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Articles 1 - 7 of 7
Full-Text Articles in Physical Sciences and Mathematics
Small And Large Scale Limits Of Multifractal Stochastic Processes With Applications, Jennifer Laurie Sinclair
Small And Large Scale Limits Of Multifractal Stochastic Processes With Applications, Jennifer Laurie Sinclair
Doctoral Dissertations
Various classes of multifractal processes, that is processes that display different properties at different scales, are studied. Most of the processes examined in this work exhibit stable trends at small scales and Gaussian trends at large scales, although the opposite can also occur. Many natural phenomena exhibit a fractal structure depending on some scaling factor, such as space or time. Thus, these types of processes have many useful modeling applications, including Biology and Economics. First, generalized tempered stable processes are defined and studied, following the original work on tempered stable processes by Jan Rosinski [16]. Generalized tempered stable processes encompass …
Two-Step Variations For Processes Driven By Fractional Brownian Motion With Application In Testing For Jumps From The High Frequency Data, Shiying Si
Doctoral Dissertations
In this dissertation we introduce the realized two-step variation of stochastic processes and develop its asymptotic theory for processes based on fractional Brownian motion and on more general Gaussian processes with stationary increments. The realized two-step variation is analogous to the realized 1, 1-order bipower variation introduced by Barndorff-Nielsen and Shephard [8] but mathematically is simpler to deal with. The powerful techniques of Wiener/Itˆo/Malliavin calculus for establishing limit laws play a key rule in our proofs. We include some stochastic simulations as an illustration of our theory. As a result of our study, we provide test statistics for testing for …
Optimal Control Applied To Population And Disease Models, Rachael Lynn Miller Neilan
Optimal Control Applied To Population And Disease Models, Rachael Lynn Miller Neilan
Doctoral Dissertations
This dissertation considers the use of optimal control theory in population models for the purpose of characterizing strategies of control which minimize an invasive or infected population with the least cost. Three different models and optimal control problems are presented. Each model describes population dynamics via a system of differential equations and includes the effects of one or more control methods.
The first model is a system of two ordinary differential equations describing dynamics between a native population and an invasive population. Population growth terms are functions of the control, constructed so that the value of the control may affect …
Countable Groups As Fundamental Groups Of Compacta In Four-Dimensional Euclidean Space, Ziga Virk
Countable Groups As Fundamental Groups Of Compacta In Four-Dimensional Euclidean Space, Ziga Virk
Doctoral Dissertations
This dissertation addresses the question of realization of countable groups as funda- mental groups of continuum. In first chapter we discuss classical realizations in the category of CW complexes. We introduce Eilenberg-Maclane spaces and their topological properties. The second chapter provides recent developments on realization question such as those of Shelah, Keesling, ... The third chapter proves the realization theorem for countable groups. The re- sulting space is compact path connected, connected subspace of four dimensional Euclidean space.
Computational Simulation Of Strain Localization: From Theory To Implementation, Shouxin Wu
Computational Simulation Of Strain Localization: From Theory To Implementation, Shouxin Wu
Doctoral Dissertations
Strain localization in the form of shear bands or slip surfaces has widely been observed in most engineering materials, such as metals, concrete, rocks, and soils. Concurrent with the appearance of localized deformation is the loss of overall load-carrying capacity of the material body. Because the deformation localization is an important precursor of material failure, computational modeling of the onset and growth of the localization is indispensable for the understanding of the complete mechanical response and post-peak behavior of materials and structures. Simulation results can also be used to judge the failure mechanisms of materials and structures so that the …
Holomorphic Extensions In Toric Varieties, Malgorzata Aneta Marciniak
Holomorphic Extensions In Toric Varieties, Malgorzata Aneta Marciniak
Doctoral Dissertations
"The dissertation describes the Hartogs and the Hartogs-Bochner extension phenomena in smooth toric varieties and their connection with the first cohomology group with compact support and sheaf coefficients. The affirmative and negative results are proved for toric surfaces and for line bundles over toric varieties using topological, analytic, and algebraic methods"--Abstract, page iii.
The Kalman Filter On Time Scales, Nicholas J. Wintz
The Kalman Filter On Time Scales, Nicholas J. Wintz
Doctoral Dissertations
"In this work, we study concepts in optimal control for dynamic equations on time scales, which unfies the discrete and continuous cases. After a brief introduction of dynamic equations on time scales, we will examine controllability and observability for linear systems. Then we construct and solve the linear quadratic regulator for arbitrary time scales. Here, we seek to find an optimal control that minimizes a given cost function associated with a linear system. We will find such an input under two different settings; when the final state is fixed and when it is free. Later, we extend these results to …