Mathematics Commons^™

An Anticipative Stochastic Calculus Approach To Pricing In Markets Driven By Lévy Process, Bernt Øksendal, Agnès Sulem

Communications on Stochastic Analysis

No abstract provided.

Preface

Communications on Stochastic Analysis

No abstract provided.

Persistence Of Invertibility In The Wiener Space, A S Üstünel

Communications on Stochastic Analysis

No abstract provided.

The Asymptotic Dependence Behavior Of Ornstein-Uhlenbeck Semi-Stable Processes, Balram S Rajput

Communications on Stochastic Analysis

No abstract provided.

Set-Valued Stochastic Differential Equation In M-Type 2 Banach Space, Itaru Mitoma, Yoshiaki Okazaki, Jinping Zhang

Communications on Stochastic Analysis

No abstract provided.

On The Non-Classical Infinite Divisibility Of Power Semicircle Distributions, Octavio Arizmendi, Victor Pérez-Abreu

Communications on Stochastic Analysis

No abstract provided.

Stochastic Magneto-Hydrodynamic System Perturbed By General Noise, P Sundar

Communications on Stochastic Analysis

No abstract provided.

What Is A Gaussian State?, K R Parthasarathy

Communications on Stochastic Analysis

No abstract provided.

A Stochastic Finite Element Method For Stochastic Parabolic Equations Driven By Purely Spatial Noise, Chia Ying Lee, Boris Rozovskii

Communications on Stochastic Analysis

No abstract provided.

The Teaching Of Equation Solving: Approaches In Standards-Based And Traditional Curricula In The United States, Jinfa Cai, Bikai Nie, John Moyer

Mathematics, Statistics and Computer Science Faculty Research and Publications

This paper discusses the approaches to teaching linear equation solving that are embedded in a Standards-based mathematics curriculum (Connected Mathematics Program or CMP) and in a traditional mathematics curriculum (Glencoe Mathematics) in the United States. Overall, the CMP curriculum takes a functional approach to teaching equation solving, while Glencoe Mathematics takes a structural approach. The functional approach emphasizes the important ideas of change and variation in situations and contexts. It also emphasizes the representation of relationships between variables. The structural approach, on the other hand, requires students to work abstractly with symbols and follow procedures in a systematic way. …

Morphological Study Of Surface Corrosion In Carbon Steel Using Fractal Methods., Abdul Mohaimen W Fagri

Student Works (2010-2019)

Corrosion can be defined as the disintegration of a material into its constituent atoms due to chemical reactions with its surroundings. There are various chemical and physical factors that affect the rate and mechanisms of corrosion processes. In this study, we focus on the corrosion of carbon steel in mineral water at room temperature. The morphologies of corroded surface are characterized using fractal analysis. The steel plates of 10cmx10cmx0.2cm are first polished using abrasive papers of different coarseness until smooth surfaces are obtained. The samples are placed in glass dish filled with mineral water and a simple imaging procedure using …

Wavelet Transform Of Fractional Integrals For Integrable Boehmians, Deshna Loonker, P. K. Banerji, S. L. Kalla

Applications and Applied Mathematics: An International Journal (AAM)

The present paper deals with the wavelet transform of fractional integral operator (the Riemann- Liouville operators) on Boehmian spaces. By virtue of the existing relation between the wavelet transform and the Fourier transform, we obtained integrable Boehmians defined on the Boehmian space for the wavelet transform of fractional integrals.

Convergence Of The Sinc Method Applied To Volterra Integral Equations, M. Zarebnia, J. Rashidinia

Applications and Applied Mathematics: An International Journal (AAM)

A collocation procedure is developed for the linear and nonlinear Volterra integral equations, using the globally defined Sinc and auxiliary basis functions. We analytically show the exponential convergence of the Sinc collocation method for approximate solution of Volterra integral equations. Numerical examples are included to confirm applicability and justify rapid convergence of our method.

On The Characteristic Polynomial Of Regular Linear Matrix Pencil, Yan Wu, Phillip Lorren

Mathematical Sciences: Faculty Publications

Linear matrix pencil, denoted by (A,B), plays an important role in control systems and numerical linear algebra. The problem of finding the eigenvalues of (A,B) is often solved numerically by using the well-known QZ method. Another approach for exploring the eigenvalues of (A,B) is by way of its characteristic polynomial, P(λ)=A − λB. There are other applications of working directly with the characteristic polynomial, for instance, using Routh-Hurwitz analysis to count the stable roots of P(λ) and transfer function representation of control systems governed by differential-algebraic equations. In this paper, we …

Perspective On Mathematical Modeling, Gary De Young

Pro Rege

No abstract provided.

The Yao Graph Y6 Is A Spanner, Joseph O'Rourke

Computer Science: Faculty Publications

We prove that Y₆ is a spanner. Y₆ is the Yao graph on a set of planar points, which has an edge from each point x to a closest point y within each of the six angular cones of 60^◦ surrounding x .

Modeling With Bivariate Geometric Distributions, Jing Li

Dissertations

This dissertation studied systems with several components which were subject to different types of failures. Systems with two components having frequency counts in the domain of positive integers, and the survival time of each component following geometric or mixture geometric distribution can be classified into this category. Examples of such systems include twin engines of an airplane and the paired organs in a human body. It was found that such a system, using conditional arguments, can be characterized as multivariate geometric distributions. It was proved that these characterizations of the geometric models can be achieved using conditional probabilities, conditional failure …

Group Frames And Partially Ranked Data, Kwang B. Ketcham

HMC Senior Theses

We give an overview of finite group frames and their applications to calculating summary statistics from partially ranked data, drawing upon the work of Rachel Cranfill (2009). We also provide a summary of the representation theory of compact Lie groups. We introduce both of these concepts as possible avenues beyond finite group representations, and also to suggest exploration into calculating summary statistics on Hilbert spaces using representations of Lie groups acting upon those spaces.

Combinatorial Proofs Using Complex Weights, Bo Chen

HMC Senior Theses

In 1961, Kasteleyn, Fisher, and Temperley gave a result for the number of possible tilings of a 2m 2n checkerboard with dominoes. Their proof involves the evaluation of a complicated Pfaffian. In this thesis we investigate combinatorial strategies to evaluate the sum of evenly spaced binomial coefficients, and present steps towards a purely combinatorial proof of the 1961 result.

Optimizing Restaurant Reservation Scheduling, Jacob Feldman

HMC Senior Theses

We consider a yield-management approach to determine whether a restaurant should accept or reject a pending reservation request. This approach was examined by Bossert (2009), where the decision for each request is evaluated by an approximate dynamic program (ADP) that bases its decision on a realization of future demand. This model only considers assigning requests to their desired time slot. We expand Bossert's ADP model to incorporate an element of flexibility that allows requests to be assigned to a time slot that differs from the customer's initially requested time. To estimate the future seat utilization given a particular decision, a …

Arithmetic On Specializable Continued Fractions, Ross C. Merriam

HMC Senior Theses

No abstract provided.

Understanding Voting For Committees Using Wreath Products, Stephen C. Lee

HMC Senior Theses

In this thesis, we construct an algebraic framework for analyzing committee elections. In this framework, module homomorphisms are used to model positional voting procedures. Using the action of the wreath product group S2[Sn] on these modules, we obtain module decompositions which help us to gain an understanding of the module homomorphism. We use these decompositions to construct some interesting voting paradoxes.

Computational Feasibility Of Increasing The Visibility Of Vertices In Covert Networks, Yaniv J. Ovadia

HMC Senior Theses

Disrupting terrorist and other covert networks requires identifying and capturing key leaders. Previous research by Martonosi et al. (2009) defines a load metric on vertices of a covert network representing the amount of communication in which a vertex is expected to participate. They suggest that the visibility of a target vertex can be increased by removing other, more accessible members of the network. This report evaluates the feasibility of efficiently calculating the optimal subset of vertices to remove. We begin by proving that the general problem of identifying the optimally load maximizing vertex set removal is NP-complete. We then consider …

A Nonlinear Ode Model Of Tumor Growth And Effect Of Immunotherapy And Chemotherapy Treatment In Colorectal Cancer, Hannah P. Savage

HMC Senior Theses

Colorectal cancer will kill approximately 50,000 people in the United States this year. Current treatment options, including surgery, chemotherapy, and radiation, are often able to force the cancer into remission, but better treatments are needed to help those who don't respond to current treatments. A new and promising treatment option, monoclonal-antibody therapy, has the potential to help reduce the deaths caused by colorectal cancer, but most monoclonal-antibody drugs are currently still in trial phases, and the variations in the dosing schedule of those currently approved for use have not been heavily explored. We have modified a nonlinear ODE tumor/treatment model …

Minimal Circuits For Very Incompletely Specified Boolean Functions, Richard Strong Bowen

HMC Senior Theses

In this report, asymptotic upper and lower bounds are given for the minimum number of gates required to compute a function which is only partially specified and for which we allow a certain amount of error. The upper and lower bounds match. Hence, the behavior of these minimum circuit sizes is completely (asymptotically) determined.

A Multistage Incidence Estimation Model For Diseases With Differential Mortality, Alyssa W. Dray

HMC Senior Theses

According to theWorld Health Organization, surgically removable cataract remains the leading cause of blindness worldwide. In sub-Saharan Africa, cataract surgical rate targets should ideally be set based on cataract incidence (the number of new cataracts developed each year). Unfortunately, the longitudinal studies necessary to measure incidence have not yet been feasible in these areas. Our research instead proposes a method for estimating incidence based on available cataract prevalence data. We extend a method proposed by Podgor and Leske (1986) to estimate age-specific incidence from age-specific prevalence in single diseases with differential mortality. A two-stage disease extension is created in order …

A Comparison Of Probe-Level And Probeset Models For Small-Sample Gene Expression Data, John R. Stevens, Jason L. Bell, Kenneth I. Aston, Kenneth L. White

Mathematics and Statistics Faculty Publications

Background: Statistical methods to tentatively identify differentially expressed genes in microarray studies typically assume larger sample sizes than are practical or even possible in some settings.

Results: The performance of several probe-level and probeset models was assessed graphically and numerically using three spike-in datasets. Based on the Affymetrix GeneChip, a novel nested factorial model was developed and found to perform competitively on small-sample spike-in experiments.

Conclusions: Statistical methods with test statistics related to the estimated log fold change tend to be more consistent in their performance on small-sample gene expression data. For such small-sample experiments, the nested factorial model can …

A Lift Of Cohomology Eigenclasses Of Hecke Operators, Brian Francis Hansen

Theses and Dissertations

A considerable amount of evidence has shown that for every prime p &neq; N observed, a simultaneous eigenvector v_0 of Hecke operators T(l,i), i=1,2, in H^3(Γ_0(N),F(0,0,0)) has a “lift” v in H^3(Γ_0(N),F(p−1,0,0)) — i.e., a simultaneous eigenvector v of Hecke operators having the same system of eigenvalues that v_0 has. For each prime p>3 and N=11 and 17, we construct a vector v that is in the cohomology group H^3(Γ_0(N),F(p−1,0,0)). This is the first construction of an element of infinitely many different cohomology groups, other than modulo p reductions of characteristic zero objects. We proceed to show that v …

Geometry, Greed, Games, And 'Roids, James Oxley

Dalrymple Lecture Series

A three-legged stool doesn’t wobble. But four-legged stools often teeter because the tips of their legs don’t lie in the same plane.

This phenomenon of dependent sets, first theorized 75 years ago, is the focus of the 16th Dalrymple Lecture in Mathematics, set for 5:30 p.m. Friday (May 21) at the University of Mississippi. James Oxley, who holds an alumni professorship at Louisiana State University, is to deliver the address, which is free and open to the public in the Student Union Ballroom.

“There is some beautiful and intriguing mathematics that arises from some natural problems in geometry and network …

An Exponentially Convergent Nonpolynomial Finite Element Method For Time-Harmonic Scattering From Polygons, A. H. Barnett, T. Betcke

Dartmouth Scholarship

In recent years nonpolynomial finite element methods have received increasing attention for the efficient solution of wave problems. As with their close cousin the method of particular solutions, high efficiency comes from using solutions to the Helmholtz equation as basis functions. We present and analyze such a method for the scattering of two-dimensional scalar waves from a polygonal domain that achieves exponential convergence purely by increasing the number of basis functions in each element. Key ingredients are the use of basis functions that capture the singularities at corners and the representation of the scattered field towards infinity by a combination …