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Dept: Applied Mathematics

You searched for subject:(algorithm approximation complexity convex nonconvex optimazation programming randomized stochastic). Showing records 1 – 30 of 136 total matches.

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NSYSU

1. Lai, Ruei-Chi. A primal-dual infeasible interior point algorithm for linearly constrained convex programming.

Degree: Master, Applied Mathematics, 2014, NSYSU

Convex minimization has applications in a wide range of disciplines, such as automatic control systems, estimation and signal processing, communications and net- works, electronic circuit… (more)

Subjects/Keywords: global convergence; step length; infeasible interior point algorithm; linear programming; linearly constrained convex programming

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lai, R. (2014). A primal-dual infeasible interior point algorithm for linearly constrained convex programming. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0022114-091749

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lai, Ruei-Chi. “A primal-dual infeasible interior point algorithm for linearly constrained convex programming.” 2014. Thesis, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0022114-091749.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lai, Ruei-Chi. “A primal-dual infeasible interior point algorithm for linearly constrained convex programming.” 2014. Web. 08 Dec 2019.

Vancouver:

Lai R. A primal-dual infeasible interior point algorithm for linearly constrained convex programming. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0022114-091749.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai R. A primal-dual infeasible interior point algorithm for linearly constrained convex programming. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0022114-091749

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Colorado

2. Gronski, Jessica. Non-Convex Optimization and Applications to Bilinear Programming and Super-Resolution Imaging.

Degree: PhD, Applied Mathematics, 2019, University of Colorado

  Bilinear programs and Phase Retrieval are two instances of nonconvex problems that arise in engineering and physical applications, and both occur with their fundamental… (more)

Subjects/Keywords: nonconvex optimization; bilinear programming; quadratic programming; super-resolution imaging; Applied Mathematics

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APA (6th Edition):

Gronski, J. (2019). Non-Convex Optimization and Applications to Bilinear Programming and Super-Resolution Imaging. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/appm_gradetds/142

Chicago Manual of Style (16th Edition):

Gronski, Jessica. “Non-Convex Optimization and Applications to Bilinear Programming and Super-Resolution Imaging.” 2019. Doctoral Dissertation, University of Colorado. Accessed December 08, 2019. https://scholar.colorado.edu/appm_gradetds/142.

MLA Handbook (7th Edition):

Gronski, Jessica. “Non-Convex Optimization and Applications to Bilinear Programming and Super-Resolution Imaging.” 2019. Web. 08 Dec 2019.

Vancouver:

Gronski J. Non-Convex Optimization and Applications to Bilinear Programming and Super-Resolution Imaging. [Internet] [Doctoral dissertation]. University of Colorado; 2019. [cited 2019 Dec 08]. Available from: https://scholar.colorado.edu/appm_gradetds/142.

Council of Science Editors:

Gronski J. Non-Convex Optimization and Applications to Bilinear Programming and Super-Resolution Imaging. [Doctoral Dissertation]. University of Colorado; 2019. Available from: https://scholar.colorado.edu/appm_gradetds/142


NSYSU

3. Tseng, Ting-Wei. A Projection Method for Minimizing the Sum of Finitely Many Convex Functions.

Degree: Master, Applied Mathematics, 2014, NSYSU

 Many practical problems can mathematically be modeled as a constrained convex minimization problem where the set of constraints is the intersection of finitely many closed… (more)

Subjects/Keywords: constrained convex minimization; algorithm; nearest point projection; convergence; convex feasibility; projection

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APA (6th Edition):

Tseng, T. (2014). A Projection Method for Minimizing the Sum of Finitely Many Convex Functions. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-230655

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tseng, Ting-Wei. “A Projection Method for Minimizing the Sum of Finitely Many Convex Functions.” 2014. Thesis, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-230655.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tseng, Ting-Wei. “A Projection Method for Minimizing the Sum of Finitely Many Convex Functions.” 2014. Web. 08 Dec 2019.

Vancouver:

Tseng T. A Projection Method for Minimizing the Sum of Finitely Many Convex Functions. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-230655.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tseng T. A Projection Method for Minimizing the Sum of Finitely Many Convex Functions. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-230655

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Nguyen, Huu Quang. The supporting hyperplane and applications.

Degree: PhD, Applied Mathematics, 2015, NSYSU

 We study the explicit necessary and sufficient condition for the existence of supporting hyperplanes at boundary points of a convex subset C of a Hilbert… (more)

Subjects/Keywords: Supporting hyperplane; Nonconvex problem; convex function; Variational inequalities; Nonconvex

Convex Set and Convex Function We will present here some basic properties of convex set and… …convex function, those will be used in Chapter2 and Chapter3. Definition 1.2.1. A set C in H is… …said to be convex if either C = ∅ or, whenever we take two points in C, the segment that… …coefficients λ1 , λ2 , · · · , λn such that ni=1 λi = 1 and λi ≥ 0, is called a convex combination… …Proposition 1.2.1. The set C is convex if and only if every convex combination of points in C is… 

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APA (6th Edition):

Nguyen, H. Q. (2015). The supporting hyperplane and applications. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502115-153252

Chicago Manual of Style (16th Edition):

Nguyen, Huu Quang. “The supporting hyperplane and applications.” 2015. Doctoral Dissertation, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502115-153252.

MLA Handbook (7th Edition):

Nguyen, Huu Quang. “The supporting hyperplane and applications.” 2015. Web. 08 Dec 2019.

Vancouver:

Nguyen HQ. The supporting hyperplane and applications. [Internet] [Doctoral dissertation]. NSYSU; 2015. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502115-153252.

Council of Science Editors:

Nguyen HQ. The supporting hyperplane and applications. [Doctoral Dissertation]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502115-153252


NSYSU

5. Lai, Pei-lin. Iterative Methods for Common Fixed Points of Nonexpansive Mappings in Hilbert spaces.

Degree: Master, Applied Mathematics, 2011, NSYSU

 The aim of this work is to propose viscosity-like methods for finding a specific common fixed point of a finite family T={ Ti }i=1N of… (more)

Subjects/Keywords: Nonexpansive mapping; Convex optimization; Contraction; Fixed point; Viscosity approximation

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APA (6th Edition):

Lai, P. (2011). Iterative Methods for Common Fixed Points of Nonexpansive Mappings in Hilbert spaces. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0516111-182003

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lai, Pei-lin. “Iterative Methods for Common Fixed Points of Nonexpansive Mappings in Hilbert spaces.” 2011. Thesis, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0516111-182003.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lai, Pei-lin. “Iterative Methods for Common Fixed Points of Nonexpansive Mappings in Hilbert spaces.” 2011. Web. 08 Dec 2019.

Vancouver:

Lai P. Iterative Methods for Common Fixed Points of Nonexpansive Mappings in Hilbert spaces. [Internet] [Thesis]. NSYSU; 2011. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0516111-182003.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai P. Iterative Methods for Common Fixed Points of Nonexpansive Mappings in Hilbert spaces. [Thesis]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0516111-182003

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

6. Yen, Jou-An. Projection Methods for Constrained Convex Optimization.

Degree: Master, Applied Mathematics, 2014, NSYSU

 In this paper, we study the problem of finding a common minimizer of a finite family of constrained minimization problems. We convert this problem into… (more)

Subjects/Keywords: convergence; projection; fixed point; algorithm; averaged mapping; nonexpansive mapping; Constrained convex optimization

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yen, J. (2014). Projection Methods for Constrained Convex Optimization. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-231715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yen, Jou-An. “Projection Methods for Constrained Convex Optimization.” 2014. Thesis, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-231715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yen, Jou-An. “Projection Methods for Constrained Convex Optimization.” 2014. Web. 08 Dec 2019.

Vancouver:

Yen J. Projection Methods for Constrained Convex Optimization. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-231715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yen J. Projection Methods for Constrained Convex Optimization. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-231715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

7. Luttamaguzi, Jamiiru. A monotone follower control problem with a nonconvex functional and some related problems.

Degree: PhD, Applied Mathematics, 2001, Louisiana State University

 A generalized one-dimensional monotone follower control problem with a nonconvex functional is considered. The controls are assumed to be nonnegative progressively measurable processes. The verification… (more)

Subjects/Keywords: monotone follower control; singular stochastic control; nonconvex functional; optimal stopping

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Luttamaguzi, J. (2001). A monotone follower control problem with a nonconvex functional and some related problems. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-1218101-120133 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2603

Chicago Manual of Style (16th Edition):

Luttamaguzi, Jamiiru. “A monotone follower control problem with a nonconvex functional and some related problems.” 2001. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-1218101-120133 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2603.

MLA Handbook (7th Edition):

Luttamaguzi, Jamiiru. “A monotone follower control problem with a nonconvex functional and some related problems.” 2001. Web. 08 Dec 2019.

Vancouver:

Luttamaguzi J. A monotone follower control problem with a nonconvex functional and some related problems. [Internet] [Doctoral dissertation]. Louisiana State University; 2001. [cited 2019 Dec 08]. Available from: etd-1218101-120133 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2603.

Council of Science Editors:

Luttamaguzi J. A monotone follower control problem with a nonconvex functional and some related problems. [Doctoral Dissertation]. Louisiana State University; 2001. Available from: etd-1218101-120133 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2603


University of Southern California

8. Zhang, Changyong. Numerical weak approximation of stochastic differential equations driven by Levy processes.

Degree: PhD, Applied Mathematics, 2010, University of Southern California

 Levy processes are the simplest generic class of processes having a.s. continuous paths interspersed with jumps of arbitrary sizes occurring at random times, which makes… (more)

Subjects/Keywords: weak Euler approximation; rate of convergence; stochastic differential equations; Levy processes; Nondegenerate; Holder continuity

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APA (6th Edition):

Zhang, C. (2010). Numerical weak approximation of stochastic differential equations driven by Levy processes. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484

Chicago Manual of Style (16th Edition):

Zhang, Changyong. “Numerical weak approximation of stochastic differential equations driven by Levy processes.” 2010. Doctoral Dissertation, University of Southern California. Accessed December 08, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484.

MLA Handbook (7th Edition):

Zhang, Changyong. “Numerical weak approximation of stochastic differential equations driven by Levy processes.” 2010. Web. 08 Dec 2019.

Vancouver:

Zhang C. Numerical weak approximation of stochastic differential equations driven by Levy processes. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Dec 08]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484.

Council of Science Editors:

Zhang C. Numerical weak approximation of stochastic differential equations driven by Levy processes. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484


Louisiana State University

9. Guevara, Alvaro. A regularization technique in dynamic optimization.

Degree: PhD, Applied Mathematics, 2009, Louisiana State University

 In this dissertation we discuss certain aspects of a parametric regularization technique which is based on recent work by R. Goebel. For proper, lower semicontinuous,… (more)

Subjects/Keywords: saddle functions; epi-convergence; convex functions; convex sets; hypo-epi-convergence; Moreau envelope; prox-regular functions; regularizing approximation; convex optimization; duality theory; saddle value convergence; calculus of variations; value function regularization; SCAT

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APA (6th Edition):

Guevara, A. (2009). A regularization technique in dynamic optimization. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07022009-023950 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3915

Chicago Manual of Style (16th Edition):

Guevara, Alvaro. “A regularization technique in dynamic optimization.” 2009. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-07022009-023950 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3915.

MLA Handbook (7th Edition):

Guevara, Alvaro. “A regularization technique in dynamic optimization.” 2009. Web. 08 Dec 2019.

Vancouver:

Guevara A. A regularization technique in dynamic optimization. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Dec 08]. Available from: etd-07022009-023950 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3915.

Council of Science Editors:

Guevara A. A regularization technique in dynamic optimization. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-07022009-023950 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3915


NSYSU

10. Chen, Bo-Yu. Jensen Inequality, Muirhead Inequality and Majorization Inequality.

Degree: Master, Applied Mathematics, 2010, NSYSU

 Chapter 1 introduces Jensen Inequality and its geometric interpretation. Some useful criteria for checking the convexity of functions are discussed. Many applications in various fields… (more)

Subjects/Keywords: system of distinct representatives; Three Chord Lemma; Birkhoff Theorem; convex function; concave function; convex hull; double stochastic matrix; Jensen Inequality; Lorenz Curve; Majorization Inequality; majorization; Muirhead Inequality; Muirhead condition; Schur concave function; Schur Criterion; Schur convex function; Schur Inequality; supporting line; Supporting Line Inequality

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APA (6th Edition):

Chen, B. (2010). Jensen Inequality, Muirhead Inequality and Majorization Inequality. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-113622

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Bo-Yu. “Jensen Inequality, Muirhead Inequality and Majorization Inequality.” 2010. Thesis, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-113622.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Bo-Yu. “Jensen Inequality, Muirhead Inequality and Majorization Inequality.” 2010. Web. 08 Dec 2019.

Vancouver:

Chen B. Jensen Inequality, Muirhead Inequality and Majorization Inequality. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-113622.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen B. Jensen Inequality, Muirhead Inequality and Majorization Inequality. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-113622

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Southern California

11. Patel, Ashok. Optimizing statistical decisions by adding noise.

Degree: MA, Applied Mathematics, 2008, University of Southern California

 This thesis presents an algorithm to find near-optimal "stochastic resonance" (SR) noise to maximize the expected payoff in statistical decision problems subject to a single… (more)

Subjects/Keywords: optimization; statistical decisions; stochastic resonance; SR noise algorithm

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Patel, A. (2008). Optimizing statistical decisions by adding noise. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/60580/rec/4614

Chicago Manual of Style (16th Edition):

Patel, Ashok. “Optimizing statistical decisions by adding noise.” 2008. Masters Thesis, University of Southern California. Accessed December 08, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/60580/rec/4614.

MLA Handbook (7th Edition):

Patel, Ashok. “Optimizing statistical decisions by adding noise.” 2008. Web. 08 Dec 2019.

Vancouver:

Patel A. Optimizing statistical decisions by adding noise. [Internet] [Masters thesis]. University of Southern California; 2008. [cited 2019 Dec 08]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/60580/rec/4614.

Council of Science Editors:

Patel A. Optimizing statistical decisions by adding noise. [Masters Thesis]. University of Southern California; 2008. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/60580/rec/4614


Louisiana State University

12. Yin, Hong. Backward stochastic Navier-Stokes equations in two dimensions.

Degree: PhD, Applied Mathematics, 2007, Louisiana State University

 There are two parts in this dissertation. The backward stochastic Lorenz system is studied in the first part. Suitable a priori estimates for adapted solutions… (more)

Subjects/Keywords: Backward stochastic Navier-Stokes equations; Lorenz system; Gronwall inequality; Truncated system; Galerkin approximation

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APA (6th Edition):

Yin, H. (2007). Backward stochastic Navier-Stokes equations in two dimensions. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-04122007-145924 ; https://digitalcommons.lsu.edu/gradschool_dissertations/116

Chicago Manual of Style (16th Edition):

Yin, Hong. “Backward stochastic Navier-Stokes equations in two dimensions.” 2007. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-04122007-145924 ; https://digitalcommons.lsu.edu/gradschool_dissertations/116.

MLA Handbook (7th Edition):

Yin, Hong. “Backward stochastic Navier-Stokes equations in two dimensions.” 2007. Web. 08 Dec 2019.

Vancouver:

Yin H. Backward stochastic Navier-Stokes equations in two dimensions. [Internet] [Doctoral dissertation]. Louisiana State University; 2007. [cited 2019 Dec 08]. Available from: etd-04122007-145924 ; https://digitalcommons.lsu.edu/gradschool_dissertations/116.

Council of Science Editors:

Yin H. Backward stochastic Navier-Stokes equations in two dimensions. [Doctoral Dissertation]. Louisiana State University; 2007. Available from: etd-04122007-145924 ; https://digitalcommons.lsu.edu/gradschool_dissertations/116


NSYSU

13. Yu, Su-Jane. Approximation and Optimal Algorithms for Scheduling Jobs subject to Release Dates.

Degree: PhD, Applied Mathematics, 2003, NSYSU

 In this dissertation, we study the single machine scheduling problem with an objective of minimizing the total completion time subject to release dates. The problem,… (more)

Subjects/Keywords: total completion time minimization; release dates; branch-and-bound; optimality algorithm; scheduling; approximation algorithm

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APA (6th Edition):

Yu, S. (2003). Approximation and Optimal Algorithms for Scheduling Jobs subject to Release Dates. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730103-102253

Chicago Manual of Style (16th Edition):

Yu, Su-Jane. “Approximation and Optimal Algorithms for Scheduling Jobs subject to Release Dates.” 2003. Doctoral Dissertation, NSYSU. Accessed December 08, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730103-102253.

MLA Handbook (7th Edition):

Yu, Su-Jane. “Approximation and Optimal Algorithms for Scheduling Jobs subject to Release Dates.” 2003. Web. 08 Dec 2019.

Vancouver:

Yu S. Approximation and Optimal Algorithms for Scheduling Jobs subject to Release Dates. [Internet] [Doctoral dissertation]. NSYSU; 2003. [cited 2019 Dec 08]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730103-102253.

Council of Science Editors:

Yu S. Approximation and Optimal Algorithms for Scheduling Jobs subject to Release Dates. [Doctoral Dissertation]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730103-102253


North Carolina State University

14. Lin, Matthew Min-Hsiung. Inverse Problems of Matrix Data Reconstruction.

Degree: PhD, Applied Mathematics, 2010, North Carolina State University

 Mathematical modeling is an indispensable task in almost every discipline of sciences. If a model for a specific phenomenon can be correctly established, then it… (more)

Subjects/Keywords: nonnegative rank; eigenstructure completion; quadratic model; nonnegative rank factorization; Wedderburn rank reduction formula; inverse eigenvalue problem; quadratic matrix polynomial; model updating; spill-over; connectivity; linear inequality system; nonnegativity; low rank approximation; quadratic programming; maximin problem; semi-deï¬ nite programming; structural constraint; nonnegative matrix factorization; polytope approximation; Hahn–Banach theorem; probability simplex; Euclidean distance matrix; pattern discovery; supporting hyperplane; matrix factorization; classiï¬ cation; clustering; nonnegative matrix; completely positive matrix; cp-rank

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APA (6th Edition):

Lin, M. M. (2010). Inverse Problems of Matrix Data Reconstruction. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/6260

Chicago Manual of Style (16th Edition):

Lin, Matthew Min-Hsiung. “Inverse Problems of Matrix Data Reconstruction.” 2010. Doctoral Dissertation, North Carolina State University. Accessed December 08, 2019. http://www.lib.ncsu.edu/resolver/1840.16/6260.

MLA Handbook (7th Edition):

Lin, Matthew Min-Hsiung. “Inverse Problems of Matrix Data Reconstruction.” 2010. Web. 08 Dec 2019.

Vancouver:

Lin MM. Inverse Problems of Matrix Data Reconstruction. [Internet] [Doctoral dissertation]. North Carolina State University; 2010. [cited 2019 Dec 08]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/6260.

Council of Science Editors:

Lin MM. Inverse Problems of Matrix Data Reconstruction. [Doctoral Dissertation]. North Carolina State University; 2010. Available from: http://www.lib.ncsu.edu/resolver/1840.16/6260

15. Aghajani, Mohammadreza. Infinite-Dimensional Scaling Limits of Stochastic Networks.

Degree: PhD, Applied Mathematics, 2016, Brown University

 Large-scale stochastic networks arise in a variety of real world applications such as telecommunications, service systems, computer networks, health care, and biological systems. Such networks… (more)

Subjects/Keywords: Stochastic Networks

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APA (6th Edition):

Aghajani, M. (2016). Infinite-Dimensional Scaling Limits of Stochastic Networks. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:674202/

Chicago Manual of Style (16th Edition):

Aghajani, Mohammadreza. “Infinite-Dimensional Scaling Limits of Stochastic Networks.” 2016. Doctoral Dissertation, Brown University. Accessed December 08, 2019. https://repository.library.brown.edu/studio/item/bdr:674202/.

MLA Handbook (7th Edition):

Aghajani, Mohammadreza. “Infinite-Dimensional Scaling Limits of Stochastic Networks.” 2016. Web. 08 Dec 2019.

Vancouver:

Aghajani M. Infinite-Dimensional Scaling Limits of Stochastic Networks. [Internet] [Doctoral dissertation]. Brown University; 2016. [cited 2019 Dec 08]. Available from: https://repository.library.brown.edu/studio/item/bdr:674202/.

Council of Science Editors:

Aghajani M. Infinite-Dimensional Scaling Limits of Stochastic Networks. [Doctoral Dissertation]. Brown University; 2016. Available from: https://repository.library.brown.edu/studio/item/bdr:674202/


Louisiana State University

16. Windsperger, Lee Gregory. Operational methods for evolution equations.

Degree: PhD, Applied Mathematics, 2012, Louisiana State University

  This dissertation refines and further develops numerical methods for the inversion of the classical Laplace transform and explores the effectiveness of these methods when… (more)

Subjects/Keywords: Evolution Equations; Laplace Transform; Rational Approximation of Semigroups; Numerical Approximation

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APA (6th Edition):

Windsperger, L. G. (2012). Operational methods for evolution equations. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07112012-204148 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3560

Chicago Manual of Style (16th Edition):

Windsperger, Lee Gregory. “Operational methods for evolution equations.” 2012. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-07112012-204148 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3560.

MLA Handbook (7th Edition):

Windsperger, Lee Gregory. “Operational methods for evolution equations.” 2012. Web. 08 Dec 2019.

Vancouver:

Windsperger LG. Operational methods for evolution equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2012. [cited 2019 Dec 08]. Available from: etd-07112012-204148 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3560.

Council of Science Editors:

Windsperger LG. Operational methods for evolution equations. [Doctoral Dissertation]. Louisiana State University; 2012. Available from: etd-07112012-204148 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3560


University of Colorado

17. Damle, Anil. Near Optimal Rational Approximations of Large Data Sets.

Degree: MS, Applied Mathematics, 2011, University of Colorado

  We introduce a new computationally efficient algorithm for constructing near optimal rational approximations of large data sets. In contrast to wavelet-type approximations often used… (more)

Subjects/Keywords: Approximation by rational functions; Applied Mathematics

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APA (6th Edition):

Damle, A. (2011). Near Optimal Rational Approximations of Large Data Sets. (Masters Thesis). University of Colorado. Retrieved from http://scholar.colorado.edu/appm_gradetds/16

Chicago Manual of Style (16th Edition):

Damle, Anil. “Near Optimal Rational Approximations of Large Data Sets.” 2011. Masters Thesis, University of Colorado. Accessed December 08, 2019. http://scholar.colorado.edu/appm_gradetds/16.

MLA Handbook (7th Edition):

Damle, Anil. “Near Optimal Rational Approximations of Large Data Sets.” 2011. Web. 08 Dec 2019.

Vancouver:

Damle A. Near Optimal Rational Approximations of Large Data Sets. [Internet] [Masters thesis]. University of Colorado; 2011. [cited 2019 Dec 08]. Available from: http://scholar.colorado.edu/appm_gradetds/16.

Council of Science Editors:

Damle A. Near Optimal Rational Approximations of Large Data Sets. [Masters Thesis]. University of Colorado; 2011. Available from: http://scholar.colorado.edu/appm_gradetds/16


University of Colorado

18. Lewis, Ryan D. Nonlinear Approximations in Filter Design and Wave Propagation.

Degree: PhD, Applied Mathematics, 2013, University of Colorado

  This thesis has two parts. In both parts we use nonlinear approximations to obtain accurate solutions to problems where traditional numerical approaches rapidly become… (more)

Subjects/Keywords: approximation by Gaussians; digital filter design; optimal rational approximation; Rayleigh-Sommerfeld integral; Applied Mathematics

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APA (6th Edition):

Lewis, R. D. (2013). Nonlinear Approximations in Filter Design and Wave Propagation. (Doctoral Dissertation). University of Colorado. Retrieved from http://scholar.colorado.edu/appm_gradetds/47

Chicago Manual of Style (16th Edition):

Lewis, Ryan D. “Nonlinear Approximations in Filter Design and Wave Propagation.” 2013. Doctoral Dissertation, University of Colorado. Accessed December 08, 2019. http://scholar.colorado.edu/appm_gradetds/47.

MLA Handbook (7th Edition):

Lewis, Ryan D. “Nonlinear Approximations in Filter Design and Wave Propagation.” 2013. Web. 08 Dec 2019.

Vancouver:

Lewis RD. Nonlinear Approximations in Filter Design and Wave Propagation. [Internet] [Doctoral dissertation]. University of Colorado; 2013. [cited 2019 Dec 08]. Available from: http://scholar.colorado.edu/appm_gradetds/47.

Council of Science Editors:

Lewis RD. Nonlinear Approximations in Filter Design and Wave Propagation. [Doctoral Dissertation]. University of Colorado; 2013. Available from: http://scholar.colorado.edu/appm_gradetds/47


University of California – Merced

19. Adhikari, Lasith. Nonconvex Sparse Recovery Methods.

Degree: Applied Mathematics, 2017, University of California – Merced

 Critical to accurate reconstruction of sparse signals from low-dimensional observations is the solution of nonlinear optimization problems that promote sparse solutions. Sparse signal recovery is… (more)

Subjects/Keywords: Applied mathematics; Electrical engineering; Biomedical engineering; fluorescence lifetime imaging; Nonconvex optimization; Photon-limited imaging; Poisson noise; SPIRAL-Lp; time-dependent bioluminescence tomography

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APA (6th Edition):

Adhikari, L. (2017). Nonconvex Sparse Recovery Methods. (Thesis). University of California – Merced. Retrieved from http://www.escholarship.org/uc/item/2099g1s6

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Adhikari, Lasith. “Nonconvex Sparse Recovery Methods.” 2017. Thesis, University of California – Merced. Accessed December 08, 2019. http://www.escholarship.org/uc/item/2099g1s6.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Adhikari, Lasith. “Nonconvex Sparse Recovery Methods.” 2017. Web. 08 Dec 2019.

Vancouver:

Adhikari L. Nonconvex Sparse Recovery Methods. [Internet] [Thesis]. University of California – Merced; 2017. [cited 2019 Dec 08]. Available from: http://www.escholarship.org/uc/item/2099g1s6.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Adhikari L. Nonconvex Sparse Recovery Methods. [Thesis]. University of California – Merced; 2017. Available from: http://www.escholarship.org/uc/item/2099g1s6

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Colorado

20. Taylor, Dane R. Spectral Theory for the Robustness and Dynamical Properties of Complex Networks.

Degree: PhD, Applied Mathematics, 2013, University of Colorado

  From biological processes to critical infrastructures and social phenomena, many complex systems may be studied as large networks of interacting components. Research investigating the… (more)

Subjects/Keywords: complexity; dynamical systems; networks; robustness; spectra; Mathematics

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APA (6th Edition):

Taylor, D. R. (2013). Spectral Theory for the Robustness and Dynamical Properties of Complex Networks. (Doctoral Dissertation). University of Colorado. Retrieved from http://scholar.colorado.edu/appm_gradetds/34

Chicago Manual of Style (16th Edition):

Taylor, Dane R. “Spectral Theory for the Robustness and Dynamical Properties of Complex Networks.” 2013. Doctoral Dissertation, University of Colorado. Accessed December 08, 2019. http://scholar.colorado.edu/appm_gradetds/34.

MLA Handbook (7th Edition):

Taylor, Dane R. “Spectral Theory for the Robustness and Dynamical Properties of Complex Networks.” 2013. Web. 08 Dec 2019.

Vancouver:

Taylor DR. Spectral Theory for the Robustness and Dynamical Properties of Complex Networks. [Internet] [Doctoral dissertation]. University of Colorado; 2013. [cited 2019 Dec 08]. Available from: http://scholar.colorado.edu/appm_gradetds/34.

Council of Science Editors:

Taylor DR. Spectral Theory for the Robustness and Dynamical Properties of Complex Networks. [Doctoral Dissertation]. University of Colorado; 2013. Available from: http://scholar.colorado.edu/appm_gradetds/34


University of Southern California

21. Zhang, Tian. Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.

Degree: PhD, Applied Mathematics, 2015, University of Southern California

 The goal of our research is to study a class of general non‐Markovian Forward Backward Stochastic Differential Equations (FBSDE) with constraint on the Z process.… (more)

Subjects/Keywords: reinsurance; stochastic maximum principal; forward‐backward stochastic differential equation; non‐Markovian

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APA (6th Edition):

Zhang, T. (2015). Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4599

Chicago Manual of Style (16th Edition):

Zhang, Tian. “Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.” 2015. Doctoral Dissertation, University of Southern California. Accessed December 08, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4599.

MLA Handbook (7th Edition):

Zhang, Tian. “Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.” 2015. Web. 08 Dec 2019.

Vancouver:

Zhang T. Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2019 Dec 08]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4599.

Council of Science Editors:

Zhang T. Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4599


University of Colorado

22. Halko, Nathan P. Randomized Methods for Computing Low-Rank Approximations of Matrices.

Degree: PhD, Applied Mathematics, 2012, University of Colorado

Randomized sampling techniques have recently proved capable of efficiently solving many standard problems in linear algebra, and enabling computations at scales far larger than… (more)

Subjects/Keywords: hadoop; mahout; mapreduce; out of core; randomized sampling; singular value decomposition; Mathematics

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APA (6th Edition):

Halko, N. P. (2012). Randomized Methods for Computing Low-Rank Approximations of Matrices. (Doctoral Dissertation). University of Colorado. Retrieved from http://scholar.colorado.edu/appm_gradetds/26

Chicago Manual of Style (16th Edition):

Halko, Nathan P. “Randomized Methods for Computing Low-Rank Approximations of Matrices.” 2012. Doctoral Dissertation, University of Colorado. Accessed December 08, 2019. http://scholar.colorado.edu/appm_gradetds/26.

MLA Handbook (7th Edition):

Halko, Nathan P. “Randomized Methods for Computing Low-Rank Approximations of Matrices.” 2012. Web. 08 Dec 2019.

Vancouver:

Halko NP. Randomized Methods for Computing Low-Rank Approximations of Matrices. [Internet] [Doctoral dissertation]. University of Colorado; 2012. [cited 2019 Dec 08]. Available from: http://scholar.colorado.edu/appm_gradetds/26.

Council of Science Editors:

Halko NP. Randomized Methods for Computing Low-Rank Approximations of Matrices. [Doctoral Dissertation]. University of Colorado; 2012. Available from: http://scholar.colorado.edu/appm_gradetds/26


Louisiana State University

23. Szozda, Benedykt. The new stochastic integral and anticipating stochastic differential equations.

Degree: PhD, Applied Mathematics, 2012, Louisiana State University

 In this work, we develop further the theory of stochastic integration of adapted and instantly independent stochastic processes started by Wided Ayed and Hui-Hsiung Kuo… (more)

Subjects/Keywords: stochastic integration; stochastic differential equations; Ito formula; Ito integral; anticipating stochastic integral; instantaneous independence; Brownian motion; instantly independent processes

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APA (6th Edition):

Szozda, B. (2012). The new stochastic integral and anticipating stochastic differential equations. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067

Chicago Manual of Style (16th Edition):

Szozda, Benedykt. “The new stochastic integral and anticipating stochastic differential equations.” 2012. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067.

MLA Handbook (7th Edition):

Szozda, Benedykt. “The new stochastic integral and anticipating stochastic differential equations.” 2012. Web. 08 Dec 2019.

Vancouver:

Szozda B. The new stochastic integral and anticipating stochastic differential equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2012. [cited 2019 Dec 08]. Available from: etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067.

Council of Science Editors:

Szozda B. The new stochastic integral and anticipating stochastic differential equations. [Doctoral Dissertation]. Louisiana State University; 2012. Available from: etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067


Case Western Reserve University

24. Chen, Huaizhi. Estimating Stochastic Volatility Using Particle Filters.

Degree: MSs, Applied Mathematics, 2009, Case Western Reserve University

 The value of financial derivatives such as options depends, among other things, on the volatility of the underlying asset. Estimating volatility from historic data on… (more)

Subjects/Keywords: Finance; Mathematics; Stochastic Volatility; Particle Filters

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APA (6th Edition):

Chen, H. (2009). Estimating Stochastic Volatility Using Particle Filters. (Masters Thesis). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250

Chicago Manual of Style (16th Edition):

Chen, Huaizhi. “Estimating Stochastic Volatility Using Particle Filters.” 2009. Masters Thesis, Case Western Reserve University. Accessed December 08, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250.

MLA Handbook (7th Edition):

Chen, Huaizhi. “Estimating Stochastic Volatility Using Particle Filters.” 2009. Web. 08 Dec 2019.

Vancouver:

Chen H. Estimating Stochastic Volatility Using Particle Filters. [Internet] [Masters thesis]. Case Western Reserve University; 2009. [cited 2019 Dec 08]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250.

Council of Science Editors:

Chen H. Estimating Stochastic Volatility Using Particle Filters. [Masters Thesis]. Case Western Reserve University; 2009. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250


Louisiana State University

25. Esunge, Julius. White noise methods for anticipating stochastic differential equations.

Degree: PhD, Applied Mathematics, 2009, Louisiana State University

 This dissertation focuses on linear stochastic differential equations of anticipating type. Owing to the lack of a theory of differentiation for random processes, the said… (more)

Subjects/Keywords: White Noise; Anticipating; Stochastic Differential Equations

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APA (6th Edition):

Esunge, J. (2009). White noise methods for anticipating stochastic differential equations. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132

Chicago Manual of Style (16th Edition):

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132.

MLA Handbook (7th Edition):

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Web. 08 Dec 2019.

Vancouver:

Esunge J. White noise methods for anticipating stochastic differential equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Dec 08]. Available from: etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132.

Council of Science Editors:

Esunge J. White noise methods for anticipating stochastic differential equations. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132


Louisiana State University

26. Xu, Huanhuan. Adaptive Stochastic Conjugate Gradient optimization for temporal medical image registration.

Degree: MS, Applied Mathematics, 2013, Louisiana State University

 We propose an Adaptive Stochastic Conjugate Gradient (ASCG) optimization algorithm for temporal medical image registration. This method combines the advantages of Conjugate Gradient (CG) method… (more)

Subjects/Keywords: image registration; adaptive stochastic conjugate gradient optimizatio

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APA (6th Edition):

Xu, H. (2013). Adaptive Stochastic Conjugate Gradient optimization for temporal medical image registration. (Masters Thesis). Louisiana State University. Retrieved from etd-09032013-113122 ; https://digitalcommons.lsu.edu/gradschool_theses/324

Chicago Manual of Style (16th Edition):

Xu, Huanhuan. “Adaptive Stochastic Conjugate Gradient optimization for temporal medical image registration.” 2013. Masters Thesis, Louisiana State University. Accessed December 08, 2019. etd-09032013-113122 ; https://digitalcommons.lsu.edu/gradschool_theses/324.

MLA Handbook (7th Edition):

Xu, Huanhuan. “Adaptive Stochastic Conjugate Gradient optimization for temporal medical image registration.” 2013. Web. 08 Dec 2019.

Vancouver:

Xu H. Adaptive Stochastic Conjugate Gradient optimization for temporal medical image registration. [Internet] [Masters thesis]. Louisiana State University; 2013. [cited 2019 Dec 08]. Available from: etd-09032013-113122 ; https://digitalcommons.lsu.edu/gradschool_theses/324.

Council of Science Editors:

Xu H. Adaptive Stochastic Conjugate Gradient optimization for temporal medical image registration. [Masters Thesis]. Louisiana State University; 2013. Available from: etd-09032013-113122 ; https://digitalcommons.lsu.edu/gradschool_theses/324

27. Foo, Jasmine Yen-teng. Multi-Element Probabilistic Collocation in High Dimensions: Applications to Systems Biology and Biological Systems.

Degree: PhD, Applied Mathematics, 2008, Brown University

 In this work we develop and apply numerical methods for quantifying parametric uncertainty in mathematical models. In Part I, we introduce the Multi-Element Probabilistic Collocation… (more)

Subjects/Keywords: Stochastic spectral methods

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APA (6th Edition):

Foo, J. Y. (2008). Multi-Element Probabilistic Collocation in High Dimensions: Applications to Systems Biology and Biological Systems. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:197/

Chicago Manual of Style (16th Edition):

Foo, Jasmine Yen-teng. “Multi-Element Probabilistic Collocation in High Dimensions: Applications to Systems Biology and Biological Systems.” 2008. Doctoral Dissertation, Brown University. Accessed December 08, 2019. https://repository.library.brown.edu/studio/item/bdr:197/.

MLA Handbook (7th Edition):

Foo, Jasmine Yen-teng. “Multi-Element Probabilistic Collocation in High Dimensions: Applications to Systems Biology and Biological Systems.” 2008. Web. 08 Dec 2019.

Vancouver:

Foo JY. Multi-Element Probabilistic Collocation in High Dimensions: Applications to Systems Biology and Biological Systems. [Internet] [Doctoral dissertation]. Brown University; 2008. [cited 2019 Dec 08]. Available from: https://repository.library.brown.edu/studio/item/bdr:197/.

Council of Science Editors:

Foo JY. Multi-Element Probabilistic Collocation in High Dimensions: Applications to Systems Biology and Biological Systems. [Doctoral Dissertation]. Brown University; 2008. Available from: https://repository.library.brown.edu/studio/item/bdr:197/


University of Southern California

28. Chen, Jianfu. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

 In this dissertation, we propose a regime switch term structure model built as forward-backward stochastic differential equations. We first generalize the model and study the… (more)

Subjects/Keywords: discontinuous coefficient; regime switching; stochastic differential equations

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APA (6th Edition):

Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

Chicago Manual of Style (16th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed December 08, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

MLA Handbook (7th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 08 Dec 2019.

Vancouver:

Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Dec 08]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

Council of Science Editors:

Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876


Louisiana State University

29. Fang, Liqun. Stochastic Navier-Stokes equations with fractional Brownian motions.

Degree: PhD, Applied Mathematics, 2009, Louisiana State University

 The aim of this dissertation is to study stochastic Navier-Stokes equations with a fractional Brownian motion noise. The second chapter will introduce the background results… (more)

Subjects/Keywords: stochastic integration; bounded; boundary condition; mild solution; stochastic process; Hodge-Leray projection; martingale; weak convergence

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APA (6th Edition):

Fang, L. (2009). Stochastic Navier-Stokes equations with fractional Brownian motions. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

Chicago Manual of Style (16th Edition):

Fang, Liqun. “Stochastic Navier-Stokes equations with fractional Brownian motions.” 2009. Doctoral Dissertation, Louisiana State University. Accessed December 08, 2019. etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680.

MLA Handbook (7th Edition):

Fang, Liqun. “Stochastic Navier-Stokes equations with fractional Brownian motions.” 2009. Web. 08 Dec 2019.

Vancouver:

Fang L. Stochastic Navier-Stokes equations with fractional Brownian motions. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Dec 08]. Available from: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680.

Council of Science Editors:

Fang L. Stochastic Navier-Stokes equations with fractional Brownian motions. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680


University of Akron

30. Hoffman, Matt J. Use of a Diffusive Approximation of Radiative Transfer for Modeling Thermophotovoltaic Systems.

Degree: MS, Applied Mathematics, 2010, University of Akron

 Thermophotovoltaic (TPV) energy conversion is the conversion of heat energy to electrical energy via light. When a TPV material is heated, it emits ultraviolet light.… (more)

Subjects/Keywords: Chemical Engineering; Mathematics; TPV; diffusion approximation; radiative transfer equation; homogenization

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APA (6th Edition):

Hoffman, M. J. (2010). Use of a Diffusive Approximation of Radiative Transfer for Modeling Thermophotovoltaic Systems. (Masters Thesis). University of Akron. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=akron1279199403

Chicago Manual of Style (16th Edition):

Hoffman, Matt J. “Use of a Diffusive Approximation of Radiative Transfer for Modeling Thermophotovoltaic Systems.” 2010. Masters Thesis, University of Akron. Accessed December 08, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=akron1279199403.

MLA Handbook (7th Edition):

Hoffman, Matt J. “Use of a Diffusive Approximation of Radiative Transfer for Modeling Thermophotovoltaic Systems.” 2010. Web. 08 Dec 2019.

Vancouver:

Hoffman MJ. Use of a Diffusive Approximation of Radiative Transfer for Modeling Thermophotovoltaic Systems. [Internet] [Masters thesis]. University of Akron; 2010. [cited 2019 Dec 08]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=akron1279199403.

Council of Science Editors:

Hoffman MJ. Use of a Diffusive Approximation of Radiative Transfer for Modeling Thermophotovoltaic Systems. [Masters Thesis]. University of Akron; 2010. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=akron1279199403

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