Pace University
Florida International University
University of Minnesota, Twin Cities
California Polytechnic State University - San Luis Obispo
Portland State University
Gettysburg College
University of Nebraska-Lincoln
The University of Maine
Ouachita Baptist University
University of North Florida
Fourier Series Expansion Methods For The Heat And Wave Equations In Two And Three Dimensions On Spherical Domains,
2019
University of Nebraska at Omaha
Fourier Series Expansion Methods For The Heat And Wave Equations In Two And Three Dimensions On Spherical Domains, Matthew Eller
Student Research and Creative Activity Fair
Description: The Fourier series expansion method is an invaluable approach to solving partial differential equations, including the heat and wave equations. For homogeneous heat and wave equations, the solution can readily be found through separation of variables and then expansion of the solution in terms of the eigenfunctions. Solutions to inhomogeneous heat and wave equations through Fourier series expansion methods were not readily available in the literature for two- and three-dimensional cases. In my previous paper, I developed an approach for solving inhomogeneous heat and wave equations on cubic domains using Fourier series expansion methods. I shall extend my general ...
In-Sphere Property And Reverse Inequalities For Matrix Means,
2019
Ton Duc Thang University
In-Sphere Property And Reverse Inequalities For Matrix Means, Trung Hoa Dinh, Tin-Yau Tam, Bich Khue T Vo
Electronic Journal of Linear Algebra
The in-sphere property for matrix means is studied. It is proved that the matrix power mean satisfies in-sphere property with respect to the Hilbert-Schmidt norm. A new characterization of the matrix arithmetic mean is provided. Some reverse AGM inequalities involving unitarily invariant norms and operator monotone functions are also obtained.
Improving Vix Futures Forecasts Using Machine Learning Methods,
2019
Southern Methodist University
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide ...
Composition Of Gaussian Noises From Successive Convex Integrations,
2019
Indian Statistical Institute
Composition Of Gaussian Noises From Successive Convex Integrations, Amites Dasgupta
Communications on Stochastic Analysis
No abstract provided.
Random Matrices, Continuous Circular Systems And The Triangular Operator,
2019
Wrocław University of Science and Technology, Wrocław, Poland
Random Matrices, Continuous Circular Systems And The Triangular Operator, Romuald Lenczewski
Communications on Stochastic Analysis
No abstract provided.
Generalized Stochastic Burgers' Equation With Non-Lipschitz Diffusion Coefficient,
2019
Indian Institute of Technology Roorkee, Roorkee, Uttarakhand, India
Generalized Stochastic Burgers' Equation With Non-Lipschitz Diffusion Coefficient, Vivek Kumar, Ankik Kumar Giri
Communications on Stochastic Analysis
No abstract provided.
Global Strong Solutions Of The Stochastic Three Dimensional Inviscid Simplified Bardina Turbulence Model,
2019
Indian Statistical Institute
Global Strong Solutions Of The Stochastic Three Dimensional Inviscid Simplified Bardina Turbulence Model, Manil T. Mohan
Communications on Stochastic Analysis
No abstract provided.
Limiting Means For Spherical Slices,
2019
University of Connecticut, Storrs, CT USA
Limiting Means For Spherical Slices, Amy Peterson, Ambar Sengupta
Communications on Stochastic Analysis
No abstract provided.
Normally Ordered Disentanglement Of Multi-Dimensional Schrödinger Algebra Exponentials,
2019
Universitá di Roma Tor Vergata, Via di Torvergata, Roma, Italy
Normally Ordered Disentanglement Of Multi-Dimensional Schrödinger Algebra Exponentials, Luigi Accardi, Andreas Boukas
Communications on Stochastic Analysis
No abstract provided.
Exponential Inequalities For Exit Times For Stochastic Navier-Stokes Equations And A Class Of Evolutions,
2019
Louisiana State University, Baton Rouge, LA USA
Exponential Inequalities For Exit Times For Stochastic Navier-Stokes Equations And A Class Of Evolutions, Po-Han Hsu, Padamanbhan Sundar
Communications on Stochastic Analysis
No abstract provided.
Catalytic Deoxygenation Of Model And Realistic Feeds To Fuel-Like Hydrocarbons Over Supported Nickel-Copper Catalysts,
2018
Kentucky State University
Catalytic Deoxygenation Of Model And Realistic Feeds To Fuel-Like Hydrocarbons Over Supported Nickel-Copper Catalysts, Deyshon Ward, Kazi Javed
Posters-at-the-Capitol
The goal was to make a renewable fuel by using catalysts to remove oxygen molecules from fats. This is a current issue that society faces today because nonrenewable fossil fuels hurt the environment more than they help it. There are two components that make up a heterogeneous catalyst, a support and a reduced metal active phase. The active metal phases Nickel, Palladium, Platinum have been studied in the past on an alumina and carbon supports. We were investigating other supports using Nickel as the active phase component to determine the effect the support has on the catalyst removing oxygen of ...
Bounded Linear Operators That Preserve The Weak Supermajorization On $\Ell^1(I)^+$,
2018
Faculty of Mechanical Engineering, Department of Mathematics,University of Niš, Serbia
Bounded Linear Operators That Preserve The Weak Supermajorization On $\Ell^1(I)^+$, Martin Z. Ljubenović, Dragan S. Djordjevic
Electronic Journal of Linear Algebra
Linear preservers of weak supermajorization which is defined on positive functions contained in the discrete Lebesgue space $\ell^1(I)$ are characterized. Two different classes of operators that preserve the weak supermajorization are formed. It is shown that every linear preserver may be decomposed as sum of two operators from the above classes, and conversely, the sum of two operators which satisfy an additional condition is a linear preserver. Necessary and sufficient conditions under which a bounded linear operator is a linear preserver of the weak supermajorization are given. It is concluded that positive linear preservers of the weak supermajorization ...
A Decomposition Of A Space Of Multiple Wiener Integrals By The Difference Of Two Independent Lévy Processes In Terms Of The Lévy Laplacian,
2018
Mitsubishi Electric Mechatronics Software Corporation, Nagoya, Japan
A Decomposition Of A Space Of Multiple Wiener Integrals By The Difference Of Two Independent Lévy Processes In Terms Of The Lévy Laplacian, Atsushi Ishikawa
Communications on Stochastic Analysis
No abstract provided.
An Asymptotic Comparison Of Two Time-Homogeneous Pam Models,
2018
University of Southern California, Los Angeles, California USA
An Asymptotic Comparison Of Two Time-Homogeneous Pam Models, Hyun-Jung Kim, Sergey Vladimir Lototsky
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Integral By A Near-Martingale,
2018
Meijo University, Tenpaku,Nagoya, Japan
A Stochastic Integral By A Near-Martingale, Shinya Hibino, Hui-Hsiung Kuo, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Directional Malliavin Derivatives: A Characterisation Of Independence And A Generalised Chain Rule,
2018
University of Mannheim, Germany
Directional Malliavin Derivatives: A Characterisation Of Independence And A Generalised Chain Rule, Stefan Koch
Communications on Stochastic Analysis
No abstract provided.
Nonlocal Diffusions And The Quantum Black-Scholes Equation: Modelling The Market Fear Factor,
2018
Investec Bank PLC, 30 Gresham Street, London EC2V 7QP, United Kingdom
Nonlocal Diffusions And The Quantum Black-Scholes Equation: Modelling The Market Fear Factor, Will Hicks
Communications on Stochastic Analysis
No abstract provided.
Reversibility Checking For Markov Chains,
2018
University of Windsor, Windsor, Ontario
Reversibility Checking For Markov Chains, P. H. Brill, Chi Ho Cheung, Myron Hlynka, Q. Jiang
Communications on Stochastic Analysis
No abstract provided.
Parametric Family Of Sdes Driven By Lévy Noise,
2018
Indian Institute of Technology Kanpur, India
Parametric Family Of Sdes Driven By Lévy Noise, Suprio Bhar, Barun Sarkar
Communications on Stochastic Analysis
No abstract provided.
Topological Vector Spaces,
2018
University of Windsor
Topological Vector Spaces, Chunqing Li
Major Papers
This major paper is a report on author’s study of some topics on topological vector spaces. We prove a well-known Hahn-Banach theorem and some important consequences, including several separation and extension theorems. We study the weak topology on a topological vector space X and the weak-star topology on the dual space X* of X. We also prove the Banach-Alaoglu theorem. Consequently, we characterize the closed convex hull and the closed linear span for sets in X and X* , identify the dual of a subspace of X with the quotient of its annihilator, and obtain the Goldstine theorem as well ...
