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Articles 1 - 7 of 7
Full-Text Articles in Other Applied Mathematics
Homogenization Techniques For Population Dynamics In Strongly Heterogeneous Landscapes, Brian P. Yurk, Christina A. Cobbold
Homogenization Techniques For Population Dynamics In Strongly Heterogeneous Landscapes, Brian P. Yurk, Christina A. Cobbold
Faculty Publications
An important problem in spatial ecology is to understand how population-scale patterns emerge from individual-level birth, death, and movement processes. These processes, which depend on local landscape characteristics, vary spatially and may exhibit sharp transitions through behavioural responses to habitat edges, leading to discontinuous population densities. Such systems can be modelled using reaction–diffusion equations with interface conditions that capture local behaviour at patch boundaries. In this work we develop a novel homogenization technique to approximate the large-scale dynamics of the system. We illustrate our approach, which also generalizes to multiple species, with an example of logistic growth within a periodic …
Flow Anisotropy Due To Thread-Like Nanoparticle Agglomerations In Dilute Ferrofluids, Alexander Cali, Wah-Keat Lee, A. David Trubatch, Philip Yecko
Flow Anisotropy Due To Thread-Like Nanoparticle Agglomerations In Dilute Ferrofluids, Alexander Cali, Wah-Keat Lee, A. David Trubatch, Philip Yecko
Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works
Improved knowledge of the magnetic field dependent flow properties of nanoparticle-based magnetic fluids is critical to the design of biomedical applications, including drug delivery and cell sorting. To probe the rheology of ferrofluid on a sub-millimeter scale, we examine the paths of 550 μm diameter glass spheres falling due to gravity in dilute ferrofluid, imposing a uniform magnetic field at an angle with respect to the vertical. Visualization of the spheres’ trajectories is achieved using high resolution X-ray phase-contrast imaging, allowing measurement of a terminal velocity while simultaneously revealing the formation of an array of long thread-like accumulations of magnetic …
Infinite-Dimensional Measure Spaces And Frame Analysis, Palle Jorgensen, Myung-Sin Song
Infinite-Dimensional Measure Spaces And Frame Analysis, Palle Jorgensen, Myung-Sin Song
SIUE Faculty Research, Scholarship, and Creative Activity
We study certain infinite-dimensional probability measures in connection with frame analysis. Earlier work on frame-measures has so far focused on the case of finite-dimensional frames. We point out that there are good reasons for a sharp distinction between stochastic analysis involving frames in finite vs. infinite dimensions. For the case of infinite-dimensional Hilbert space ℋ, we study three cases of measures. We first show that, for ℋ infinite dimensional, one must resort to infinite dimensional measure spaces which properly contain ℋ. The three cases we consider are: (i) Gaussian frame measures, (ii) Markov path-space measures, and (iii) determinantal measures.
Evolution Of Superoscillations For Schrödinger Equation In A Uniform Magnetic Field, Fabrizio Colombo, Jonathan Gantner, Daniele C. Struppa
Evolution Of Superoscillations For Schrödinger Equation In A Uniform Magnetic Field, Fabrizio Colombo, Jonathan Gantner, Daniele C. Struppa
Mathematics, Physics, and Computer Science Faculty Articles and Research
Aharonov-Berry superoscillations are band-limited functions that oscillate faster than their fastest Fourier component. Superoscillations appear in several fields of science and technology, such as Aharonov’s weak measurement in quantum mechanics, in optics, and in signal processing. An important issue is the study of the evolution of superoscillations using the Schrödinger equation when the initial datum is a weak value. Some superoscillatory functions are not square integrable, but they are real analytic functions that can be extended to entire holomorphic functions. This fact leads to the study of the continuity of a class of convolution operators acting on suitable spaces of …
Mathematical Modeling Of Financial Derivative Pricing, Kelly L. Cosgrove
Mathematical Modeling Of Financial Derivative Pricing, Kelly L. Cosgrove
Honors Scholar Theses
The binomial asset-pricing model is used to price financial derivative securities. This text will begin by going over the probability concepts necessary to understand this discrete-time model. It then develops the theory behind the binomial model and different properties that arise. It shows how to use the binomial model to predict future stock prices, and then uses this information to price derivative securities. It initially focuses on the European call option, but goes on to provide a pricing method for the American put option. However, many of the theorems developed are applicable to all derivative securities. The text wraps up …
On The Three Dimensional Interaction Between Flexible Fibers And Fluid Flow, Bogdan Nita, Ryan Allaire
On The Three Dimensional Interaction Between Flexible Fibers And Fluid Flow, Bogdan Nita, Ryan Allaire
Department of Mathematics Facuty Scholarship and Creative Works
In this paper we discuss the deformation of a flexible fiber clamped to a spherical body and immersed in a flow of fluid moving with a speed ranging between 0 and 50 cm/s by means of three dimensional numerical simulation developed in COMSOL . The effects of flow speed and initial configuration angle of the fiber relative to the flow are analyzed. A rigorous analysis of the numerical procedure is performed and our code is benchmarked against well established cases. The flow velocity and pressure are used to compute drag forces upon the fiber. Of particular interest is the behavior …
Accounting For Locational, Temporal, And Physical Similarity Of Residential Sales In Mass Appraisal Modeling: The Development And Application Of Geographically, Temporally, And Characteristically Weighted Regression, Paul E. Bidanset, Michael Mccord, John R. Lombard, Peadar Davis, William J. Mccluskey
Accounting For Locational, Temporal, And Physical Similarity Of Residential Sales In Mass Appraisal Modeling: The Development And Application Of Geographically, Temporally, And Characteristically Weighted Regression, Paul E. Bidanset, Michael Mccord, John R. Lombard, Peadar Davis, William J. Mccluskey
School of Public Service Faculty Publications
Geographically weighted regression (GWR) has been recognized in the assessment community as a viable automated valuation model (AVM) to help overcome, at least in part, modeling hurdles associated with location, such as spatial heterogeneity and spatial autocorrelation of error terms. Although previous researchers have adjusted the GWR weights matrix to also weight by time of sale or by structural similarity of properties in AVMs, the research described in this paper is the first that has done so by all three dimensions (i.e., location, structural similarity, and time of sale) simultaneously. Using 24 years of single-family residential sales in Fairfax, Virginia, …