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Full-Text Articles in Physical Sciences and Mathematics
Fast Fourier Transform Algorithms With Applications, Todd Mateer
Fast Fourier Transform Algorithms With Applications, Todd Mateer
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This manuscript describes a number of algorithms that can be used to quickly evaluate a polynomial over a collection of points and interpolate these evaluations back into a polynomial. Engineers define the 'Fast Fourier Transform' as a method of solving the interpolation problem where the coefficient ring used to construct the polynomials has a special multiplicative structure. Mathematicians define the 'Fast Fourier Transform' as a method of solving the evaluation problem. One purpose of the document is to provide a mathematical treatment of the topic of the 'Fast Fourier Transform' that can also be understood by someone who has an …
Portfolio Selection Under Various Risk Measures, Hariharan Kandasamy
Portfolio Selection Under Various Risk Measures, Hariharan Kandasamy
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Portfolio selection has been a major area of study after Markowitz's ground-breaking paper. Risk quantification for portfolio selection is studied in the literature extensively and many risk measures have been proposed.
In this dissertation we study portfolio selection under various risk measures. After exploring important risk measures currently available we propose a new risk measure, Unequal Prioritized Downside Risk (UPDR). We illustrate the formulation of UPDR for portfolio selection as a mixed-integer program. We establish conditions under which UPDR can be formulated as a linear program.
We study single-period portfolio selection using two risk measures simultaneously. We propose four alternate …
Numerical Analysis Of A Fractional Step Theta-Method For Fluid Flow Problems, John Chrispell
Numerical Analysis Of A Fractional Step Theta-Method For Fluid Flow Problems, John Chrispell
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The accurate numerical approximation of viscoelastic fluid flow poses two difficulties: the large number of unknowns in the approximating algebraic system (corresponding to velocity, pressure, and stress), and the different mathematical types of the modeling equations. Specifically, the viscoelastic modeling equations have a hyperbolic constitutive equation coupled to a parabolic conservation of momentum equation. An appealing approximation approach is to use a fractional step $\theta$-method. The $\theta$-method is an operator splitting technique that may be used to decouple mathematical equations of different types as well as separate the updates of distinct modeling equation variables when modeling mixed systems of partial …
Homomorphisms Of Graphs, Samuel Lyle
Homomorphisms Of Graphs, Samuel Lyle
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Understanding the structure of graphs is fundamental to advances in many areas of graph theory, as well as in many applications. In many cases, an analysis of the structure of graphs follows one of two approaches; either many structural properties are considered over a restricted class of graphs, or a particular structural property is considered over many classes of graphs. Both approaches will be considered in this dissertation.
Graphs which do not contain a clique of size r, i.e., Kr-free graphs, are of fundamental importance in the area of extremal graph theory. Many results have been obtained …