Change search
Refine search result
3456789 251 - 300 of 2988
Cite
Citation style
• apa
• harvard1
• ieee
• modern-language-association-8th-edition
• vancouver
• Other style
More styles
Language
• de-DE
• en-GB
• en-US
• fi-FI
• nn-NO
• nn-NB
• sv-SE
• Other locale
More languages
Output format
• html
• text
• asciidoc
• rtf
Rows per page
• 5
• 10
• 20
• 50
• 100
• 250
Sort
• Standard (Relevance)
• Author A-Ö
• Author Ö-A
• Title A-Ö
• Title Ö-A
• Publication type A-Ö
• Publication type Ö-A
• Issued (Oldest first)
• Created (Oldest first)
• Last updated (Oldest first)
• Disputation date (earliest first)
• Disputation date (latest first)
• Standard (Relevance)
• Author A-Ö
• Author Ö-A
• Title A-Ö
• Title Ö-A
• Publication type A-Ö
• Publication type Ö-A
• Issued (Oldest first)
• Created (Oldest first)
• Last updated (Oldest first)
• Disputation date (earliest first)
• Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the 'Create feeds' function.
• 251.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
Fast, Globally Converging Algorithms for Spectral Moments ProblemsManuscript (preprint) (Other academic)

In this paper, we consider the matricial version of generalized moment problem with degree constraint. Specifically we focus on computing the solution that minimize the Kullback-Leibler criterion. Several strategies to find such optimum via descent methods are considered and their convergence studied. In particular a parameterization with better numerical properties is derived from a spectral factorization problem. Such parameterization, in addition to guaranteeing descent methods to be globally convergent, it appears to be very reliable in practice.

• 252.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
Spectral Moment Problems: Generalizations, Implementation and Tuning2011Doctoral thesis, comprehensive summary (Other academic)

Spectral moment interpolation find application in a wide array of use cases: robust control, system identification, model reduction to name the most notable ones. This thesis aims to expand the theory of such methods in three different directions. The first main contribution concerns the practical applicability. From this point of view various solving algorithm and their properties are considered. This study lead to identify a globally convergent method with excellent numerical properties. The second main contribution is the introduction of an extended interpolation problem that allows to model ARMA spectra without any explicit information of zero’s positions. To this end it was necessary for practical reasons to consider an approximated interpolation insted. Finally, the third main contribution is the application to some problems such as graphical model identification and ARMA spectral approximation.

• 253.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
ARMA Identification of Graphical Models2013In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 58, no 5, p. 1167-1178Article in journal (Refereed)

Consider a Gaussian stationary stochastic vector process with the property that designated pairs of components are conditionally independent given the rest of the components. Such processes can be represented on a graph where the components are nodes and the lack of a connecting link between two nodes signifies conditional independence. This leads to a sparsity pattern in the inverse of the matrix-valued spectral density. Such graphical models find applications in speech, bioinformatics, image processing, econometrics and many other fields, where the problem to fit an autoregressive (AR) model to such a process has been considered. In this paper we take this problem one step further, namely to fit an autoregressive moving-average (ARMA) model to the same data. We develop a theoretical framework and an optimization procedure which also spreads further light on previous approaches and results. This procedure is then applied to the identification problem of estimating the ARMA parameters as well as the topology of the graph from statistical data.

• 254.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Analys av variabler som påverkar lönsamheten i gymbranschen med multipel linjär regression2015Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis

This thesis combines mathematical statistics with industrial economics and management to examine the profitability of the fitness industry in Sweden. The study was conducted with a dozen fitness businesses and the data mainly consisted of the companies’ annual reports from 2009 to 2014. The operating margin is the measure for profitability used in the calculations. A survey was conducted with multiple linear regressions to identify explanatory variables that affect the profitability and the extent of influence by these variables. The results of the regression analysis are discussed from economic aspects. This thesis contributes with strategic conclusions to the development of a business model for new and existing fitness businesses that aim to maximize profitability. The thesis can also be used as a tool in strategic development and give insight to how companies should approach the market. It includes an analysis of the competitive forces and external factors that may affect companies in the industry. Risk factors and growth opportunities are taken into account in the discussion about how companies can finance their operations. The regression analysis concludes that it is primarily the factors that affect the companies’ revenues and costs that have a significant impact on profitability. However, the results of the thesis also indicate that qualitative factors have a major impact on profitability.

• 255. Ayyer, Arvind
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Some genelalized juggling processes (extended abstract)2015In: DMTCS proc. FPSAC'15, Nancy, France, 2015, p. 925-936Conference paper (Refereed)

We consider generalizations of juggling Markov chains introduced by Ayyer, Bouttier, Corteel and Nunzi. We first study multispecies generalizations of all the finite models therein, namely the MJMC, the add-drop and the annihilation models. We then consider the case of several jugglers exchanging balls. In all cases, we give explicit product formulas for the stationary probability and closed-form expressions for the normalization factor if known.

• 256. Ayyer, Arvind
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
An inhomogeneous multispecies TASEP on a ring2014In: Advances in Applied Mathematics, ISSN 0196-8858, E-ISSN 1090-2074, Vol. 57, p. 21-43Article in journal (Refereed)

We reinterpret and generalize conjectures of Lam and Williams as statements about the stationary distribution of a multispecies exclusion process on the ring. The central objects in our study are the multiline queues of Ferrari and Martin. We make some progress on some of the conjectures in different directions. First, we prove Lam and Williams' conjectures in two special cases by generalizing the rates of the Ferrari-Martin transitions. Secondly, we define a new process on multiline queues, which have a certain minimality property. This gives another proof for one of the special cases; namely arbitrary jump rates for three species.

• 257. Ayyer, Arvind
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Correlations in the multispecies tasep and a conjecture by Lam2017In: Transactions of the American Mathematical Society, ISSN 0002-9947, E-ISSN 1088-6850, Vol. 369, no 2, p. 1097-1125Article in journal (Refereed)

We study correlations in the multispecies TASEP on a ring. Results on the correlation of two adjacent points prove two conjectures by Thomas Lam on (a) the limiting direction of a reduced random walk in (A) over tilde (n-1) and (b) the asymptotic shape of a random integer partition with no hooks of length n, a so called n-core. We further investigate two-point correlations far apart and three-point nearest neighbour correlations and prove explicit formulas in almost all cases. These results can be seen as a finite strengthening of correlations in the TASEP speed process by Amir, Angel and Valko. We also give conjectures for certain higher order nearest neighbour correlations. We find an unexplained independence property (provably for two points, conjecturally for more points) between points that are closer in position than in value that deserves more study.

• 258.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
Optimering av ett kösystem på IKEA Kungens Kurva2015Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis

Detta arbete har undersökt hur många betjäningsstationer avdelningen Byten och Återköp på IKEA Kungens Kurva behöver för att nå en förväntad kötid inom nio minuter.  Arbetet är uppdelat i en kvantitativ del samt en kvalitativ del.

Den kvantitativa delen av arbetet besvarade den matematiska frågeställningen där kön var modellerad enligt ett M|M|c-­‐system med Poissonfördelade ankomstintensiteter samt exponentialfördelade betjäningsintensiteter.  Resultatet var baserat på data från januari 2015.  I första hand reglerades antal betjäningsstationer för att nå en förväntad kötid under nio minuter.  I andra hand reglerades betjäningsintensiteten, om kötiden ännu inte uppnåtts.  Den kvalitativa delen av arbetet baserades på ett teoretiskt ramverk gällande Customer Relationship Management samt intervjuer med Avdelningschefen och Kundrelationschefen på IKEA Kungens Kurva.  Arbetets slutsats baserades på resultat från både den kvantitativa och den kvalitativa delen av arbetet.

Det matematiska resultatet presenterar antalet öppna betjäningsstationer som krävdes timme för timme under vardagar respektive helger för att nå en förväntad kötid under nio minuter.  Slutsatsen är att i de fall där den förväntade kötiden var strax över nio minuter kommer detta inte påverka kundrelationen, så länge en god betjäning ges, medan det matematiska resultatet bör tillämpas om den förväntade kötiden är långt över nio minuter.

• 259.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
Recognition from collections of local features2012Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

An image matching system for object recognition in scenes of varying complexity was constructed in Matlab for evaluating the recognition quality of two types of image features: SURF (Speeded-Up Robust Features) and SIFT (Scale Invariant Feature Transform) using the affine Hough matching algorithm for finding matches between training and test images.

In the experimental part of the thesis, the matching was algorithm tested for varying number of image features extracted from the train and test images, namely 1000, 2000 and 3000 interest points. These experiments were carried out against 9 objects of different complexity, including difficulties such as repeating patterns on the image, down and upscaling of the object, cluttered scenes, silhouette features, partly occluded object and multiple known objects in the scene.

The work provides the directions for improvement of the given view-based recognition algorithm and suggests other possible ways to perform the object matching with higher quality.

• 260. Babuska, I.
KTH, School of Computer Science and Communication (CSC), Numerical Analysis, NA.
A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria2008In: Computer Methods in Applied Mechanics and Engineering, ISSN 0045-7825, E-ISSN 1879-2138, Vol. 197, no 29-32, p. 2517-2539Article in journal (Refereed)

This work describes a solution to the validation challenge problem posed at the SANDIA Validation Challenge Workshop, May 21-23, 2006, NM. It presents and applies a general methodology to it. The solution entails several standard steps, namely selecting and fitting several models to the available prior information and then sequentially rejecting those which do not perform satisfactorily in the validation and accreditation experiments. The rejection procedures are based on Bayesian updates, where the prior density is related to the current candidate model and the posterior density is obtained by conditioning on the validation and accreditation experiments. The result of the analysis is the computation of the failure probability as well as a quantification of the confidence in the computation, depending on the amount of available experimental data.

• 261. Babuska, I.
KTH, School of Computer Science and Communication (CSC), Numerical Analysis, NA.
Formulation of the static frame problem2008In: Computer Methods in Applied Mechanics and Engineering, ISSN 0045-7825, E-ISSN 1879-2138, Vol. 197, no 29-32, p. 2496-2499Article in journal (Refereed)

This report describes a static framework validation challenge problem used in the SANDIA Validation Challenge Workshop, May 21-23, 2006. The challenge problem has clear engineering character, is simple to state and allows many different approaches to solve it. The regulatory assessment problem is to estimate the probability of a given vertical displacement to exceed a prescribed threshold.

• 262. Babuska, I.
KTH, Superseded Departments, Numerical Analysis and Computer Science, NADA.
Galerkin finite element approximations of stochastic elliptic partial differential equations2004In: SIAM Journal on Numerical Analysis, ISSN 0036-1429, E-ISSN 1095-7170, Vol. 42, no 2, p. 800-825Article in journal (Refereed)

We describe and analyze two numerical methods for a linear elliptic problem with stochastic coefficients and homogeneous Dirichlet boundary conditions. Here the aim of the computations is to approximate statistical moments of the solution, and, in particular, we give a priori error estimates for the computation of the expected value of the solution. The first method generates independent identically distributed approximations of the solution by sampling the coefficients of the equation and using a standard Galerkin finite element variational formulation. The Monte Carlo method then uses these approximations to compute corresponding sample averages. The second method is based on a finite dimensional approximation of the stochastic coefficients, turning the original stochastic problem into a deterministic parametric elliptic problem. A Galerkin finite element method, of either the h- or p-version, then approximates the corresponding deterministic solution, yielding approximations of the desired statistics. We present a priori error estimates and include a comparison of the computational work required by each numerical approximation to achieve a given accuracy. This comparison suggests intuitive conditions for an optimal selection of the numerical approximation.

• 263.
Mainz University, Department of Mathematics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.). KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Dynamical Symmetries in Supersymmetric Matrix2008In: Documenta Mathematica, ISSN 1431-0635, E-ISSN 1431-0643, Vol. 13, p. 103-116Article in journal (Refereed)

We reveal a dynamical SU(2) symmetry in the asymptotic description of supersymmetric matrix models. We also consider a recursive approach for determining the ground state, and point out some additional properties of the model(s).

• 264. Bachas, Constantin
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
Nahm's equations, {$\scr N=1^*$} domain walls, and {D}-strings in {${\rm AdS}_5\times S_5$}2001In: Journal of High Energy Physics (JHEP), ISSN 1126-6708, E-ISSN 1029-8479, no 7, p. Paper 41,28-Article in journal (Refereed)

We consider the following two problems: classical domain walls in the = 1* mass deformation of the maximally supersymmetric Yang Mills theory, and D-strings as external magnetic sources in the context of the AdS/CFT correspondence. We show that they are both described by Nahm's equations with unconventional boundary conditions, and analyze the relevant moduli space of solutions. We argue that general `fuzzy sphere' configurations of D-strings in AdS5 correspond to Wilson-'t Hooft lines in higher representations of the dual SU(n) gauge theory.

• 265.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Valuation of Contingent Convertible Bonds2016Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis

Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. With the increased capital requirements of the Basel III directive, contingent capital enables banks to increase their capitalization without issuing expensive equity. Also, in times of historically low interest rates, these instruments might be interesting for investors in search of higher yields, as well as long term investors wanting to implement countercyclical investment strategies. However, due to the high complexity of these instruments, valuation has proven diffcult. The purpose of this thesis is to value instruments contingent on the bank's common equity tier 1 to risk-weighted assets ratio. We build our model upon the work of Glasserman & Nouri (2012), and extend it to include contingency on risk-weighted assets, instant non-continuous conversion to equity, and a combination of fixed imposed loss and fixed conversion price as terms of conversion. We use a capital structure model in continuous time to define asset dynamics, asset claims and the event of conversion and liquidation of the bank. Thereafter we use two important results from Glasserman & Nouri (2012) to value the discounted cash flows to holders of debt and contingent debt. From this, we arrive at closed form solutions for the coupon rates of these securities.

• 266. Backelin, Jörgen
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Parity splits by triple point distances in X-trees2006In: Annals of Combinatorics, ISSN 0218-0006, E-ISSN 0219-3094, Vol. 10, no 1, p. 1-18Article in journal (Refereed)

At the conference Dress defined parity split maps by triple point distance and asked for a characterisation of such maps coming from binary phylogenetic X-trees. This article gives an answer to that question. The characterisation for X-trees can be easily described as follows: If all restrictions of a split map to sets of five or fewer elements is a parity split map for an X-tree, then so is the entire map. To ensure that the parity split map comes from an X-tree which is binary and phylogenetic, we add two more technical conditions also based on studying at most five points at a time.

• 267.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Dependence Modelling and Risk Analysis in a Joint Credit-Equity Framework2015Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

This thesis is set in the intersection between separate types of financial markets, with emphasis on joint risk modelling. Relying on empirical findings pointing toward the ex- istence of dependence across equity and corporate debt markets, a simulation framework intended to capture this property is developed. A few different types of models form building blocks of the framework, including stochastic processes describing the evolution of equity and credit risk factors in continuous time, as well as a credit rating based model, providing a mechanism for imposing dependent credit migrations and defaults for firms participating in the market. A flexible modelling framework results, proving capable of generating dependence of varying strength and shape, across as well as within studied markets. Particular focus is given to the way markets interact in the tails of the distributions. By means of simulation, it is highlighted that dependence as produced by the model tends to spread asymmetrically with simultaneously extreme outcomes occurring more frequently in lower than in upper tails. Attempts to fit the model to observed market data featuring historical stock index and corporate bond index values are promising as both marginal distributions and dependence connecting the investigated asset types appear largely replicable, although we conclude further validation remains.

• 268.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Numerical Analysis, NA.
Numerical simulation of an inertial spheroidal particle in Stokes flow2015Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

Particle suspensions occur in many situations in nature and industry. In this master’s thesis, the motion of a single rigid spheroidal particle immersed in Stokes flow is studied numerically using a boundary integral method and a new specialized quadrature method known as quadrature by expansion (QBX). This method allows the spheroid to be massless or inertial, and placed in any kind of underlying Stokesian flow.

A parameter study of the QBX method is presented, together with validation cases for spheroids in linear shear flow and quadratic flow. The QBX method is able to compute the force and torque on the spheroid as well as the resulting rigid body motion with small errors in a short time, typically less than one second per time step on a regular desktop computer. Novel results are presented for the motion of an inertial spheroid in quadratic flow, where in contrast to linear shear flow the shear rate is not constant. It is found that particle inertia induces a translational drift towards regions in the fluid with higher shear rate.

• 269. Baier, Stephan
ON PRIMES IN QUADRATIC PROGRESSIONS2009In: International Journal of Number Theory, ISSN 1793-0421, Vol. 5, no 6, p. 1017-1035Article in journal (Refereed)

We verify the Hardy-Littlewood conjecture on primes in quadratic progressions on average. The results in the present paper significantly improve those of a previous paper by the authors [3].

• 270. Baker, Matthew
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Bitangents of tropical plane quartic curves2016In: Mathematische Zeitschrift, ISSN 0025-5874, E-ISSN 1432-1823, Vol. 282, no 3-4, p. 1017-1031Article in journal (Refereed)

We study smooth tropical plane quartic curves and show that they satisfy certain properties analogous to (but also different from) smooth plane quartics in algebraic geometry. For example, we show that every such curve admits either infinitely many or exactly 7 bitangent lines. We also prove that a smooth tropical plane quartic curve cannot be hyperelliptic.

KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Whitney-Holder continuity of the SRB measure for transversal families of smooth unimodal maps2015In: Inventiones Mathematicae, ISSN 0020-9910, E-ISSN 1432-1297, Vol. 201, no 3, p. 773-844Article in journal (Refereed)

We consider families of nondegenerate unimodal maps. We study the absolutely continuous invariant probability (SRB) measure of , as a function of on the set of Collet-Eckmann (CE) parameters: Upper bounds: Assuming existence of a transversal CE parameter, we find a positive measure set of CE parameters , and, for each , a set of polynomially recurrent parameters containing as a Lebesgue density point, and constants , , so that, for every -Holder function , In addition, for all , the renormalisation period of satisfies , and there are uniform bounds on the rates of mixing of for all with . If , the set contains almost all CE parameters. Lower bounds: Assuming existence of a transversal mixing Misiurewicz-Thurston parameter , we find a set of CE parameters accumulating at , a constant , and a function , so that C vertical bar t - t(0)vertical bar(1/2) >= vertical bar integral A(0)d mu(t) - integral A(0)d mu(t0) vertical bar >= C-1 vertical bar t - t(0)vertical bar(1/2), for all t is an element of Delta(MT)'.

• 272.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
On Constructing a Market Consistent Economic Scenario Generator2011Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
• 273. Balinsky, A.
KTH, Superseded Departments, Mathematics.
Generalized Hardy inequality for the magnetic Dirichlet forms2004In: Journal of statistical physics, ISSN 0022-4715, E-ISSN 1572-9613, Vol. 116, no 4-Jan, p. 507-521Article in journal (Refereed)

We obtain lower bounds for the magnetic Dirichlet form in dimensions d greater than or equal to 2. For d = 2 the results generalize a well known lower bound by the magnetic field strength: we replace the actual magnetic field B by an non-vanishing effective field which decays outside the support of B as dist( x, supp B)(-2). In the case d greater than or equal to 3 we establish that the magnetic form is bounded from below by the magnetic field strength, if one assumes that the field does not vanish and its direction is slowly varying.

• 274.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Cauchy Integrals Method in the Study of Perturbations of Operators2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

We show that functions which are analytic on the open unit disc and fulfil the Hölder condition of order r  there, where r lies in the interval (0,1), are operator Hölder of order r on the set of all linear contractions on a Hilbert space. Further, it is known that analytic Lipschitz functions on the unit disc need not be operator Lipschitz. We show that under a certain additional integral condition, these functions are operator Lipschitz. The two results are shown by tools from operator theory including the Spectral theorem and dilations of contractions.

We also solve a problem related to theory of dilations which was arisen on a mathematical question- and answer site. More specificaly we show that, for a certain operator-valued polynomial, the von Neumann inequality is false.

• 275. Ball, Joseph A.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
Extension of the nu-metric2012In: Complex Analysis and Operator Theory, ISSN 1661-8254, E-ISSN 1661-8262, Vol. 6, no 1, p. 65-89Article in journal (Refereed)

We extend the nu-metric introduced by Vinnicombe in robust control theory for rational plants to the case of infinite-dimensional systems/classes of nonrational transfer functions.

• 276.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
Modelling and Control of a Fixed-wing UAV for Landings on Mobile Landing Platforms2015Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

Landing on mobile landing platforms could eliminate the need for landing gear. This would particularly benefit high altitude solar UAV, which typically have a very limited payload. Such landings would however require a precise and decoupled control of the UAV’s altitude and speed. In this thesis, a small UAV is modelled, and a flight control system suitable for such landings is developed.

The aerodynamic properties of the UAV were estimated using the vortex lattice method. Propeller performance data was obtained from the manufacturer and used in the propulsion model. The complete UAV model was validated using data from test flights. A comparison of period and damping of the dynamic modes showed a good agreement (<10% error) with the flight data, except for the phugoid damping, which was too low in the model.

The model was used to design two flight control systems, one consisting of three SISO loops for altitude, airspeed and course; and another using a TECS-based controller for airspeed and altitude. Extensive testing in simulation and flight revealed a superior performance of the TECS-based controller, especially in the ability to decouple altitude and airspeed responses.

• 277.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Numerical Analysis, NA.
Parallelisation and Performance Analysis of a TreeSPH Code for Galaxy Simulations2014Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

In cosmological simulations, the Lagrangian method Smoothed Particle Hydrodynamics is often applied to cover gas dynamics and combined with tree algorithms for long-range potentials like the Barnes-Hut method to include self-gravity and derive the nearest neighbour lists efficiently. In this thesis, a so-called TreeSPH code is parallelized by using MPI and subsequently the performance is analysed. For the domain decomposition to the processes, the structure of an octree is examined and space filling curves are applied to achieve well-working dynamical load balancing. For an efficient parallel SPH calculation, a novel method with a localised boundary handling is proposed to reduce communication overhead

• 278. Bank, Efrat
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
PRIME POLYNOMIALS IN SHORT INTERVALS AND IN ARITHMETIC PROGRESSIONS2015In: Duke mathematical journal, ISSN 0012-7094, E-ISSN 1547-7398, Vol. 164, no 2, p. 277-295Article in journal (Refereed)

In this paper we establish function field versions of two classical conjectures on prime numbers. The first says that the number of primes in intervals (x,x x(is an element of)] is about x(is an element of)/logx. The second says that the number of primes p < x in the arithmetic progression p equivalent to a (mod d), for d < x(1-delta), is about pi(x)/phi(d), where phi is the Euler totient function. More precisely, for short intervals we prove: Let k be a fixed integer Then pi(q)(I(f,is an element of)) similar to #I(f,is an element of)/k, q -> infinity holds uniformly for all prime powers q, degree k monic polynomials is an element of F-a[t] and is an element of(0)(f, q) <= is an element of, where is an element of(0) is either 1/k, or 2/k if p vertical bar k(k-1), or 3/k if further p = 2 and deg f ' <= 1. Here I (f, is an element of) = {g is an element of F-q[t] vertical bar deg( f - g) <= is an element of deg f }, and pi(q)(I(f, is an element of)) denotes the number of prime polynomials in I (f, 6). We show that this estimation fails in the neglected cases. For arithmetic progressions we prove: let k be a fixed integer. Then pi(q)(k; D,f) similar to pi(q)(k)/phi(D), q -> infinity, holds uniformly for all relatively prime polynomials D, f is an element of F-q[t] satisfying parallel to D parallel to <= q(k)(1-(delta 0)) where delta(0) is either 3/k or 4/k if p = 2 and (f /D)' is a constant. Here pi(q)(k) is the number of degree k prime polynomials and pi(a)(k; D, f) is the number of such polynomials in the arithmetic progression P equivalent to f (mod D). We also generalize these results to arbitrary factorization types.

• 279.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
Transport- och logistikoptimering för Delsbo Candle AB2016Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis

The third-party logistics market is rapidly growing in Sweden with actors situated all over the country. Nonetheless are companies that are interested in outsourcing parts of their logistic operation not always certain which actors to choose. A company that faces this particular decision is candle manufacturer Delsbo Candle. This project explores Delsbo Candle’s existing organisation structure and it’s conditions and limitations, followed by a presentation of a global optimal solution from a cost-effective perspective. The global optimal solution consists of using three third-party logistics actors situated in Stockholm, Norrköping och Jönköping with a minimal transport and handling cost of 45 986 kr a month.

Furthermore the project explores the concurrence between Delsbo Candle’s organisation structure and the effects of outsourcing from an organisational perspective. The analysis shows that there is a risk that Delsbo Candle will be exposed to delay in decision making and loss of strategically important knowledg

• 280.
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering (EES), Communication Theory.
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering (EES), Communication Theory. KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
Rate allocation for quantized control over noisy channels2009In: Final Proceedings of the 2009 7th International Symposium on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks, 2009, Vol. WiOpt 2009, p. 595-603Conference paper (Refereed)

To achieve satisfactory overall performance, optimal rate allocation in a networked control system with highly limited communication resources is instrumental. In this paper, a rate allocation technique for state feedback control in linear dynamic systems over a noisy channel is proposed. The method consists of two steps: (i) the overall cost is expressed as a function of rates at all time instants by means of high-rate quantization theory, and (ii) a constrained optimization problem to minimize the overall distortion is solved. It is shown that a non-uniform quantization is in general the best strategy for state feedback control over noisy channels. Monte Carlo simulations illustrate the proposed scheme, which is shown to have good performance when compared to arbitrarily selected rate allocations.

• 281. Bao, Z.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Local Law of Addition of Random Matrices on Optimal Scale2017In: Communications in Mathematical Physics, ISSN 0010-3616, E-ISSN 1432-0916, Vol. 349, no 3, p. 947-990Article in journal (Refereed)

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix.

• 282. Bao, Zhigang
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Convergence rate for spectral distribution of addition of random matrices2017In: Advances in Mathematics, ISSN 0001-8708, E-ISSN 1090-2082, Vol. 319, p. 251-291Article in journal (Refereed)
• 283. Barak, B.
KTH, School of Computer Science and Communication (CSC), Theoretical Computer Science, TCS.
Making the long code shorter2015In: SIAM journal on computing (Print), ISSN 0097-5397, E-ISSN 1095-7111, Vol. 44, no 5, p. 1287-1324Article in journal (Refereed)

The long code is a central tool in hardness of approximation especially in questions related to the Unique Games Conjecture. We construct a new code that is exponentially more efficient but can still be used in many of these applications. Using the new code we obtain exponential improvements over several known results including the following: (1) For any ε &gt; 0, we show the existence of an n-vertex graph G where every set of o(n) vertices has expansion 1-ε but G's adjacency matrix has more than exp(logδ n) eigenvalues larger than 1 - ε, where δ depends only on ε. This answers an open question of Arora, Barak, and Steurer [Proceedings of the 2010 IEEE 51st Annual Symposium on Foundations of Computer Science, 2010, pp. 563-572] who asked whether one can improve over the noise graph on the Boolean hypercube that has poly(log n) such eigenvalues. (2) A gadget that reduces Unique Games instances with linear constraints modulo K into instances with alphabet k with a blowup of kpolylog(K) , improving over the previously known gadget with blowup of kω(K). (3) An n-variable integrality gap for Unique Games that survives exp(poly(log log n)) rounds of the semidefinite programming version of the Sherali-Adams hierarchy, improving on the previously known bound of poly(log log n). We show a connection between the local testability of linear codes and Small-Set Expansion in certain related Cayley graphs and use this connection to derandomize the noise graph on the Boolean hypercube.

• 284. Baranov, A.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
Subspaces of de branges spaces with prescribed growth2007In: St. Petersburg Mathematical Journal, ISSN 1061-0022, E-ISSN 1547-7371, Vol. 18, no 5, p. 699-716Article in journal (Refereed)

The growth properties of de Branges spaces and their subspaces are studied. It is shown that, for each given pair of growth functions λ(r) = O(r) and λ1 = o(λ), there exist de Branges spaces of growth λ that have a de Branges subspace of growth λ1. This phenomenon cannot occur for a class of de Branges spaces that, in a certain sense, behave regularly along the real axis.

• 285. Baratchart, L.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
Minimal symmetric Darlington synthesis: A frequency domain approach2006In: Proc IEEE Conf Decis Control, 2006, p. 6732-6737Conference paper (Refereed)

Given a p × p Schur function S, we consider the problem of constructing a symmetric Darlington synthesis of minimal size. This amounts essentially to finding a stable all-pass square extension of S of minimal size. The characterization is done in terms of the multiplicities of the zeros. As a special case we obtain conditions for symmetric Darlington synthesis to be possible without increasing the McMillan degree for a symmetric rational contractive matrix which is strictly contractive in the right half-plane. This technique immediately extends to the case where, allowing for a higher dimension of the extension, we require no increase in the McMillan degree. Also in this case we obtain sharper results than those existing in the literature (see [1]).

• 286.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
Model Based Estimation of Height of Center of Gravity in Heavy Vehicles.2012Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis

Abstract

The center of gravity height in a vehicle a ects its dynamic driving properties but there is no accurate way of measuring the height of center of gravity today. One example of vehicle stabilizing systems is vehicle rollover warning and assist system which has to rely on a relatively accurate height of center of gravity estimate in order to be implemented in vehicles e_ciently and would otherwise be considered useless. In this thesis a literature study on the height of center of gravity in heavy vehicles in general and semitrailers in particular is conducted at Scania CV and emphasis is towards a model relying as

little as possible on data from outside the tractor. A partly new model for detecting the vehicle's axle loads at di_erent acceleration values is developed and compared to other models, pros and cons are examined, furthermore an estimation tool is developed for the new model in a realistically applicable manner with regards to normal driving situations and solution limitations.The estimation tool is tested on Scania semitrailers with di_erent suspension con_gurations and the result shows that the height of center of gravity can be estimated as close as 4.1 (cm) from the real value for 4x2 Gen 2 Scania tractor and 3.3 (cm) for 4x2 Gen 3 Scania tractor.

• 287.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Extreme Value Theory Applied to Securitizations Rating Methodology2017Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. We will see the di˙erent methods to evaluate extreme variations of the exchange rates using the Extreme Value Theory and Monte Carlo simulations.

• 288.
KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering.
KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering. KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering. KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering.
Effect of concentration dependent gradient energy coefficient on spinodal decomposition in the Fe-Cr system2018In: Computational materials science, ISSN 0927-0256, E-ISSN 1879-0801, Vol. 143, p. 446-453Article in journal (Refereed)

The Cahn–Hilliard equation is solved with thermodynamic and kinetic input, using the Thermo-Calc and DICTRA software packages rather than simpler models e.g. regular solution. A concentration dependent expression for the gradient energy coefficient is introduced and its effect on simulated decomposition is discussed. Simulations were carried out in 2D and 3D using the FiPy software package modified for non-linear problems.

• 289.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
On Quillen's Theorem A for posets2011In: Journal of Combinatorial Theory. Series A, ISSN 0097-3165, Vol. 118, no 8, p. 2445-2453Article in journal (Refereed)

A theorem of McCord of 1966 and Quillen's Theorem A of 1973 provide sufficient conditions for a map between two posets to be a homotopy equivalence at the level of complexes. We give an alternative elementary proof of this result and we deduce also a stronger statement: under the hypotheses of the theorem, the map is not only a homotopy equivalence but a simple homotopy equivalence. This leads then to stronger formulations of the simplicial version of Quillen's Theorem A, the Nerve Lemma and other known results. In particular we establish a conjecture of Kozlov on the simple homotopy type of the crosscut complex and we improve a well-known result of Cohen on contractible mappings.

• 290.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
Star clusters in independence complexes of graphs2013In: Advances in Mathematics, ISSN 0001-8708, E-ISSN 1090-2082, Vol. 241, p. 33-57Article in journal (Refereed)

We introduce the notion of star cluster of a simplex in a simplicial complex. This concept provides a general tool to study the topology of independence complexes of graphs. We use star clusters to answer a question arisen from works of Engstrom and Jonsson on the homotopy type of independence complexes of triangle-free graphs and to investigate a large number of examples which appear in the literature. We present an alternative way to study the chromatic and clique numbers of a graph from a homotopical point of view and obtain new results regarding the connectivity of independence complexes.

• 291.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
A New Controller for the Acquisition and Guiding Unit for the Gemini South Telescope: New architecture and control schemes to use Power PMAC2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

When the Gemini Telescopes were built 20 years ago, the control architecture for the high precision requirements was the same for all systems. It consisted of VME cards, Programmable Multi Axis Con-trollers (PMAC) with speciﬁc ampliﬁers and a central computer. It was the state of the art. Nevertheless such an infrastructure takes up a lot of space. It is also diﬃcult to maintain mainly because of obsoles-cence and the lack of support of the engineers who do not consider this system adapted to the control.The code, documentation and wiring were complex and not fully understood.

Thus, it led the Gemini Observatory to consider the acquisition of a new controller for one of the most critical unit: the Acquisition and Guidance (A&G). To address these issues, I propose an alternative control system which will not only solve the current issues but also improve the performance.

The new generation of controller from Delta Tau is more eﬃcient, more reliable and with a high level of integration. The main concern of compatibility with the current motors and encoders of the Acquisition and Guidance has been solved by testing 27 motors out of the 29 present in the unit. Results were obtained using a test bench and mechanical systems built during the internship. A fully functional test bench has been delivered.

Furthermore, a new control scheme for the backlash compensation is proposed. It consumes half the energy of the current one, is nearly two times faster and without oscillations. This will reduce the frequency of maintenance and the reliability of the unit. A cross gantry control for the skew compensation of the Science fold leads to a smarter control of the diﬀerences between the motors to prevent the mirror from breaking. Finally, an identiﬁcation technique for the tilt mechanism provides more robustness and takes into account the ageing of the equipment.

• 292.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Modelling of Private Infrastructure Debt in a Risk  Factor Model2017Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis

Allocation to private infrastructure debt investments has increased in the recent years [15]. For managers of multi-asset portfolios, it is important to be able to assess the risk of the total portfolio and the contribution to risk of the various holdings in the portfolio. This includes being able to explain the risk of having private infrastructure debt investments in the portfolio.

The modelling of private infrastructure debt face many challenges, such as the lack of private data and public indices for private infrastructure debt. In this thesis, two approaches for modelling private infrastructure debt in a parametric risk factor model are proposed. Both approaches aim to incorporate revenue risk, which is the risk occurring from the type of revenue model in the infrastructure project or company.

Revenue risk is categorised into three revenue models; merchant, contracted and regulated, as spread level differences can be distinguished for private infrastructure debt investments using this categorisation. The difference in spread levels between the categories are used to estimate β coefficients for the two modelling approaches. The spread levels are obtained from a data set and from a previous study.

In the first modelling approach, the systematic risk factor approach, three systematic risk factors are introduced where each factor represent infrastructure debt investments with a certain revenue model. The risk or the volatility for each of these factors is the volatility of a general infrastructure debt index adjusted with one of the β coefficients.

In the second modelling approach, the idiosyncratic risk term approach, three constant risk terms for the revenue models are added in order to capture the revenue risk for private infrastructure debt investments. These constant risk terms are estimated with the β coefficients and the historical volatility of a infrastructure debt index.

For each modelling approach, the commonly used risk measures standalone risk and risk contribution are presented for the entire block of the infrastructure debt specific factors and for each of the individual factors within this block.

Both modelling approaches should enable for better explanation of risk in private infrastructure debt investments by introducing revenue risk. However, the modelling approaches have not been backtested and therefore no conclusion can be made in regards to whether one of the proposed modelling approaches actually is better than current modelling approaches for private infrastructure debt.

• 293.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Studie av korrelation mellan valutapar relaterade till Skandinavien2015Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis

Is there a correlation between exchange rates for currency pairs related to Scandinavia? How can this information be used in foreign exchange trading?

This Bachelor’s thesis in Mathematical Statistics and Industrial Management aims to investigate the correlation between prices for currency pairs on the Scandinavian market. The problem formulation for the mathematical part has been designed in cooperation with Pär Hellström, a Senior Quant Trader at the electronic foreign exchange trading department at SEB. Pärs main responsibilities is to manage and develop models that are used for algorithmic currency trading. The result of the correlation study is supposed to contribute additional knowledge about the correlation on the Scandinavian currency market.

The Bachelor’s thesis is divided into several parts. The purpose of the first part is to give a background about currency trading, electronic foreign exchange trading and algorithmic trading.

In the subsequent part in Mathematical Statistics the correlation study is conducted. The study of correlation is made for a long time interval and for a number of shorter time intervals over the same time period in order to determine if there are periods when the correlation of the studied currency pairs change drastically. Data for the currency pairs are modified and a simple linear regression is performed for two currency pairs at a time. Based on the regressions, correlation coefficients and their significance is calculated. The correlation study shows that for the longer time interval there is a significant and strong or very strong correlation or anticorrelation between several of the currency pairs related to Scandinavia. Furthermore, the correlation study shows that the correlation is dependent on the studied time interval and that all combinations of currency pairs exhibit correlation changes over time. The changes in correlation between two currency pairs are primarily due

to a large price change for one or both of the currency pairs.

• 294.
University of Heidelberg.
University of Warwick. University of Münster. KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Numerical Analysis, NA. FU Berlin. University of Freiburg. University of Münster. TU Dresden. University of Münster.
Adaptive Modelling of Coupled Hydrological Processes with Application in Water Management2012In: Progress in Industrial Mathematics at ECMI 2010 / [ed] Michael Günther and Andreas Bartel and Markus Brunk and Sebastian Schöps and Michael Striebel, Springer Berlin/Heidelberg, 2012, p. 561-567Conference paper (Refereed)

This paper presents recent results of a network project aiming at the modelling and simulation of coupled surface and subsurface flows. In particular, a discontinuous Galerkin method for the shallow water equations has been developed which includes a special treatment of wetting and drying. A robust solver for saturated–unsaturated groundwater flow in homogeneous soil is at hand, which, by domain decomposition techniques, can be reused as a subdomain solver for flow in heterogeneous soil. Coupling of surface and subsurface processes is implemented based on a heterogeneous nonlinear Dirichlet–Neumann method, using the dune-grid-glue module in the numerics software DUNE.

• 295. Bates, Dan
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
Computing intersection numbers of Chern classesManuscript (preprint) (Other academic)

Let Z $\subset$ Pr be a smooth variety of dimension n and let c0, . . . , cn be the Chern classes of Z. We present an algorithm to compute the degree of any monomial in {c0, . . . , cn}. The method is based on intersection theory and may be implemented as a numeric, symbolic, or as a numeric/symbolic hybrid algorithm.

• 296. Bates, Daniel J.
Besana, Gian, MarioCollege of Computing and Digital Media - DePaul University, 1 E. Jackson - Chicago.Di Rocco, SandraKTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).Wampler, Charles W.
Interactions of classical and numerical algebraic geometry2009Conference proceedings (editor) (Refereed)
• 297.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
Deep learning for multivariate financial time series2015Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis

Deep learning is a framework for training and modelling neural networks which recently have surpassed all conventional methods in many learning tasks, prominently image and voice recognition. This thesis uses deep learning algorithms to forecast financial data. The deep learning framework is used to train a neural network. The deep neural network is a Deep Belief Network (DBN) coupled to a Multilayer Perceptron (MLP). It is used to choose stocks to form portfolios. The portfolios have better returns than the median of the stocks forming the list. The stocks forming the S&P 500 are included in the study. The results obtained from the deep neural network are compared to benchmarks from a logistic regression network, a multilayer perceptron and a naive benchmark. The results obtained from the deep neural network are better and more stable than the benchmarks. The findings support that deep learning methods will find their way in finance due to their reliability and good performance.

• 298.
KTH, Superseded Departments, Mechanics.
On the choice of local element frame for corotational triangular shell elements2004In: Communications in Numerical Methods in Engineering, ISSN 1069-8299, E-ISSN 1099-0887, Vol. 20, no 10, p. 819-825Article in journal (Refereed)

In the context of corotational triangular shell elements, the objective of this paper is to show that for certain stability problems it is interesting to choose a local element frame invariant to the element node ordering. Two methods of obtaining such a local frame are presented. These two methods, already proposed by other authors, are reformulated. For the first one, based on the minimisation of local nodal displacements, it is shown that the iterative process can be avoided.

• 299. Bauer, Thomas
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
A primer on Seshadri constants2009In: INTERACTIONS OF CLASSICAL AND NUMERICAL ALGEBRAIC GEOMETRY  , Providence, RI: American Mathematical Society (AMS), 2009, Vol. 496, p. 33-70Conference paper (Refereed)

Seshadri constants express the so called local positivity of a line bundle on a projective variety. They were introduced in [Dem92] by Demailly. The original hope of using them towards a proof of the Fujita conjecture was too optimistic, but it soon became clear that they are interesting invariants quite in their own right. Lazarsfeld's book [PAG] contains a whole chapter devoted to local positivity and serves as a very enjoyable introduction to Seshadri constants. Since this book has appeared, the subject witnessed quite a bit of development. It is the aim of these notes to give an account of recent progress as well as to discuss many open questions and provide some examples. The idea of writing these notes occurred during the workshop on Seshadri constants held in Essen 12-15 February 2008.

• 300.
Fachbereich Mathematik und Informatik, Philipps-Universität, Hans-Meerwein-Strasse, Lahnberge, 35032, MARBURG, GERMANY.
Di Rocco, SandraKTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).Harbourne, BrianDepartment of Mathematics, University of Nebraska-Lincoln, NE 68588, LINCOLN, UNITED STATES.Szemberg, TomaszDepartment of Mathematics, Krakow Pedagogical Academy, ul. Podchorazych 2, 30-084, KRAKOW, POLAND.
Mini-Workshop: Linear Series on Algebraic Varieties2010Conference proceedings (editor) (Other academic)

Linear series have long played a central role in algebraic geometry. In recent years, starting with seminal papers by Demailly and Ein-Lazarsfeld, local properties of linear series – in particular local positivity, as measured by Seshadri constants – have come into focus. Interestingly, in their multi-point version they are closely related to the famous Nagata conjecture on plane curves. While a number of important basic results are available by now, there are still a large number of open questions and even completely open lines of research.

3456789 251 - 300 of 2988
Cite
Citation style
• apa
• harvard1
• ieee
• modern-language-association-8th-edition
• vancouver
• Other style
More styles
Language
• de-DE
• en-GB
• en-US
• fi-FI
• nn-NO
• nn-NB
• sv-SE
• Other locale
More languages
Output format
• html
• text
• asciidoc
• rtf
v. 2.31.0
| | | |