Applied Mathematics Commons^™

Probability Models For Blackjack Poker, Charlie H. Cooke

Mathematics & Statistics Faculty Publications

For simplicity in calculation, previous analyses of blackjack poker have employed models which employ sampling with replacement. in order to assess what degree of error this may induce, the purpose here is to calculate results for a typical hand where sampling without replacement is employed. It is seen that significant error can result when long runs are required to complete the hand. The hand examined is itself of particular interest, as regards both its outstanding expectations of high yield and certain implications for pair splitting of two nines against the dealer's seven. Theoretical and experimental methods are used in order …

Properties Of The Generalized Laplace Transform And Transport Partial Dynamic Equation On Time Scales, Chris R. Ahrendt

Department of Mathematics: Dissertations, Theses, and Student Research

In this dissertation, we first focus on the generalized Laplace transform on time scales. We prove several properties of the generalized exponential function which will allow us to explore some of the fundamental properties of the Laplace transform. We then give a description of the region in the complex plane for which the improper integral in the definition of the Laplace transform converges, and how this region is affected by the time scale in question. Conditions under which the Laplace transform of a power series can be computed term-by-term are given. We develop a formula for the Laplace transform for …

Linearly Ordered Topological Spaces And Weak Domain Representability, Joe Mashburn

Mathematics Faculty Publications

It is well known that domain representable spaces, that is topological spaces that are homeomorphic to the space of maximal elements of some domain, must be Baire. In this paper it is shown that every linearly ordered topological space (LOTS) is homeomorphic to an open dense subset of a weak domain representable space. This means that weak domain representable spaces need not be Baire.

Coarsening In High Order, Discrete, Ill-Posed Diffusion Equations, Catherine Kublik

Mathematics Faculty Publications

We study the discrete version of a family of ill-posed, nonlinear diffusion equations of order 2n. The fourth order (n=2) version of these equations constitutes our main motivation, as it appears prominently in image processing and computer vision literature. It was proposed by You and Kaveh as a model for denoising images while maintaining sharp object boundaries (edges). The second order equation (n=1) corresponds to another famous model from image processing, namely Perona and Malik's anisotropic diffusion, and was studied in earlier papers. The equations studied in this paper are high order analogues of the Perona-Malik equation, and like the …

Symmetry And Stability Of Homogeneous Flocks, J. J. P. Veerman

Mathematics and Statistics Faculty Publications and Presentations

The study of the movement of flocks, whether biological or technological, is motivated by the desire to understand the capability of coherent motion of a large number of agents that only receive very limited information. In a biological flock a large group of animals seek their course while moving in a more or less fixed formation. It seems reasonable that the immediate course is determined by leaders at the boundary of the flock. The others follow: what is their algorithm? The most popular technological application consists of cars on a one-lane road. The light turns green and the lead car …

Correlation Of Defaults In Complex Portfolios Using Copula Techniques, Adam Lodygowski

LSU Master's Theses

This work, dealing with the correlation between subportfolios in more complex portfolios, begins with a brief survey of the necessary theoretical background. The basic statistical and probabilistic concepts are reviewed. The notion of copulas is introduced along with the fundamental theorem of Sklar. After this background a numerical procedure and code are developed for correlated defaults in multiple correlated portfolio. Further on, interesting results regarding the impact of changes in correlation on the portfolio performance are investigated in the simulations. The most valuable observations regarding the expected default ratios of two subportfolios considered jointly are presented and explained with particular …

Koszul Duality For Multigraded Algebras, Fareed Hawwa

LSU Doctoral Dissertations

Classical Koszul duality sets up an adjoint pair of functors establishing an equivalence of categories. The equivalence is between the bounded derived category of complexes of graded modules over a graded algebra and the bounded derived category of complexes of graded modules over the quadratic dual graded algebra. This duality can be extended in many ways. We consider here two extensions: first we wish to allow a multigraded algebra, meaning that the algebra can be graded by any abelian group (not just the integers). Second, we will allow filtered algebras. In fact we are considering filtered quadratic algebras with an …

Homogenization Of Nonlinear Partial Differential Equations, Silvia Jiménez

LSU Doctoral Dissertations

This dissertation is concerned with properties of local fields inside composites made from two materials with different power law behavior. This simple constitutive model is frequently used to describe several phenomena ranging from plasticity to optical nonlinearities in dielectric media. We provide the corrector theory for the strong approximation of fields inside composites made from two power law materials with different exponents. The correctors are used to develop bounds on the local singularity strength for gradient fields inside microstructured media. The bounds are multiscale in nature and can be used to measure the amplification of applied macroscopic fields by the …

Orthogonal Grassmannians And Hermitian K-Theory In A¹-Homotopy Theory Of Schemes, Girja Shanker Tripathi

LSU Doctoral Dissertations

In this work we prove that the hermitian K-theory is geometrically representable in the A^1 -homotopy category of smooth schemes over a field. We also study in detail a realization functor from the A^1 -homotopy category of smooth schemes over the field R of real numbers to the category of topological spaces. This functor is determined by taking the real points of a smooth R-scheme. There is another realization functor induced by taking the complex points with a similar description although we have not discussed this other functor in this dissertation. Using these realization functors we have concluded in brief …

Matrix Singular Value Decomposition, Petero Kwizera

UNF Graduate Theses and Dissertations

This thesis starts with the fundamentals of matrix theory and ends with applications of the matrix singular value decomposition (SVD). The background matrix theory coverage includes unitary and Hermitian matrices, and matrix norms and how they relate to matrix SVD. The matrix condition number is discussed in relationship to the solution of linear equations. Some inequalities based on the trace of a matrix, polar matrix decomposition, unitaries and partial isometies are discussed. Among the SVD applications discussed are the method of least squares and image compression. Expansion of a matrix as a linear combination of rank one partial isometries is …

Association Of Workplace Chronic And Acute Stressors With Employee Weight Status: Data From Worksites In Turmoil, Isabel Diana Fernandez, Haiyan Su, Paul C. Winters, Hua Liang

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

Objectives: To examine the independent and joint effects of psychosocial chronic and acute stressors with weight status and to report the intraclass correlation coefficient for body mass index (BMI). Methods: Baseline data on 2782 employees from a group-randomized weight gain prevention intervention were examined to investigate the effect of high job strain and job insecurity on BMI and on the odds of overweight/obesity including potential confounders and mediating variables. Data were analyzed using mixed models. Results: The mediating variables removed the effect of high job strain on weight (β = 0.68, P = 0.07; odds ratios = 1.34, confidence interval …

Parallel And Distributed Simulation Of Parabolic And Telegraphic Equations., Ewedafe Simon Uzezi

Student Works (2010-2019)

In this thesis, a parallel implementation of explicit/implicit parallel algorithms such as the stationary iterative methods and the class of iterating alternating methods which includes: Alternating Direction Implicit (ADI), Iterative Alternating Direction Explicit (IADE), for D’Yakonov (IADE-DY), Double sweep Mitchell and Fairweather (MF-DS) and Alternating Group Explicit (AGE) method for solving 1-Dimensional (1-D), 2-Dimensional (2-D) Parabolic (special examples including 1-D, 2-D Bio-Heat Equation) and 1-D, 2-D and 3-D Telegraphic Equations on a distributed environment of Message Passing Interface (MPI) and Parallel Virtual Machine (PVM) platform is presented. To correlate the communication activity with computation, we counted events between significant MPI/PVM …

Laguerre Arc Length From Distance Functions, David E. Barrett, Michael Bolt

University Faculty Publications and Creative Works

For the Laguerre geometry in the dual plane, invariant arc length is shown to arise naturally through the use of a pair of distance functions. These distances are useful for identifying equivalence classes of curves, within which the extremal curves are proved to be strict maximizers of Laguerre arc length among three-times differentiable curves of constant signature in a prescribed isotopy class. For smoother curves, it is shown that Laguerre curvature determines the distortion of the distance functions. These results extend existing work for the Möbius geometry in the complex plane. © 2010 International Press.

A Class Of Discontinuous Petrov–Galerkin Methods. Part I: The Transport Equation, Leszek Demkowicz, Jay Gopalakrishnan

Mathematics and Statistics Faculty Publications and Presentations

Considering a simple model transport problem, we present a new finite element method. While the new method fits in the class of discontinuous Galerkin (DG) methods, it differs from standard DG and streamline diffusion methods, in that it uses a space of discontinuous trial functions tailored for stability. The new method, unlike the older approaches, yields optimal estimates for the primal variable in both the element size h and polynomial degree p, and outperforms the standard upwind DG method.

A Projection-Based Error Analysis Of Hdg Methods, Jay Gopalakrishnan, Bernardo Cockburn, Francisco-Javier Sayas

Mathematics and Statistics Faculty Publications and Presentations

We introduce a new technique for the error analysis of hybridizable discontinuous Galerkin (HDG) methods. The technique relies on the use of a new projection whose design is inspired by the form of the numerical traces of the methods. This renders the analysis of the projections of the discretization errors simple and concise. By showing that these projections of the errors are bounded in terms of the distance between the solution and its projection, our studies of influence of the stabilization parameter are reduced to local analyses of approximation by the projection. We illustrate the technique on a specific HDG …

Hybridization And Postprocessing Techniques For Mixed Eigenfunctions, Bernardo Cockburn, Jay Gopalakrishnan, F. Li, Ngoc Cuong Nguyen, Jaume Peraire

Mathematics and Statistics Faculty Publications and Presentations

We introduce hybridization and postprocessing techniques for the Raviart–Thomas approximation of second-order elliptic eigenvalue problems. Hybridization reduces the Raviart–Thomas approximation to a condensed eigenproblem. The condensed eigenproblem is nonlinear, but smaller than the original mixed approximation. We derive multiple iterative algorithms for solving the condensed eigenproblem and examine their interrelationships and convergence rates. An element-by-element postprocessing technique to improve accuracy of computed eigenfunctions is also presented. We prove that a projection of the error in the eigenspace approximation by the mixed method (of any order) superconverges and that the postprocessed eigenfunction approximations converge faster for smooth eigenfunctions. Numerical experiments using …

Generalized Fourier-Feynman Transforms, Convolution Products, And First Variations On Function Space, Seung Jun Chang, Jae Gil Choi, David Skough

Department of Mathematics: Faculty Publications

In this paper we examine the various relationships that exist among the first variation, the convolution product and the Fourier-Feynman transform for functionals of the form F(x) = f((α₁, x), . . . , (α_n, x)) with x in a very general function space C_a,b[0,T].

Financial Securities Under Nonlinear Diffusion Asset Pricing Model, Andrey Vasilyev

Theses and Dissertations (Comprehensive)

In this thesis we investigate two pricing models for valuing financial derivatives. Both models are diffusion processes with a linear drift and nonlinear diffusion coefficient. The forward price process of these models is a martingale under an assumed risk-neutral measure and the transition probability densities are given in analytically closed form. Specifically, we study and calibrate two different families of models that are constructed based on a so-called diffusion canonical transformation. One family follows from the Ornstein-Uhlenbeck diffusion (the UOU family) and the other—from the Cox-Ingersoll-Ross process (the Confluent-U family).

The first part of the thesis considers single-asset and multi-asset …

Statistical Analysis Of Wastewater Remediation And Bio-Fuels Production Of Algae, Jay D. Jones

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The Logan city wastewater treatment system consists of a series of seven large aerated ponds (460 acres) that biologically treats 15 million gallons per day of wastewater from Logan city and six other communities. Tighter regulations of allowed phosphorus levels in the effluent have recently been implemented due to environmental concerns of a downstream reservoir. The Biological Engineering program at Utah State University, the Bio-fuels Center, the Utah Water Research Laboratory (UWRL) and the city of Logan are working together to remediate the wastewater treatment system using microalgae. Algal growth requires the uptake of phosphorus. Thus, phosphorus in the effluent …

Grading Practice Influence On The Value Of An Assigned Grade, Carrie Bala

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This article presents results of a study of grading practice influence on the value of an assigned grade. The value of an assigned grade, as an indication of student achievement of learning goals, was measured using the Utah Criterion-Referenced Test (CRT) in the subjects of Geometry and Algebra 2. The grading policies of six mathematics teachers at the same high school were categorized according to grading practice and their combined 587 students' scores on the Utah CRT were collected and analyzed. The findings suggest that certain grading practices , such as the use of a 1-4 scale and a criterion-referenced …