Near-Martingale Property Of Anticipating Stochastic Integration,
2017
Institute of Mathematics, Academia Sinica
Near-Martingale Property Of Anticipating Stochastic Integration, C R. Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Communications on Stochastic Analysis
No abstract provided.
An Option Pricing Model With Memory,
2017
Antioch College, Yellow Springs, Ohio
An Option Pricing Model With Memory, Flavia Sancier, Salah Mohammed
Communications on Stochastic Analysis
No abstract provided.
Series Solutions Of Polarized Gowdy Universes,
2017
Virginia Commonwealth University
Series Solutions Of Polarized Gowdy Universes, Doniray Brusaferro
Theses and Dissertations
Einstein's field equations are a system of ten partial differential equations. For a special class of spacetimes known as Gowdy spacetimes, the number of equations is reduced due to additional structure of two dimensional isometry groups with mutually orthogonal Killing vectors. In this thesis, we focus on a particular model of Gowdy spacetimes known as the polarized T3 model, and provide an explicit solution to Einstein's equations.
Convergence Analysis Of A Proximal Point Algorithm For Minimizing Differences Of Functions,
2017
Institute of Research and Development, Duy Tan University
Convergence Analysis Of A Proximal Point Algorithm For Minimizing Differences Of Functions, Thai An Nguyen, Mau Nam Nguyen
Mathematics and Statistics Faculty Publications and Presentations
Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A significant progress to go beyond convexity was made by considering the class of functions representable as differences of convex functions. In this paper, we introduce a generalized proximal point algorithm to minimize the difference of a nonconvex function and a convex function. We also study convergence results of this algorithm under the main assumption that the objective function satisfies the Kurdyka– ᴌojasiewicz property.
Random Variational-Like Inclusion And Random Proximal Operator Equation For Random Fuzzy Mappings In Banach Spaces,
2016
Aligarh Muslim University
Random Variational-Like Inclusion And Random Proximal Operator Equation For Random Fuzzy Mappings In Banach Spaces, Rais Ahmad, Iqbal Ahmad, Mijanur Rahaman
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we introduce and study a random variational-like inclusion and its corresponding random proximal operator equation for random fuzzy mappings. It is established that the random variational-like inclusion problem for random fuzzy mappings is equivalent to a random fixed point problem. We also establish a relationship between random variational-like inclusion and random proximal operator equation for random fuzzy mappings. This equivalence is used to define an iterative algorithm for solving random proximal operator equation for random fuzzy mappings. Through an example, we show that the random Wardrop equilibrium problem is a special case of the random variational-like inclusion …
On The Convergence Of Two-Dimensional Fuzzy Volterra-Fredholm Integral Equations By Using Picard Method,
2016
Payame Noor University
On The Convergence Of Two-Dimensional Fuzzy Volterra-Fredholm Integral Equations By Using Picard Method, Ali Ebadian, Foroozan Farahrooz, Amirahmad Khajehnasiri
Applications and Applied Mathematics: An International Journal (AAM)
In this paper we prove convergence of the method of successive approximations used to approximate the solution of nonlinear two-dimensional Volterra-Fredholm integral equations and define the notion of numerical stability of the algorithm with respect to the choice of the first iteration. Also we present an iterative procedure to solve such equations. Finally, the method is illustrated by solving some examples.
Weighted Inequalities For Riemann-Stieltjes Integrals,
2016
Düzce University
Weighted Inequalities For Riemann-Stieltjes Integrals, Hüseyin Budak, Mehmet Z. Sarikaya
Applications and Applied Mathematics: An International Journal (AAM)
In this paper first we define a new functional which is a weighted version of the functional defined by Dragomir and Fedotov. Then, some inequalities involving this functional are obtained. Finally, we apply this result to establish new bounds for weighted Chebysev functional.
On The Slow Growth And Approximation Of Entire Function Solutions Of Second-Order Elliptic Partial Differential Equations On Caratheodory Domains,
2016
Al-Baha University
On The Slow Growth And Approximation Of Entire Function Solutions Of Second-Order Elliptic Partial Differential Equations On Caratheodory Domains, Devendra Kumar
Applications and Applied Mathematics: An International Journal (AAM)
In this paper we consider the regular, real-valued solutions of the second-order elliptic partial differential equation. The characterization of generalized growth parameters for entire function solutions for slow growth in terms of approximation errors on more generalized domains, i.e., Caratheodory domains, has been obtained. Moreover, we studied some inequalities concerning the growth parameters of entire function solutions of above equation for slow growth which have not been studied so far.
Heat Source Thermoelastic Problem In A Hollow Elliptic Cylinder Under Time-Reversal Principle,
2016
Priyadarshini J. L. College of Engineering
Heat Source Thermoelastic Problem In A Hollow Elliptic Cylinder Under Time-Reversal Principle, Pravin Bhad, Vinod Varghese, Lalsingh Khalsa
Applications and Applied Mathematics: An International Journal (AAM)
The article investigates the time-reversal thermoelasticity of a hollow elliptical cylinder for determining the temperature distribution and its associated thermal stresses at a certain point using integral transform techniques by unifying classical orthogonal polynomials as the kernel. Furthermore, by considering a circle as a special kind of ellipse, it is seen that the temperature distribution and the comparative study of a circular cylinder can be derived as a special case from the present mathematical solution. The numerical results obtained are accurate enough for practical purposes.
Iterative Solution Of Fractional Diffusion Equation Modelling Anomalous Diffusion,
2016
Mansoura University
Iterative Solution Of Fractional Diffusion Equation Modelling Anomalous Diffusion, A. Elsaid, S. Shamseldeen, S. Madkour
Applications and Applied Mathematics: An International Journal (AAM)
In this article, we study the fractional diffusion equation with spatial Riesz fractional derivative. The continuation of the solution of this fractional equation to the solution of the corresponding integer order equation is proved. The series solution is obtained based on properties of Riesz fractional derivative operator and utilizing the optimal homotopy analysis method (OHAM). Numerical simulations are presented to validate the method and to show the effect of changing the fractional derivative parameter on the solution behavior.
Solution Of A Cauchy Singular Fractional Integro-Differential Equation In Bernstein Polynomial Basis,
2016
University of Calcutta
Solution Of A Cauchy Singular Fractional Integro-Differential Equation In Bernstein Polynomial Basis, Avipsita Chatterjee, Uma Basu, B. N. Mandal
Applications and Applied Mathematics: An International Journal (AAM)
This article proposes a simple method to obtain approximate numerical solution of a singular fractional order integro-differential equation with Cauchy kernel by using Bernstein polynomials as basis. The fractional derivative is described in Caputo sense. The properties of Bernstein polynomials are used to reduce the fractional order integro-differential equation to the solution of algebraic equations. The numerical results obtained by the present method compares favorably with those obtained earlier for the first order integro-differential equation. Also the convergence of the method is established rigorously.
Complex Solutions Of The Time Fractional Gross-Pitaevskii (Gp) Equation With External Potential By Using A Reliable Method,
2016
University of Guilan
Complex Solutions Of The Time Fractional Gross-Pitaevskii (Gp) Equation With External Potential By Using A Reliable Method, Nasir Taghizadeh, Mona N. Foumani
Applications and Applied Mathematics: An International Journal (AAM)
In this article, modified (G'/G )-expansion method is presented to establish the exact complex solutions of the time fractional Gross-Pitaevskii (GP) equation in the sense of the conformable fractional derivative. This method is an effective method in finding exact traveling wave solutions of nonlinear evolution equations (NLEEs) in mathematical physics. The present approach has the potential to be applied to other nonlinear fractional differential equations. Based on two transformations, fractional GP equation can be converted into nonlinear ordinary differential equation of integer orders. In the end, we will discuss the solutions of the fractional GP equation with external potentials.
Brownian Manifolds, Negative Type And Geo-Temporal Covariances,
2016
Louisiana State University
Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons
Communications on Stochastic Analysis
No abstract provided.
Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas,
2016
Louisiana State University
Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit
Communications on Stochastic Analysis
No abstract provided.
On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process,
2016
Louisiana State University
On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta
Communications on Stochastic Analysis
No abstract provided.
Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited,
2016
Louisiana State University
Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum
Communications on Stochastic Analysis
No abstract provided.
Positive Definiteness On Spheres And Hyperbolic Spaces,
2016
Louisiana State University
Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger
Communications on Stochastic Analysis
No abstract provided.
Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions,
2016
Louisiana State University
Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap
Communications on Stochastic Analysis
No abstract provided.
Preface,
2016
Louisiana State University
Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples,
2016
Louisiana State University
Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham
Communications on Stochastic Analysis
No abstract provided.
