Evolución de Schramm-Loewner

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The Schramm-Loewner Evolution, or SLE, is a chain of random compact sets that allows us to generate any random curve that satis es conformal invariance as well as the domain Markov property. Its construction goes through the solution of a random version of Loewner's deterministic equation: @tgt...

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Detalles Bibliográficos
Autor: Maura Llauri, Christian Jaime
Formato: tesis de maestría
Fecha de Publicación:2020
Institución:Pontificia Universidad Católica del Perú
Repositorio:PUCP-Tesis
Lenguaje:español
OAI Identifier:oai:tesis.pucp.edu.pe:20.500.12404/18863
Enlace del recurso:http://hdl.handle.net/20.500.12404/18863
Nivel de acceso:acceso abierto
Materia:Física estadística
Probabilidades
Movimiento browniano
https://purl.org/pe-repo/ocde/ford#1.01.00
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dc.title.es_ES.fl_str_mv Evolución de Schramm-Loewner
title Evolución de Schramm-Loewner
spellingShingle Evolución de Schramm-Loewner
Maura Llauri, Christian Jaime
Física estadística
Probabilidades
Movimiento browniano
https://purl.org/pe-repo/ocde/ford#1.01.00
title_short Evolución de Schramm-Loewner
title_full Evolución de Schramm-Loewner
title_fullStr Evolución de Schramm-Loewner
title_full_unstemmed Evolución de Schramm-Loewner
title_sort Evolución de Schramm-Loewner
author Maura Llauri, Christian Jaime
author_facet Maura Llauri, Christian Jaime
author_role author
dc.contributor.advisor.fl_str_mv Beltrán Ramirez, Johel Victorino
dc.contributor.author.fl_str_mv Maura Llauri, Christian Jaime
dc.subject.es_ES.fl_str_mv Física estadística
Probabilidades
Movimiento browniano
topic Física estadística
Probabilidades
Movimiento browniano
https://purl.org/pe-repo/ocde/ford#1.01.00
dc.subject.ocde.es_ES.fl_str_mv https://purl.org/pe-repo/ocde/ford#1.01.00
description The Schramm-Loewner Evolution, or SLE, is a chain of random compact sets that allows us to generate any random curve that satis es conformal invariance as well as the domain Markov property. Its construction goes through the solution of a random version of Loewner's deterministic equation: @tgt(z) = 2 gt(z) f(t) g0(z) = z where the continuous function f is replaced by a stochastic process p kB, where k is a positive constant and B a Brownian motion. This construction enables the inclusion of stochastic calculus tools in the study of the curves generated by the SLE. The main objective of this thesis is to provide an accessible and introductory description of SLE. To do this, Loewner's theorems, which allows us to establish bijections between families of hulls and families of biholomorphisms properly normalized in 1, as well as between real continuous functions of real variable and families of hulls, are enunciated and demonstrated. On these bijections, the good de nition of the SLE is justi ed as a random family of hulls with law induced by a Brownian motion through the Loewner random equation. Then some elementary properties that the SLE inherits from the Brownian movement are presented and the existence of the curve that generates the SLE is demonstrated. Finally, as a way of discussing the non-trivial character of the constant k that appears in front of the Brownian motion that gives rise to the SLE, a demonstration of a phase transition exhibited by the SLE curves is presented, which pass from curves simple to non-simple once you go from k 2 (0:4] to k > 4.
publishDate 2020
dc.date.created.none.fl_str_mv 2020
dc.date.accessioned.none.fl_str_mv 2021-04-21T21:02:21Z
dc.date.available.none.fl_str_mv 2021-04-21T21:02:21Z
dc.date.issued.fl_str_mv 2021-04-21
dc.type.es_ES.fl_str_mv info:eu-repo/semantics/masterThesis
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dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/20.500.12404/18863
url http://hdl.handle.net/20.500.12404/18863
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dc.relation.ispartof.fl_str_mv SUNEDU
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eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/2.5/pe/
dc.publisher.es_ES.fl_str_mv Pontificia Universidad Católica del Perú
dc.publisher.country.es_ES.fl_str_mv PE
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spelling Beltrán Ramirez, Johel VictorinoMaura Llauri, Christian Jaime2021-04-21T21:02:21Z2021-04-21T21:02:21Z20202021-04-21http://hdl.handle.net/20.500.12404/18863The Schramm-Loewner Evolution, or SLE, is a chain of random compact sets that allows us to generate any random curve that satis es conformal invariance as well as the domain Markov property. Its construction goes through the solution of a random version of Loewner's deterministic equation: @tgt(z) = 2 gt(z) f(t) g0(z) = z where the continuous function f is replaced by a stochastic process p kB, where k is a positive constant and B a Brownian motion. This construction enables the inclusion of stochastic calculus tools in the study of the curves generated by the SLE. The main objective of this thesis is to provide an accessible and introductory description of SLE. To do this, Loewner's theorems, which allows us to establish bijections between families of hulls and families of biholomorphisms properly normalized in 1, as well as between real continuous functions of real variable and families of hulls, are enunciated and demonstrated. On these bijections, the good de nition of the SLE is justi ed as a random family of hulls with law induced by a Brownian motion through the Loewner random equation. Then some elementary properties that the SLE inherits from the Brownian movement are presented and the existence of the curve that generates the SLE is demonstrated. Finally, as a way of discussing the non-trivial character of the constant k that appears in front of the Brownian motion that gives rise to the SLE, a demonstration of a phase transition exhibited by the SLE curves is presented, which pass from curves simple to non-simple once you go from k 2 (0:4] to k > 4.La Evolución Schramm-Loewner, o SLE por sus siglas en inglés, es una cadena de conjuntos compactos aleatorios que permite generar cualquier curva aleatoria que posea las propiedades de dominio de Markov y de invarianza bajo transformaciones conformes. Su construcción pasa por la solución de una versión aleatoria de la ecuación determinística de Loewner: ∂tgt(z) = 2/gt(z) − f(t) g0(z) = z donde la función continua f es reemplazada por un proceso estocástico raíz de kB, donde k es una constante positiva y B un movimiento Browniano. Dicha construcción facilita la inclusión de herramientas del cálculo estocástico en el estudio de las curvas que genera la SLE. La presente tesis tiene como objetivo principal brindar una descripción accesible e introductoria de la SLE. Para ello se enuncian y demuestran los teoremas de Loewner que nos permiten establecer biyecciones entre familias de hulls y familias de biholomorfismos adecuadamente normalizados en infinito, así como entre funciones continuas reales de variable real y familias de hulls. Sobre dichas biyecciones se justifica la buena definición de la SLE en tanto familia aleatoria de hulls con ley inducida a través de un movimiento Browniano por intermedio de la ecuación aleatoria de Loewner. Luego se presentan algunas propiedades elementales que la SLE hereda del movimiento Browniano y se demuestra la existencia de la curva que genera la SLE. Finalmente, como una manera de discutir el carácter no trivial de la constante k que aparece delante del movimiento Browniano que da lugar a la SLE, se presenta una demostración de una transición de fase que exhiben las curvas SLE, las cuales pasan de curvas simples a no simples una vez que se pasa de k E (0; 4] a k>4. Palabras clave: ecuación de Loewner hull compacto ujo de Loewner cadena de Loewner movimiento browniano curva aleatoriaspaPontificia Universidad Católica del PerúPEinfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/2.5/pe/Física estadísticaProbabilidadesMovimiento brownianohttps://purl.org/pe-repo/ocde/ford#1.01.00Evolución de Schramm-Loewnerinfo:eu-repo/semantics/masterThesisreponame:PUCP-Tesisinstname:Pontificia Universidad Católica del Perúinstacron:PUCPSUNEDUMaestro en MatemáticasMaestríaPontificia Universidad Católica del Perú. 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