Mathematics Commons^™

Convergence To Fractional Brownian Motion For Weighted Random Sums In Besov Space, Ibrahima Mendy

Journal of Stochastic Analysis

We consider infinite sums of weighted i.i.d. random variables, with finite variance and arbitrary distribution, and we derives conditions for the weak convergence in Besov space of normalized sums to fractional Brownian motion (fBm).

Pricing Variance Swaps Using Extended Heston Model, Semere Gebresilasie, Mulue Gebreslasie, Indranil Sengupta

Journal of Stochastic Analysis

Abstract. In this study, we introduce a variance swap for the underlying asset utilizing the Heston model, incorporating a long-term variance that is treated as a stochastic function of time. We develop a closed-form solution for the variance swap under this framework, where the log returns are driven by a compound Poisson process. Our analysis of historical data reveals that long-term variance is not constant; instead, it fluctuates over time, reflecting market dynamics more accurately. By integrating this time-varying long-term variance into the model, we achieve an improvement in prediction performance of approximately 60%. Furthermore, we perform model calibration using …

Bayesian Subgroup Learning Of Spatially Resolved Transcriptomics Data, Hou-Cheng Yang, Huimin Li, Guanyu Hu, Qiwei Li

School of Mathematical & Statistical Sciences Faculty Publications

Recent advancements in spatially resolved transcriptomics (SRT) technologies have enabled the comprehensive molecular and spatial characterization of single cells, providing valuable insights into the cellular organization of tissues. SRT techniques, such as single-molecule fluorescence in situ hybridization (FISH)-based methods (e.g., seqFISH, STARmap) and next-generation sequencing (NGS)-based methods (e.g., spatial transcriptomics, 10x Visium), allow for the measurement of gene expression across large populations of cells or tissue spots. These approaches generate high-dimensional data that integrate both molecular profiles and spatial context, which is crucial for understanding tissue structure and function in areas like development, neuroscience, and cancer biology. Identifying spatially variable …

Scattering From Analytic And Piecewise Analytic Inhomogeneities, Narek Hovsepyan, Michael S. Vogelius

School of Mathematical & Statistical Sciences Faculty Publications

We study scattering for the linear Helmholtz operator in two dimensions and develop a technique which can be used to ascertain scattering of a given incident wave from very regular inhomogeneities. This technique is then applied to a number of interesting examples.

From Cork To Coasting: A Multi-Stage Ode Model Of Water-Rocket Flight, Viktoria Savatorova, Patryk Kustra, Ethan Dyer, Connor Carlson, Aleksei Talonov

CODEE Journal

Water rockets provide an affordable and engaging context for exploring applications of differential equations. Motivated by outreach activities conducted with undergraduate students, we develop a four-stage mathematical model of vertical water-rocket flight that is suitable for use in an ODE or mathematical modeling course. The model includes the cork-release phase, water-thrust propulsion, air-thrust propulsion with compressible and potentially choked flow, and the final ballistic stage with quadratic drag. While retaining key physical features, the model can be formulated as a system of ordinary differential equations that can be integrated numerically using tools familiar to students. We compare model predictions with …

Student Worksheets Based On The Local Wisdom Of Besilek Serawai For Sixth-Grade Elementary Science Learning, Mice Agustin, Tomi Hidayat, Irwandi Irwandi

Jurnal Pendidikan Sains

This study aims to develop a Student Worksheet (Lembar Kerja Peserta Didik [LKPD]) based on the local wisdom of Besilek Serawai for sixth-grade elementary science education and to evaluate its validity. The study employed the ADDIE development model, consisting of five stages: Analyze, Design, Develop, Implement, and Evaluate. The developed LKPD integrates Besilek Serawai, a traditional martial art of the Seluma community, with the concept of the human locomotor system in science instruction. The worksheet was validated by two subject-matter experts and two media experts. Material validation yielded an average score of 4.26, equivalent to a validity percentage of 85.2%, …

You Mean What? Commognitive Conflict In Resolving Contextual Logarithm Problems, Endrayana Putut Laksminto Emanuel, Fatkul Anam, Radhitya Duta Pradana, Anik Kirana, Sikky El Walida

Jurnal Pendidikan Sains

Students’ approaches to solving contextual mathematics problems involving logarithms vary significantly due to differences in their prior mathematical understanding. These differences may trigger commognitive conflict during the interpretation and reasoning processes when students attempt to construct mathematical meaning from contextual situations. This qualitative study aimed to explore how commognitive conflict emerges as a mechanism of mathematical interpretation in students’ discourse while solving logarithmic contextual problems. Twenty students participated in the study and were grouped based on their performance. One student was selected as the main research subject for an in-depth analysis. The findings reveal that commognitive conflict appeared in two …

The Effect Of Project-Based Learning Model On Entrepreneurship (Pjbl-E) With A Deep Learning Approach On Students' Problem-Solving And Cognitive Skills, Ricce Oktasari, Irwandi Irwandi, Siti Darwa Suryani

Jurnal Pendidikan Sains

This study aims to examine the effect of the Entrepreneurship-based Project Based Learning (PjBL-E) model integrated with a pedagogical Deep Learning approach on students’ problem-solving skills and cognitive learning outcomes in biology learning. The novelty of this study lies in the integration of entrepreneurship values and pedagogical deep learning principles into Project Based Learning to create contextual and meaningful learning experiences. Entrepreneurship integration encourages students to develop innovative products, identify real-world problems, and apply biological concepts in practical and socio-economic contexts. Meanwhile, the pedagogical Deep Learning approach promotes reflective thinking, conceptual understanding, critical analysis, and the ability to connect theory …

Cardiovascular Disease Subtypes And Alzheimer's Disease: Phenotypic And Genetic Associations In The Uk Biobank And All Of Us Research Program, Aili Toyli, Chen Zhao, Kuan Jui Su, Hui Shen, Hong Wen Deng, Qing Hui Chen, Qiuying Sha, Weihua Zhou

Michigan Tech Publications

BACKGROUND: Cardiovascular disease (CVD) and Alzheimer's disease (AD) are major public health concerns that share overlapping risk factors and potential mechanistic pathways. Although vascular contributions to cognitive decline are well documented, the specific relationships between AD and different CVD subtypes remain poorly understood. METHODS: In this cross-sectional study, we examined associations between AD and 11 CVD subtypes using logistic regression models in 2 large biobanks: the UK Biobank (n=502 133) and the All of Us Research Program (n=287 011). Models were adjusted for demographic, lifestyle, and clinical covariates. We also explored genetic overlap between AD and CVD traits through proximity-based …

New Studies In Lattice-Based Cryptography, Quantum Algorithms, And Privacy-Preserving Computation, Hansraj Jangir

Electronic Theses and Dissertations 2020 - Present

Classical public-key cryptographic schemes primarily rely on the presumed hardness of the integer factorization and discrete logarithm problems. However, Shor’s algorithm demonstrates that both problems can be solved efficiently on a sufficiently powerful quantum computer. This breakthrough motivated the search for quantum-resistant hard assumptions. The assumptions based on lattices are one of the primary candidates in post-quantum cryptography due to their strong theoretical foundations and well-established hardness against both classical and quantum attacks. In this thesis, we explore several directions of lattice based cryptology and quantum algorithms.

On the construction side, we propose two compact encryption schemes based on the …

Bias, Structure, And Inference In Applied Network Analysis, Anna Vasenina

Dartmouth College Ph.D Dissertations

This dissertation develops mathematical and statistical methods for extracting reliable information from network data across biological applications, with an emphasis on understanding what observed network structure can and cannot resolve. The first study leverages protein–protein interaction network topology in the c-di-GMP signaling system of Pseudomonas fluorescens, showing that node centrality measures accurately classify protein domain types and that physical interaction structure contributes statistically significant predictive power for biofilm formation phenotypes across nearly 200 environments, while gene expression does not. The second study examines sampling bias in lemur-plant trophic interaction networks in Madagascar, demonstrating that differential detection of diurnal versus …

A Professional Development Course On Data-Driven Dynamical Systems At A Primarily Undergraduate Institution: Part A - Scientific Content, Alessandro M. Selvitella, Jeffrey R. Anderson

CODEE Journal

In the age of data-driven decision making, ordinary differential equations (ODEs) remain a powerful and interpretable framework for modeling dynamic processes, especially when integrated with modern tools from statistical learning and data-driven dynamical systems. Yet, general undergraduate and graduate curricula do not typically address key opportunities in data-driven dynamical systems.

This first paper in a series focuses on the mathematical and methodological core of a professional development course first developed in the academic year 2025-2026 at a Primarily Undergraduate Institution, Purdue University Fort Wayne. The curriculum developed in this course emphasized how regression, regularization, and sparse identification can be used …

Some Results In Maximal Pattern Complexity, Casey Schlortt

Electronic Theses and Dissertations

For a finite alphabet 𝒜 and a sequence 𝑥 ∈ 𝒜^ℕ_⊬ , Kamae and Zamboni combined the ideas of block complexity and topological sequence entropy to define the maximal pattern complexity, 𝑝^∗_𝑛 (𝑥). They defined an aperiodic sequence 𝑥 over two letters as pattern Sturmian if it had the lowest possible maximal pattern complexity, 2𝑛. Later, Kamae and Rao extended their definition of pattern Sturmian sequences to be sequences over ℓ ≥ 2 letters which are not periodic by projection and have maximal pattern complexity ℓ𝑛.

This dissertation answers a question posed by Kamae and Zamboni …

Beyond The Best Fit: Fitting Sir-Style Models To Data While Prioritizing Biological Meaning, Meredith L. Greer

CODEE Journal

Many students find comfort in mathematics because math classes have been a place where they can find the “right answer” to exercises. Modeling courses typically emphasize more nuance, teaching students to try modeling approaches, compare back with real-world mechanisms and data, and then refine their models, in an ongoing cycle. One topic, however, can cause students to quickly revert into “right answer” mode: fitting a model to data. Phrases such as best fit and minimize the distance suggest there is one optimal solution that can be determined by an algorithm, and these algorithms typically have no relationship to the biology …

Uniform Stability Of Katyusha In Strongly-Convex Settings, Don Li

University Honors Theses

Acceleration of convergence and reduction of variance constitute a trade-off in the design of stochastic optimization machine learning algorithms. Katyusha was introduced to address this trade-off, synthesizing Nesterov Accelerated Gradient (NAG) and Stochastic Variance-Reduced Gradient (SVRG) into a single first-order optimizer with promising empirical performance. However, the generalization properties of Katyusha remain largely unexplored. We conjecture that, in the smooth quadratic regime (i.e., under assumptions of strong convexity and smoothness of the loss function, and boundedness of gradients), Katyusha is uniformly stable in the sense of Bousquet and Elisseeff. Instantiating our framework for NAG, we extend the use of Lyapunov …

The Method Of Periodic Averaging Applied To Reduced Coupled Mode Theory Models For Fiber Laser Amplifiers, Rebecca Nicole Bryant

Dissertations and Theses

Fiber laser amplifier (FLA) models are often implemented without rigorous mathematical justification or thorough numerical validation. Without a proper theoretical basis for assumptions and approximations, or a technical analysis of model performance, there is significant uncertainty about the limitations of any given reduced model and its suitability for an application. This research aims to address the lack of comprehensive assessment of FLA models by directly comparing distinct models and recommending a mathematical alternative to replace heuristic model-reduction techniques. The work in this dissertation is divided into two projects: a comparative study that uses existing FLA models to assess the validity …

Quantitatively Hyper-Positive Real Rational Functions Iii, Daniel Alpay, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

Hyper-Positive Real, matrix-valued, rational functions are associated with absolute stability (the Lurie problem). Here, quantitative subsets of Hyper-positive functions, related through nested inclusions, are introduced. Structurally, this family of functions turns out to be matrix-convex and closed under inversion. A state-space characterization of these functions through a corresponding Kalman-Yakubovich-Popov Lemma, is given. Technically, the classical Linear Matrix Inclusions, associated with passive systems, are here substituted by Quadratic Matrix Inclusions.

Course Portfolio: Elements Of Physics Phys 151, Evan A. Rich

UNL Faculty Course Portfolios

This course portfolio documents the instructional design, teaching methods, and ongoing assessment efforts for PHYS 151: Elements of Physics, an algebra-based introductory physics course at the University of Nebraska-Lincoln. The course serves a broad undergraduate population, including architecture, construction management, and life science majors. The portfolio describes the teaching framework that integrates pre-lecture video preparation, active in-class engagement through iClicker questions, and collaborative weekly recitation sections, all unified around a structured six-step problem-solving approach. A central concern of the course is building students’ self-efficacy in physics, particularly among those with math anxiety or limited preparation. Two assessments are reported: a …

Koba-Nielsen Local Zeta Functions, Convex Subsets, And Generalized Selberg-Mehta-Macdonald And Dotsenko-Fateev-Like Integrals, Willem Veys, Wilson A. Zuniga-Galindo

School of Mathematical & Statistical Sciences Faculty Publications

The Koba-Nielsen local zeta functions are integrals depending on several complex parameters, used to regularize the Koba-Nielsen string amplitudes. These integrals are convergent and admit meromorphic continuations in the complex parameters. In the original case, the integration is carried out on the n-dimensional Euclidean space. In this work, the integration is over a variety of (bounded or unbounded) convex subsets; the resulting integrals also admit meromorphic continuations in the complex parameters. We describe the meromorphic continuation's polar locus explicitly, using the technique of embedded resolution. This result can be reinterpreted as saying that the meromorphic continuations are weighted sums of …

Obstructions To Some Injective Oriented Colourings, Russell J. Campbell, Nancy E. Clarke, Gary Macgillivray

Theory & Applications of Graphs

Each of several possible definitions of local injectivity for a homomorphism of an oriented graph $G$ to an oriented graph $H$ leads to an injective oriented colouring problem. For each case in which such a problem is solvable in polynomial time, we identify a set $\mathcal{F}$ of oriented graphs such that an oriented graph $G$ has an injective oriented colouring with the given number of colours if and only if there is no $F \in \mathcal{F}$ for which there is a locally-injective homomorphism of $F$ to $G$.