Analysis Commons^™

Dynamic Attribute-Level Best Worst Discrete Choice Experiments, Amanda Working, Mohammed Alqawba, Norou Diawara

Mathematics & Statistics Faculty Publications

Dynamic modelling of decision maker choice behavior of best and worst in discrete choice experiments (DCEs) has numerous applications. Such models are proposed under utility function of decision maker and are used in many areas including social sciences, health economics, transportation research, and health systems research. After reviewing references on the study of such experiments, we present example in DCE with emphasis on time dependent best-worst choice and discrimination between choice attributes. Numerical examples of the dynamic DCEs are simulated, and the associated expected utilities over time of the choice models are derived using Markov decision processes. The estimates are …

An Anatomical And Functional Analysis Of Digital Arteries, Katie Highsmith

Student Scholar Showcase

Blood flow to the tissue of the hands and digits is efficiently regulated by vasoconstriction and vasodilation. Through a series of cadaveric dissection, we examined arteries in the hands and digits, including ulnar artery, radial artery, palmar arteries, and digital arteries, for their distribution (branching) patterns and morphological parameters (e.g., thickness, length between branches, external and internal diameters). Using data directly collected from three female cadavers as input variables to our mathematical model, we simulated vasoconstriction (-20% and -10% diameter) and vasodilation (+10% and +20 diameter) to evaluate the extent of changes in blood volume and flow within the arteries. …

Making The Cut: Receivers Of The National Football League, Anthony Kent Davis

Mathematics Senior Capstone Papers

In this paper the prospects of the National Football League, or NFL, are studied in order to determine the relationships between past college statistics, other “measurables,” and how they translate to successful careers in the league. When referring to measurables, this consists of all of the numerical data from each player that should, in theory, help teams get an idea of the players strengths or weaknesses. The data being used comes from an annual scouting combine for NFL teams that is held prior to each season. Information about the player’s college statistics and pre-draft measurables are being compared to several …

The Hyperreals: Do You Prefer Non-Standard Analysis Over Standard Analysis?, Chloe Munroe

Mathematics Undergraduate Theses

The hyperreal number system *ℝ forms an ordered field that contains ℝ as a subfield as well as infinitely many large and small numbers. A number is defined to be infinitely large if |ω| > n for all n = 1, 2, 3, ... and infinitely small if |ε| < 1/n for all n = 1, 2, 3... This number system is built out of the real number system analogous to Cantor’s construcion of ℝ out of ℚ. The new entities in *ℝ and the relationship between the reals and hyperreals provides an appealing alternate approach to real (standard) analysis …

Time Series Analysis Of Stochastic Networks With Correlated Random Arcs, Brendon T. Sands

Theses and Dissertations

While modern day weather forecasting is not perfect, there are many benefits given by the multitude and variety of predictive models. In the interest of routing airplanes, this paper uses time series analysis on successive weather forecasts to predict the optimal path and fuel burn of wind-based, fuel-burn networks with stochastic correlated arcs. Networks are populated with either deterministic or ensemble-based weather data, and the two data sources with and without time series analysis are compared. Methods were compared by fuel burn prediction accuracy and ability to predict a future optimal path. Of the four options, the ensemble-based methods were …

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 …

On The Adjoint Markov Policies In Stochastic Differential Games, Nicolai V. Krylov

Communications on Stochastic Analysis

No abstract provided.

A Nonlocal Approach To The Quantum Kolmogorov Backward Equation And Links To Noncommutative Geometry, Will Hicks

Communications on Stochastic Analysis

No abstract provided.

Regularity Of The Local Time Of Diffusions On The Positive Real Line With Reflection At Zero, Masafumi Hayashi

Communications on Stochastic Analysis

No abstract provided.

On The Spectrum Of Self-Adjoint Lévy Generators, David Applebaum

Communications on Stochastic Analysis

No abstract provided.

On A Stochastic 2d Cahn-Hilliard-Navier-Stokes System Driven By Jump Noise, G. Deugoué, T. Tachim Medjo

Communications on Stochastic Analysis

No abstract provided.

Some Properties Of The Inhomogeneous Panjer Process, Ana María Beltrán Cortés, José Alfredo Jiménez Moscoso

Communications on Stochastic Analysis

No abstract provided.

Second Order Stochastic Partial Integro Differential Equations With Delay And Impulses, M.V.S.S.B.B.K. Sastry, G.V.S.R. Deekshitulu

Communications on Stochastic Analysis

No abstract provided.

Some Results Of Double Sequences In 2-Normed And N-Normed Spaces, P. R. Kavyasree, B. Surender Reddy

Applications and Applied Mathematics: An International Journal (AAM)

The primary purpose of this paper is to introduce the notion of double sequences in 2-normed space. We provide a simple way to derive a norm from the standard 2-norm by using double sequences when a 2-normed space is given. Equivalence relation between derived norm and the usual norm are established. Using this derived norm, we examine the completeness property of a 2-normed space and we extend the results to n-normed spaces.

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 …

Action Of Complex Symplectic Matrices On The Siegel Upper Half Space, Keshav R. Acharya, Matt Mcbride

Publications

The Siegel upper half space, Sn, the space of complex symmetric matrices, Z with positive definite imaginary part, is the generalization of the complex upper half plane in higher dimensions. In this paper, we study a generalization of linear fractional transformations, ΦS, where S is a complex symplectic matrix, on the Siegel upper half space. We partially classify the complex symplectic matrices for which ΦS(Z) is well defined. We also consider Sn and Sn as metric spaces and discuss distance properties of the map ΦS from Sn to Sn and Sn respectively.

Analysis Of Feast Spectral Approximations Using The Dpg Discretization, Jay Gopalakrishnan, Luka Grubišić, Jeffrey S. Ovall, Benjamin Quanah Parker

Mathematics and Statistics Faculty Publications and Presentations

A filtered subspace iteration for computing a cluster of eigenvalues and its accompanying eigenspace, known as “FEAST”, has gained considerable attention in recent years. This work studies issues that arise when FEAST is applied to compute part of the spectrum of an unbounded partial differential operator. Specifically, when the resolvent of the partial differential operator is approximated by the discontinuous Petrov Galerkin (DPG) method, it is shown that there is no spectral pollution. The theory also provides bounds on the discretization errors in the spectral approximations. Numerical experiments for simple operators illustrate the theory and also indicate the value of …

Birkhoff’S Ergodic Theorem For Weighted Variable Exponent Amalgam Spaces, Ismail Aydın, Cihan Unal

Applications and Applied Mathematics: An International Journal (AAM)

In this study, we consider some properties of weighted variable exponent Lebesgue and amalgam spaces. It is known these spaces are considerably used in harmonic and time-frequency analysis including elastic mechanics, electrorheological fluids, image processing, etc. Ergodic theory investigates the long-term averaging properties of measure preserving dynamical systems. This theory has also several applications and problems of statistical physics and mechanics. Moreover, it has influence on many areas of mathematics, especially probability theory and dynamical systems as well as Fourier analysis, functional analysis, and group theory. Therefore, we investigate Ergodic theorem for unweighted variable exponent Lebesgue spaces and also an …

Some Midpoint Type Inequalities For Riemann Liouville Fractional Integrals, Zeynep Şanli

Applications and Applied Mathematics: An International Journal (AAM)

In the literature, there are a lot of studies about midpoint type inequalities for Riemann Liouville Fractional Integrals. But for most of them, the right and left fractional integrals are used together. In this paper, we give three new Riemann-Liouville fractional midpoint type identities for differentiable functions by using only the right or the left fractional integral. From these identities, we obtain some new midpoint type inequalities for harmonically convex functions by applying power mean and Hölder inequalities.

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …