Applied Mathematics Commons^™

Schedule (2003), Association Of Christians In The Mathematical Sciences

ACMS Conference Proceedings 2003

Fourteenth Conference of the Association of Christians in the Mathematical Sciences

A Christian Perspective On Mathematics – History Of Mathematics And Study Guides, Johan Deklerk

ACMS Conference Proceedings 2003

This paper addresses two questions: (1) Will a study of the history of the subject serve any purpose in promoting a Christian perspective on mathematics? (2) Can the "science in context" approach be of further help in promoting such a perspective? The author answers both positively and provides specific examples of how he has done this in his own classes.

Table Of Contents (2003), Association Of Christians In The Mathematical Sciences

ACMS Conference Proceedings 2003

Fourteenth Conference of the Association of Christians in the Mathematical Sciences

A Bootstrap Confidence Interval Procedure For The Treatment Effect Using Propensity Score Subclassification, Wanzhu Tu, Xiao-Hua Zhou

UW Biostatistics Working Paper Series

In the analysis of observational studies, propensity score subclassification has been shown to be a powerful method for adjusting unbalanced covariates for the purpose of causal inferences. One practical difficulty in carrying out such an analysis is to obtain a correct variance estimate for such inferences, while reducing bias in the estimate of the treatment effect due to an imbalance in the measured covariates. In this paper, we propose a bootstrap procedure for the inferences concerning the average treatment effect; our bootstrap method is based on an extension of Efron’s bias-corrected accelerated (BCa) bootstrap confidence interval to a two-sample problem. …

Reply To "Comment On ‘Atomic Spectral Line Free-Parameter Deconvolution Procedure’”, Vladimir Milosavljevic, Goran Poparic

Articles

We do not agree with the authors of the preceding Comment [X. Nikolic, X. Ojurovic, and X. Mijatovic, Phys. Rev. E, 67, 058401, 2003]. Our numerical procedure for the deconvolution of the theoretical asymmetric convolution integral of a Gaussian and a plasma broadened spectral line profile jA,R(λ) for spectral lines enables the determination of all broadening parameters. All broadening parameters can be determined directly from the recorded line profile of a single line, with minimal assumptions or prior knowledge. Additional experimental diagnostics are not required.

The Global Dynamics Of Isothermal Chemical Systems With Critical Nonlinearity, Yi Li, Yuanwei Qi

Mathematics and Statistics Faculty Publications

In this paper, we study the Cauchy problem of a cubic autocatalytic chemical reaction system u_1,t = u_1,xx − u^α₁ u^β₂, u_2,t = du_2,xx+ u^α₁ u^β₂ with non-negative initial data, where the exponents α,β satisfy 1<α,βd>0 is the Lewis number. Our purpose is to study the global dynamics of solutions under mild decay of initial data as |x|→∞. We show the exact large time behaviour of solutions which is universal.

Applications Of List Decoding To Tracing Traitors, Alice Silverberg, Jessica Staddon, Judy L. Walker

Department of Mathematics: Faculty Publications

We apply results from algebraic coding theory to solve problems in cryptography, by using recent results on list decoding of error-correcting codes to efficiently find traitors who collude to create pirates. We produce schemes for which the TA (traceability) traitor tracing algorithm is very fast. We compare the TA and IPP (identifiable parent property) traitor tracing algorithms, and give evidence that when using an algebraic structure, the ability to trace traitors with the IPP algorithm implies the ability to trace with the TA algorithm. We also demonstrate that list decoding techniques can be used to find all possible pirate coalitions. …

Subdifferential And Superdifferential Optimality Conditions In Nonsmooth Minimization, Boris S. Mordukhovich

Mathematics Research Reports

The paper concerns first-order necessary optimality conditions for problems of minimizing nonsmooth functions under various constraints in infinite-dimensional spaces. Based on advanced tools of variational analysis and generalized differential calculus, we derive general results of two independent types called subdifferential and superdifferential optimality conditions. The former ones involve basic/limiting subgradients of cost functions, while the latter conditions are expressed via Frechet superdifferentials provided that they are not empty. All the superdifferential and major subdifferential optimality conditions obtained in the paper are new even in finite dimensions. We give applications of general optimality conditions to mathematical programs with equilibrium constraints.

Intuitive Black-Scholes Option Pricing With A Simple Table, Tom Arnold, Terry D. Nixon, Richard L. Shockley Jr.

Finance Faculty Publications

The Black-Scholes option pricing model (1973) can be intimidating for the novice. By rearranging and combining some of the variables, one can reduce the number of parameters in the valuation problem from five to two: 1) the option's moneyness ratio and 2) its time-adjusted volatility. This allows the computationally complex Black-Scholes formula to be collapsed into an easy-to-use table similar to those in some popular textbooks. The tabular approach provides an excellent tool for building intuition about the comparative statics in the Black-Scholes equation. Further, the pricing table can be used to price options on dividend-paying stocks, commodities, foreign exchange …

Visualizing The Stochastic Calculus Of Option Pricing With Excel And Vba, Tom Arnold, Stephen C. Henry

Finance Faculty Publications

Stochastic calculus, part calculus and part statistics, is an integral part of option pricing that can be intimidating. By developing the statistical nature of stochastic processes and introducing Monte Carlo simulation using Microsoft Excel, this paper develops a visualization of how stochastic processes are evaluated using Ito's lemma and integral calculus. Ultimately, the Black-Scholes (1973) option pricing equation is the natural result.

Estimating The Accuracy Of Polymerase Chain Reaction-Based Tests Using Endpoint Dilution, Jim Hughes, Patricia Totten

UW Biostatistics Working Paper Series

PCR-based tests for various microorganisms or target DNA sequences are generally acknowledged to be highly "sensitive" yet the concept of sensitivity is ill-defined in the literature on these tests. We propose that sensitivity should be expressed as a function of the number of target DNA molecules in the sample (or specificity when the target number is 0). However, estimating this "sensitivity curve" is problematic since it is difficult to construct samples with a fixed number of targets. Nonetheless, using serially diluted replicate aliquots of a known concentration of the target DNA sequence, we show that it is possible to disentangle …

Support Planes And A Wonderful Theorem Of Bishop And Phelps, Joe Diestel

Colloquium

Since the earliest days of duality in linear spaces (i.e., vector spaces), support functionals for convex sets have played a critical role in applications. The Hahn-Banach theorem is an example: any closed bounded convex subset of a normed linear space has support functionals. In the early sixties, Bishop and Phelps gave a much sharper theorem, showing that there are lots of support functionals. This talk will discuss results related to the Bishop-Phelps theorem—results that sometimes fairly amaze even people who work in the area.

Simple Parallel Statistical Computing In R, Anthony Rossini, Luke Tierney, Na Li

UW Biostatistics Working Paper Series

Theoretically, many modern statistical procedures are trivial to parallelize. However, practical deployment of a parallelized implementation which is robust and reliably runs on different computational cluster configurations and environments is far from trivial. We present a framework for the R statistical computing language that provides a simple yet powerful programming interface to a computational cluster. This interface allows the development of R functions that distribute independent computations across the nodes of the computational cluster. The resulting framework allows statisticians to obtain significant speed-ups for some computations at little additional development cost. The particular implementation can be deployed in heterogeneous computing …

Literate Statistical Practice, Anthony Rossini, Friedrich Leisch

UW Biostatistics Working Paper Series

Literate Statistical Practice (LSP, Rossini, 2001) describes an approach for creating self-documenting statistical results. It applies literate programming (Knuth, 1992) and related techniques in a natural fashion to the practice of statistics. In particular, documentation, specification, and descriptions of results are written concurrently with writing and evaluation of statistical programs. We discuss how and where LSP can be integrated into practice and illustrate this with an example derived from an actual statistical consulting project. The approach is simplified through the use of a comprehensive, open source toolset incorporating Noweb, Emacs Speaks Statistics (ESS), Sweave (Ramsey, 1994; Rossini, et al, 2002; …

Pareto Optimal Allocations In Nonconvex Models Of Welfare Economics, Boris S. Mordukhovich

Mathematics Research Reports

The paper is devoted to applications of modern variational analysis to the study of Pareto (as well as weak and strong Pareto) optimal allocations in nonconvex models of welfare economics with infinite-dimensional commodity spaces. Our basic tool is the extremal principle of variational analysis that provides necessary conditions for set extremality and may be viewed as a variational extension of the classical convex separation principle to the case of nonconvex sets. In this way we obtain new versions of the generalized second welfare theorem for nonconvex economies in terms of appropriate concepts of normal cones.

Redundant Discrete Wavelet Transform Based Super-Resolution Using Sub-Pixel Image Registration, Daniel L. Ward

Theses and Dissertations

The limited resolution of video imagery taken by aircraft, over geographical areas of interest, hinders the accurate extraction of useful information. The frame resolution of the video is determined by the camera that created it. Information exists about the camera which can be used to increase frame resolution beyond the resolution capability of the camera. This is achieved by a process called super-resolution, which uses multiple low-resolution video frames to create one high-resolution image.

Stochastic Intra-Cellular Modeling, Thomas E. Hopkins

Theses and Dissertations

Air Force personnel may sometimes come into contact with potentially harmful chemicals while performing their duties. Of course the Air Force desires to keep any potential health risks to its members to a minimum. To this end the Air Force would like to identify which chemicals are toxic, their level of toxicity, and the processes by which these chemicals disrupt normal biological activities at the cellular level. The development of mathematical models can be of great benefit to toxicity studies. Because real world systems involve randomness, that is noise, and the desire is to create mathematical models to represent those …

Feature Guided Image Registration Applied To Phase And Wavelet-Base Optic Flow, Kate R. Duffy

Theses and Dissertations

Optic Flow algorithms are useful in problems such as computers vision, navigational systems, and robotics. However, current algorithms are computationally expensive or lack the accuracy to be effective compared with traditionally navigation systems. Recently, lower accuracy inertial navigation systems (INS) based on Microelectromechanical systems (MEMS) technology have been proposed to replace more accurate traditional navigation systems.

Shortest Path Problems In A Stochastic And Dynamic Environment, Jae Il Cho

Theses and Dissertations

In this research, we consider stochastic and dynamic transportation network problems. Particularly, we develop a variety of algorithms to solve the expected shortest path problem in addition to techniques for computing the total travel time distribution along a path in the network. First, we develop an algorithm for solving an independent expected shortest path problem. Next, we incorporate the inherent dependencies along successive links in two distinct ways to find the expected shortest path. Since the dependent expected shortest path problem cannot be solved with traditional deterministic approaches, we develop a heuristic based on the K-shortest path algorithm for this …

The Cohomology Of The Steendrod Algebra And Representations Of The General Linear Groups, Nguyen H. V. Hu'ng

Mathematics Research Reports

Let Tr_k be the algebraic transfer that maps from the coinvariants of certain GL_k-representation to the cohomology of the Steenrod algebra. This transfer was defined by W. Singer as an algebraic version of the geometrical transfer tr_k : pi_*^S((B[doublestrike V]_k)_+) --> pi_*^S(S^0). It has been shown that the algebraic transfer is highly nontrivial, more precisely, that Tr_k is an isomorphism for k = 1, 2, 3 and that T_r = ⊕_k(Tr_k) is a homomorphism of algebras.

In this paper, we first recognize the phenomenon that if we start from any degree d, and apply Sq^0 repeatedly at most (k- 2) …

Checking Assumptions In Latent Class Regression Models Via A Markov Chain Monte Carlo Estimation Approach: An Application To Depression And Socio-Economic Status, Elizabeth Garrett, Richard Miech, Pamela Owens, William W. Eaton, Scott L. Zeger

Johns Hopkins University, Dept. of Biostatistics Working Papers

Latent class regression models are useful tools for assessing associations between covariates and latent variables. However, evaluation of key model assumptions cannot be performed using methods from standard regression models due to the unobserved nature of latent outcome variables. This paper presents graphical diagnostic tools to evaluate whether or not latent class regression models adhere to standard assumptions of the model: conditional independence and non-differential measurement. An integral part of these methods is the use of a Markov Chain Monte Carlo estimation procedure. Unlike standard maximum likelihood implementations for latent class regression model estimation, the MCMC approach allows us to …

Impulsive Differential Equations With Non-Local Conditions, Robert Knapik

Morehead Electronic Journal of Applicable Mathematics Archives

No abstract provided.

A Cnf Analogue To Strengthening, Sean Weaver

Morehead Electronic Journal of Applicable Mathematics Archives

No abstract provided.

Approximation By Piecewise Constant Functions In A Bv Metric, Pavel Bělík, Mitchell Luskin

Faculty Authored Articles

Westudytheapproximationpropertiesofpiecewiseconstantfunc- tions with respect to triangular and rectangular finite elements in a metric defined on functions of bounded variation. We apply our results to a thin film model for martensitic crystals and to the approximation of deformations with microstructure.

Optimal Control Of Neutral Functional-Differential Inclusions, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

This paper deals with optimal control problems for dynamical systems governed by constrained functional-differential inclusions of neutral type. Such control systems contain time-delays not only in state variables but also in velocity variables, which make them essentially more complicated than delay-differential (or differential-difference) inclusions. Our main goal is to derive necessary optimality conditions for general optimal control problems governed by neutral functional-differential inclusions with endpoint constraints. While some results are available for smooth control systems governed by neutral functional-differential equations, we are not familiar with any results for neutral functional-differential inclusions, even with smooth cost functionals in the absence of …

The Mathematics Of Object Recognition In Machine And Human Vision, Sunyoung Kim

Theses Digitization Project

The purpose of this project was to see why projective geometry is related to the sort of sensors that machines and humans use for vision.

Feedback Classification Of Nonlinear Single-Input Control Systems With Controllable Linearization: Normal Forms, Canonical Forms, And Invariants, Issa Amadou Tall, Witold Respondek

Articles and Preprints

We study the feedback group action on single-input nonlinear control systems. We follow an approach of Kang and Krener based on analyzing, step by step, the action of homogeneous transformations on the homogeneous part of the same degree of the system. We construct a dual normal form and dual invariants with respect to those obtained by Kang. We also propose a canonical form and a dual canonical form and show that two systems are equivalent via a formal feedback if and only if their canonical forms (resp., their dual canonical forms) coincide. We give an explicit construction of transformations bringing …

A Christian Perspective On Mathematics – History Of Mathematics And Study Guides, Johan Deklerk

ACMS Journal 2004

This paper addresses two questions: (1) Will a study of the history of the subject serve any purpose in promoting a Christian perspective on mathematics? (2) Can the "science in context" approach be of further help in promoting such a perspective? The author answers both positively and provides specific examples of how he has done this in his own classes.

Creationism – A Viable Philosophy Of Mathematics, Jonathan Zderad

ACMS Journal 2004

In this paper, the author addresses two classical questions of the philosophy of mathematics: What, if any, of mathematics exists in the objective sense? How do humans know that our knowledge of mathematics is correct? He argues that the Christian doctrine of God as creator provides a basis for answering these questions. He also provides a critique of eight widely discussed philosophies of mathematics.

On Abel-Gontscharoff-Gould's Polynomials, Tian-Xiao He, Leetsch Hsu, Peter Shiue

Scholarship

In this paper a connective study of Gould’s annihilation coefficients and Abel-Gontscharoff polynomials is presented. It is shown that Gould’s annihilation coefficients and Abel-Gontscharoff polynomials are actually equivalent to each other under certain linear substitutions for the variables. Moreover, a pair of related expansion formulas involving Gontscharoff’s remainder and a new form of it are demonstrated, and also illustrated with several examples.