Analysis Commons^™

On The Existence, Uniqueness And Stability Of Solutions Of Sdes With State-Dependent Variable Exponent, Mustafa Avci

Journal of Stochastic Analysis

We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV), offering flexibility to capture complex dynamics while posing analytical challenges. Using a fixed-point approach, we prove existence and uniqueness, analyze higher-order moments, derive asymptotic estimates, and assess stability. Finally, we illustrate an application where Poisson’s equation admits a probabilistic representation via a timehomogeneous nonlinear SDE with state-dependent variable exponents.

Companion Matrices Associated To Stochastic Matrices, Andreas Boukas, Philip Feinsilver

Journal of Stochastic Analysis

Starting with a stochastic matrix, we study the behavior of powers of an associated companion matrix, which has the same characteristic polynomial as the original matrix. In general the companion matrix will have negative entries while maintaining rowsums equal to 1. We will find the growth rate even if the Ces`aro limit of the sums of the companion matrix diverge. Surprisingly, in the irreducible aperiodic case the powers of the companion matrix will converge even though the norm of the matrix exceeds 1 and it has possibly negative entries.

Z+-Valued Additive Processes In Law With Nonnegative Increments, Nadjib Bouzar

Journal of Stochastic Analysis

The goal of this article is to study in depth the subclass of Z+- valued additive processes in law with nonnegative increments. We establish key distributional properties of these processes and obtain some existence results under a variety of conditions. We show that they form a subclass of the family of inhomogeneous Markov chains with spatial homogeneity. We extend the notion of factoring introduced by Sato (2004, [9]) for Rd-valued additive processes in law to their Z+-valued counterparts with nonnegative increments. We give a sufficient condition for the existence of a factoring for these processes. Lastly, we obtain their representation …

The General Solution Analysis Of Homogeneous Linear Equations, Jacob Schwamb, Edward Whipple

Discovery Day - Daytona Beach

The general solution analysis of homogeneous linear equations are any systems of equations in which all constant terms are equal to zero is classified as a homogeneous linear equation. Some key characteristics of homogeneous linear equations are that there are “zero” solutions, where every system has at least a single solution where all variables are zero, also all solutions to any homogenous linear equation is linearly independent, along with having preserved homogeneity, where if any variable (x) may be added to the system, then any scalar multiple of the variable is also a solution. The General solution of any homogeneous …

A Compact Representation Of Oscillatory Limits Via Asymptotic Value Distributions, Ibrahim Arnous, Eric M. Rodarte, Chirag Kumar

Discovery Day - Daytona Beach

Classical limits describe asymptotic behavior through convergence to a single value, but many important oscillatory functions do not converge in this sense. Standard examples such as sin(𝑥) as 𝑥→∞ and sin(1/x) as x→0 instead display stable distributions of values over time. This project examines how such behavior can be described using a measure-theoretic framework, particularly through occupation measures and, in sequence-based settings, Young measures. The objective is to present this perspective in a clear and accessible way while introducing the Ansatz representation, a compact notation for recording the support and density of an asymptotic value distribution when the limiting measure …

Differentiating The Impossible: Feynman's Trick In Applications Of Modern Physics, Yaohua Zhao

Discovery Day - Daytona Beach

We discuss Feynman’s method of differentiating with respect to a parameter inside an integral and explore its significance on selective topics of modern physics. This powerful technique allows us to integrate functions that may seem impossible. Depending on the underlying parameters, the Feynman method becomes a unifying framework that connects mathematical concepts to many parameter-dependent equations in modern physics. In statistical mechanics, this appears directly in the partition function, where derivatives with respect to temperature-related parameters yield thermodynamic quantities such as internal energy and heat capacity; this demonstrates how parameter dependence gives rise to macroscopic behaviors observable at a larger …

Engineering Path Trajectories With Gravitational Fields, Eliane Dean, Aidan Hart, Isabel Noot, Nathan Browning, Valeria Villazon Fito

Discovery Day - Daytona Beach

This project explores how vector calculus concepts play a role in aerospace engineering though spacecraft trajectory design. In particular, the notion of vector fields is used to model the gravitational force, whose work done is expressed through line integrals. By taking the curl of the gravitational field and showing it is zero, the field is recognised as conservative, implying that the work done by gravity is path independent. This property is conceptually linked to gravitational potential energy and the principle of energy conservation. The results are then applied to spacecraft motion, where engineers use energy-base methods to determine efficient trajectories …

Visualizing The Invisible: Simulating Electromagnetic Field In 3d Space With Matlab, Aashman Gupta, Eliane Dean, Riley Esperanca, Hailey Grabinski, Jacob Summerhays, Ameya Sute

Discovery Day - Daytona Beach

Electromagnetic field behaviours in free space are defined by Maxwell’s Equations, which couple the temporal and spatial variations of electric and magnetic fields through partial derivatives. These derivatives quantify the rate of change of each field’s vector component with respect to position and time in a 3D lattice, forming the basis for numerical field analysis. This research will develop a mathematical and computational framework using multivariable calculus to model, simulate, and visualize electromagnetic wave propagation in free space using MATLAB. Gradient, divergence, and curl operations are implemented to compute local field variations and energy transfer. The resulting data are used …

Cdt-1d Cnn Integration With Simpson-Sobolev Regularization For High-Frequency Options Trading: With Fem-Based Heston Option Pricing, Daniel M. Margolis, Johannes Tausch, Arthur K. Selender

Mathematics Theses and Dissertations

This dissertation presents a computational framework for high-frequency options trading that combines Cross-Data-Type 1-D Convolutional Neural Networks (CDT-1D CNN) with Simpson-Sobolev regularization for directional prediction, and finite element methods (FEM) for realistic option pricing during backtesting. The core innovation lies in developing a mathematically rigorous regularization approach that maintains the adaptability of modern deep learning while enabling accurate evaluation through stochastic volatility models. The primary contribution is the Simpson-Sobolev regularization scheme, which extends traditional Sobolev regularization by incorporating Simpson’s rule for numerical integration. This approach achieves higher-order accuracy in approximating the Sobolev norms that control function smoothness. Simpson’s rule attains …

A Stochastic Maximum Principle For Singular Mean-Field Regime-Switching Optimal Control, Maalvladedon Ganet Some, Edward Korveh

Journal of Stochastic Analysis

In this paper, we investigate a mean-field singular stochastic optimal control problem for systems governed by mean-field regime-switching singular stochastic differential equations. The state process is assumed to depend on both a regular and a singular control, and the coefficient associated with the singular component is allowed to be regime dependent. We derive both necessary and sufficient singular stochastic maximum principles. Because the regular control domain is not assumed to be convex, we employ the spike variation technique and obtain the necessary maximum principle by introducing a second-order adjoint process. As an application, we use the main theoretical results to …

(R2159) A Novel Extension Of Picard’S Method For Fractional Initial Value Problems With Convergence Analysis On Finite And Infinite Intervals, Jag Mohan, Anju Sood

Applications and Applied Mathematics: An International Journal (AAM)

In recent years, fractional differential equations have emerged as powerful tools for modeling phenomena with memory and hereditary effects, owing to their non-local characteristics. These equations excel in tackling intricate problems across physics, engineering, and other fields. As analytical solutions are often infeasible, numerical methods play a vital role in their practical application. In this study, we have generalized Picard’s method to address fractional differential initial value problems with Caputo derivative, establishing an existence and uniqueness theorem applicable to both finite and infinite intervals. To substantiate our findings, we provide an example with graphical evidence demonstrating the convergence of the …

(R2187) Analysis Of Neurological Impairments In Hospitalized Patients Using Cubic Neutrosophic Sets, B. Anitha, M. Lavanya

Applications and Applied Mathematics: An International Journal (AAM)

This study introduces an MCDM-based framework for identifying neurological diseases in hospitalized patients using symptom-based evaluations. A team of interns, guided by the chief doctor, was responsible for determining each patient’s precise condition from the presented neurological symptoms. To enhance diagnostic accuracy, the interns employed the TOPSIS and WASPAS methods to assess and rank the potential disease options. The combined analysis yielded a clear identification of the highest ranked disease for every patient, highlighting the effectiveness of these MCDM techniques in supporting clinical decision making.

Generalized Delayed Black–Scholes Formula, Bi Gole Hubert Le, Auguste Aman

Journal of Stochastic Analysis

The aim of this paper is to derive an explicit pricing formula for European options when the underlying asset follows a linear generalized delay differential equation in two distinct financial markets. The pricing methodology is based on the construction of an equivalent martingale measure using Girsanov’s theorem. Our models preserve both the no-arbitrage condition and market completeness. As such, this work extends the framework previously developed by Arriojas et al. in [16], providing a broader class of delay-based option pricing models.

Robust Optimal Consumption, Investment And Reinsurance For Recursive Preferences, Elizabeth Dadzie, Wilfried Kuissi Kamdem, Marcel Ndengo

Journal of Stochastic Analysis

This paper investigates a robust optimal consumption, investment, and reinsurance problem for an insurer with Epstein-Zin recursive preferences operating under model uncertainty. The insurer’s surplus follows the diffusion approximation of the Cramér-Lundberg model, and the insurer can purchase proportional reinsurance. Model ambiguity is characterised by a class of equivalent probability measures, and the insurer, being ambiguity-averse, aims to maximise utility under the worst-case scenario. By solving the associated coupled forward-backward stochastic differential equation (FBSDE), we derive closed-form solutions for the optimal strategies and the value function. Our analysis reveals how ambiguity aversion, risk aversion, and the elasticity of intertemporal substitution …

An Itô Integral For A Two-Sided Lévy Process, Raluca Balan, Jaime Garza

Journal of Stochastic Analysis

In this article, we construct an Itô integral with respect to a two-sided finite-variance Lévy process {L(x)}x∈R, without a Gaussian component. Using Rosenthal inequality for discrete-time martingales, we give an estimate for the p-th moment of this integral, for any even integer p ≥ 2. Then, using Poisson-Malliavin calculus, we show that the Itô integral is an extension of the Hitsuda-Skorokhod integral with respect to the compensated Poisson random measure associated to the Lévy process.

Qualitative Analysis Of Solutions To A General Class Of Nonlinear Difference Equations With Applications, Osama Moaaz, Mohamed F. Abouelenein, Mona Anis

Mathematical Modelling and Numerical Simulation with Applications

This work examines the qualitative behavior of a general class of difference equations. We establish criteria guaranteeing the stability, periodicity, and boundedness of the solutions of the equation under consideration. In addition, we identify its invariant intervals. The theoretical results are subsequently applied to various special cases, among them the May--Host model. Numerical simulations are presented to demonstrate the dynamics of the solutions and to validate the theoretical analysis.

Supersymmetric Quantum Fields Via Quantum Probability, Radhakrishnan Balu

Journal of Stochastic Analysis

The super version of imprimitivity theorem is available now to describe global supersymmetry of systems using the representations of super Lie groups (SLG). This result uses the equivalence between super Harish- Chandra pairs and super Lie groups, at the categorical level, and is applicable to super Poincaré group and generalizes a smooth SI to super context. We apply the result to build supersymmetric quantum fields. Towards this end, we set up a super Fock space of a disjoint union of super Hilbert spaces which is equivalent to super tensoring of boson (even) part symmetrically and that of fermion (odd) part …

Convergence To Fractional Brownian Motion For Weighted Random Sums In Besov Space, Ibrahima Mendy

Journal of Stochastic Analysis

We consider infinite sums of weighted i.i.d. random variables, with finite variance and arbitrary distribution, and we derives conditions for the weak convergence in Besov space of normalized sums to fractional Brownian motion (fBm).

Pricing Variance Swaps Using Extended Heston Model, Semere Gebresilasie, Mulue Gebreslasie, Indranil Sengupta

Journal of Stochastic Analysis

Abstract. In this study, we introduce a variance swap for the underlying asset utilizing the Heston model, incorporating a long-term variance that is treated as a stochastic function of time. We develop a closed-form solution for the variance swap under this framework, where the log returns are driven by a compound Poisson process. Our analysis of historical data reveals that long-term variance is not constant; instead, it fluctuates over time, reflecting market dynamics more accurately. By integrating this time-varying long-term variance into the model, we achieve an improvement in prediction performance of approximately 60%. Furthermore, we perform model calibration using …

Uniform Stability Of Katyusha In Strongly-Convex Settings, Don Li

University Honors Theses

Acceleration of convergence and reduction of variance constitute a trade-off in the design of stochastic optimization machine learning algorithms. Katyusha was introduced to address this trade-off, synthesizing Nesterov Accelerated Gradient (NAG) and Stochastic Variance-Reduced Gradient (SVRG) into a single first-order optimizer with promising empirical performance. However, the generalization properties of Katyusha remain largely unexplored. We conjecture that, in the smooth quadratic regime (i.e., under assumptions of strong convexity and smoothness of the loss function, and boundedness of gradients), Katyusha is uniformly stable in the sense of Bousquet and Elisseeff. Instantiating our framework for NAG, we extend the use of Lyapunov …

On The Fractional Laplacian Type Operator, Maysam Abdulnaser Zain

Thesis/ Dissertation Defenses

In this thesis, we study analytical structures arising from Dunkl theory and their applications to harmonic analysis and fractional Laplacian operators. Dunkl operators are differential-difference operators associated with finite reflection groups, providing a natural generalization of the classical Fourier analysis through the introduction of root systems and multiplicity functions. Within this framework, several classical transforms appear as special cases of the (k,a)-generalized Fourier transform. We study the generalized Fourier transform, its kernel, and the associated translation operator and convolution structures. Using these tools, we construct the corresponding heat kernel and analyze the associated heat semigroup. Our main contribution concerns the …

Introduction To Mathematical Analysis Ii, Beatriz Lafferriere, Gerardo Lafferriere, Mau Nam Nguyen

PDXOpen: Open Educational Resources

These lecture notes complement the book Introduction to Mathematical Analysis I, Third Edition, with sections on integration, numerical series, series of functions, and selected advanced topics. Together, both volumes support a one semester or two-quarter course on introductory mathematical analysis.

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Variational Methods For Semilinear Pdes With Dirac Singularities, Samuel J. Magill

Dissertations, Theses, and Capstone Projects

This dissertation utilizes a variational framework for semilinear elliptic equations in two dimensions with Dirac measure data. The central objects of study are equations of the form −ΔU = f(U) + Σ_j=1^N α_jδ_pj on bounded Lipschitz domains Ω ⊂ ℝ² with homogeneous Dirichlet boundary condition, and on a flat torus 𝕋², where α_j is positive for the Dirichlet setting and α_j is negative on the torus. Solutions are obtained by minimizing the restriction of an energy functional to an order interval determined by explicit sub- and supersolutions; the Euler–Lagrange equation is recovered …

Constructing Orthonormal Bases With The Residuals Of Successive Approximations, An Introduction To Multiresolution Analysis, Elijah J. Guptill

Master's Theses

Wavelets and wavelet analysis are used in the study of signal processing, quantum field theory, functional analysis, multifractal analysis, and various other areas of mathematics. Multiresolution analysis provides a framework for building a wavelet basis of $\mathcal{L}^{2}(\mathbb{R})$ from a scaling function $\phi$, whose dyadic dilations and translations, $\{2^{j /2}\phi(2^{j}x-k):j,k\in \mathbb{Z}\}$, approximate $\mathcal{L}^{2}(\mathbb{R})$. One of the key properties of  $\phi$ is that it must satisfy $\phi(x)=\sum_{k\in \mathbb{Z}}{p_{k}2^{j /2}\phi(2^{j}x-k)}$ with respect to the norm on $\mathcal{L}^{2}(\mathbb{R})$. This equation is called a two-scale difference equation. Such equations enforce a regularity on the ordinary generating function $2^{-1 /2}\sum_{k\in \mathbb{Z}}{p_{k}z^{k}}$, known as the quadrature condition. …

Whitney Extension Problem For Fractional Sobolev Spaces And Besov Spaces, Han Li

Dissertations, Theses, and Capstone Projects

In the dissertation, we go through the development of the Whitney extension problem and prove a type of results for the Whitney extension problem for homogeneous fractional Sobolev spaces and homogeneous Besov spaces.

This dissertation consists of four chapters:

Chapter 1: We recall the history of the Whitney extension problem and talk about some early works which have been done for the Whitney extension problem. We also mention our new results.

Chapter 2: We introduce some basic notations, definitions and preliminary results.

Chapter 3: We show the existence of a bounded linear extension operator for homogeneous fractional Sobolev space L …

Effectiveness Of The Guided Discovery Method In Teaching The Surface Area Of A Cylinder, Paul Ahortu

2026 Symposium

This study investigates the impact of the guided discovery instructional method on students’ understanding of the surface area of a cylinder. A quasi-experimental pre-test–post-test design was conducted with 100 senior high school students in Cape Coast, Ghana, divided into experimental and comparison groups..

Results showed a substantial improvement in performance for students exposed to guided discovery, with mean scores increasing from 1.25 (pre-test) to 9.43 (post-test) and a large effect size (Cohen’s d = 2.70). Statistical analysis also revealed significant gender differences in achievement.

These findings indicate strong improvement following the guided discovery intervention and suggest its potential to enhance …

Momentum Space Algorithm For Electronic Structure Of Double-Incommensurate Trilayer Graphene, Kenneth Silver Beard

LSU Doctoral Dissertations

Numerical algorithms for computing the electronic structure of incommensurate 2D-materials using ab initio models are critical for predicting material properties and guiding experiments. For bilayers, momentum space and continuum models have been introduced to approximate observables of ab initio tight-binding models using a momentum description, despite the lack of periodicity in the tight-binding model required for Bloch theory. A similar structure has been introduced for double-incommensurate trilayers using a continuum model, where the three lattices are mutually incommensurate. However, this description leads to a four-dimensional lattice space, and numerical convergence of the density of states has been observed to be …

Bounded Multiplication And Composition Operators On Sequence Besov Spaces, Robert Anderson

Mathematical Sciences Undergraduate Honors Theses

The sequence Besov space $b_p$, $p>1$, is the space of analytic functions $f(z)=\sum_{n=0}^{\infty} a_n\, z^n$ on the open unit disk

$\mathbb D$ with $$\sum_{n=0}^{\infty} n^{p-1}\, |a_n|^p< \infty\, .$$

We will give a brief introduction to the space $b_p$, as well as explore how certain operators behave on the space. For example, let $\varphi$ be an analytic self-map of $\mathbb D$. We study the multiplication operator $M_\varphi$ on $b_p$ and look at examples including when $\varphi$ is a polynomial. We also study the composition operator $C_\varphi$ on $b_p$, and in more depth on $b_2$ the Dirichlet space. The culmination will be an …

A New Approach To Generate Combinatorial Patterns In Logical Analysis Of Data And Its Application To Predict College Retention, Salihah Ahmed E. Jaafari

Theses and Dissertations

Student retention and degree completion remain central challenges for higher-education institutions, with significant implications for student success, institutional effectiveness, and public accountability. While advances in predictive analytics have enabled earlier identification of students at risk of withdrawal, many commonly used machine learning approaches suffer from limited interpretability, constraining their practical usefulness for advising, intervention, and policy decision making. This dissertation addresses the problem of predicting student persistence by developing and evaluating optimization based, interpretable classification models within the Logical Analysis of Data (LAD) framework. Building on existing LAD formulations, this research introduces two novel pattern generation models, the Best Term …

Lebesgue’S Theory Of Integration: An Introduction To Modern Integration Theory, Nathanael C. Krug

Senior Honors Theses

The depth and richness of integration theory far surpasses the introductory material presented in an elementary calculus classroom. The work of Bernhard Riemann and Henri Lebesgue demonstrates just a small sample of the richness of the field of analysis. In formulating and contrasting the Riemann and Lebesgue integrals, students can gain an enriched and well-rounded introduction to integration theory. This not only deepens understanding and love for previously learned material, but also enables further study within the fields of analysis and measure theory. An introductory primer to integration theory equips students with the tools needed to continue their exploration of …