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2007

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Articles 31 - 60 of 541

Full-Text Articles in Mathematics

Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli Dec 2007

Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli

Communications on Stochastic Analysis

No abstract provided.


The Substitution Theorem For Semilinear Stochastic Partial Differential Equations, Salah-Eldin A. Mohammed, Tusheng Zhang Dec 2007

The Substitution Theorem For Semilinear Stochastic Partial Differential Equations, Salah-Eldin A. Mohammed, Tusheng Zhang

Articles and Preprints

In this article we establish a substitution theorem for semilinear stochastic evolution equations (see's) depending on the initial condition as an infinite-dimensional parameter. Due to the infinitedimensionality of the initial conditions and of the stochastic dynamics, existing finite-dimensional results do not apply. The substitution theorem is proved using Malliavin calculus techniques together with new estimates on the underlying stochastic semiflow. Applications of the theorem include dynamic characterizations of solutions of stochastic partial differential equations (spde's) with anticipating initial conditions and non-ergodic stationary solutions. In particular, our result gives a new existence theorem for solutions of semilinear Stratonovich spde's with anticipating …


Templated Fabrication Of Large Area Subwavelength Antireflection Gratings On Silicon, Chih-Hung Sun, Wei-Lun Min, Nicholas C. Linn, Peng Jiang, Bin Jiang Dec 2007

Templated Fabrication Of Large Area Subwavelength Antireflection Gratings On Silicon, Chih-Hung Sun, Wei-Lun Min, Nicholas C. Linn, Peng Jiang, Bin Jiang

Mathematics and Statistics Faculty Publications and Presentations

We report a cheap and scalable bottom-up technique for fabricating wafer-scale, subwavelength-structured antireflection coatings on single-crystalline silicon substrates. Spin-coated monolayer colloidal crystals are utilized as shadow masks to generate metallic nanohole arrays. Inverted pyramid arrays in silicon can then be templated against nanoholes by anisotropic wet etching. The resulting subwavelength gratings greatly suppress specular reflection at normal incidence. The reflection spectra for flat silicon and the templated gratings at long wavelengths agree well with the simulated results using a rigorous coupled wave analysis model. These subwavelength gratings are of great technological importance in crystalline silicon solar cells.


Study Of Multiple Impacts Of A Rigid Body With A Flat Surface, Florin Vasile Badiu Dec 2007

Study Of Multiple Impacts Of A Rigid Body With A Flat Surface, Florin Vasile Badiu

Mathematics Dissertations - Archive

Both analytical and numerical results are presented for two rigid body problems: a rod colliding with the ground, and a rigid thin plate colliding with the ground. The study of the succession of impacts of the rod with the ground confirms results from literature, and explores new cases. Numerical simulations can provide results in the study of the clattering impacts of a 3D body colliding with the ground. For a simplification of the analytical calculations, a rectangular plate without thickness is studied. In this case, a comparison between the numerical method, which is a continuous contact method, and the analytical …


A Random Change Of Variables And Applications To The Stochastic Porous Medium Equation With Multiplicative Time Noise, S V Lototsky Dec 2007

A Random Change Of Variables And Applications To The Stochastic Porous Medium Equation With Multiplicative Time Noise, S V Lototsky

Communications on Stochastic Analysis

No abstract provided.


Portfolio Optimization With Consumption In A Fractional Black-Scholes Market, Yalçin Sarol, Frederi G Viens, Tao Zhang Dec 2007

Portfolio Optimization With Consumption In A Fractional Black-Scholes Market, Yalçin Sarol, Frederi G Viens, Tao Zhang

Communications on Stochastic Analysis

No abstract provided.


Local Theorems Related To Lévy-Type Branching Mechanism, Vladimir Vinogradov Dec 2007

Local Theorems Related To Lévy-Type Branching Mechanism, Vladimir Vinogradov

Communications on Stochastic Analysis

No abstract provided.


Functional Limit Theorems For Trace Processes In A Dyson Brownian Motion, Victor Pérez-Abreu, Constantin Tudor Dec 2007

Functional Limit Theorems For Trace Processes In A Dyson Brownian Motion, Victor Pérez-Abreu, Constantin Tudor

Communications on Stochastic Analysis

No abstract provided.


Almost Any State Of Any Amplitude Markov Chain Is Recurrent, Luigi Accardi, Hiromichi Ohno Dec 2007

Almost Any State Of Any Amplitude Markov Chain Is Recurrent, Luigi Accardi, Hiromichi Ohno

Communications on Stochastic Analysis

No abstract provided.


Schrödinger Type Equation Associated With The Lévy And Volterra Laplacians, Kazuyoshi Sakabe Dec 2007

Schrödinger Type Equation Associated With The Lévy And Volterra Laplacians, Kazuyoshi Sakabe

Communications on Stochastic Analysis

No abstract provided.


Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System, P Sundar, Hong Yin Dec 2007

Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System, P Sundar, Hong Yin

Communications on Stochastic Analysis

No abstract provided.


The Characterization Of A Class Of Probability Measures By Multiplicative Renormalization, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli Dec 2007

The Characterization Of A Class Of Probability Measures By Multiplicative Renormalization, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli

Communications on Stochastic Analysis

No abstract provided.


On Mathematical Modeling, Nonlinear Properties And Stability Of Secondary Flow In A Dendrite Layer, Daniel N. Riahi Dec 2007

On Mathematical Modeling, Nonlinear Properties And Stability Of Secondary Flow In A Dendrite Layer, Daniel N. Riahi

School of Mathematical & Statistical Sciences Faculty Publications

This paper studies instabilities in the flow of melt within a horizontal dendrite layer with deformed upper boundary and in the presence or absence of rotation during the solidification of a binary alloy. In the presence of rotation, it is assumed that the layer is rotating about a vertical axis at a constant angular velocity. Linear and weakly nonlinear stability analyses provide results about various flow features such as the critical mode of convection, neutral stability curve, preferred flow pattern and the solid fraction distribution within the dendrite layer. The preferred shape of the deformed upper boundary of the layer, …


Analysis And Implementation Of High-Order Compact Finite Difference Schemes, Jonathan G. Tyler Nov 2007

Analysis And Implementation Of High-Order Compact Finite Difference Schemes, Jonathan G. Tyler

Theses and Dissertations

The derivation of centered compact schemes at interior and boundary grid points is performed and an analysis of stability and computational efficiency is given. Compact schemes are high order implicit methods for numerical solutions of initial and/or boundary value problems modeled by differential equations. These schemes generally require smaller stencils than the traditional explicit finite difference counterparts. To avoid numerical instabilities at and near boundaries and in regions of mesh non-uniformity, a numerical filtering technique is employed. Experiments for non-stationary linear problems (convection, heat conduction) and also for nonlinear problems (Burgers' and KdV equations) were performed. The compact solvers were …


A Delayed Option Pricing Formula (Mittag-Leffler Institute Workshop), Salah-Eldin A. Mohammed Nov 2007

A Delayed Option Pricing Formula (Mittag-Leffler Institute Workshop), Salah-Eldin A. Mohammed

Miscellaneous (presentations, translations, interviews, etc)

No abstract provided.


A Delayed Option Pricing Formula (University Of Manchester Probability Seminar), Salah-Eldin A. Mohammed Nov 2007

A Delayed Option Pricing Formula (University Of Manchester Probability Seminar), Salah-Eldin A. Mohammed

Miscellaneous (presentations, translations, interviews, etc)

No abstract provided.


Deformable Image Registration With Inclusion Of Auto-Detected Homologous Tissue Features, Y. Xie, Lei Xing, Dana C. Paquin, Doron Levy, T. Yang Nov 2007

Deformable Image Registration With Inclusion Of Auto-Detected Homologous Tissue Features, Y. Xie, Lei Xing, Dana C. Paquin, Doron Levy, T. Yang

Mathematics

No abstract provided.


Sphere Packing, Lattices, And Epstein Zeta Function, Lenny Fukshansky Nov 2007

Sphere Packing, Lattices, And Epstein Zeta Function, Lenny Fukshansky

CMC Faculty Publications and Research

The sphere packing problem in dimension N asks for an arrangement of non-overlapping spheres of equal radius which occupies the largest possible proportion of the corresponding Euclidean space. This problem has a long and fascinating history. In 1611 Johannes Kepler conjectured that the best possible packing in dimension 3 is obtained by a face centered cubic and hexagonal arrangements of spheres. A proof of this legendary conjecture has finally been published in 2005 by Thomas Hales. The analogous problem in dimension 2 has been solved by Laszlo Fejes Toth in 1940, and this really is the extent of our current …


The Correlation Coefficients, Rudy Gideon Nov 2007

The Correlation Coefficients, Rudy Gideon

Mathematical Sciences Faculty Publications

A generalized method of defining and interpreting correlation coefficients is given. Seven correlation coefficients are defined — three for continuous data and four on the ranks of the data. A quick calculation of the rank based correlation coefficients using a 0-1 graph-matrix is shown. Examples and comparisons are given.


Macroscopic Consequences Of Calcium Signaling In Microdomains: A First-Passage-Time Approach, Robert Rovetti Nov 2007

Macroscopic Consequences Of Calcium Signaling In Microdomains: A First-Passage-Time Approach, Robert Rovetti

Mathematics, Statistics and Data Science Faculty Works

Calcium (Ca) plays an important role in regulating various cellular processes. In a variety of cell types, Ca signaling occurs within microdomains where channels deliver localized pulses of Ca activating a nearby collection of Ca-sensitive receptors. The small number of channels involved ensures that the signaling process is stochastic. The aggregate response of several thousand of these microdomains yields a whole-cell response which dictates the cell behavior. Here, we study the statistical properties of a population of these microdomains in response to a trigger signal. We use a first-passage-time approach to show analytically how Ca release in the whole cell …


Relative Pareto Minimizers To Multiobjective Problems: Existence And Optimality Conditions, Truong Q. Bao, Boris S. Mordukhovich Nov 2007

Relative Pareto Minimizers To Multiobjective Problems: Existence And Optimality Conditions, Truong Q. Bao, Boris S. Mordukhovich

Mathematics Research Reports

In this paper we introduce and study enhanced notions of relative Pareto minimizers to constrained multiobjective problems that are defined via several kinds of relative interiors of ordering cones and occupy intermediate positions between the classical notions of Pareto and weak Pareto efficiency/minimality. Using advanced tools of variational analysis and generalized differentiation, we establish the existence of relative Pareto minimizers to general multiobjective problems under a refined version of the subdifferential Palais-Smale condition for set-valued mappings with values in partially ordered spaces and then derive necessary optimality conditions for these minimizers (as well as for conventional efficient and weak efficient …


Household Food Insecurity Is Inversely Associated With Social Capital And Health In Females From Special Supplemental Nutrition Program For Women, Infants, And Children Households In Appalachian Ohio, Jennifer L. Walker, David H. Holben, Mary L. Kropf, John P. Holcomb Jr., Heidi Anderson Nov 2007

Household Food Insecurity Is Inversely Associated With Social Capital And Health In Females From Special Supplemental Nutrition Program For Women, Infants, And Children Households In Appalachian Ohio, Jennifer L. Walker, David H. Holben, Mary L. Kropf, John P. Holcomb Jr., Heidi Anderson

Mathematics and Statistics Faculty Publications

Food insecurity has been negatively associated with social capital (a measure of perceived social trust and community reciprocity) and health status. Yet, these factors have not been studied extensively among women from households participating in the Special Supplemental Nutrition Program for Women, Infants, and Children (WIC) or the WIC Farmers’ Market Nutrition Program. A cross-sectional, self-administered, mailed survey was conducted in Athens County, Ohio, to examine the household food security status, social capital, and self-rated health status of women from households receiving WIC benefits alone (n=170) and those from households receiving both WIC and Farmers’ Market Nutrition Program benefits (n=65), …


On Enumeration Of Conjugacy Classes Of Coxeter Elements, Matthew Macauley, Henning S. Mortveit Nov 2007

On Enumeration Of Conjugacy Classes Of Coxeter Elements, Matthew Macauley, Henning S. Mortveit

Publications

In this paper we study the equivalence relation on the set of acyclic orientations of a graph Y that arises through source-to-sink conversions. This source-to-sink conversion encodes, e.g. conjugation of Coxeter elements of a Coxeter group. We give a direct proof of a recursion for the number of equivalence classes of this relation for an arbitrary graph Y using edge deletion and edge contraction of non-bridge edges. We conclude by showing how this result may also be obtained through an evaluation of the Tutte polynomial as T (Y, 1, 0), and we provide bijections to two other classes of acyclic …


Problem Solving And Proving Via Generalisation, Michael De Villiers, Mary Garner Nov 2007

Problem Solving And Proving Via Generalisation, Michael De Villiers, Mary Garner

Faculty Articles

No abstract provided.


Rigidity Of Gradient Ricci Solitons, Peter Petersen, William Wylie Oct 2007

Rigidity Of Gradient Ricci Solitons, Peter Petersen, William Wylie

Mathematics - All Scholarship

We define a gradient Ricci soliton to be rigid if it is a flat bundle N*GammaRk where N is Einstein. It is known that not all gradient solitons are rigid. Here we offer several natural conditions on the curvature that characterize rigid gradient solitons. Other related results on rigidity of Ricci solitons are also explained in the last section.


Band Unfoldings And Prismatoids: A Counterexample, Joseph O'Rourke Oct 2007

Band Unfoldings And Prismatoids: A Counterexample, Joseph O'Rourke

Computer Science: Faculty Publications

This note shows that the hope expressed in [ADL+07]--that the new algorithm for edge-unfolding any polyhedral band without overlap might lead to an algorithm for unfolding any prismatoid without overlap--cannot be realized. A prismatoid is constructed whose sides constitute a nested polyhedral band, with the property that every placement of the prismatoid top face overlaps with the band unfolding.


Image Reconstruction In Multi-Channel Model Under Gaussian Noise, Veera Holdai, Alexander Korostelev Oct 2007

Image Reconstruction In Multi-Channel Model Under Gaussian Noise, Veera Holdai, Alexander Korostelev

Mathematics Research Reports

The image reconstruction from noisy data is studied. A nonparametric boundary function is estimated from observations in N independent channels in Gaussian white noise. In each channel the image and the background intensities are unknown. They define a non-identifiable nuisance "parameter" that slows down the typical minimax rate of convergence. The large sample asymptotics of the minimax risk is found and an asymptotically optimal estimator for boundary function is suggested.


2007 (Fall), University Of Dayton. Department Of Mathematics Oct 2007

2007 (Fall), University Of Dayton. Department Of Mathematics

Colloquia

Abstracts of the talks given at the 2007 Fall Colloquium.


A Nifty Tool For Studying Program And System Behaviors: Nifty Tools, Pete Sanderson, Kenneth Vollmar Oct 2007

A Nifty Tool For Studying Program And System Behaviors: Nifty Tools, Pete Sanderson, Kenneth Vollmar

Mathematics Faculty Scholarship

MARS is an integrated development environment (IDE) and simulator for MIPS assembly language programming. New features enable MARS to be a useful tool for discovery and experimentation even in courses that do not involve assembly language programming.


Fixed Points Of Abelian Actions On S2, John Franks, Michael Handel, Kamlesh Parwani Oct 2007

Fixed Points Of Abelian Actions On S2, John Franks, Michael Handel, Kamlesh Parwani

Faculty Research and Creative Activity

We prove that if $F$ is a finitely generated abelian group of orientation preserving $C^1$ diffeomorphisms of $R^2$ which leaves invariant a compact set then there is a common fixed point for all elements of $F.$ We also show that if $F$ is any abelian subgroup of orientation preserving $C^1$ diffeomorphisms of $S^2$ then there is a common fixed point for all elements of a subgroup of $F$ with index at most two.