Convergence and Asymptotic of Multi-Level Hermite-Padé Polynomials

Mención Internacional en el título de doctorPrograma de Doctorado en Ingeniería Matemática por la Universidad Carlos III de MadridPresidente: Francisco José Marcellán Español.- Secretario: Bernardo de la Calle Ysern.- Vocal: Arnoldus Bernardus Jacobus Kuijla

Systems of Markov type functions: normality and convergence of Hermite-Padé approximants

This thesis deals with Hermite-Padé approximation of analytic and merophorphic functions. As such it is embeded in the theory of vector rational approximation of analytic functions which in turn is intimately connectd with the theory of multiple orthogonal polynomials. All the basic concepts and results used in this thesis involving complex analysis and measure theory may found in classical textbooks...........Programa Oficial de Doctorado en Ingeniería MatemáticaPresidente: Francisco José Marcellán Español; Vocal: Alexander Ivanovich Aptekarev; Secretario: Andrei Martínez Finkelshtei

Center manifold and multivariable approximants applied to non-linear stability analysis

This paper presents a research devoted to the study of instability phenomena in non-linear model with a constant brake friction coefficient. This paper outlines the stability analysis and a procedure to reduce and simplify the non-linear system, in order to obtain limit cycle amplitudes. The center manifold approach, the multivariable approximants theory, and the alternate frequency/time domain (AFT) method are applied. Brake vibrations, and more specifically heavy trucks grabbing are concerned. The modelling introduces sprag-slip mechanism based on dynamic coupling due to buttressing. The non-linearity is expressed as a polynomial with quadratic and cubic terms. This model does not require the use of brake negative coefficient, in order to predict the instability phenomena. Finally, the center manifold approach, the multivariable approximants, and the AFT method are used in order to obtain equations for the limit cycle amplitudes. These methods allow the reduction of the number of equations of the original system in order to obtain a simplified system, without loosing the dynamics of the original system, as well as the contributions of non-linear terms. The goal is the validation of this procedure for a complex non-linear model by comparing results obtained by solving the full system and by using these methods. The brake friction coefficient is used as an unfolding parameter of the fundamental Hopf bifurcation point

Coarse-graining Kohn-Sham Density Functional Theory

We present a real-space formulation for coarse-graining Kohn-Sham Density Functional Theory that significantly speeds up the analysis of material defects without appreciable loss of accuracy. The approximation scheme consists of two steps. First, we develop a linear-scaling method that enables the direct evaluation of the electron density without the need to evaluate individual orbitals. We achieve this by performing Gauss quadrature over the spectrum of the linearized Hamiltonian operator appearing in each iteration of the self-consistent field method. Building on the linear-scaling method, we introduce a spatial approximation scheme resulting in a coarse-grained Density Functional Theory. The spatial approximation is adapted so as to furnish fine resolution where necessary and to coarsen elsewhere. This coarse-graining step enables the analysis of defects at a fraction of the original computational cost, without any significant loss of accuracy. Furthermore, we show that the coarse-grained solutions are convergent with respect to the spatial approximation. We illustrate the scope, versatility, efficiency and accuracy of the scheme by means of selected examples

Pade Approximants And One Of Its Applications

This thesis is concerned with a brief summary of the theory of Pade approximants and one of its applications to Finance. Proofs of most of the theorems are omitted and many developments could not be mentioned due to the vastness of the field of Pade approximations. We provide reference to research papers and books that contain exhaustive treatment of the subject. This thesis is mainly divided into two parts. In the first part we derive a general expression of the Pade approximants and some of the results that will be related to the work on the second part of the thesis. The Aitken\u27s method for quick convergence of series is highlighted as Pade[L/1] . We explore the criteria for convergence of a series approximated by Pade approximants and obtain its relationship to numerical analysis with the help of the Crank-Nicholson method. The second part shows how Pade approximants can be a smooth method to model the term structure of interest rates using stochastic processes and the no arbitrage argument. Pade approximants have been considered by physicists to be appropriate for approximating large classes of functions. This fact is used here to compare Pade approximants with very low indices and two parameters to interest rates variations provided by the Federal Reserve System in the United States