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 ...