Mathematical Scienceshttp://hdl.handle.net/10468/882015-11-27T10:05:02Z2015-11-27T10:05:02ZFlat surfaces of finite type in the 3-sphereMcCarthy, Alanhttp://hdl.handle.net/10468/19352015-08-20T15:31:18Z2014-01-01T00:00:00ZFlat surfaces of finite type in the 3-sphere
McCarthy, Alan
We introduce the notion of flat surfaces of finite type in the 3- sphere, give the algebro-geometric description in terms of spectral curves and polynomial Killing fields, and show that finite type flat surfaces generated by curves on S2 with periodic curvature functions are dense in the space of all flat surfaces generated by curves on S2 with periodic curvature functions.
2014-01-01T00:00:00ZInteraction of additive and quantization noises in digital PLLsÓ Tuama, Cillianhttp://hdl.handle.net/10468/18312015-06-02T14:07:40Z2014-01-01T00:00:00ZInteraction of additive and quantization noises in digital PLLs
Ó Tuama, Cillian
Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.
2014-01-01T00:00:00ZInteraction strengths and net effects in food web modelsPalmer, Catherinehttp://hdl.handle.net/10468/20412015-11-06T16:57:14Z2014-01-01T00:00:00ZInteraction strengths and net effects in food web models
Palmer, Catherine
Understanding how dynamic ecological communities respond to anthropogenic drivers of change such as habitat loss and fragmentation, climate change and the introduction of alien species requires that there is a theoretical framework able to predict community dynamics. At present there is a lack of empirical data that can be used to inform and test predictive models, which means that much of our knowledge regarding the response of ecological communities to perturbations is obtained from theoretical analyses and simulations. This thesis is composed of two strands of research: an empirical experiment conducted to inform the scaling of intraspecific and interspecific interaction strengths in a three species food chain and a series of theoretical analyses on the changes to equilibrium biomass abundances following press perturbations. The empirical experiment is a consequence of the difficulties faced when parameterising the intraspecific interaction strengths in a Lotka-Volterra model. A modification of the dynamic index is used alongside the original dynamic index to estimate intraspecific interactions and interspecific interaction strengths in a three species food. The theoretical analyses focused on the effect of press perturbations to focal species on the equilibrium biomass densities of all species in the community; these perturbations allow for the quantification of a species total net effect. It was found that there is a strong and consistent positive relationship between a species body size and its total net effect for a set of 97 synthetic food webs and also for the Ythan Estuary and Tuesday Lake food webs (empirically described food webs). It is shown that ecological constraints (due to allometric scaling) on the magnitude of entries in the community matrix cause the patterns observed in the inverse community matrix and thus explain the relationship between a species body mass and its total net effect in a community.
2014-01-01T00:00:00ZA study of the Hobson and Rogers volatility modelRyan, Gearóidhttp://hdl.handle.net/10468/20362015-11-05T15:53:41Z2014-01-01T00:00:00ZA study of the Hobson and Rogers volatility model
Ryan, Gearóid
We firstly examine the model of Hobson and Rogers for the volatility of a financial asset such as a stock or share. The main feature of this model is the specification of volatility in terms of past price returns. The volatility process and the underlying price process share the same source of randomness and so the model is said to be complete. Complete models are advantageous as they allow a unique, preference independent price for options on the underlying price process. One of the main objectives of the model is to reproduce the `smiles' and `skews' seen in the market implied volatilities and this model produces the desired effect. In the first main piece of work we numerically calibrate the model of Hobson and Rogers for comparison with existing literature. We also develop parameter estimation methods based on the calibration of a GARCH model. We examine alternative specifications of the volatility and show an improvement of model fit to market data based on these specifications. We also show how to process market data in order to take account of inter-day movements in the volatility surface. In the second piece of work, we extend the Hobson and Rogers model in a way that better reflects market structure. We extend the model to take into account both first and second order effects. We derive and numerically solve the pde which describes the price of options under this extended model. We show that this extension allows for a better fit to the market data. Finally, we analyse the parameters of this extended model in order to understand intuitively the role of these parameters in the volatility surface.
2014-01-01T00:00:00Z