convex function into another. A natural choice is the arithmetic average, as it is pointwise continuous; however, this choice fails to average functions with different domains. On the contrary, the proximal average is not only continuous (in the epi-topology) but can actually average functions with disjoint domains. In fact, the proximal average not only inherits strict convexity (like the arithmetic average) but also inherits smoothness and differentiability (unlike the arithmetic average). Then we introduce a computational framework for computer-aided convex analysis. Motivated by the proximal average, we notice that the class of piecewise linear-quadratic (PLQ) functions is closed under (positive) scalar multiplication, addition, Fenchel conjugation, and Moreau envelope. As a result, the PLQ framework gives rise to linear-time and linear-space algorithms for convex PLQ functions. We extend this framework to nonconvex PLQ functions and present an explicit convex hull algorithm. Finally, we discuss a method to find primal-dual symmetric antiderivatives from cyclically monotone operators. As these antiderivatives depend on the minimal and maximal Rockafellar functions [5, Theorem 3.5, Corollary 3.10], it turns out that the minimal and maximal function in [12, p.132,p.136] are indeed the same functions. Algorithms used to compute these antiderivatives can be formulated as shortest path problems. / Graduate Studies, College of (Okanagan) / Graduate

This chapter draws attention to a specific feature of a NEG model that uses linear (and not iso-elastic) demand functions, namely its ability to account for zero trade. Thus, it represents a suitable framework to study how changes in parameters that are typical for NEG models, such as trade costs and regional market size, not only shape the regional distribution of economic activity, but at the same time determine the emergence of additional trade links between formerly autarkic regions. We survey some related papers and present a three-region framework that potentially nests many possible trade patterns. To focus the analysis, we study in more detail three specific trade patterns frequently found in the EU trade network. We start with three autarkic regions; then we introduce the possibility that two regions trade with each other; and, finally, we allow for one region trading with the other two, but the latter are still not trading with each other. We find a surprising plethora of long-run equilibria each involving a specific regional distribution of economic activity and a specific pattern of trade links. We show how a reduction in trade costs shapes simultaneously industry location and the configuration of the trade network.

Les processus markoviens déterministes par morceaux (PMDM) ont été introduits dans la littérature par M.H.A. Davis en tant que classe générale de modèles stochastiques non-diffusifs. Les PMDM sont des processus hybrides caractérisés par des trajectoires déterministes entrecoupées de sauts aléatoires. Dans cette thèse, nous développons des méthodes numériques adaptées aux PMDM en nous basant sur la quantification d'une chaîne de Markov sous-jacente au PMDM. Nous abordons successivement trois problèmes : l'approximation d'espérances de fonctionnelles d'un PMDM, l'approximation des moments et de la distribution d'un temps de sortie et le problème de l'arrêt optimal partiellement observé. Dans cette dernière partie, nous abordons également la question du filtrage d'un PMDM et établissons l'équation de programmation dynamique du problème d'arrêt optimal. Nous prouvons la convergence de toutes nos méthodes (avec le plus souvent des bornes de la vitesse de convergence) et les illustrons par des exemples numériques. / Piecewise-deterministic Markov processes (PDMP’s) have been introduced by M.H.A. Davis as a general class of non-diffusive stochastic models. PDMP’s are hybrid Markov processes involving deterministic motion punctuated by random jumps. In this thesis, we develop numerical methods that are designed to fit PDMP's structure and that are based on the quantization of an underlying Markov chain. We deal with three issues : the approximation of expectations of functional of a PDMP, the approximation of the moments and of the distribution of an exit time and the partially observed optimal stopping problem. In the latter one, we also tackle the filtering of a PDMP and we establish the dynamic programming equation of the optimal stopping problem. We prove the convergence of all our methods (most of the time, we also obtain a bound for the speed of convergence) and illustrate them with numerical examples.

The payoff functions of contingent claims (options) of one variable are prominent in Financial Economics and thus assume a fundamental role in option pricing theory. Some of these payoff functions are continuous, piecewise-defined and linear or affine. Such option payoff functions can be analysed in a useful way when they are represented in additive, Boolean normal, graphical and linear form. The issue of converting such payoff functions expressed in the additive, linear or graphical form into an equivalent Boolean normal form, has been considered by several authors for more than half-a-century to better-understand the role of such functions. One aspect of our study is to unify the foregoing different forms of representation, by creating algorithms that convert a payoff function expressed in graphical form into Boolean normal form and then into the additive form and vice versa. Applications of these algorithms are considered in a general theoretical sense and also in the context of specific option contracts wherever relevant. The use of these algorithms have yielded easy computation of the area enclosed by the graph of various functions using min and max operators in several ways, which, in our opinion, are important in option pricing. To summarise, this study effectively dealt with maximum and minimum operators from several perspectives

Les processus markoviens déterministes par morceaux (PDMP) forment une vaste classe de processus stochastiques caractérisés par une évolution déterministe entre des sauts à mécanisme aléatoire. Ce sont des processus de type hybride, avec une composante discrète de mode et une composante d’état qui évolue dans un espace continu. Entre les sauts du processus, la composante continue évolue de façon déterministe, puis au moment du saut un noyau markovien sélectionne la nouvelle valeur des composantes discrète et continue. Dans cette thèse, nous construisons des PDMP évoluant dans des espaces de mesures (de dimension infinie), pour modéliser des population de cellules en tenant compte des caractéristiques individuelles de chaque cellule. Nous exposons notre construction des PDMP sur des espaces de mesure, et nous établissons leur caractère markovien. Sur ces processus à valeur mesure, nous étudions un problème d'arrêt optimal. Un problème d'arrêt optimal revient à choisir le meilleur temps d'arrêt pour optimiser l'espérance d'une certaine fonctionnelle de notre processus, ce qu'on appelle fonction valeur. On montre que cette fonction valeur est solution des équations de programmation dynamique et on construit une famille de temps d'arrêt $epsilon$-optimaux. Dans un second temps, nous nous intéressons à un PDMP en dimension finie, le TCP, pour lequel on construit un schéma d'Euler afin de l'approcher. Ce choix de modèle simple permet d'estimer différents types d'erreurs. Nous présentons des simulations numériques illustrant les résultats obtenus. / Piecewise deterministic Markov processes (PDMP) form a large class of stochastic processes characterized by a deterministic evolution between random jumps. They fall into the class of hybrid processes with a discrete mode and an Euclidean component (called the state variable). Between the jumps, the continuous component evolves deterministically, then a jump occurs and a Markov kernel selects the new value of the discrete and continuous components. In this thesis, we extend the construction of PDMPs to state variables taking values in some measure spaces with infinite dimension. The aim is to model cells populations keeping track of the information about each cell. We study our measured-valued PDMP and we show their Markov property. With thoses processes, we study a optimal stopping problem. The goal of an optimal stopping problem is to find the best admissible stopping time in order to optimize some function of our process. We show that the value fonction can be recursively constructed using dynamic programming equations. We construct some $epsilon$-optimal stopping times for our optimal stopping problem. Then, we study a simple finite-dimension real-valued PDMP, the TCP process. We use Euler scheme to approximate it, and we estimate some types of errors. We illustrate the results with numerical simulations.

In this document we review the status of existing techniques for nonlinear model order reduction by investigating how well these techniques perform for typical industrial needs. In particular the TPWL-method (Trajectory Piecewise Linear-method) and the POD-approach (Proper Orthogonal Decomposion) is taken under consideration. We address several questions that are (closely) related to both the theory and application of nonlinear model order reduction techniques. The goal of this document is to provide an overview of available methods together with a classification of nonlinear problems that in principle could be handled by these methods.

No description available.