Probability Commons^™

Random Walks On The Torus With Several Generators, Timothy Prescott '02, Francis E. Su

All HMC Faculty Publications and Research

Given n vectors {_i} ∈ [0, 1)^d, consider a random walk on the d-dimensional torus ^d = ℝ^d/ℤ^d generated by these vectors by successive addition and subtraction. For certain sets of vectors, this walk converges to Haar (uniform) measure on the torus. We show that the discrepancy distance D(Q*^k) between the kth step distribution of the walk and Haar measure is bounded below by D(Q*^k) ≥ C₁k^−n/2, where C₁ = C(n, d) is …

Mathematical And Empirical Modeling Of Chemical Reactions In A Microreactor, Jing Hu

Doctoral Dissertations

This dissertation is concerned with mathematical and empirical modeling to simulate three important chemical reactions (cyclohexene hydrogenation and dehydrogenation, preferential oxidation of carbon monoxide, and the Fischer-Tropsch (F-T) synthesis in a microreaction system.

Empirical modeling and optimization techniques based on experimental design (Central Composite Design (CCD)) and response surface methodology were applied to these three chemical reactions. Regression models were built, and the operating conditions (such as temperature, the ratio of the reactants, and total flow rate) which maximize reactant conversion and product selectivity were determined for each reaction.

A probability model for predicting the probability that a certain species …

Discrete-Time Approximations Of Stochastic Delay Equations: The Milstein Scheme, Yaozhong Hu, Salah-Eldin A. Mohammed, Feng Yan

Articles and Preprints

In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differential equations (SDDE's). The scheme has convergence order 1. In order to establish the scheme, we prove an infinite-dimensional Itô formula for "tame" functions acting on the segment process of the solution of an SDDE. It is interesting to note that the presence of the memory in the SDDE requires the use of the Malliavin calculus and the anticipating stochastic analysis of Nualart and Pardoux. Given the non-anticipating nature of the SDDE, the use of anticipating calculus methods appears to be novel.

Reconstructability Analysis With Fourier Transforms, Martin Zwick

Complex Systems Faculty Publications and Presentations

Fourier methods used in two‐ and three‐dimensional image reconstruction can be used also in reconstructability analysis (RA). These methods maximize a variance‐type measure instead of information‐theoretic uncertainty, but the two measures are roughly collinear and the Fourier approach yields results close to that of standard RA. The Fourier method, however, does not require iterative calculations for models with loops. Moreover, the error in Fourier RA models can be assessed without actually generating the full probability distributions of the models; calculations scale with the size of the data rather than the state space. State‐based modeling using the Fourier approach is also …