Harmonic Analysis and Representation Commons^™

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 …

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. …

Banach Algebras And The Gelfand Theory Of Group Algebras On Locally Compact Abelian Groups, James Gabriel Bonvanie

Master's Theses

A Banach algebra is a complex algebra that is simultaneously a Banach space in which the norm is submultiplicative. Notably, $L^1(\mathbb{R})$ with the convolutional product is an Abelian, non-unital Banach algebra that admits an approximate identity. We rectify $L^1(\mathbb{R})$ lacking a unit via the unitization $L^1(\mathbb{R})\times\mathbb{C}$ with identity $(0,1)$. Unitization opens the discussion to the spectrum $\sigma(x)$ of a Banach algebra element, in which the spectrum is a nonempty, compact subset of the complex plane. The spectrum of an Abelian Banach algebra is fully characterized with multiplicative linear functionals, and we prove that the Fourier transform is the unique multiplicative …

The Spectral Asymptotics Of Toeplitz Operators On Hilbert Spaces Of Analytic Functions, Trevor Camper

All Dissertations

Many physical systems, whether they are ocean waves or particles moving through space, can be described using the mathematical language of “partial differ- ential equations.” In many circumstances, it is useful to study how these equations amplify an input to the equation, in which case the amplification factor is called an “eigenvalue.” The usefulness of these amplification factors is that they can be used to describe properties of the physical system. In this dissertation, I have studied this amplification factor for a related set of equations called “Toeplitz operators.” In par- ticular, I have studied eigenvalues using statistical techniques. The …

Local Limit Theorems On Finitely Generated Abelian Groups, Yutong Yan

Honors Theses

In this thesis, we classify the pointwise behavior of finite-range random walks on finitely generated abelian groups in terms of local limit theorems. Random walks are central objects of research in probability theory, and the theory has found applications in statistics, physics, and even card shuffling. One significant topic in this line of study is random walks on finitely generated groups. Starting from the pioneering work of G. Pólya and H. Kesten, random walks on finitely generated groups have been studied extensively. However, many notable results on the subject (local limit theorems, for example) make assumptions about periodicity and irreducibility …

Probabilistic Frames And Concepts From Optimal Transport, Dongwei Chen

All Dissertations

As the generalization of frames in the Euclidean space $\mathbb{R}^n$, a probabilistic frame is a probability measure on $\mathbb{R}^n$ that has a finite second moment and whose support spans $\mathbb{R}^n$. The p-Wasserstein distance with $p \geq 1$ from optimal transport is often used to compare probabilistic frames. It is particularly useful to compare frames of various cardinalities in the context of probabilistic frames. We show that the 2-Wasserstein distance appears naturally in the fundamental objects of frame theory and draws consequences leading to a geometric viewpoint of probabilistic frames.

We convert the classic lower bound estimates of 2-Wasserstein distance \cite{Gelbrich90, …

Analytic Wavefront Sets Of Spherical Distributions On The De Sitter Space, Iswarya Sitiraju

LSU Doctoral Dissertations

In this work, we determine the wavefront set of certain eigendistributions of the Laplace-Beltrami operator on the de Sitter space. Let G′ = O_1,n(R) be the Lorentz group, and let H′ = O_1,n−1(R) ⊂ G′ be its subset. The de Sitter space dSⁿ is a one-sheeted hyperboloid in R^1,n isomorphic to G′/H′. A spherical distribution is an H′-invariant eigendistribution of the Laplace-Beltrami operator on dSⁿ. The space of spherical distributions with eigenvalue λ, denoted by D_λ^H'(dSⁿ), has dimension 2. We construct a basis for the space of …

(R2028) A Brief Note On Space Time Fractional Order Thermoelastic Response In A Layer, Navneet Lamba, Jyoti Verma, Kishor Deshmukh

Applications and Applied Mathematics: An International Journal (AAM)

In this study, a one-dimensional layer of a solid is used to investigate the exact analytical solution of the heat conduction equation with space-time fractional order derivatives and to analyze its associated thermoelastic response using a quasi-static approach. The assumed thermoelastic problem was subjected to certain initial and boundary conditions at the initial and final ends of the layer. The memory effects and long-range interaction were discussed with the help of the Caputo-type fractional-order derivative and finite Riesz fractional derivative. Laplace transform and Fourier transform techniques for spatial coordinates were used to investigate the solution of the temperature distribution and …

Analytic Continuation Of Toeplitz Operators And Commuting Families Of C*-Algebras, Khalid Bdarneh

LSU Doctoral Dissertations

In this thesis we consider the Toeplitz operators on the weighted Bergman spaces and their analytic continuation. We proved the commutativity of the $C^*-$algebras generated by the analytic continuation of Toeplitz operators with special class of symbols that are invariant under suitable subgroups of $SU(n,1)$, and we showed that commutative $C^*-$algebras with symbols invariant under compact subgroups of $SU(n,1)$ are completely characterized in terms of restriction to multiplicity free representations. Moreover, we extended the restriction principal to the analytic continuation case for suitable maximal abelian subgroups of the universal covering group $\widetilde{SU(n,1)}$, and we obtained the generalized Segal-Bargmann transform, where …

Commutative C*-Algebras Generated By Toeplitz Operators On The Fock Space, Vishwa Nirmika Dewage

LSU Doctoral Dissertations

The Fock space $\mathcal{F}(\mathbb{C}^n)$ is the space of holomorphic functions on $\mathbb{C}^n$ that are square-integrable with respect to the Gaussian measure on $\mathbb{C}^n$. This space plays an essential role in several subfields of analysis and representation theory. In particular, it has for a long time been a model to study Toeplitz operators. Grudsky and Vasilevski showed in 2002 that radial Toeplitz operators on $\mathcal{F}(\mathbb{C})$ generate a commutative $C^*$-algebra $\mathcal{T}^G$, while Esmeral and Maximenko showed that $C^*$-algebra $\mathcal{T}^G$ is isometrically isomorphic to the $C^*$-algebra $C_{b,u}(\mathbb{N}_0,\rho_1)$. In this thesis, we extend the result to $k$-quasi-radial symbols acting on the Fock space $\mathcal{F}(\mathbb{C}^n)$. …

Interpolation And Sampling In Analytic Tent Spaces, Caleb Parks

Graduate Theses and Dissertations

Introduced by Coifman, Meyer, and Stein, the tent spaces have seen wide applications in harmonic analysis. Their analytic cousins have seen some applications involving the derivatives of Hardy space functions. Moreover, the tent spaces have been a recent focus of research. We introduce the concept of interpolating and sampling sequences for analytic tent spaces analogously to the same concepts for Bergman spaces. We then characterize such sequences in terms of Seip's upper and lower uniform density. We accomplish this by exploiting a kind of Mobius invariance for the tent spaces.

Algebraic, Analytic, And Combinatorial Properties Of Power Product Expansions In Two Independent Variables., Mohamed Ammar Elewoday

Graduate Theses, Dissertations, and Problem Reports (ETD)

Let $F(x,y)=I+\hspace{-.3cm}\sum\limits_{\substack{p=1\\m+n=p}}^{\infty}\hspace{-.3cm}A_{m,n}x^my^n$ be a formal power series, where the coefficients $A_{m,n}$ are either all matrices or all scalars. We expand $F(x,y)$ into the formal products $\prod\limits_{\substack{p=1\\m+n=p}}^{\infty}\hspace{-.3cm}(I+G_{m,n}x^m y^n)$, $\prod\limits_{\substack{p=1\\m+n=p}}^{\infty}\hspace{-.3cm}(I-H_{m,n}x^m y^n)^{-1}$, namely the \textit{ power product expansion in two independent variables} and \textit{inverse power product expansion in two independent variables} respectively. By developing new machinery involving the majorizing infinite product, we provide estimates on the domain of absolute convergence of the infinite product via the Taylor series coefficients of $F(x,y)$. This machinery introduces a myriad of "mixed expansions", uncovers various algebraic connections between the $(A_{m,n})$ and the $(G_{m,n})$, and uncovers various algebraic …

On The Construction And Mathematical Analysis Of The Wavelet Transform And Its Matricial Properties, Diego Sejas Viscarra

Rose-Hulman Undergraduate Mathematics Journal

We study the properties of computational methods for the Wavelet Transform and its Inverse from the point of view of Linear Algebra. We present a characterization of such methods as matrix products, proving in particular that each iteration corresponds to the multiplication of an adequate unitary matrix. From that point we prove that some important properties of the Continuous Wavelet Transform, such as linearity, distributivity over matrix multiplication, isometry, etc., are inherited by these discrete methods.

This work is divided into four sections. The first section corresponds to the classical theoretical foundation of harmonic analysis with wavelets; it is used …

Spectral Sequences For Almost Complex Manifolds, Qian Chen

Dissertations, Theses, and Capstone Projects

In recent work, two new cohomologies were introduced for almost complex manifolds: the so-called J-cohomology and N-cohomology [CKT17]. For the case of integrable (complex) structures, the former cohomology was already considered in [DGMS75], and the latter agrees with de Rham cohomology. In this dissertation, using ideas from [CW18], we introduce spectral sequences for these two cohomologies, showing the two cohomologies have natural bigradings. We show the spectral sequence for the J-cohomology converges at the second page whenever the almost complex structure is integrable, and explain how both fit in a natural diagram involving Bott-Chern cohomology and the Frolicher spectral sequence. …

The Direct Scattering Map For The Intermediate Long Wave Equation, Joel Klipfel

Theses and Dissertations--Mathematics

In the early 1980's, Kodama, Ablowitz and Satsuma, together with Santini, Ablowitz and Fokas, developed the formal inverse scattering theory of the Intermediate Long Wave (ILW) equation and explored its connections with the Benjamin-Ono (BO) and KdV equations. The ILW equation\begin{align*} u_t + \frac{1}{\delta} u_x + 2 u u_x + Tu_{xx} = 0, \end{align*} models the behavior of long internal gravitational waves in stratified fluids of depth $0< \delta < \infty$, where $T$ is a singular operator which depends on the depth $\delta$. In the limit $\delta \to 0$, the ILW reduces to the Korteweg de Vries (KdV) equation, and in the limit $\delta \to \infty$, the ILW (at least formally) reduces to the Benjamin-Ono (BO) equation.

While the KdV equation is very well understood, a rigorous analysis of inverse scattering for the ILW equation remains to be accomplished. There is currently no rigorous proof that the Inverse Scattering …

Fourier Series Expansion Methods For The Heat And Wave Equations In Two And Three Dimensions On Spherical Domains, Matthew Eller

UNO Student Research and Creative Activity Fair

Description: The Fourier series expansion method is an invaluable approach to solving partial differential equations, including the heat and wave equations. For homogeneous heat and wave equations, the solution can readily be found through separation of variables and then expansion of the solution in terms of the eigenfunctions. Solutions to inhomogeneous heat and wave equations through Fourier series expansion methods were not readily available in the literature for two- and three-dimensional cases. In my previous paper, I developed an approach for solving inhomogeneous heat and wave equations on cubic domains using Fourier series expansion methods. I shall extend my …

Operator Algebras Generated By Left Invertibles, Derek Desantis

Department of Mathematics: Dissertations, Theses, and Student Research

Operator algebras generated by partial isometries and their adjoints form the basis for some of the most well studied classes of C*-algebras. Representations of such algebras encode the dynamics of orthonormal sets in a Hilbert space.We instigate a research program on concrete operator algebras that model the dynamics of Hilbert space frames.

The primary object of this thesis is the norm-closed operator algebra generated by a left invertible $T$ together with its Moore-Penrose inverse $T^\dagger$. We denote this algebra by $\mathfrac{A}_T$. In the isometric case, $T^\dagger = T^*$ and $\mathfrac{A}_T$ is a representation of the Toeplitz algebra. Of particular interest …

Global Existence And Asymptotic Behaviors For Some Nonlinear Partial Differential Equations., Ismahan Dhaw Binshati

Graduate Theses, Dissertations, and Problem Reports (ETD)

We study global existence and asymptotic behavior of the solutions for two-fluid compressible isentropic Euler-Maxwell equations by the Fourier transform and energy method. We discuss the case when the pressure for two fluids is not identical and we also add the friction between two fluids. In addition, we discuss the rates of decay of $L^{p}-L^{q}$ norms for a linear system. Moreover, we use the result for $L^{p}-L^{q}$ estimates to prove the decay rates for the nonlinear systems. In addition, we prove existence of heteroclinic orbits for the nonlinear Vlasov and the one-dimensional Vlasov-Poisson systems. In the nonlinear Vlasov case with …

R Program For Estimation Of Group Efficiency And Finding Its Gradient. Stochastic Data Envelopment Analysis With A Perfect Object Approach, Alexander Vaninsky

Publications and Research

The data presented here are related to the research article “Energy-environmental efficiency and optimal restructuring of the global economy” (Vaninsky, 2018) [1]. This article describes how the world economy can be restructured to become more energy-environmental efficient, while still increasing its growth potential. It demonstrates how available energy-environmental and economic information may support policy-making decisions on the atmosphere preservation and climate change prevention. This Data article presents a computer program in R language together with examples of input and output files that serve as a means of implementation of the novel approach suggested in publication[1]. The computer program utilizes stochastic …

The Boundedness Of The Hardy-Littlewood Maximal Function And The Strong Maximal Function On The Space Bmo, Wenhao Zhang

CMC Senior Theses

In this thesis, we present the space BMO, the one-parameter Hardy-Littlewood maximal function, and the two-parameter strong maximal function. We use the John-Nirenberg inequality, the relation between Muckenhoupt weights and BMO, and the Coifman-Rochberg proposition on constructing A₁ weights with the Hardy- Littlewood maximal function to show the boundedness of the Hardy-Littlewood maximal function on BMO. The analogous statement for the strong maximal function is not yet understood. We begin our exploration of this problem by discussing an equivalence between the boundedness of the strong maximal function on rectangular BMO and the fact that the strong maximal function maps …

Neutrosophic Logic: The Revolutionary Logic In Science And Philosophy -- Proceedings Of The National Symposium, Florentin Smarandache, Huda E. Khalid, Ahmed K. Essa

Branch Mathematics and Statistics Faculty and Staff Publications

The first part of this book is an introduction to the activities of the National Symposium, as well as a presentation of Neutrosophic Scientific International Association (NSIA), based in New Mexico, USA, also explaining the role and scope of NSIA - Iraqi branch. The NSIA Iraqi branch presents a suggestion for the international instructions in attempting to organize NSIA's work. In the second chapter, the pivots of the Symposium are presented, including a history of neutrosophic theory and its applications, the most important books and papers in the advancement of neutrosophics, a biographical note of Prof. Florentin Smarandache in Arabic …

Survey Of Results On The Schrodinger Operator With Inverse Square Potential, Richardson Saint Bonheur

College of Graduate Studies: Theses & Dissertations

In this paper we present a survey of results on the Schrodinger operator with Inverse ¨ Square potential, L_a= −∆ + a/|x|^2 , a ≥ −( d−2/2 )^2. We briefly discuss the long-time behavior of solutions to the inter-critical focusing NLS with an inverse square potential(proof not provided). Later we present spectral multiplier theorems for the operator. For the case when a ≥ 0, we present the multiplier theorem from Hebisch [12]. The case when 0 > a ≥ −( d−2/2 )^2 was explored in [1], and their proof will be presented for completeness. No improvements on the sharpness …

Weighted Inequalities For Dyadic Operators Over Spaces Of Homogeneous Type, David Edward Weirich

Mathematics & Statistics ETDs

A so-called space of homogeneous type is a set equipped with a quasi-metric and a doubling measure. We give a survey of results spanning the last few decades concerning the geometric properties of such spaces, culminating in the description of a system of dyadic cubes in this setting whose properties mirror the more familiar dyadic lattices in R^n . We then use these cubes to prove a result pertaining to weighted inequality theory over such spaces. We develop a general method for extending Bellman function type arguments from the real line to spaces of homogeneous type. Finally, we uses this …

Fractional Order Thermoelastic Deflection In A Thin Circular Plate, J. J. Tripathi, S. D. Warbhe, K. C. Deshmukh, J. Verma

Applications and Applied Mathematics: An International Journal (AAM)

In this work, a quasi-static uncoupled theory of thermoelasticity based on time fractional heat conduction equation is used to model a thin circular plate, whose lower surface is maintained at zero temperature whereas the upper surface is insulated. The edge of the circular plate is fixed and clamped. Integral transform technique is used to derive the analytical solutions in the physi-cal domain. The numerical results for temperature distributions and thermal deflection are com-puted and represented graphically for Copper material.

Compactness Of Isoresonant Potentials, Robert G. Wolf

Theses and Dissertations--Mathematics

Bruning considered sets of isospectral Schrodinger operators with smooth real potentials on a compact manifold of dimension three. He showed the set of potentials associated to an isospectral set is compact in the topology of smooth functions by relating the spectrum to the trace of the heat semi-group. Similarly, we can consider the resonances of Schrodinger operators with real valued potentials on Euclidean space of whose support lies inside a ball of fixed radius that generate the same resonances as some fixed Schrodinger operator, an ``isoresonant" set of potentials. This isoresonant set of potentials is also compact in the topology …

Eccentricity, Space Bending, Dimension, Florentin Smarandache, Marian Nitu, Mircea Eugen Selariu

Branch Mathematics and Statistics Faculty and Staff Publications

The main goal of this paper is to present new transformations, previously non-existent in traditional mathematics, that we call centric mathematics (CM) but that became possible due to the new born eccentric mathematics, and, implicitly, to the supermathematics (SM).

As shown in this work, the new geometric transformations, namely conversion or transfiguration, wipe the boundaries between discrete and continuous geometric forms, showing that the first ones are also continuous, being just apparently discontinuous.

Semigroup As Graphs, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

In this book the authors study the zero divisor graph and unit graph of a semigroup. The zero divisor graphs of semigroups Zn under multiplication is studied and characterized.

Super Linear Algebra, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

In this book, the authors introduce the notion of Super linear algebra and super vector spaces using the definition of super matrices defined by Horst (1963). This book expects the readers to be well-versed in linear algebra. Many theorems on super linear algebra and its properties are proved. Some theorems are left as exercises for the reader. These new class of super linear algebras which can be thought of as a set of linear algebras, following a stipulated condition, will find applications in several fields using computers. The authors feel that such a paradigm shift is essential in this computerized …

N-Linear Algebra Of Type Ii, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

This book is a continuation of the book n-linear algebra of type I and its applications. Most of the properties that could not be derived or defined for n-linear algebra of type I is made possible in this new structure: n-linear algebra of type II which is introduced in this book. In case of n-linear algebra of type II, we are in a position to define linear functionals which is one of the marked difference between the n-vector spaces of type I and II. However all the applications mentioned in n-linear algebras of type I can be appropriately extended to …