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Articles 6631 - 6660 of 7997

Full-Text Articles in Physical Sciences and Mathematics

Characterization Of The Dependency Across Foreign Exchange Markets Using Copulas, Ryan Coelho Jan 2006

Characterization Of The Dependency Across Foreign Exchange Markets Using Copulas, Ryan Coelho

LSU Master's Theses

Though Pearson's correlation coefficient provides a convenient approach to measuring the dependency between two variables, in the last few years, there has been a significant amount of literature cautioning against the use of Pearson's correlation coefficient, as it does not remain invariant under monotone transformations of the underlying distribution functions. Since we are interested in examining the dependency pattern observed by the return on the Sterling Pound with that of the Japanese Yen, we will use the notion of a copula to approximate the joint density function between the daily returns on the Sterling Pound and the Japanese Yen. In …

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Thermal Desorption Of Hydrogen From Carbon Nanosheets, X. Zhao, R. A. Outlaw, J. J. Wang, M. Y. Zhu, Gregory D. Smith, B. C. Holloway Jan 2006

Thermal Desorption Of Hydrogen From Carbon Nanosheets, X. Zhao, R. A. Outlaw, J. J. Wang, M. Y. Zhu, Gregory D. Smith, B. C. Holloway

Arts & Sciences Articles

Carbon nanosheets are a unique nanostructure that, at their thinnest configuration, approach a single freestanding graphene sheet. Temperature desorption spectroscopy (TDS) has shown that the hydrogen adsorption and incorporation during growth of the nanosheets by radio frequency plasma-enhanced chemical vapor deposition are significant. A numerical peak fitting to the desorption spectra (300–1273K) via the Polanyi-Wigner equation showed that desorption followed a second order process, presumably by the Langmuir-Hinshelwood mechanism. Six peaks provide the best fit to the TDS spectra. Surface desorption activation energies were determined to be 0.59, 0.63, and 0.65eV for the external graphite surface layers and 0.85, 1.15, …

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On Doubly Periodic Solutions Of Quasilinear Hyperbolic Equations Of The Fourth Order, T. Kiguradze, T. Smith Jan 2006

On Doubly Periodic Solutions Of Quasilinear Hyperbolic Equations Of The Fourth Order, T. Kiguradze, T. Smith

Publications

The problem on doubly periodic solutions is considered for a class of quasilinear hyperbolic equations. Effective sufficient conditions of solvability and unique solvability of this problem are established.

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The Convergence Of V-Cycle Multigrid Algorithms For Axisymmetric Laplace And Maxwell Equations, Jay Gopalakrishnan, Joseph E. Pasciak Jan 2006

The Convergence Of V-Cycle Multigrid Algorithms For Axisymmetric Laplace And Maxwell Equations, Jay Gopalakrishnan, Joseph E. Pasciak

Mathematics and Statistics Faculty Publications and Presentations

We investigate some simple finite element discretizations for the axisymmetric Laplace equation and the azimuthal component of the axisymmetric Maxwell equations as well as multigrid algorithms for these discretizations. Our analysis is targeted at simple model problems and our main result is that the standard V-cycle with point smoothing converges at a rate independent of the number of unknowns. This is contrary to suggestions in the existing literature that line relaxations and semicoarsening are needed in multigrid algorithms to overcome difficulties caused by the singularities in the axisymmetric Maxwell problems. Our multigrid analysis proceeds by applying the well known regularity …

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Integral Cohomology Of The Siegel Modular Variety Of Degree Two And Level Three, Mustafa Arslan Jan 2006

Integral Cohomology Of The Siegel Modular Variety Of Degree Two And Level Three, Mustafa Arslan

LSU Doctoral Dissertations

In this thesis work Deligne's spectral sequence Ep,qr with integer coefficients for the embedding of the Siegel modular variety of degree two and level three, A2(3) into its Igusa compactification, A2(3)*, is investigated. It is shown that E3 = E∞ and this information is applied to compute the cohomology groups of A2(3) over the integers.

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The Asymptotics Of Neutral Curve Crossing In Taylor–Dean Flow, C. P. Hills, A. P. Bassom Jan 2006

The Asymptotics Of Neutral Curve Crossing In Taylor–Dean Flow, C. P. Hills, A. P. Bassom

Articles

The fluid flow between a pair of coaxial circular cylinders generated by the uniform rotation of the inner cylinder and an azimuthal pressure gradient is susceptible to both Taylor and Dean type instabilities. The flow can be characterised by two parameters: a measure of the relative magnitude of the rotation and pressure effects and a non-dimensional Taylor number. This work considers the small gap, large wavenumber limit for linear perturbations when the onset of the Taylor and Dean instabilities is concurrent. A consistent, matched asymptotic solution is found across the whole annular domain and identifies five regions of interest: two …

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On State-Dependent Delay Partial Neutral Functional–Differential Equations, Eduardo Hernandez M., Mark A. Mckibben Jan 2006

On State-Dependent Delay Partial Neutral Functional–Differential Equations, Eduardo Hernandez M., Mark A. Mckibben

Mathematics Faculty Publications

No abstract provided.

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Inverse Scattering Transform For The Camassa-Holm Equation, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov Jan 2006

Inverse Scattering Transform For The Camassa-Holm Equation, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov

Articles

An Inverse Scattering Method is developed for the Camassa-Holm equation. As an illustration of our approach the solutions corresponding to the reflectionless potentials are constructed in terms of the scattering data. The main difference with respect to the standard Inverse Scattering Transform lies in the fact that we have a weighted spectral problem. We therefore have to develop different asymptotic expansions.

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An Euler-Type Formula For Ζ(2k +1), Tian-Xiao He, Michael Dancs Jan 2006

An Euler-Type Formula For Ζ(2k +1), Tian-Xiao He, Michael Dancs

Scholarship

In this short paper, we give several new formulas for ζ(n) when n is an odd positive integer. The method is based on a recent proof, due to H. Tsumura, of Euler’s classical result for even n. Our results illuminate the similarities between the even and odd cases, and may give some insight into why the odd case is much more difficult.

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Numerical Approximation To Ζ(2n+1), Tian-Xiao He, Michael Dancs Jan 2006

Numerical Approximation To Ζ(2n+1), Tian-Xiao He, Michael Dancs

Scholarship

In this short paper, we establish a family of rapidly converging series expansions ζ(2n +1) by discretizing an integral representation given by Cvijovic and Klinowski [3] in Integral representations of the Riemann zeta function for odd-integer arguments, J. Comput. Appl. Math. 142 (2002) 435–439. The proofs are elementary, using basic properties of the Bernoulli polynomials.

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On The Convergence Of The Summation Formulas Constructed By Using A Symbolic Operator Approach, Tian-Xiao He, Leetsch Hsu, Peter Shiue Jan 2006

On The Convergence Of The Summation Formulas Constructed By Using A Symbolic Operator Approach, Tian-Xiao He, Leetsch Hsu, Peter Shiue

Scholarship

This paper deals with the convergence of the summation of power series of the form Σa ≤ k ≤ bf(k)xk, where 0 ≤ a ≤ b < ∞, and {f(k)} is a given sequence of numbers with k ∈ [a, b) or f(t) a differentiable function defined on [a, b). Here, the summation is found by using the symbolic operator approach shown in [1]. We will give a different type of the remainder of the summation formulas. The convergence of the corresponding power series will be determined consequently. Several examples such as the generalized Euler's transformation series will also be given. In addition, we will compare the convergence of the given series transforms.

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On The Generalized Möbius Inversion Formulas, Tian-Xiao He, Peter Shiue3, Leetsch Hsu Jan 2006

On The Generalized Möbius Inversion Formulas, Tian-Xiao He, Peter Shiue3, Leetsch Hsu

Scholarship

We provide a wide class of M¨obius inversion formulas in terms of the generalized M¨obius functions and its application to the setting of the Selberg multiplicative functions.

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On Moment Conditions For The Girsanov Theorem, See Keong Lee Jan 2006

On Moment Conditions For The Girsanov Theorem, See Keong Lee

LSU Doctoral Dissertations

In this dissertation, the well-known Girsanov Theorem will be proved under a set of moment conditions on exponential processes. Our conditions are motivated by the desire to avoid using the local martingale theory in the proof of the Girsanov Theorem. Namely, we will only use the martingale theory to prove the Girsanov Theorem. Many sufficient conditions for the validity of the Girsanov Theorem have been found since the publication of the result by Girsanov in 1960. We will compare our conditions with some of these conditions. As an application of the Girsanov Theorem, we will show the nonexistence of an …

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Computational Modeling In Applied Problems: Collected Papers On Econometrics, Operations Research, Game Theory And Simulation, Florentin Smarandache, Sukanto Bhattacharya, Mohammad Khoshnevisan Jan 2006

Computational Modeling In Applied Problems: Collected Papers On Econometrics, Operations Research, Game Theory And Simulation, Florentin Smarandache, Sukanto Bhattacharya, Mohammad Khoshnevisan

Branch Mathematics and Statistics Faculty and Staff Publications

Computational models pervade all branches of the exact sciences and have in recent times also started to prove to be of immense utility in some of the traditionally 'soft' sciences like ecology, sociology and politics. This volume is a collection of a few cuttingedge research papers on the application of variety of computational models and tools in the analysis, interpretation and solution of vexing real-world problems and issues in economics, management, ecology and global politics by some prolific researchers in the field.

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Some Neutrosophic Algebraic Structures And Neutrosophic N-Algebraic Structures, Florentin Smarandache, W.B. Vasantha Kandasamy Jan 2006

Some Neutrosophic Algebraic Structures And Neutrosophic N-Algebraic Structures, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

In this book, for the first time we introduce the notion of neutrosophic algebraic structures for groups, loops, semigroups and groupoids and also their neutrosophic N-algebraic structures. One is fully aware of the fact that many classical theorems like Lagrange, Sylow and Cauchy have been studied only in the context of finite groups. Here we try to shift the paradigm by studying and introducing these theorems to neutrosophic semigroups, neutrosophic groupoids, and neutrosophic loops. We have intentionally not given several theorems for semigroups and groupoid but have given several results with proof mainly in the case of neutrosophic loops, biloops …

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An Inverse Homogenization Design Method For Stress Control In Composites, Michael Stuebner Jan 2006

An Inverse Homogenization Design Method For Stress Control In Composites, Michael Stuebner

LSU Doctoral Dissertations

This thesis addresses the problem of optimal design of microstructure in composite materials. The work involves new developments in homogenization theory and numerical analysis. A computational design method for grading the microstructure in composite materials for the control of local stress in the vicinity of stress concentrations is developed. The method is based upon new rigorous multiscale stress criteria connecting the macroscopic or homogenized stress to local stress fluctuations at the scale of the microstructure. These methods are applied to three different types of design problems. The first treats the problem of optimal distribution of fibers with circular cross section …

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Extension Of Shor's Period-Finding Algorithm To Infinite Dimensional Hilbert Spaces, Jeremy James Becnel Jan 2006

Extension Of Shor's Period-Finding Algorithm To Infinite Dimensional Hilbert Spaces, Jeremy James Becnel

LSU Doctoral Dissertations

Over the last decade quantum computing has become a very popular field in various disciplines, such as physics, engineering, and mathematics. Most of the attraction stemmed from the famous Shor period--finding algorithm, which leads to an efficient algorithm for factoring positive integers. Many adaptations and generalizations of this algorithm have been developed through the years, some of which have not been ripened with full mathematical rigor. In this dissertation we use concepts from white noise analysis to rigorously develop a Shor algorithm adapted to find a hidden subspace of a function with domain a real Hilbert space. After reviewing the …

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Hamiltonian Formulation And Integrability Of A Complex Symmetric Nonlinear System, Rossen Ivanov Jan 2006

Hamiltonian Formulation And Integrability Of A Complex Symmetric Nonlinear System, Rossen Ivanov

Articles

The integrability of a complex generalisation of the ’elegant’ system, proposed by D. Fairlie and its relation to the Nahm equation and the Manakov top is discussed.

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Poisson Structure And Action-Angle Variables For The Camassa-Holm Equation, Adrian Constantin, Rossen Ivanov Jan 2006

Poisson Structure And Action-Angle Variables For The Camassa-Holm Equation, Adrian Constantin, Rossen Ivanov

Articles

The Poisson brackets for the scattering data of the Camassa-Holm equation are computed. Consequently, the action-angle variables are expressed in terms of the scattering data.

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Extended Camassa-Holm Hierarchy And Conserved Quantities, Rossen Ivanov Jan 2006

Extended Camassa-Holm Hierarchy And Conserved Quantities, Rossen Ivanov

Articles

An extension of the Camassa-Holm hierarchy is constructed in this letter. The conserved quantities of the hierarchy are studied and a recurrent formula for the integrals of motion is derived.

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Unfolding The Labyrinth: Open Problems In Physics, Mathematics, Astrophysics, And Other Areas Of Science, Florentin Smarandache, Victor Christianto, Fu Yuhua, Radi Khrapko, John Hutchison Jan 2006

Unfolding The Labyrinth: Open Problems In Physics, Mathematics, Astrophysics, And Other Areas Of Science, Florentin Smarandache, Victor Christianto, Fu Yuhua, Radi Khrapko, John Hutchison

Branch Mathematics and Statistics Faculty and Staff Publications

The reader will find herein a collection of unsolved problems in mathematics and the physical sciences. Theoretical and experimental domains have each been given consideration. The authors have taken a liberal approach in their selection of problems and questions, and have not shied away from what might otherwise be called speculative, in order to enhance the opportunities for scientific discovery. Progress and development in our knowledge of the structure, form and function of the Universe, in the true sense of the word, its beauty and power, and its timeless presence and mystery, before which even the greatest intellect is awed …

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A System Equivalence Related To Dulac's Extension Of Bendixson's Negative Theorem For Planar Dynamical Systems, Charlie H. Cooke Jan 2006

A System Equivalence Related To Dulac's Extension Of Bendixson's Negative Theorem For Planar Dynamical Systems, Charlie H. Cooke

Mathematics & Statistics Faculty Publications

Bendixson's Theorem [H. Ricardo, A Modem Introduction to Differential Equations, Houghton-Mifflin, New York, Boston, 2003] is useful in proving the non-existence of periodic orbits for planar systems

dx/dt = F(x, y), dy/dt = G (x, y)

in a simply connected domain D, where F, G are continuously differentiable. From the work of Dulac [M. Kot, Elements of Mathematical Ecology, 2nd printing, University Press, Cambridge, 2003] one suspects that system (1) has periodic solutions if and only if the more general system

dx/d tau = B(x, y)F(x, y), dy/d tau = B(x, y)G(x, y)

does, which makes the subcase (1) more …

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Markov Switching And Jump Diffusion Models With Applications In Mathematical Finance, Shengkun Xie Jan 2006

Markov Switching And Jump Diffusion Models With Applications In Mathematical Finance, Shengkun Xie

Theses and Dissertations (Comprehensive)

In this thesis, we study some jump diffusion models with Markov switching and transition densities for Markov switching diffusion processes with and without an absorbing barrier. We work out some analytical results, which have useful applications in mathematical finance and other related fields. The first-passage time problem for a Markov switching model is also studied and European type options and lookback options are computed in closed-form as examples to show that these models can be applied in practice. We apply optimization methods and kernel smoothing techniques to produce some important numerical results that show that jump diffusion with Markov switching …

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Methods For The Estimation Of Missing Values In Time Series, David S. Fung Jan 2006

Methods For The Estimation Of Missing Values In Time Series, David S. Fung

Theses: Doctorates and Masters

Time Series is a sequential set of data measured over time. Examples of time series arise in a variety of areas, ranging from engineering to economics. The analysis of time series data constitutes an important area of statistics. Since, the data are records taken through time, missing observations in time series data are very common. This occurs because an observation may not be made at a particular time owing to faulty equipment, lost records, or a mistake, which cannot be rectified until later. When one or more observations are missing it may be necessary to estimate the model and also …

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On The Existence Of Strong Solutions To Autonomous Differential Equations With Minimal Regularity, Charlie H. Cooke Jan 2006

On The Existence Of Strong Solutions To Autonomous Differential Equations With Minimal Regularity, Charlie H. Cooke

Mathematics & Statistics Faculty Publications

For proving the existence and uniqueness of strong solutions to

dY/dt = F(Y), Y(0) = C,

the most quoted condition seen in elementary differential equations texts is that F(Y) and its first derivative be continuous. One wonders about the existence of a minimal regularity condition which allows unique strong solutions. In this note, a bizarre example is seen where F(Y) is not differentiable at an equilibrium solution; yet unique non-global strong solutions exist at each point, whereas global non-unique weak solutions are allowed. A characterizing theorem is obtained.

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Traveling Waves In A Suspension Bridge System, Robert A. Ain Jan 2006

Traveling Waves In A Suspension Bridge System, Robert A. Ain

UNLV Theses, Dissertations, Professional Papers, and Capstones

In this thesis, we study the traveling waves in a Lazer-McKenna suspension bridge system which is governed by two coupled nonlinear beam and wave equations. The Lazer-McKenna suspension bridge system describes the vertical deflections in the roadbed and supporting cable of a suspension bridge. Based on some basic analysis on the system, we are able to compute traveling waves numerically by using MAPLE. Multiple large-amplitude traveling waves are obtained. The graphs of various traveling waves are displayed and discussed.

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Multivariate Expansion Associated With Sheffer-Type Polynomials And Operators, Tian-Xiao He, Leetsch Hsu, Peter Shiue Dec 2005

Multivariate Expansion Associated With Sheffer-Type Polynomials And Operators, Tian-Xiao He, Leetsch Hsu, Peter Shiue

Tian-Xiao He

With the aid of multivariate Sheffer-type polynomials and differential operators, this paper provides two kinds of general expansion formulas, called respectively the first expansion formula and the second expansion formula, that yield a constructive solution to the problem of the expansion of A(ˆt)f([g(t)) (a composition of any given formal power series) and the expansion of the multivariate entire functions in terms of multivariate Sheffer-type polynomials, which may be considered an application of the first expansion formula and the Sheffer-type operators. The results are applicable to combinatorics and special function theory.

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An Undular Bore Solution For The Higher-Order Korteweg-De Vries Equation, Tim Marchant Dec 2005

An Undular Bore Solution For The Higher-Order Korteweg-De Vries Equation, Tim Marchant

Tim Marchant

Undular bores describe the evolution and smoothing out of an initial step in mean height and are frequently observed in both oceanographic and meteorological applications. The undular bore solution for the higher-order Korteweg-de Vries (KdV) equation is derived, using an asymptotic transformation which relates the KdV equation and its higher-order counterpart. The higher-order KdV equation considered includes all possible third-order correction terms (where the KdV equation retains second-order terms). The asymptotic transformation is then applied to the KdV undular bore solution to obtain the higher-order undular bore. Examples of higher-order undular bores, describing both surface and internal waves, are presented. …

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Solitary Wave Interaction And Evolution For A Higher-Order Hirota Equation, Tim Marchant Dec 2005

Solitary Wave Interaction And Evolution For A Higher-Order Hirota Equation, Tim Marchant

Tim Marchant

Solitary wave interaction and evolution for a higher-order Hirota equation is examined. The higher-order Hirota equation is asymptotically transformed to a higher-order member of the NLS hierarchy of integrable equations, if the higher-order coefficients satisfy a certain algebraic relationship. The transformation is used to derive higher-order one- and two-soliton solutions. It is shown that the interaction is asymptotically elastic and the higher-order corrections to the coordinate and phase shifts are derived. For the higher-order Hirota equation resonance occurs between the solitary waves and linear radiation, so soliton perturbation theory is used to determine the details of the evolving wave and …

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Modelling A Wool Scour Bowl, Tim Marchant Dec 2005

Modelling A Wool Scour Bowl, Tim Marchant

Tim Marchant

Wool scouring is the process of washing dirty wool after shearing. Our model simulates, using the advection-diffusion equation, the movement of contaminants within a scour bowl. The effects of varying the important parameters are investigated. Interesting, but simple, relationships are found which give insight into the dynamics of a scour bowl.

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