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Call For Abstracts - Resrb 2019, July 8-9, Wrocław, Poland, Wojciech M. Budzianowski 2018 Wojciech Budzianowski Consulting Services

Call For Abstracts - Resrb 2019, July 8-9, Wrocław, Poland, Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.


Determinants Of Interval Matrices, Jaroslav Horáček, Milan Hladík, Josef Matějka 2018 Charles University, Prague, Czech Republic

Determinants Of Interval Matrices, Jaroslav Horáček, Milan Hladík, Josef Matějka

Electronic Journal of Linear Algebra

In this paper we shed more light on determinants of real interval matrices. Computing the exact bounds on a determinant of an interval matrix is an NP-hard problem. Therefore, attention is first paid to approximations. NP-hardness of both relative and absolute approximation is proved. Next, methods computing verified enclosures of interval determinants and their possible combination with preconditioning are discussed. A new method based on Cramer's rule was designed. It returns similar results to the state-of-the-art method, however, it is less consuming regarding computational time. Other methods transferable from real matrices (e.g., the Gerschgorin circles, Hadamard's inequality ...


Partial Sum Trigonometric Identities And Chebyshev Polynomials, Sarah Weller 2018 Colorado Mesa University

Partial Sum Trigonometric Identities And Chebyshev Polynomials, Sarah Weller

Rose-Hulman Undergraduate Mathematics Journal

Using Euler’s theorem, geometric sums and Chebyshev polynomials, we prove trigonometric identities involving sums and multiplications of cosine.


Color Space Standardization And Image Analysis For High-Throughput Phenotyping Of Sorghum Bicolor, Alexandria A. Pokorny 2018 Department of Mathematics, Illinois State University

Color Space Standardization And Image Analysis For High-Throughput Phenotyping Of Sorghum Bicolor, Alexandria A. Pokorny

Annual Symposium on Biomathematics and Ecology: Education and Research

No abstract provided.


Reversibility Checking For Markov Chains, P. H. Brill, Chi ho Cheung, Myron Hlynka, Q. Jiang 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.


Directional Malliavin Derivatives: A Characterisation Of Independence And A Generalised Chain Rule, Stefan Koch 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.


An Asymptotic Comparison Of Two Time-Homogeneous Pam Models, Hyun-Jung Kim, Sergey Vladimir Lototsky 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.


Nonlocal Diffusions And The Quantum Black-Scholes Equation: Modelling The Market Fear Factor, Will Hicks 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.


Parametric Family Of Sdes Driven By Lévy Noise, Suprio Bhar, Barun Sarkar 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.


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 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.


A Stochastic Integral By A Near-Martingale, Shinya Hibino, Hui-Hsiung Kuo, Kimiaki Saitô 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.


The Chapman Bone Algorithm: A Diagnostic Alternative For The Evaluation Of Osteoporosis, Elise Levesque, Anton Ketterer, Wajiha Memon, Cameron James, Noah Barrett, Cyril Rakovski, Frank Frisch 2018 Chapman University

The Chapman Bone Algorithm: A Diagnostic Alternative For The Evaluation Of Osteoporosis, Elise Levesque, Anton Ketterer, Wajiha Memon, Cameron James, Noah Barrett, Cyril Rakovski, Frank Frisch

Mathematics, Physics, and Computer Science Faculty Articles and Research

Osteoporosis is the most common metabolic bone disease and goes largely undiagnosed throughout the world, due to the inaccessibility of DXA machines. Multivariate analyses of serum bone turnover markers were evaluated in 226 Orange County, California, residents with the intent to determine if serum osteocalcin and serum pyridinoline cross-links could be used to detect the onset of osteoporosis as effectively as a DXA scan. Descriptive analyses of the demographic and lab characteristics of the participants were performed through frequency, means and standard deviation estimations. We implemented logistic regression modeling to find the best classification algorithm for osteoporosis. All calculations and ...


R\'Enyi's Quantum Thermodynamical Inequalities, Natalia Bebiano, Joao da Providencia, J.P. da Providencia 2018 University of Coimbra

R\'Enyi's Quantum Thermodynamical Inequalities, Natalia Bebiano, Joao Da Providencia, J.P. Da Providencia

Electronic Journal of Linear Algebra

A theory of thermodynamics has been recently formulated and derived on the basis of R\'enyi entropy and its relative versions. In this framework, the concepts of partition function, internal energy and free energy are defined, and fundamental quantum thermodynamical inequalities are deduced. In the context of R\'enyi's thermodynamics, the variational Helmholtz principle is stated and the condition of equilibrium is analyzed. The %obtained results reduce to the von Neumann ones when the R\'enyi entropic parameter $\alpha$ approaches 1. The main goal of the article is to give simple and self-contained proofs of important known results in ...


Three Examples Of Mondoromy Groups, Alice A. Wise 2018 alice.wise

Three Examples Of Mondoromy Groups, Alice A. Wise

Electronic Theses and Dissertations

This thesis illustrates the notion of the Monodromy group of a global analytic function through three examples. One is a relatively simple finite example; the others are more complicated infinite cases, one abelian and one non-abelian, which show connections to other parts of mathematics.


Exit-Time Of Granular Media Equation Starting In A Local Minimum, Julian Tugaut 2018 Université Jean Monnet, Saint-Étienne, France

Exit-Time Of Granular Media Equation Starting In A Local Minimum, Julian Tugaut

Communications on Stochastic Analysis

No abstract provided.


Bsdes On Finite And Infinite Horizon With Time-Delayed Generators, Peng Luo, Ludovic Tangpi 2018 ETH Zürich, Switzerland

Bsdes On Finite And Infinite Horizon With Time-Delayed Generators, Peng Luo, Ludovic Tangpi

Communications on Stochastic Analysis

No abstract provided.


Arratia Flow With Drift And Trotter Formula For Brownian Web, Andrey A. Dorogovtsev, M. B. Vovchanskii 2018 Institute of Mathematics, National Academy of Sciences of Ukraine

Arratia Flow With Drift And Trotter Formula For Brownian Web, Andrey A. Dorogovtsev, M. B. Vovchanskii

Communications on Stochastic Analysis

No abstract provided.


Stochastic Representation Of Tau Functions With An Application To The Korteweg-De Vries Equation, Michèle Thieullen, Alexis Vigot 2018 Sorbonne Université, Paris, France

Stochastic Representation Of Tau Functions With An Application To The Korteweg-De Vries Equation, Michèle Thieullen, Alexis Vigot

Communications on Stochastic Analysis

No abstract provided.


A Discrete Time Approximations For Certain Class Of One-Dimensional Backward Stochastic Differential Equations Via Girsanov's Theorem, Aissa Sghir, Driss Seghir, Soukaina Hadiri 2018 Université Mohammed Premier

A Discrete Time Approximations For Certain Class Of One-Dimensional Backward Stochastic Differential Equations Via Girsanov's Theorem, Aissa Sghir, Driss Seghir, Soukaina Hadiri

Communications on Stochastic Analysis

No abstract provided.


Symmetric Weighted Odd-Power Variations Of Fractional Brownian Motion And Applications, David Nualart, Raghid Zeineddine 2018 University of Kansas

Symmetric Weighted Odd-Power Variations Of Fractional Brownian Motion And Applications, David Nualart, Raghid Zeineddine

Communications on Stochastic Analysis

No abstract provided.


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