Analysis Commons^™

Modelling Illiquid Stocks Using Quantum Stochastic Calculus, Will Hicks

Journal of Stochastic Analysis

No abstract provided.

Symmetric Functions Algebras I: Introduction And Basic Features, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.

Random Variables With Overlapping Number And Weyl Algebras I, Ruma Dutta, Gabriela Popa, Aurel Stan

Journal of Stochastic Analysis

No abstract provided.

Pricing Multi-Asset Contingent Claims In A Multi-Dimensional Binomial Market, Jarek Kedra, Assaf Libman, Victoria Steblovskaya

Journal of Stochastic Analysis

No abstract provided.

The Malliavin-Stein Method For Normal Random Walks With Dependent Increments, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi

Journal of Stochastic Analysis

No abstract provided.

A Scattering Result For The Fifth-Order Kp-Ii Equation, Camille Schuetz

Theses and Dissertations--Mathematics

We will prove scattering for the fifth-order Kadomtsev-Petviashvilli II (fifth-order KP-II) equation. The fifth-order KP-II equation is an example of a nonlinear dispersive equation which takes the form $u_t=Lu + NL(u)$ where $L$ is a linear differential operator and $NL$ is a nonlinear operator. One looks for solutions $u(t)$ in a space $C(\R,X)$ where $X$ is a Banach space. For a nonlinear dispersive differential equation, the associated linear problem is $v_t=Lv$. A solution $u(t)$ of the nonlinear equation is said to scatter if as $t \to \infty$, the solution $u(t)$ approaches a solution $v(t)$ to the linear problem in the …

Asymptotic Behaviour Of Hyperbolic Partial Differential Equations, Shi-Zhuo Looi

Theses and Dissertations--Mathematics

We investigate the asymptotic behaviour of solutions to a range of linear and nonlinear hyperbolic equations on asymptotically flat spacetimes. We develop a comprehensive framework for the analysis of pointwise decay of linear and nonlinear wave equations on asymptotically flat manifolds of three space dimensions that are allowed to be time-varying or nonstationary, including quasilinear wave equations. The Minkowski space and time-varying perturbations thereof are included among these spacetimes. A result on scattering for a nonlinear wave equation with finite-energy solutions on nonstationary spacetimes is presented. This work was motivated in part by the investigation of more precise asymptotic behaviour …

An Adaptive Algorithm For `The Secretary Problem': Alternate Proof Of The Divergence Of A Maximizer Sequence, Andrew Benfante, Xiang Xu

OUR Journal: ODU Undergraduate Research Journal

This paper presents an alternate proof of the divergence of the unique maximizer sequence {𝑥∗ 𝑛} of a function sequence {𝐹𝑛(𝑥)} that is derived from an adaptive algorithm based on the now classic optimal stopping problem, known by many names but here ‘the secretary problem’. The alternate proof uses a result established by Nguyen, Xu, and Zhao (n.d.) regarding the uniqueness of maximizer points of a generalized function sequence {𝑆𝜇,𝜎 𝑛 } and relies on the strict monotonicity of 𝐹𝑛(𝑥) as 𝑛 increases in order to show divergence of {𝑥∗ 𝑛}. Towards this, limits of the exponentiated Gaussian CDF are …

More Properties Of Optimal Polynomial Approximants In Hardy Spaces, Raymond Cheng, Christopher Felder

Mathematics & Statistics Faculty Publications

We study optimal polynomial approximants (OPAs) in the classical Hardy spaces on the unit disk, H^p (1 < p < ∞). For fixed f ∈ H^p and n ∈ N, the OPA of degree n associated to f is the polynomial which minimizes the quantity ∥qf −1∥_p over all complex polynomials q of degree less than or equal to n. We begin with some examples which illustrate, when p ≠ 2, how the Banach space geometry makes the above minimization problem interesting. We then weave through various results concerning limits and roots of these polynomials, including results which show that OPAs can be witnessed as solutions …

Peer-To-Peer Energy Trading In Smart Residential Environment With User Behavioral Modeling, Ashutosh Timilsina

Theses and Dissertations--Computer Science

Electric power systems are transforming from a centralized unidirectional market to a decentralized open market. With this shift, the end-users have the possibility to actively participate in local energy exchanges, with or without the involvement of the main grid. Rapidly reducing prices for Renewable Energy Technologies (RETs), supported by their ease of installation and operation, with the facilitation of Electric Vehicles (EV) and Smart Grid (SG) technologies to make bidirectional flow of energy possible, has contributed to this changing landscape in the distribution side of the traditional power grid.

Trading energy among users in a decentralized fashion has been referred …

Graphs, Adjacency Matrices, And Corresponding Functions, Yang Hong

Honors Theses

Stable polynomials, in the context of this research, are two-variable polynomials like $p(z_1,z_2) = 2 - z_1 - z_2$ that are guaranteed to be non-zero if both input variables have an absolute value less than one in the complex plane. Stable polynomials are used in a variety of mathematical fields, thus finding ways to construct stable polynomials is valuable. An important property of these polynomials is whether they have boundary zeros, which are points in the complex plane where the polynomial equals zero and both variables have an absolute value of 1. Overall, it is challenging to find stable polynomials …

Stochastic Optimization To Reduce Aircraft Taxi-In Time At Igia, New Delhi, Rajib Das, Saileswar Ghosh, Rajendra Desai, Pijus Kanti Bhuin, Stuti Agarwal

International Journal of Aviation, Aeronautics, and Aerospace

Since there is an uncertainty in the arrival times of flights, pre-scheduled allocation of runways and stands and the subsequent first-come-first-served treatment results in a sub-optimal allocation of runways and stands, this is the prime reason for the unusual delays in taxi-in times at IGIA, New Delhi.

We simulated the arrival pattern of aircraft and utilized stochastic optimization to arrive at the best runway-stands allocation for a day. Optimization is done using a GRG Non-Linear algorithm in the Frontline Systems Analytic Solver platform. We applied this model to eight representative scenarios of two different days. Our results show that without …

Finite Matroidal Spaces And Matrological Spaces, Ziyad M. Hamad

Graduate Theses, Dissertations, and Problem Reports (ETD)

The purpose of this thesis is to present new different spaces as attempts to generalize the concept of topological vector spaces. A topological vector space, a well-known concept in mathematics, is a vector space over a field \mathbb{F} with a topology that makes the addition and scalar multiplication operations of the vector space continuous functions. The field \mathbb{F} is usually \mathbb{R} or \mathbb{C} with their standard topologies. Since every vector space is a finitary matroid, we define two spaces called finite matroidal spaces and matrological spaces by replacing the linear structure of the topological vector space with a finitary matroidal …

Elliptic Functions And Iterative Algorithms For Π, Eduardo Jose Evans

UNF Graduate Theses and Dissertations

Preliminary identities in the theory of basic hypergeometric series, or `q-series', are proven. These include q-analogues of the exponential function, which lead to a fairly simple proof of Jacobi's celebrated triple product identity due to Andrews. The Dedekind eta function is introduced and a few identities of it derived. Euler's pentagonal number theorem is shown as a special case of Ramanujan's theta function and Watson's quintuple product identity is proved in a manner given by Carlitz and Subbarao. The Jacobian theta functions are introduced as special kinds of basic hypergeometric series and various relations between them derived using the triple …

Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel

Journal of Stochastic Analysis

No abstract provided.

A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John

Journal of Stochastic Analysis

No abstract provided.

Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.

Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge

Journal of Stochastic Analysis

No abstract provided.

On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov

Journal of Stochastic Analysis

No abstract provided.

How To Choose A Law Review: An Empirical Study, Ignacio Cofone, Pierre-Jean G. Malé

Journal of Legal Education

No abstract provided.