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  • 1.
    Adamowicz, Tomasz
    et al.
    Institute of Mathematics of the Polish Academy of Sciences, Warsaw, Poland.
    Lundström, Niklas L.P.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    The boundary Harnack inequality for variable exponent p-Laplacian, Carleson estimates, barrier functions and p(⋅)-harmonic measures2016In: Annali di Matematica Pura ed Applicata, ISSN 0373-3114, E-ISSN 1618-1891, Vol. 195, no 2, 623-658 p.Article in journal (Refereed)
    Abstract [en]

    We investigate various boundary decay estimates for p(⋅)-harmonic functions. For domains in Rn,n≥2satisfying the ball condition (C1,1-domains), we show the boundary Harnack inequality for p(⋅)-harmonic functions under the assumption that the variable exponent p is a bounded Lipschitz function. The proof involves barrier functions and chaining arguments. Moreover, we prove a Carleson-type estimate for p(⋅)-harmonic functions in NTA domains in Rn and provide lower and upper growth estimates and a doubling property for a p(⋅)-harmonic measure.

  • 2.
    Andersson, Henrik
    Umeå University, Faculty of Science and Technology, Department of Physics.
    Classification of spectral signatures in biological aerosols2013Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this thesis multivariate methods were used to evaluate pretreatment methods, such as normalization, as well as classification possibilities of data collected with Laser Induced Breakdown Spectroscopy (LIBS). The LIBS system that FOI is currently developing for the purpose of classifying biological airborne threats was used to collect data from ten different samples in a laboratory environment. Principal component analysis (PCA) shows that it is possible to observe differences between samples using the two types of data acquired from the LIBS system, i.e., 2D CCD camera images and 1D spectra extracted from the image. Further results using partial least squares discriminant analysis (PLS-DA) show that normalization of the data only has visual effects in the PCA score-plots and do not affect the models predictability. Results also show that cropping and binning the pixels in the image is possible to some extent without losing significant predictability.

  • 3.
    Bengzon, Fredrik
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Larson, Mats G
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Adaptive finite element approximation of multiphysics problems: a fluid structure interaction model problem2010In: International Journal for Numerical Methods in Engineering, ISSN 0029-5981, E-ISSN 1097-0207, Vol. 84, no 12, 1451-1465 p.Article in journal (Refereed)
    Abstract [en]

    We consider computation of the displacement of an elastic object immersed into a viscous incompressible flow. For simplicity, we assume that the mechanics of the solid is governed by linear elasticity and the motion of the fluid by the Stokes equation. We derive an a posteriori error estimate for this one way coupled problem using duality techniques. Based on these estimates we develop an adaptive algorithm that automatically constructs a suitable adapted mesh for the fluid and solid domains given goal quantities specified on the solid problem.

  • 4.
    Berglund, André
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Evaluating ∫0f(x)dx and ∫ab f(x)dx using residue calculus2014Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    In this essay we use complex analysis, in particular modern residue calculus, to compute certain Riemann integrals.

  • 5.
    Berglund, André
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Numerical Simulations of Linear Stochastic Oscillators: driven by Wiener and Poisson processes2017Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The main component of this essay is the numerical analysis of stochastic differential equations driven by Wiener and Poisson processes. In order to do this, we focus on two model problems, the geometric Brownian motion and the linear stochastic oscillator, studied in the literature for stochastic differential equations only driven by a Wiener process. This essay covers theoretical as well as numerical investigations of jump - or more specifically, Poisson - processes and how they influence the above model problems.

  • 6.
    Bergqvist, Ewa
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Positive currents related to polynomial convexity1999Licentiate thesis, comprehensive summary (Other academic)
  • 7.
    Björnfot, Fredrik
    Umeå University, Faculty of Science and Technology, Department of Physics.
    GDP Growth Rate Nowcasting and Forecasting2017Independent thesis Advanced level (professional degree), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The main purpose of this project was to help Swedbank get a better understandingof how gross domestic product growth rate develops in the future froma data set of macroeconomic variables. Since GDP values are released long aftera quarter has ended Swedbank would like to have a model that could predictupcoming GDP from these data sets. This was solved by a combination ofgrowth rate predictions from a dynamic factor model, a vector autoregressivemodel and two machine learning models. The predictions were combined usinga weighting method called system averaging model where the model predictionwith least historical error receives the largest weight in the nal future prediction.In previous work a simple moving average model has been implementedto achieve this eect however there are several aws in a simple moving averagemodel. Most of these defects could in theory be avoided by using an exponentialweighting scheme instead. This resulted in the use of an exponentialweighting method that is used to calculate weights for future predictions. Themain conclusions from this project were that some predictions could get betterwhen removing bad performing models which had too large of a weight. Puttingtoo high weight on a single well performing model is also not optimal since thepredictions could get very unstable because of varying model performance. Theexponential weighting scheme worked well for some predictions however whenthe parameter , that controls how the weight is distributed between recent andhistorical errors, got too small a problem arose. Too few values were used toform the nal weights for the prediction and the estimate got unsteady results.

  • 8.
    Bjørnstad Pedersen, Lars
    Umeå University, Faculty of Science and Technology, Department of Physics.
    An analysis of a shared mating in V2.2014Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this master thesis we investigate, from a topological point of view and without applying Thurston´s Theorem, why the mating of the so called basilica polynomial  and the dendrite  is shared with the mating of  and the dendrite . Both these matings equal the rational map .

    Defined in the thesis are for both matings homeomorphic changes of coordinates from the set  to the Fatou and Julia set of . Here  is the filled Julia set of  and is the -fixed point of .

  • 9. Brännström, Niklas
    et al.
    Persson, Leif A.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    A measure theoretic approach to linear inverse atmospheric dispersion problems2015In: Inverse Problems, ISSN 0266-5611, E-ISSN 1361-6420, Vol. 31, no 2, 025009Article in journal (Refereed)
    Abstract [en]

    Using measure theoretic arguments, we provide a general framework for describing and studying the general linear inverse dispersion problem where no a priori assumptions on the source function has been made (other than assuming that it is indeed a source, i.e. not a sink). We investigate the source-sensor relationship and rigorously state solvability conditions for when the inverse problem can be solved using a least-squares optimization method. That is, we derive conditions for when the least-squares problem is well-defined.

  • 10.
    Carlsson, Linus
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    An equivalence to the Gleason problem2010In: Journal of Mathematical Analysis and Applications, ISSN 0022-247X, E-ISSN 1096-0813, Vol. 370, no 2, 373-378 p.Article in journal (Refereed)
    Abstract [en]

    In this article we study the Gleason problem locally. A new method for solving the Gleason A problem is presented. This is done by showing an equivalent statement to the Gleason A problem. In order to prove this statement, necessary and a sufficient conditions for a bounded domain to have the Gleason A property are found. Also an example of a bounded but not smoothly-bounded domain in C(n) is given, which satisfies the sufficient condition at the origin, and hence has the Gleason A property there.

  • 11.
    Carlsson, Linus
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Analytic properties in the spectrum of certain Banach algebras2009In: Mathematische Zeitschrift, ISSN 0025-5874, E-ISSN 1432-1823, Vol. 261, no 1, 189-200 p.Article in journal (Refereed)
  • 12.
    Carlsson, Linus
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Nebenhülle and the Gleason problem2010In: Proceedings of the American Mathematical Society, ISSN 0002-9939, E-ISSN 1088-6826, Vol. 138, no 1, 267-273 p.Article in journal (Refereed)
  • 13.
    Carlsson, Linus
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Spectrum of certain Banach algebras and $\overline\partial$-problems2007In: Annales Polonici Mathematici, ISSN 0066-2216, E-ISSN 1730-6272, Vol. 90, no 1, 51-58 p.Article in journal (Refereed)
  • 14.
    Carlsson, Linus
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Trivial generators for nontrivial fibres2008In: MATHEMATICA BOHEMICA, ISSN 0862-7959, Vol. 133, no 2, 121-131 p.Article in journal (Refereed)
    Abstract [en]

    Pseudoconvex domains are exhausted in such a way that we keep a part of the boundary fixed in all the domains of the exhaustion. This is used to solve a problem concerning whether the generators for the ideal of either the holomorphic functions continuous up to the boundary or the bounded holomorphic functions, vanishing at a point in $\mathbb{C}^n$ where the fibre is nontrivial, has to exceed $n$. This is shown not to be the case.

  • 15.
    Carlsson, Linus
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Fällström, Anders
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    A note on B-envelope of holomorphy and B-extendable domains2008In: Complex Variables and Elliptic Equations, ISSN 1747-6933, E-ISSN 1747-6941, Vol. 53, no 4, 307-309 p.Article in journal (Refereed)
    Abstract [en]

    Let   be a Banach Algebra on a Riemann domain X over  . We show that under certain conditions on   and X, all functions in   can be extended to functions in  where   is the  -envelope of holomorphy.

  • 16. Cinti, Chiara
    et al.
    Nyström, Kaj
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Polidoro, Sergio
    A Note on Harnack Inequalities and Propagation Sets for a Class of Hypoelliptic Operators2010In: Potential Analysis, ISSN 0926-2601, E-ISSN 1572-929X, Vol. 33, no 4, 341-354 p.Article in journal (Refereed)
    Abstract [en]

    In this paper we are concerned with Harnack inequalities for non-negative solutions u:Ω→ℝ to a class of second order hypoelliptic ultraparabolic partial differential equations in the form Lu:=∑j=1mX2ju+X0u−∂tu=0 where Ω is any open subset of ℝN + 1, and the vector fields X1, ..., Xm and X0t are invariant with respect to a suitable homogeneous Lie group. Our main goal is the following result: for any fixed (x0, t0) ∈ Ω we give a geometric sufficient condition on the compact sets K⊆Ω for which the Harnack inequality supK u≤CK u(x0, t0) holds for all non-negative solutions u to the equation Lu=0. We also compare our result with an abstract Harnack inequality from potential theory.

  • 17.
    Dmytryshyn, Andrii
    Umeå University, Faculty of Science and Technology, Department of Computing Science.
    Miniversal deformations of pairs of skew-symmetric matrices under congruence2016In: Linear Algebra and its Applications, ISSN 0024-3795, E-ISSN 1873-1856, Vol. 506, 506-534 p.Article in journal (Refereed)
    Abstract [en]

    Miniversal deformations for pairs of skew-symmetric matrices under congruence are constructed. To be precise, for each such a pair (A, B) we provide a normal form with a minimal number of independent parameters to which all pairs of skew-symmetric matrices ((A) over tilde (,) (B) over tilde), close to (A, B) can be reduced by congruence transformation which smoothly depends on the entries of the matrices in the pair ((A) over tilde (,) (B) over tilde). An upper bound on the distance from such a miniversal deformation to (A, B) is derived too. We also present an example of using miniversal deformations for analyzing changes in the canonical structure information (i.e. eigenvalues and minimal indices) of skew-symmetric matrix pairs under perturbations.

    The full text will be freely available from 2018-10-01 00:00
  • 18.
    Dmytryshyn, Andrii
    et al.
    Umeå University, Faculty of Science and Technology, Department of Computing Science.
    Futorny, Vyacheslav
    Klymchuk, Tetiana
    Sergeichuk, Vladimir V.
    Generalization of Roth's solvability criteria to systems of matrix equations2017In: Linear Algebra and its Applications, ISSN 0024-3795, E-ISSN 1873-1856, Vol. 527, 294-302 p.Article in journal (Refereed)
    Abstract [en]

    W.E. Roth (1952) proved that the matrix equation AX - XB = C has a solution if and only if the matrices [Graphics] and [Graphics] are similar. A. Dmytryshyn and B. Kagstrom (2015) extended Roth's criterion to systems of matrix equations A(i)X(i')M(i) - (NiXi"Bi)-B-sigma i = Ci (i = 1,..., s) with unknown matrices X1,, X-t, in which every X-sigma is X, X-T, or X*. We extend their criterion to systems of complex matrix equations that include the complex conjugation of unknown matrices. We also prove an analogous criterion for systems of quaternion matrix equations. (C) 2017 Elsevier Inc. All rights reserved.

  • 19.
    Dmytryshyn, Andrii
    et al.
    Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå Univ, HPC2N, SE-90187 Umeå, Sweden.
    Kågstrom, Bo
    Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå Univ, HPC2N, SE-90187 Umeå, Sweden.
    Coupled Sylvester-type Matrix Equations and Block Diagonalization2015In: SIAM Journal on Matrix Analysis and Applications, ISSN 0895-4798, E-ISSN 1095-7162, Vol. 36, no 2, 580-593 p.Article in journal (Refereed)
    Abstract [en]

    We prove Roth-type theorems for systems of matrix equations including an arbitrary mix of Sylvester and $\star$-Sylvester equations, in which the transpose or conjugate transpose of the unknown matrices also appear. In full generality, we derive consistency conditions by proving that such a system has a solution if and only if the associated set of $2 \times 2$ block matrix representations of the equations are block diagonalizable by (linked) equivalence transformations. Various applications leading to several particular cases have already been investigated in the literature, some recently and some long ago. Solvability of these cases follow immediately from our general consistency theory. We also show how to apply our main result to systems of Stein-type matrix equations.

  • 20.
    Elfverson, Daniel
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Larson, Mats G.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Målqvist, Axel
    Multiscale methods for problems with complex geometry2017In: Computer Methods in Applied Mechanics and Engineering, ISSN 0045-7825, E-ISSN 1879-2138, Vol. 321, 103-123 p.Article in journal (Refereed)
    Abstract [en]

    We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We construct corrected coarse test and trail spaces which takes the fine scale features of the computational domain into account. The corrections only need to be computed in regions surrounding fine scale geometric features. We achieve linear convergence rate in the energy norm for the multiscale solution. Moreover, the conditioning of the resulting matrices is not affected by the way the domain boundary cuts the coarse elements in the background mesh. The analytical findings are verified in a series of numerical experiments.

  • 21.
    Engström, Christian
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Torshage, Axel
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Accumulation of Complex Eigenvalues of a Class of Analytic Operator FunctionsManuscript (preprint) (Other academic)
  • 22.
    Engström, Christian
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Torshage, Axel
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    On equivalence and linearization of operator matrix functions with unbounded entries2017In: Integral equations and operator theory, ISSN 0378-620X, E-ISSN 1420-8989, Vol. 89, no 4, 465-492 p.Article in journal (Refereed)
    Abstract [en]

    In this paper we present equivalence results for several types of unbounded operator functions. A generalization of the concept equivalence after extension is introduced and used to prove equivalence and linearization for classes of unbounded operator functions. Further, we deduce methods of finding equivalences to operator matrix functions that utilizes equivalences of the entries. Finally, a method of finding equivalences and linearizations to a general case of operator matrix polynomials is presented.

  • 23.
    Fontes, Magnus
    et al.
    Centre for Mathematical Science, Lund, Sweden.
    Verdier, Olivier
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Simplified a priori Estimate for the Time Periodic Burgers' Equation2010In: Proceedings of the Estonian Academy of Sciences, ISSN 1736-6046, E-ISSN 1736-7530, Vol. 59, no 1, 34-41 p.Article in journal (Refereed)
    Abstract [en]

    We present here a version of the existence and uniqueness result of time periodic solutions to the viscous Burgers’ equation with irregular forcing terms (with Sobolev regularity –1 in space). The key result here is an a priori estimate which is simpler than the previously treated case of forcing terms with regularity –½ in time.

  • 24. Fontes, Magnus
    et al.
    Verdier, Olivier
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Time-Periodic Solutions of the Burgers Equation2009In: Journal of Mathematical Fluid Mechanics, ISSN 1422-6928, E-ISSN 1422-6952, Vol. 11, no 2, 303-323 p.Article in journal (Refereed)
    Abstract [en]

    Abstract: We investigate the time periodic solutions to the viscous Burgers equation u(t) - mu u(xx) + uu(x) = f for irregular forcing terms. We prove that the corresponding Burgers operator is a diffeomorphism between appropriate function spaces.

  • 25.
    Frentz, Marie
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Regularity in the obstacle problem for parabolic non-divergence operators of Hörmander typeManuscript (preprint) (Other academic)
  • 26.
    Frentz, Marie
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Topics on subelliptic parabolic equations structured on Hörmander vector fields2012Doctoral thesis, comprehensive summary (Other academic)
  • 27.
    Frentz, Marie
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Garofalo, Nicola
    Department of Mathematics, Purdue University, West Lafayette IN 47907-1968.
    Götmark, Elin
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Munive, Isidro
    Department of Mathematics, Purdue University, West Lafayette IN 47907-1968.
    Nyström, Kaj
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Non-divergence form parabolic equations associated with non-commuting vector fields: Boundary behavior of nonnegative solutions2012In: Annali della Scuola Normale Superiore di Pisa (Classe Scienze), Serie V, ISSN 0391-173X, E-ISSN 2036-2145, Vol. 11, no 2, 437-474 p.Article in journal (Refereed)
    Abstract [en]

    In a cylinder Omega(T) = Omega x (0, T) subset of R-+(n+1) we study the boundary behavior of nonnegative solutions of second order parabolic equations of the form

    H u = Sigma(m)(i,j=1) a(ij)(x, t)XiX (j)u - partial derivative(t)u = 0, (x, t) is an element of R-+(n+1),

    where X = {X-l, . . . , X-m} is a system of C-infinity vector fields inR(n) satisfying Hormander's rank condition (1.2), and Omega is a non-tangentially accessible domain with respect to the Carnot-Caratheodory distance d induced by X. Concerning the matrix-valued function A = {a(ij)}, we assume that it is real, symmetric and uniformly positive definite. Furthermore, we suppose that its entries a(ij) are Holder continuous with respect to the parabolic distance associated with d. Our main results are: I) a backward Harnack inequality for nonnegative solutions vanishing on the lateral boundary (Theorem 1.1); 2) the Holder continuity up to the boundary of the quotient of two nonnegative solutions which vanish continuously on a portion of the lateral boundary (Theorem 1.2); 3) the doubling property for the parabolic measure associated with the operator H (Theorem 1.3). These results generalize to the subelliptic setting of the present paper, those in Lipschitz cylinders by Fabes, Safonov and Yuan in [20, 39]. With one proviso: in those papers the authors assume that the coefficients a(ij) be only bounded and measurable, whereas we assume Holder continuity with respect to the intrinsic parabolic distance.

  • 28.
    Frentz, Marie
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Götmark, Elin
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Nyström, Kaj
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    The obstacle problem for parabolic non-divergence form operators of Hörmander type2012In: Journal of Differential Equations, ISSN 0022-0396, E-ISSN 1090-2732, Vol. 252, no 9, 5002-2041 p.Article in journal (Refereed)
    Abstract [en]

    In this paper we establish the existence and uniqueness of strong solutions to the obstacle problem for a class of parabolic sub-elliptic operators in non-divergence form structured on a set of smooth vector fields in Rn, X={X1,…,Xq}X={X1,…,Xq}, q⩽n, satisfying Hörmanderʼs finite rank condition. We furthermore prove that any strong solution belongs to a suitable class of Hölder continuous functions. As part of our argument, and this is of independent interest, we prove a Sobolev type embedding theorem, as well as certain a priori interior estimates, valid in the context of Sobolev spaces defined in terms of the system of vector fields.

  • 29.
    Frentz, Marie
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Nyström, Kaj
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type2010In: Journal of Computational and Applied Mathematics, ISSN 0377-0427, E-ISSN 1879-1778, Vol. 234, no 1, 146-164 p.Article in journal (Refereed)
    Abstract [en]

    Degenerate parabolic equations of Kolmogorov type occur in many areas of analysis and applied mathematics. In their simplest form these equations were introduced by Kolmogorov in 1934 to describe the probability density of the positions and velocities of particles but the equations are also used as prototypes for evolution equations arising in the kinetic theory of gases. More recently equations of Kolmogorov type have also turned out to be relevant in option pricing in the setting of certain models for stochastic volatility and in the pricing of Asian options. The purpose of this paper is to numerically solve the Cauchy problem, for a general class of second order degenerate parabolic differential operators of Kolmogorov type with variable coefficients, using a posteriori error estimates and an algorithm for adaptive weak approximation of stochastic differential equations. Furthermore, we show how to apply these results in the context of mathematical finance and option pricing. The approach outlined in this paper circumvents many of the problems confronted by any deterministic approach based on, for example, a finite-difference discretization of the partial differential equation in itself. These problems are caused by the fact that the natural setting for degenerate parabolic differential operators of Kolmogorov type is that of a Lie group much more involved than the standard Euclidean Lie group of translations, the latter being relevant in the case of uniformly elliptic parabolic operators.

  • 30.
    Frentz, Marie
    et al.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Nyström, Kaj
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Pascucci, Andrea
    Polidoro, Sergio
    Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options2010In: Mathematische Annalen, ISSN 0025-5831, E-ISSN 1432-1807, Vol. 347, no 4, 805-838 p.Article in journal (Refereed)
    Abstract [en]

    In this paper we prove optimal interior regularity for solutions to the obstacle problem for a class of second order differential operators of Kolmogorov type. We treat smooth obstacles as well as non-smooth obstacles. All our proofs follow the same line of thought and are based on blow-ups, compactness, barriers and arguments by contradiction. The problem considered arises in financial mathematics, when considering path-dependent derivative contracts with early exercise feature.

  • 31.
    Fällström, Anders
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Maximal idels in A(Omega)1999In: Conemporary Mathematics, Vol. 222, 173-179 p.Article in journal (Refereed)
  • 32.
    Fällström, Anders
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    The Gleason problem for A(Omega)1995In: New Zealand J. Math., Vol. 24, no 1, 17-22 p.Article in journal (Refereed)
  • 33.
    Fällström, Anders
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    The Gleason property for Reinhardt domains1997In: Mathematische Annalen, Vol. 308, 85-91 p.Article in journal (Refereed)
  • 34.
    Fällström, Anders
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Ändligt-genererade ideal och Gleason-problemet2008In: Nordan ÅttaArticle in journal (Other academic)
  • 35. Fällström, Anders
    et al.
    Backlund, Ulf
    A pseudoconvex domain with non schlicht H-infinity envelope1991In: Geometrical and algebraical aspects in several complex variables. Sem. Conf, Vol. 8, 13-18 p.Article in journal (Refereed)
  • 36.
    Fällström, Anders
    et al.
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Backlund, Ulf
    Counterexamples to the Gleason Problem1998In: Ann. Scuola Norm. Sup. Pisa. Cl. Sci. (4), Vol. XXVI, 595-603 p.Article in journal (Refereed)
  • 37.
    Fällström, Anders
    et al.
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics. Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Backlund, Ulf
    The polynomial hull of unions of convex sets in Cn1996In: Colloquium Mathematicum, Vol. LXX, no 1, 7-11 p.Article in journal (Refereed)
  • 38.
    Gustavson, Fred G.
    et al.
    Umeå University, Faculty of Science and Technology, Department of Computing Science. IBM T.J. Watson Research Center, New York, USA.
    Herrero, Jose R.
    Morancho, Enric
    A Square Block Format for Symmetric Band Matrices2014In: Parallel Processing and Applied Mathematics: 10th International Conference, PPAM 2013 Warsaw, Poland, September 8–11, 2013, Revised Selected Papers, Part I / [ed] Wyrzykowski, R Dongarra, J Karczewski, K Wasniewski, J, Springer Berlin/Heidelberg, 2014, 683-689 p.Conference paper (Refereed)
    Abstract [en]

    This contribution describes a Square Block, SB, format for storing a banded symmetric matrix. This is possible by rearranging "in place" LAPACK Band Layout to become a SB layout: store submatrices as a set of square blocks. The new format reduces storage space, provides higher locality of memory accesses, results in regular access patterns, and exposes parallelism.

  • 39. Hansbo, Peter
    et al.
    Larson, Mats G.
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Zahedi, Sara
    STABILIZED FINITE ELEMENT APPROXIMATION OF THE MEAN CURVATURE VECTOR ON CLOSED SURFACES2015In: SIAM Journal on Numerical Analysis, ISSN 0036-1429, E-ISSN 1095-7170, Vol. 53, no 4, 1806-1832 p.Article in journal (Refereed)
    Abstract [en]

    The mean curvature vector of a surface is obtained by letting the Laplace-Beltrami operator act on the embedding of the surface in R-3. In this contribution we develop a stabilized finite element approximation of the mean curvature vector of certain piecewise linear surfaces which enjoys first order convergence in L-2. The stabilization involves the jump in the tangent gradient in the direction of the outer co-normals at each edge in the surface mesh. We consider both standard meshed surfaces and so-called cut surfaces that are level sets of piecewise linear distance functions. We prove a priori error estimates and verify the theoretical results numerically.

  • 40. Hashorva, Enkelejd
    et al.
    Mishura, Yuliya
    Seleznjev, Oleg
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Boundary non-crossing probabilities for fractional Brownian motion with trend2015In: Stochastics: An International Journal of Probablitiy and Stochastic Processes, ISSN 1744-2508, E-ISSN 1744-2516, Vol. 87, no 6, 946-965 p.Article in journal (Refereed)
    Abstract [en]

    In this paper, we investigate the boundary non-crossing probabilities of a fractional Brownian motion considering some general deterministic trend function. We derive bounds for non-crossing probabilities and discuss the case of a large trend function. As a by-product, we solve a minimization problem related to the norm of the trend function.

  • 41. Hashorva, Enkelejd
    et al.
    Seleznjev, Oleg
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Tan, Zhongquan
    Approximation of maximum of Gaussian random fields2018In: Journal of Mathematical Analysis and Applications, ISSN 0022-247X, E-ISSN 1096-0813, Vol. 457, no 1, 841-867 p.Article in journal (Refereed)
    Abstract [en]

    This contribution is concerned with Gumbel limiting results for supremum M-n = sup(t epsilon[0,Tn])X(n)(t)vertical bar with X (n) ,n epsilon N-2 centered Gaussian random fields with continuous trajectories. We show first the convergence of a related point process to a Poisson point process thereby extending previous results obtained in [8] for Gaussian processes. Furthermore, we derive Gumbel limit results for M-n as n -> infinity and show a second-order approximation for E{M-n(p)}(1/p) for any p >= 1.

  • 42.
    Hed, Lisa
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    The plurisubharmonic Mergelyan property2012Doctoral thesis, monograph (Other academic)
    Abstract [en]

    In this thesis, we study two different kinds of approximation of plurisubharmonic functions.

    The first one is a Mergelyan type approximation for plurisubharmonic functions. That is, we study which domains in C^n have the property that every continuous plurisubharmonic function can be uniformly approximated with continuous and plurisubharmonic functions defined on neighborhoods of the domain. We will improve a result by Fornaess and Wiegerinck and show that domains with C^0-boundary have this property. We will also use the notion of plurisubharmonic functions on compact sets when trying to characterize those continuous and plurisubharmonic functions that can be approximated from outside. Here a new kind of convexity of a domain comes in handy, namely those domains in C^n that have a negative exhaustion function that is plurisubharmonic on the closure. For these domains, we prove that it is enough to look at the boundary values of a plurisubharmonic function to know whether it can be approximated from outside.

    The second type of approximation is the following: we want to approximate functions u that are defined on bounded hyperconvex domains Omega in C^n and have essentially boundary values zero and bounded Monge-Ampère mass, with increasing sequences of certain functions u_j that are defined on strictly larger domains. We show that for certain conditions on Omega, this is always possible. We also generalize this to functions with given boundary values. The main tool in the proofs concerning this second approximation is subextension of plurisubharmonic functions.

  • 43.
    Hellström, Lars
    Umeå University, Faculty of Science and Technology, Department of mathematics.
    The Diamond Lemma for Power Series Algebras2002Doctoral thesis, monograph (Other academic)
    Abstract [en]

    The main result in this thesis is the generalisation of Bergman's diamond lemma for ring theory to power series rings. This generalisation makes it possible to treat problems in which there arise infinite descending chains. Several results in the literature are shown to be special cases of this diamond lemma and examples are given of interesting problems which could not previously be treated. One of these examples provides a general construction of a normed skew field in which a custom commutation relation holds.

    There is also a general result on the structure of totally ordered semigroups, demonstrating that all semigroups with an archimedean element has a (up to a scaling factor) unique order-preserving homomorphism to the real numbers. This helps analyse the concept of filtered structure. It is shown that whereas filtered structures can be used to induce pretty much any zero-dimensional linear topology, a real-valued norm suffices for the definition of those topologies that have a reasonable relation to the multiplication operation.

    The thesis also contains elementary results on degree (as of polynomials) functions, norms on algebras (in particular ultranorms), (Birkhoff) orthogonality in modules, and construction of semigroup partial orders from ditto quasiorders.

  • 44. Johansson, A.
    et al.
    Chaudhry, J. H.
    Carey, V.
    Estep, D.
    Ginting, V.
    Larson, Mats G
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    Tavener, S.
    Adaptive finite element solution of multiscale PDE-ODE systems2015In: Computer Methods in Applied Mechanics and Engineering, ISSN 0045-7825, E-ISSN 1879-2138, Vol. 287, 150-171 p.Article in journal (Refereed)
    Abstract [en]

    We consider adaptive finite element methods for a multiscale system consisting of a macroscale model comprising a system of reaction-diffusion partial differential equations coupled to a microscale model comprising a system of nonlinear ordinary differential equations. A motivating example is modeling the electrical activity of the heart taking into account the chemistry inside cells in the heart. Such multiscale models are computationally challenging due to the multiple scales in time and space that are involved. We describe a mathematically consistent approach to couple the microscale and macroscale models based on introducing an intermediate "coupling scale". Since the ordinary differential equations are defined on a much finer spatial scale than the finite element discretization for the partial differential equation, we introduce a Monte Carlo approach to sampling the fine scale ordinary differential equations. We derive goal-oriented a posteriori error estimates for quantities of interest computed from the solution of the multiscale model using adjoint problems and computable residuals. We distinguish the errors in time and space for the partial differential equation and the ordinary differential equations separately and include errors due to the transfer of the solutions between the equations. The estimate also includes terms reflecting the sampling of the microscale model. Based on the accurate error estimates, we devise an adaptive solution method using a "blockwise" approach. The method and estimates are illustrated using a realistic problem.

  • 45.
    Jonsson, Tobias
    Umeå University, Faculty of Science and Technology, Department of Physics. FOI.
    Boundary conditions for modeling deposition in a stochastic Lagrangian particle model2015Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The Swedish defence agency (FOI) has developed a particle model (called Pello) that simulates the dispersion of aerosols and gases. At the boundaries, such as the ground, the particles can either reflect back into the domain (the atmosphere) or be absorbed. Which of the events that occurs is decided by a certain probability, which in the present model depends on mere physical properties. In this thesis we have investigated a newly proposed boundary behaviour which also depends on the time step used in the numerical simulations. We verified the accuracy of the new model by using a dispersion model with an explicit solution. To gain a better understanding of how important parameters at the boundary influence each other, we performed a sensitivity analysis.

    Simulations showed an overall improving concentration profile as the time step became smaller and the new model working well. The convergence order of the simulations was found to be close to 0.5. In this thesis we have shown that there exist an upper limit for the time step, which depends on the specific model. The present used time step at FOI does not have this versatile property. But having this upper limit for the time step close to the boundary, and a uniform time step can be time demanding. This lead us to the conclusion that an adaptive time step should be implemented.

  • 46. Kalisch, Henrik
    et al.
    Moldabayev, Daulet
    Verdier, Olivier
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    A numerical study of nonlinear dispersive wave models with SpecTraVVave2017In: Electronic Journal of Differential Equations, ISSN 1550-6150, E-ISSN 1072-6691, 1-23 p., 62Article in journal (Refereed)
    Abstract [en]

    In nonlinear dispersive evolution equations, the competing effects of nonlinearity and dispersion make a number of interesting phenomena possible. In the current work, the focus is on the numerical approximation of traveling-wave solutions of such equations. We describe our efforts to write a dedicated Python code which is able to compute traveling-wave solutions of nonlinear dispersive equations in a very general form. The Spec TraVVave code uses a continuation method coupled with a spectral projection to compute approximations of steady symmetric solutions of this equation. The code is used in a number of situations to gain an understanding of traveling-wave solutions. The first case is the Whitham equation, where numerical evidence points to the conclusion that the main bifurcation branch features three distinct points of interest, namely a turning point, a point of stability inversion, and a terminal point which corresponds to a cusped wave. The second case is the so-called modified Benjamin-Ono equation where the interaction of two solitary waves is investigated. It is found that two solitary waves may interact in such a way that the smaller wave is annihilated. The third case concerns the Benjamin equation which features two competing dispersive operators. In this case, it is found that bifurcation curves of periodic traveling-wave solutions may cross and connect high up on the branch in the nonlinear regime.

  • 47.
    Karlsson, Jesper
    Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
    The Oka-Weil Theorem2017Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    We give a proof of the Oka-Weil theorem which states that on compact, polynomially convex subsets of Cn, holomorphic functions can be approximated uniformly by holomorphic polynomials.

  • 48.
    Kemppe, Berit
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    An ordering of measures induced by plurisubharmonic functionsManuscript (preprint) (Other academic)
    Abstract [en]

    We study an ordering of measures induced by plurisubharmonic functions. This ordering arises naturally in connection with problems related to negative plurisubharmonic functions. We study maximality with respect to the ordering and a related notion of minimality for certain plurisubharmonic functions. The ordering is then applied to the problem of weak*-convergence of measures, in particular Monge-Ampère measures.

  • 49.
    Kemppe, Berit
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    Boundary values of plurisubharmonic functions and related topics2009Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    This thesis consists of three papers concerning problems related to plurisubharmonic functions on bounded hyperconvex domains, in particular boundary values of such functions. The papers summarized in this thesis are:* Paper I Urban Cegrell and Berit Kemppe, Monge-Ampère boundary measures, Ann. Polon. Math. 96 (2009), 175-196.* Paper II Berit Kemppe, An ordering of measures induced by plurisubharmonic functions, manuscript (2009).* Paper III Berit Kemppe, On boundary values of plurisubharmonic functions, manuscript (2009).In the first paper we study a procedure for sweeping out Monge-Ampère measures to the boundary of the domain. The boundary measures thus obtained generalize measures studied by Demailly. A number of properties of the boundary measures are proved, and we describe how boundary values of bounded plurisubharmonic functions can be associated to the boundary measures.In the second paper, we study an ordering of measures induced by plurisubharmonic functions. This ordering arises naturally in connection with problems related to negative plurisubharmonic functions. We study maximality with respect to the ordering and a related notion of minimality for certain plurisubharmonic functions. The ordering is then applied to problems of weak*-convergence of measures, in particular Monge-Ampère measures.In the third paper we continue the work on boundary values in a more general setting than in Paper I. We approximate measures living on the boundary with measures on the interior of the domain, and present conditions on the approximation which makes the procedure suitable for defining boundary values of certain plurisubharmonic functions.

  • 50.
    Kemppe, Berit
    Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
    On boundary values of plurisubharmonic functionsManuscript (preprint) (Other academic)
    Abstract [en]

    In this paper we describe how boundary values of bounded plurisubharmonic functions can be defined in terms of measures with support on the boundary. We do this by approximating the boundary measures with measures on the interior of the domain, and present conditions on the approximation which makes the procedure suitable for defining boundary values of certain plurisubharmonic functions.

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